0001752724-24-015008.txt : 20240126
0001752724-24-015008.hdr.sgml : 20240126
20240126112944
ACCESSION NUMBER: 0001752724-24-015008
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231130
FILED AS OF DATE: 20240126
DATE AS OF CHANGE: 20240126
PERIOD START: 20231130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Flaherty & Crumrine PREFERRED & INCOME OPPORTUNITY FUND INC
CENTRAL INDEX KEY: 0000882071
ORGANIZATION NAME:
IRS NUMBER: 954355600
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1130
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06495
FILM NUMBER: 24565409
BUSINESS ADDRESS:
STREET 1: 301 E COLORADO BLVD STE 720
STREET 2: C/O FLAHERTY & CRUMRINE INC
CITY: PASADENA
STATE: CA
ZIP: 91101
BUSINESS PHONE: (626) 795-7300
MAIL ADDRESS:
STREET 1: 301 COLORADO BLVD STE 800
STREET 2: C/O FLAHERTY & CRUMRINE INC
CITY: PASADENA
STATE: CA
ZIP: 91101
FORMER COMPANY:
FORMER CONFORMED NAME: Flaherty & Crumrine PREFERRED INCOME OPPORTUNITY FUND INC
DATE OF NAME CHANGE: 20050708
FORMER COMPANY:
FORMER CONFORMED NAME: PREFERRED INCOME OPPORTUNITY FUND INC
DATE OF NAME CHANGE: 19920929
NPORT-P
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Flaherty & Crumrine Preferred & Income Opportunity Fund Inc
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626-795-7300
Flaherty & Crumrine Preferred and Income Opportunity Fund Incorporated
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2023-11-30
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N/A
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Athene Holding Ltd
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Lincoln National Corp
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USD
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N/A
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AMERICAN EXPRESS CO
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American Express Co
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USD
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CORP
US
N
2
N/A
Fixed
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N
N
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SBL HOLDINGS INC
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SBL Holdings Inc
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USD
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2
N/A
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ENSTAR FINANCE LLC
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Enstar Finance LLC
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USD
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2
2040-09-01
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ARBOR REALTY TRUST INC
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Arbor Realty Trust Inc
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5189.00000000
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USD
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0.073511305531
Long
EP
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
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Energy Transfer LP
29273V407
72808.00000000
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USD
1870437.52000000
1.600122891079
Long
EP
CORP
US
N
1
N
N
N
WAFD INC
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WaFd Inc
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17000.00000000
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USD
242420.00000000
0.207385591396
Long
EP
CORP
US
N
1
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
800000.00000000
PA
USD
976057.60000000
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DBT
CORP
JE
N
2
N/A
Fixed
10.17600000
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N
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N
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METLIFE CAPITAL TRUST IV
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MetLife Capital Trust IV
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350000.00000000
PA
USD
367156.30000000
0.314095068106
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.87500000
N
N
N
N
N
N
ENSTAR FINANCE LLC
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Enstar Finance LLC
29360AAB6
490000.00000000
PA
USD
403202.82000000
0.344932164336
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.50000000
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N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA38
