ENBRIDGE INC 6%/VAR 01/15/2077

0001752724-23-239305.txt : 20231027 0001752724-23-239305.hdr.sgml : 20231027 20231027092855 ACCESSION NUMBER: 0001752724-23-239305 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230831 FILED AS OF DATE: 20231027 DATE AS OF CHANGE: 20231027 PERIOD START: 20230831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY COVINGTON TRUST CENTRAL INDEX KEY: 0000945908 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-07319 FILM NUMBER: 231352699 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210

0000945908 S000072125 Fidelity Preferred Securities & Income ETF

C000227886 Fidelity Preferred Securities & Income ETF FPFD

NPORT-P 1 primary_doc.xml NPORT-P false 0000945908 XXXXXXXX S000072125 C000227886 Fidelity Covington Trust 811-07319 0000945908 549300JFYFTF85QAQR28 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Preferred Securities and Income ETF S000072125 549300ECXORNOGQYEX95 2023-08-31 2023-08-31 N 32246572.48 151383.55 32095188.93 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC 6%/VAR 01/15/2077 29250NAN5 68000.00000000 PA USD 64091.71000000 0.199692577413 Long EP CORP CA N 2 N N N HARTFORD FINL SVCS GROUP INC IU7C3FTM7Y3BQM112U94 HARTFORD FINL SVCS GROUP INC SER G 6% PFD PERP 416518603 1000.00000000 NS USD 25000.00000000 0.077893294395 Long EP CORP US N 1 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 KEYCORP 6.2%/VAR PERP PFD 493267843 2000.00000000 NS USD 39620.00000000 0.123445292957 Long EP CORP US N 1 N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 CMS ENERGY CORP 4.75/VAR 06/01/2050 125896BU3 300000.00000000 PA USD 262026.24000000 0.816403482065 Long DBT CORP US N 2 2050-06-01 Variable 0.04750000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 ATHENE HOLDING LTD SER C 6.375/VAR PFD PERP 04686J309 9000.00000000 NS USD 219060.00000000 0.682532202810 Long EP CORP BM N 1 N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 GENERAL MTRS FINL CO INC 5.7%/VAR PERP 37045XDB9 302000.00000000 PA USD 258743.68000000 0.806175905567 Long EP CORP US N 2 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 AIR LEASE CORP 4.125/VAR PERP 00912XBK9 56000.00000000 PA USD 40373.13000000 0.125791844030 Long EP CORP US N 2 N N N WINTRUST FINANCIAL CORP Q774KI4AW80FHFW33O61 WINTRUST FINL 6.5%/VAR PFD PRP 97650W405 2000.00000000 NS USD 44503.60000000 0.138661280658 Long EP CORP US N 1 N N N TRANSCANADA TRUST 549300Y0MFCAXLBWUV51 TRANSCANADA TRUST 5.625/VAR 05/20/2075 89356BAA6 95000.00000000 PA USD 89153.79000000 0.277779296437 Long DBT CORP CA N 2 2075-05-20 Variable 0.05625000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 EQUITABLE HOLDINGS INC SER A 5.25% PFD PERP 29452E200 3000.00000000 NS USD 60000.00000000 0.186943906548 Long EP CORP US N 1 N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 DUKE ENERGY CORP 4.875%/VAR 12/31/2199 26441CBG9 425000.00000000 PA USD 414256.00000000 1.290710582522 Long EP CORP US N 2 N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 PG and E SER A 6% PFD PERP 694308206 6000.00000000 NS USD 124800.00000000 0.388843325621 Long EP CORP US N 1 N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC (THE) 4.125/VAR PERP 38141GYU2 29000.00000000 PA USD 24356.95000000 0.075889723076 Long EP CORP US N 2 N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 DOMINION ENERGY INC 4.35%/VAR PERP 25746UDM8 225000.00000000 PA USD 190067.96000000 0.592200782536 Long EP CORP US N 2 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 EDISON INTERNATIONAL 5%/VAR PERP 281020AT4 344000.00000000 PA USD 295840.00000000 0.921758088557 Long EP CORP US N 2 N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 AMERICAN INTERNATIONAL GRP INC 5.75%/VAR 04/01/2048 026874DM6 129000.00000000 PA USD 121808.31000000 0.379522022025 Long DBT CORP US N 2 2048-04-01 Variable 0.05750000 N N N N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 SCHWAB CHARLES CORP 4/VAR PERP 808513BJ3 831000.00000000 PA USD 627438.24000000 1.954929261729 Long EP CORP US N 2 N N N MEIJI YASUDA LIFE INSURANCE CO 549300SLU4LP6YMRLK07 MEIJI YASUDA LIFE INSURANCE CO