380000.00000000
PA
USD
386479.76000000
0.330625912013
Long
DBT
CORP
US
N
2
N/A
Fixed
7.50000000
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N
N
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N
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HUNTINGTON BANCSHARES
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Huntington Bancshares Inc/OH
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29880.00000000
NS
USD
716522.40000000
0.612970966392
Long
EP
CORP
US
N
1
N
N
N
CARLYLE FINANCE LLC
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Carlyle Finance LLC
14314C105
10600.00000000
NS
USD
190376.00000000
0.162862962411
Long
EP
CORP
US
N
1
N
N
N
AXIS SPECIALTY FINANCE
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AXIS Specialty Finance LLC
05463HAC5
610000.00000000
PA
USD
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0.431239277202
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
N
N
N
N
N
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LAND O'LAKES INC
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Land O' Lakes Inc
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3630000.00000000
PA
USD
3176250.00000000
2.717220050627
Long
DBT
CORP
US
N
2
N/A
Fixed
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N
N
N
N
N
BNP PARIBAS
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BNP Paribas SA
05565AAN3
4661000.00000000
PA
USD
4638757.24000000
3.968366527358
Long
DBT
CORP
FR
N
2
N/A
Fixed
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N
N
N
N
N
WEBSTER FINANCIAL CORP
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Webster Financial Corp
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13515.00000000
NS
USD
299357.25000000
0.256094300511
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
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JPMorgan Chase & Co
46625HJQ4
4260000.00000000
PA
USD
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3.646268815254
Long
DBT
CORP
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N
2
N/A
Fixed
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N
N
N
N
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MERCHANTS BANCORP
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Merchants Bancorp/IN
58844R603
14000.00000000
NS
USD
309820.00000000
0.265044979483
Long
EP
CORP
US
N
1
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
825000.00000000
PA
USD
724395.79000000
0.619706498285
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
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Banco Bilbao Vizcaya Argentaria SA
05946KAG6
600000.00000000
PA
USD
575576.88000000
0.492394817477
Long
DBT
CORP
ES
N
2
N/A
Fixed
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N
N
N
N
N
ENBRIDGE INC
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Enbridge Inc
29250NAN5
1030000.00000000
PA
USD
936611.86000000
0.801253215473
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
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N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BX7
300000.00000000
PA
USD
229426.74000000
0.196270110374
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.75000000
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N
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N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
400000.00000000
PA
USD
352060.00000000
0.301180477299
Long
DBT
CORP
DE
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
820000.00000000
PA
USD
622037.90000000
0.532141315743
Long
DBT
CORP
US
N
2
N/A
Fixed
3.95000000
N
N
N
N
N
N
RENAISSANCERE HOLDINGS L
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RenaissanceRe Holdings Ltd
75968N309
7926.00000000
NS
USD
183962.46000000
0.157376303777
Long
EP
CORP
BM
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CM0
1650000.00000000
PA
USD
1639172.54000000
1.402280202164
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
WINTRUST FINANCIAL CORP
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W504
33000.00000000
NS
USD
810810.00000000
0.693632172923
Long
EP
CORP
US
N
1
N
N
N
BARCLAYS PLC
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Barclays PLC
06738EBG9
1475000.00000000
PA
USD
1454659.01000000
1.244432468728
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
325000.00000000
PA
USD
296284.66000000
0.253465759573
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
SOCIETE GENERALE
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Societe Generale SA
83367TBU2
300000.00000000
PA
USD
253310.10000000
0.216701859975
Long
DBT
CORP
FR
N
2
N/A
Fixed
6.75000000
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N
N
N
N
N
BANCO SANTANDER SA
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Banco Santander SA
05971KAQ2
800000.00000000
PA
USD
837000.00000000
0.716037208146
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DBT
CORP
ES
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2
N/A
Fixed
9.62500000
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N
N
N
N
N
QBE INSURANCE GROUP LTD
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QBE Insurance Group Ltd
74728GAE0
475000.00000000
PA
USD
458049.29000000
0.391852251857
Long
DBT
CORP
AU
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
NEW YORK MORTGAGE TRUST
549300JFGR0M7ULHWG48
New York Mortgage Trust Inc
649604865
21000.00000000
NS
USD
393330.00000000
0.336486158996
Long
EP
CORP
US
N
1
N
N
N
SCE TRUST II
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SCE Trust II
78407R204
121.00000000
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USD
2370.39000000
0.002027822506
Long
EP
CORP
US
N
1
N
N
N
METLIFE INC
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MetLife Inc
59156RBS6
3350000.00000000
PA
USD
3716934.88000000
3.179765441263
Long
DBT
CORP
US
N
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BF1
520000.00000000
PA
USD
492405.02000000
0.421242910153
Long
DBT
CORP
US
N
2
N/A
Fixed
6.20000000
N
N
N
N
N
N
COMPEER FINANCIAL ACA
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Compeer Financial ACA
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250000.00000000
PA
USD
231250.00000000
0.197829873815
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
82600.00000000
NS
USD
1939448.00000000
1.659160013459
Long
EP
CORP
US
N
1
N
N
N
LEHMAN BROS HLDG-ESCROW
N/A
LEHMAN BROS HLDG-ESCROW
000000000
9500.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NB3
300000.00000000
PA
USD
248561.52000000
0.212639542214
Long
DBT
CORP
US
N
2
N/A
Fixed
4.15000000
N
N
N
N
N
N
QWEST CORP
549300R2L4N683OO1509
Qwest Corp
74913G881
19728.00000000
NS
USD
209314.08000000
0.179064121229
Long
EP
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCM6
725000.00000000
PA
USD
633194.10000000
0.541685227692
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
FIRST HORIZON CORP
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First Horizon Corp
320517402
14500.00000000
NS
USD
304500.00000000
0.260493823035
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
430000.00000000
PA
USD
415821.48000000
0.355727182349
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
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Truist Financial Corp
89832QAF6
410000.00000000
PA
USD
354650.00000000
0.303396171886
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686J408
20000.00000000
NS
USD
343200.00000000
0.293600919756
Long
EP
CORP
BM
N
1
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAN4
500000.00000000
PA
USD
357806.85000000
0.306096795614
Long
DBT
CORP
US
N
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
BlackRock Liquidity Funds T-Fund
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BlackRock Liquidity Funds T-Fund
09248U718
7139608.54000000
NS
USD
7139608.54000000
6.107796136488
Long
STIV
RF
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
900000.00000000
PA
USD
774438.39000000
0.662516968526
Long
DBT
CORP
US
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
500000.00000000
PA
USD
459491.90000000
0.393086376633
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAB7
225000.00000000
PA
USD
212925.89000000
0.182153954381
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAG9
2240000.00000000
PA
USD
2182593.95000000
1.867166640950
Long
DBT
CORP
US
N
2
N/A
Fixed
6.45000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
1480000.00000000
PA
USD
1374510.93000000
1.175867346337
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
610000.00000000
PA
USD
567579.01000000
0.485552795367
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
625000.00000000
PA
USD
548808.94000000
0.469495365834
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
420000.00000000
PA
USD
383686.80000000
0.328236589097
Long
DBT
CORP
MX
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148B108
38932.00000000
NS
USD
983033.00000000