STEP 10/20/2045 144A 585270AA9 200000.00000000 PA USD 194545.68000000 0.606152157023 Long DBT CORP JP N 2 2045-10-20 Variable 0.05200000 N N N N N N SUMITOMO LIFE INS CO 549300I5OQCDADQSPI57 SUMITOMO LIFE INS CO 4%/VAR 09/14/2077 144A 86564CAB6 200000.00000000 PA USD 185294.02000000 0.577326465982 Long DBT CORP JP N 2 2077-09-14 Variable 0.04000000 N N N N N N AMERICAN FINL GROUP INC OHIO 549300AFOM7IVKIU1G39 AMERICAN FINL GROUP INC OHIO 5.125% 12/15/2059 PFD 025932880 1000.00000000 NS USD 20100.00000000 0.062626208693 Long EP CORP US N 1 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC 6.25%/VAR 03/01/2078 29250NAW5 123000.00000000 PA USD 114570.23000000 0.356970106173 Long EP CORP CA N 2 N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 SOUTHERN COMPANY SER A 4.95% PFD 01/30/2080 842587800 2500.00000000 NS USD 56000.00000000 0.174480979445 Long EP CORP US N 1 N N N WESTERN ALLIANCE BANCORPORATN 5493003VJXZ5JXT9S762 WESTERN ALLIANCE BANCORPORATN 957638406 700.00000000 NS USD 11109.00000000 0.034612664297 Long EP CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC 5.95%/VAR PERP 172967JM4 418000.00000000 PA USD 403004.27000000 1.255653209828 Long EP CORP US N 2 N N N SCE TRUST VI N/A SCE TRUST VI 5% PFD PERP 78410V200 2375.00000000 NS USD 45101.25000000 0.140523397753 Long EP CORP US N 1 N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO 6.1%/VAR PERP X 48126HAC4 321000.00000000 PA USD 319395.00000000 0.995149150536 Long EP CORP US N 2 N N N RENAISSANCERE HOLDINGS LTD EK6GB9U3U58PDI411C94 RENAISSANCERE HLDGS LTD SER G 4.2% PFD PERP N/A 1550.00000000 NS USD 25590.50000000 0.079733134009 Long EP CORP BM N 1 N N N REGIONS FINL CORP NEW CW05CS5KW59QTC0DG824 REGIONS FINL CORP NEW 5.70%/VAR PFD PERP 7591EP704 3000.00000000 NS USD 61350.00000000 0.191150144446 Long EP CORP US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 FIFTH THIRD BANCORP SER K 4.95% PFD PERP 316773860 1000.00000000 NS USD 20480.00000000 0.063810186768 Long EP CORP US N 1 N N N NIPPON LIFE INS CO 549300Y0HHMFW3EVWY08 NIPPON LIFE INS CO 5.1/VAR 10/16/2044 144A 654579AD3 200000.00000000 PA USD 196000.00000000 0.610683428059 Long DBT CORP JP N 2 2044-10-16 Variable 0.05100000 N N N N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 STIFEL FINANCIAL CORP SER D 4.5% PERP PFD 860630862 12000.00000000 NS USD 194280.00000000 0.605324369405 Long EP CORP US N 1 N N N AT and T INC 549300Z40J86GGSTL398 AT and T INC 5.35% 11/01/66 PRFD 00206R300 4500.00000000 NS USD 101565.00000000 0.316449297810 Long EP CORP US N 1 N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 ENTERPRISE PRODS OPER LLC 5.25/VAR 08/16/2077 29379VBN2 126000.00000000 PA USD 110859.83000000 0.345409494992 Long DBT CORP US N 2 2077-08-16 Variable 0.05250000 N N N N N N PPL CAP FDG INC 549300MROK5WY0D2NU17 PPL CAP FDG 6.7/VAR 3/30/67 69352PAC7 30000.00000000 PA USD 27171.16000000 0.084658046597 Long DBT CORP US N 2 2067-03-30 Variable 0.08202860 N N N N N N ENTERGY MISSISSIPPI LLC FKUZOUT82DOBGXFS6K20 ENTERGY MISS 4.9% PFD 10/1/66 29364N108 1250.00000000 NS USD 28025.00000000 0.087318383017 Long EP CORP US N 1 N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 PUBLIC STORAGE 5.15% SER F PFD PERP 74460W685 1500.00000000 NS USD 35805.00000000 0.111558776233 Long EP CORP US N 1 N N N WESCO INTERNATIONAL INC 529900TXOGREY3WNJ434 WESCO INTERNATIONAL INC SER A 10.625%/VAR PFD PERP 95082P303 8000.00000000 NS USD 218000.00000000 0.679229527127 Long EP CORP US N 1 N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 BP CAPITAL MARKETS PLC T5Y 4.375%/VAR PERP 05565QDU9 125000.00000000 PA USD 119593.75000000 0.372622047063 Long EP CORP GB N 2 N N N MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN 529900MUF4C20K50JS49 MUNICH RE GROUP 5.875%/VAR 05/23/2042 144A 62582PAA8 200000.00000000 PA USD 196356.40000000 0.611793874864 Long DBT CORP DE N 2 2042-05-23 Variable 0.05875000 N N N N N N FTAI AVIATION LTD N/A FTAI AVIATION LTD 8.25% PFD PERP N/A 5000.00000000 NS USD 119600.00000000 0.372641520387 Long EP CORP KY N 1 N N N EMERA INC NQZVQT2P5IUF2PGA1Q48 EMERA INC 6.75%/VAR 