0.840965597175
Long
EP
CORP
US
N
1
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AU5
200000.00000000
PA
USD
165469.24000000
0.141555714030
Long
DBT
CORP
US
N
2
2062-02-15
Fixed
3.87500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
560000.00000000
PA
USD
554278.93000000
0.474174835808
Long
DBT
CORP
US
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
N
HEARTLAND FINANCIAL USA
549300QF7B0DFZT32C73
Heartland Financial USA Inc
42234Q201
29600.00000000
NS
USD
726976.00000000
0.621913817717
Long
EP
CORP
US
N
1
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165B202
39000.00000000
NS
USD
649350.00000000
0.555506285674
Long
EP
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBT1
325000.00000000
PA
USD
240300.84000000
0.205572691265
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FL3
1710000.00000000
PA
USD
1566820.83000000
1.340384722555
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAD9
1850000.00000000
PA
USD
1877520.42000000
1.606182174163
Long
DBT
CORP
US
N
2
2097-10-15
Fixed
7.69700000
N
N
N
N
N
N
NORTHPOINTE BANCSHARES I
549300EYMKMD4WKEKP72
Northpointe Bancshares Inc
66661N308
46000.00000000
NS
USD
1114350.00000000
0.953304734645
Long
EP
CORP
US
Y
2
N
N
N
PECO ENERGY CAP TRST III
N/A
PECO Energy Capital Trust III
69331VAA4
1500000.00000000
PA
USD
1562024.42000000
1.336281487160
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
7.38000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BL5
275000.00000000
PA
USD
274159.08000000
0.234537756548
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
6.75000000
N
N
N
N
N
N
COMED FINANCING III
N/A
ComEd Financing III
20035AAA2
2102000.00000000
PA
USD
2098248.22000000
1.795010510689
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.35000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BK4
950000.00000000
PA
USD
912638.50000000
0.780744472624
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJW1
1300000.00000000
PA
USD
1297491.78000000
1.109978962657
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BP3
3430000.00000000
PA
USD
3131280.96000000
2.678749912211
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAB4
1343000.00000000
PA
USD
1259825.46000000
1.077756159056
Long
DBT
CORP
CA
N
2
2076-08-15
Fixed
5.87500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AS20
380000.00000000
PA
USD
399903.26000000
0.342109454981
Long
DBT
CORP
FR
N
2
N/A
Fixed
9.25000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
200000.00000000
PA
USD
193231.08000000
0.165305427778
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BK7
725000.00000000
PA
USD
686270.07000000
0.587090686926
Long
DBT
CORP
US
N
2
2052-09-01
Fixed
6.00000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
415000.00000000
PA
USD
395187.90000000
0.338075556283
Long
DBT
USGSE
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAN4
3054000.00000000
PA
USD
2975192.14000000
2.545218964904
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
7.80000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
650000.00000000
PA
USD
658135.56000000
0.563022161247
Long
DBT
CORP
GB
N
2
2079-04-04
Fixed
7.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECN3
535000.00000000
PA
USD
537407.50000000
0.459741655838
Long
DBT
CORP
GB
N
2
N/A
Fixed
9.62500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
4200000.00000000
PA
USD
3282895.14000000
2.808452892094
Long
DBT
CORP
ES
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
915000.00000000
PA
USD
812492.79000000
0.695071767014
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AV6
280000.00000000
PA
USD
238623.36000000
0.204137639776
Long
DBT
CORP
US
N
2
N/A
Fixed
4.45000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BM0
950000.00000000
PA
USD
774637.79000000
0.662687551345
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.12500000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAR1
175000.00000000
PA
USD
165657.43000000
0.141716706912
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
FIRST HORIZON BANK
COOWI3L2W9TPYR3WJX37
First Horizon Bank
337158208
750.00000000
NS
USD
465000.00000000
0.397798448970
Long
EP
CORP
US
N
2
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q862
9000.00000000
NS
USD
869625.00000000
0.743947260614
Long
EP
USGA
US
N
2
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AP0
330000.00000000
PA
USD
264985.74000000
0.226690142733
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730406
14000.00000000
NS
USD
349160.00000000
0.298699583747
Long
EP
CORP
US
N
1
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
2370000.00000000
PA
USD
3080241.60000000
2.635086733190
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAG3
480000.00000000
PA
USD
431784.10000000
0.369382893053
Long
DBT
CORP
MX
N
2
2034-09-13
Fixed
5.87500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BD6
1000000.00000000
PA
USD
898417.80000000
0.768578940574
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224Q305
25300.00000000
NS
USD
461725.00000000
0.394996750216
Long
EP
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
550000.00000000
PA
USD
484232.21000000
0.414251230278
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967358
60796.00000000
NS
USD
1568536.80000000
1.341852701489
Long
EP
CORP
US
N
1
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059T204
31500.00000000
NS
USD
845775.00000000
0.723544049844
Long
EP
CORP
US
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FU2
580000.00000000
PA
USD
582320.00000000
0.498163425385
Long
DBT
CORP
US
N
2
N/A
Floating
9.83773000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X306
12894.00000000
NS
USD
252335.58000000
0.215868177083
Long
EP
CORP
US
N
1
N
N
N
PROVIDENT FINANCING TR I
N/A
Provident Financing Trust I
743863AA0
4944000.00000000
PA
USD
4987095.46000000
4.266363094311
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
7.40500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBN9
650000.00000000
PA
USD
420599.34000000
0.359814548580
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089209
23000.00000000
NS
USD
547170.00000000
0.468093284565
Long
EP
CORP
US
N
1
N
N
N
CONNECTONE BANCORP INC
549300E2M5ZYAZKUK134
ConnectOne Bancorp Inc
20786W503
32800.00000000
NS
USD
601552.00000000
0.514616027042
Long
EP
CORP
US
N
1
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP704
111980.00000000
NS
USD
2223922.80000000
1.902522667676
Long
EP
CORP
US
N
1
N
N
N
UNIVERSAL INSURANCE HLDS
529900GGAZ6WVUCWQM46
Universal Insurance Holdings Inc
91359VAC1
340000.00000000
PA
USD
303638.76000000
0.259757048979
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
5.62500000
N
N
N
N
N
N
SCE TRUST V
N/A
SCE Trust V
78409W201
31470.00000000
NS
USD
738286.20000000
0.631589473669
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94988U128
28000.00000000
NS
USD
541520.00000000
0.463259819540
Long
EP
CORP
US
N
1
N
N
N
ANNALY CAPITAL MGMT
2DTL0G3FPRYUT58TI025
Annaly Capital Management Inc
035710870
3110.00000000
NS
USD
77718.90000000
0.066487006184
Long
EP
CORP
US
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AJ7
580000.00000000
PA
USD
503105.63000000
0.430397073725
Long
DBT
CORP
CH
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
640000.00000000
PA
USD
522366.02000000
0.446873962474
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAE1
300000.00000000
PA
USD
271177.74000000
0.231987278209
Long
DBT
CORP
US
N
2
2050-01-14
Fixed
4.95000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
225.00000000
NS
USD
251550.00000000
0.215196128684
Long
EP
CORP
US
N
1
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359U109
42000.00000000
NS
USD
1038660.00000000
0.888553412919
Long
EP
CORP
BM
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267843
25000.00000000
NS
USD
507250.00000000
0.433942501591
Long
EP
CORP
US
N
1
N
N
N
EVEREST REINSURANCE HLDG
254900P29PM5UJR3VU91
Everest Reinsurance Holdings Inc
299808AE5
1031000.00000000
PA
USD
873770.85000000
0.747493954592
Long
DBT
CORP
US
N
2
2037-05-15
Floating
8.02633000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
11102AAG6
395000.00000000
PA
USD
327592.70000000
0.280249178395
Long
DBT
CORP
GB
N
2
2081-11-23
Fixed
4.87500000
N
N
N
N
N
N
DIME COMMUNITY BANCSHARE
0002487650
Dime Community Bancshares Inc
25432X201
27000.00000000
NS
USD
475200.00000000
0.406524350431
Long
EP
CORP
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
1270000.00000000
PA
USD
1023207.25000000
0.875333886075
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.37500000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
302570AX4
293000.00000000
PA
USD
258895.61000000
0.221480155060
Long
DBT
CORP
US
N
2
2067-06-15
Floating
7.79604000
N
N
N
N
N
N
DELPHI FINANCIAL GROUP
5493001NGT0EEYMZG011
Delphi Financial Group Inc
247131303
129700.00000000
NS
USD
2902037.50000000
2.482636594308
Long
EP
CORP
US
N
2
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857808
51230.00000000
NS
USD
1280750.00000000
1.095656695739
Long
EP
CORP
CA
N
1
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261F872
16600.00000000
NS
USD
405870.00000000
0.347213884910
Long
EP
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V605
144300.00000000
NS
USD
3624816.00000000
3.100959532478
Long
EP
CORP
US
N
1
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AM8
240000.00000000
PA
USD
188400.00000000
0.161172532873
Long
DBT
CORP
US
N
2
N/A
Fixed
7.25000000
N
N
N
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
1290000.00000000
PA
USD
1247801.13000000
1.067469578790
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06055HAB9
1550000.00000000
PA
USD
1510621.75000000
1.292307503507
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
2030000.00000000
PA
USD
1970669.60000000
1.685869484543
Long
DBT
CORP
CA
N
2
2076-06-15
Fixed
6.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAA6
700000.00000000
PA
USD
534562.84000000
0.457308104578
Long
DBT
CORP
FR
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61763E207
148000.00000000
NS
USD
3744400.00000000
3.203261316826
Long
EP
CORP
US
N
1
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630706
20000.00000000
NS
USD
469800.00000000
0.401904755540
Long
EP
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565A5R0
240000.00000000
PA
USD
244164.96000000
0.208878370711
Long
DBT
CORP
FR
N
2
N/A
Fixed
8.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95002YAA1
1640000.00000000
PA
USD
1685114.76000000
1.441582877128
Long
DBT
CORP
US
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V506
1400.00000000
NS
USD
36036.00000000
0.030828096574
Long
EP
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AM34
660000.00000000
PA
USD
650973.44000000
0.556895106995
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
NY COMMUNITY BANCORP INC
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445202
162500.00000000
NS
USD
3765125.00000000
3.220991150923
Long
EP
CORP
US
N
1
N
N
N
TPG RE FINANCE TRUST INC
N/A
TPG RE Finance Trust Inc
87266M206
20500.00000000
NS
USD
284335.00000000
0.243243058038
Long
EP
CORP
US
N
1
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939A107
9900.00000000
NS
USD
223443.00000000
0.191151137275
Long
EP
CORP
BM
N
1
N
N
N
FULTON FINANCIAL CORP
5493005QLZ6O1BNC0C11
Fulton Financial Corp
360271308
7700.00000000
NS
USD
123046.00000000
0.105263457961
Long
EP
CORP
US
N
1
N
N
N
FT REAL ESTATE SECS CO
0002671824
FT Real Estate Securities Co Inc
302663208
1.00000000
NS
USD
1170000.00000000
1.000912226441
Long
EP
CORP
US
N
2
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
825000.00000000
PA
USD
782329.10000000
0.669267317342
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
385000.00000000
PA
USD
356994.10000000
0.305401503809
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
WESTERN ALLIANCE BANCORP
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638406
17300.00000000
NS
USD
283547.00000000
0.242568939376
Long
EP
CORP
US
N
1
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
130000.00000000
PA
USD
123598.80000000
0.105736367601
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452EAA9
110000.00000000
PA
USD
103953.47000000
0.088930170174
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
AMER AGCREDIT ACA
0002558989
American AgCredit Corp
02369GAA3
450000.00000000
PA
USD
418500.00000000
0.358018604073
Long
DBT
CORP
US
N
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874BS5
1500000.00000000
PA
USD
1648683.00000000
1.410416215577
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
8.17500000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187885
14500.00000000
NS
USD
379900.00000000
0.324997055406
Long
EP
CORP
US
N
1
N
N
N
KUVARE US HOLDINGS INC
254900MGBERNLZXF7O58
Kuvare US Holdings Inc
50149XAA2
700000.00000000
PA
USD
708750.00000000
0.606321829478
Long
DBT
CORP
US
N
2
2051-02-17
Fixed
7.00000000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial Inc
46817M206
10800.00000000
NS
USD
270216.00000000
0.231164528359
Long
EP
CORP
US
N
1
N
N
N
VALLEY NATIONAL BANCORP
549300ET52S1UBIB9762
Valley National Bancorp
919794305
18528.00000000
NS
USD
422808.96000000
0.361704835481
Long
EP
CORP
US
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBT1
680000.00000000
PA
USD
683859.68000000
0.585028645198
Long
DBT
CORP
CA
N
2
2084-01-15
Fixed
8.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H824
13085.00000000
NS
USD
237361.90000000
0.203058485300
Long
EP
CORP
US
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
1245000.00000000
PA
USD
1141742.44000000
0.976738433882
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686J309
12466.00000000
NS
USD
308782.82000000
0.264157692182
Long
EP
CORP
BM
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
2075000.00000000
PA
USD
2049158.34000000
1.753015073863
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676503
47000.00000000
NS
USD
1060790.00000000
0.907485197168
Long
EP
CORP
US
N
1
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701818
17100.00000000
NS
USD
431262.00000000
0.368936246666
Long
EP
CORP
US
N
1
N
N
N
GLOBAL ATLANTIC
N/A
Global Atlantic Fin Co
37959GAC1
1090000.00000000
PA
USD
906118.53000000
0.775166765198
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
4.70000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAM3
1400000.00000000
PA
USD
1428315.00000000
1.221895680948
Long
DBT
CORP
ES
N
2
N/A
Fixed
9.37500000
N
N
N
N
N
N
WESBANCO INC
0001070448
WesBanco Inc
950810705
33900.00000000
NS
USD
801735.00000000
0.685868687064
Long
EP
CORP
US
N
1
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AL8
950000.00000000
PA
USD
854129.45000000
0.730691119203
Long
DBT
CORP
US
N
2
N/A
Floating
8.53548000
N
N
N
N
N
N
FIRST CITIZENS BANCSHARE
549300N3Z00ZHE2XC526
First Citizens BancShares Inc/NC
319626305
13600.00000000
NS
USD
275400.00000000
0.235599339454
Long
EP
CORP
US
N
1
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
000000000
23000.00000000
NS
USD
383870.00000000
0.328393313131
Long
EP
CORP
BM
N
1
N
N
N
AXIS CAPITAL HLDGS LTD
635400VD2NQBYAHMEM55
Axis Capital Holdings Ltd
05461T305
15962.00000000
NS
USD
339032.88000000
0.290036029707
Long
EP
CORP
BM
N
1
N
N
N
AERCAP GLOBAL AVIATION T
635400FBSV8LXXNRV758
AerCap Global Aviation Trust
00773HAA5
419000.00000000
PA
USD
419118.16000000
0.358547427921
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
6.50000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473P881
28000.00000000
NS
USD
703640.00000000
0.601950323942
Long
EP
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAV5
1650000.00000000
PA
USD
1566804.20000000
1.340370495914
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BP9
934000.00000000
PA
USD
816785.90000000
0.698744439055
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
ACE CAPITAL TRUST II
N/A
ACE Capital Trust II
00440FAA2
1127000.00000000
PA
USD
1292214.82000000
1.105464626091
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
9.70000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ASK0
325000.00000000
PA
USD
246548.87000000
0.210917759314
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.62500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746465
34400.00000000
NS
USD
859312.00000000
0.735124689852
Long
EP
CORP
US
N
1
N
N
N
CADENCE BANK
Q7C315HKI8VX0SSKBS64
Cadence Bank
12740C202
18800.00000000
NS
USD
351184.00000000
0.300431076350
Long
EP
CORP
US
N
1
N
N
N
COMERICA INC
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AU1
790000.00000000
PA
USD
721285.01000000
0.617045286545
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
200000.00000000
PA
USD
179643.40000000
0.153681432016
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AD0
275000.00000000
PA
USD
193607.62000000
0.165627550418
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
MACQUARIE BANK LONDON
549300MPRNPO6FWNKN78
Macquarie Bank Ltd/London
556079AB7
500000.00000000
PA
USD
452471.60000000
0.387080646630
Long
DBT
CORP
AU
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621E301
11200.00000000
NS
USD
195440.00000000
0.167195115842
Long
EP
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BC8
275000.00000000
PA
USD
211455.86000000
0.180896372330
Long
DBT
CORP
US
N
2
N/A
Fixed
3.40000000
N
N
N
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust Inc
038923850
53931.00000000
NS
USD
1024689.00000000
0.876601494358
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95002Y400
36000.00000000
NS
USD
626040.00000000
0.535565034394
Long
EP
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61745VAB9
444000.00000000
PA
USD
451600.84000000
0.386335728399
Long
DBT
CORP
US
N
2
N/A
Floating
8.83104000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
420000.00000000
PA
USD
352800.00000000
0.301813532896
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
BALTA GROUP NV
N/A
LEHMAN BROS HLDG-ESCROW
000000000
25000.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
425000.00000000
PA
USD
370888.75000000
0.317288106431
Long
DBT
CORP
US
N
2
N/A
Fixed
3.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
650000.00000000
PA
USD
586818.18000000
0.502011530820
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701BF3
1210000.00000000
PA
USD
1154425.06000000
0.987588168431
Long
DBT
CORP
US
N
2
N/A
Floating
10.11104000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BE7
200000.00000000
PA
USD
212485.20000000
0.181776952664
Long
DBT
CORP
CH
N
2
N/A
Fixed
9.25000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAB4
700000.00000000
PA
USD
594398.28000000
0.508496158827
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773886
47720.00000000
NS
USD
1146234.40000000
0.980581218228
Long
EP
CORP
US
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
275000.00000000
PA
USD
239476.88000000
0.204867809523
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAF8
2200000.00000000
PA
USD
1872564.76000000
1.601942703493
Long
DBT
CORP
ES
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
SCE TRUST VII
N/A
SCE Trust VII
783892201
29700.00000000
NS
USD
744579.00000000
0.636972841582
Long
EP
CORP
US
N
2
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
270000.00000000
PA
USD
270472.50000000
0.231383959116
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.87500000
N
N
N
N
N
N
SBL HOLDINGS INC
635400MJW3QDSBJRKQ59
SBL Holdings Inc
78397DAA6
910000.00000000
PA
USD
581273.96000000
0.497268558526
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AY9
525000.00000000
PA
USD
397655.42000000
0.340186471614
Long
DBT
CORP
NL
N
2
N/A
Fixed
3.87500000
N
N
N
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630862
16000.00000000
NS
USD
267200.00000000
0.228584399064
Long
EP
CORP
US
N
1
N
N
N
APOLLO GLOBAL MANAGEMENT
N/A
Apollo Global Management Inc
03769M205
32680.00000000
NS
USD
856869.60000000
0.733035264193
Long
EP
CORP
US
N
1
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAE8
1550000.00000000
PA
USD
1297653.34000000
1.110117174092
Long
DBT
CORP
CA
N
2
2079-09-15
Fixed
5.50000000
N
N
N
N
N
N
LEHMAN BROS HLDG-ESCROW
N/A
LEHMAN BROS HLDG-ESCROW
000000000
45800.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
2
N
N
N
KKR REAL ESTATE FIN
549300K23AYZDZ2REL62
KKR Real Estate Finance Trust Inc
48251K209
61284.00000000
NS
USD
1106176.20000000
0.946312207844
Long
EP
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
300000.00000000
PA
USD
299082.66000000
0.255859394111
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267702
69411.00000000
NS
USD
1500665.82000000
1.283790399180
Long
EP
CORP
US
N
1
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351885
37160.00000000
NS
USD
972477.20000000
0.831935315739
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAA8
300000.00000000
PA
USD
302163.60000000
0.258495078312
Long
DBT
CORP
US
N
2
N/A
Floating
8.93873000
N
N
N
N
N
N
QWEST CORP
549300R2L4N683OO1509
Qwest Corp
74913G873
24920.00000000
NS
USD
276113.60000000
0.236209810364
Long
EP
CORP
US
N
1
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP506
8627.00000000
NS
USD
191778.21000000
0.164062525772
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
700000.00000000
PA
USD
631923.95000000
0.540598639090
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AD0
475000.00000000
PA
USD
355753.77000000
0.304340425637
Long
DBT
CORP
CH
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610204
34400.00000000
NS
USD
829728.00000000
0.709816153692
Long
EP
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBX2
330000.00000000
PA
USD
308752.42000000
0.264131685573
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05973KAB3
550000.00000000
PA
USD
457050.00000000
0.390997378713
Long
DBT
CORP
MX
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C709
63135.00000000
NS
USD
1474202.25000000
1.261151330147
Long
EP
CORP
US
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAC2
4400000.00000000
PA
USD
4414462.80000000
3.776486999735
Long
DBT
CORP
FR
N
2
N/A
Fixed
9.37500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
960000.00000000
PA
USD
678679.87000000
0.580597418566
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
2024-01-25
Flaherty & Crumrine Preferred & Income Opportunity Fund Inc
Bradford Stone
Bradford Stone
Chief Financial Officer, Treasurer and Vice President