06/15/76 290876AD3 125000.00000000 PA USD 120000.00000000 0.373887813097 Long DBT CORP CA N 2 2076-06-15 Variable 0.06750000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP 7.125/VAR PERP 29273VAM2 350000.00000000 PA USD 309708.00000000 0.964967056824 Long EP CORP US N 2 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORPORATION 5.875%/VAR PERP 060505FL3 963000.00000000 PA USD 888752.70000000 2.769115028231 Long EP CORP US N 2 N N N AFFILIATED MANAGERS GROUP INC 2JE75BUE3T1BLCYYGK54 AFFILIATED MANAGERS GRP INC 4.75% 09/30/2060 PFD 008252843 3000.00000000 NS USD 53130.00000000 0.165538829249 Long EP CORP US N 1 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 KEYCORP 5/VAR PERP 493267AK4 100000.00000000 PA USD 77540.00000000 0.241593841896 Long EP CORP US N 2 N N N SCE TRUST V N/A SCE TRUST V 5.45%/VAR PFD PERP 78409W201 1550.00000000 NS USD 35495.00000000 0.110592899382 Long EP CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SER O 4.5% PFD PERP 61762V861 2300.00000000 NS USD 42665.00000000 0.132932696215 Long EP CORP US N 1 N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 PNC FINANCIAL SERVICES GRP INC 5%/VAR PERP 693475AQ8 542000.00000000 PA USD 472970.84000000 1.473650275222 Long EP CORP US N 2 N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 VIACOM INC 6.25/VAR 02/28/2057 92553PBC5 78000.00000000 PA USD 61071.52000000 0.190282475461 Long DBT CORP US N 2 2057-02-28 Variable 0.06250000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 DTE ENERGY CO 4.375% PFD 10/15/2080 233331826 2825.00000000 NS USD 58731.75000000 0.182992379724 Long EP CORP US N 1 N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 SCHWAB CHARLES CORP 5%/VAR PERP 808513CB9 100000.00000000 PA USD 87444.05000000 0.272452205190 Long EP CORP US N 2 N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP 3.95%/VAR PERP 14040HCF0 400000.00000000 PA USD 307000.00000000 0.956529655175 Long EP CORP US N 2 N N N METLIFE INC C4BXATY60WC6XEOZDX54 METLIFE INC 10.75/VAR 8/1/69 59156RAV0 128000.00000000 PA USD 163840.00000000 0.510481494149 Long DBT CORP US N 2 2069-08-01 Variable 0.10750000 N N N N N N BROOKFIELD INFRASTRUCTURE PARTNERS LP 549300WEH5R2OODI7Y90 BROOKFIELD INFRA PARTNERS LP 5.125% PFD PERP N/A 825.00000000 NS USD 14883.00000000 0.046371436019 Long EP CORP BM N 1 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC 5.5% 07/15/2077 29250NAS4 126000.00000000 PA USD 113130.10000000 0.352483047371 Long EP CORP CA N 2 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 KEYCORP VAR/6.125 PERP PFD 493267702 2000.00000000 NS USD 42240.00000000 0.131608510210 Long EP CORP US N 1 N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 HUNTINGTON BANCSHARES INC 5.625/VAR PERP 446150AT1 226000.00000000 PA USD 205660.00000000 0.640781397014 Long EP CORP US N 2 N N N PACWEST BANCORP DE 549300YI8VMFO7G36V04 PACWEST BANCORP DE 7.75%/VAR PERP PFD 695263202 1000.00000000 NS USD 20690.00000000 0.064464490441 Long EP CORP US N 1 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 ALLY FINL INC 4.7%/VAR PERP 02005NBN9 220000.00000000 PA USD 141613.03000000 0.441228217440 Long EP CORP US N 2 N N N DAI-ICHI LIFE INSURANCE CO LTD 3538001235ACEIORUV72 DAI-ICHI LIFE HOLDINGS INC 4%/VAR PERP 144A 23380YAD9 200000.00000000 PA USD 188274.00000000 0.586611284359 Long EP CORP JP N 2 N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 PNC FINANCIAL SERVICES GRP INC FRN TSFR3M+393.961 8 PERP 693475AK1 50000.00000000 PA USD 50335.63000000 0.156832321846 Long EP CORP US N 2 N N N ASSURANT INC H3F39CAXWQRVWURFXL38 ASSURANT INC 01/15/2026 5.25% PFD 04621X306 3250.00000000 NS USD 64870.00000000 0.202117520297 Long EP CORP US N 1 N N N NORTHERN TRUST CORP 549300GLF98S992BC502 NORTHERN TRUST CORP 4.6%/VAR PERP 665859AQ7 60000.00000000 PA USD 52987.80000000 0.165095772190 Long EP CORP US N 2 N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 SCHWAB CHARLES 4.45% PERP PFD 808513865 4500.00000000 NS USD 87502.50000000 0.272634319713 Long EP CORP US N 1 N N N PARTNER RE FIN B LLC 549300O0FAGHK2F79881 PARTNER RE FIN B LLC 4.5%/VAR 10/01/2050 70213BAC5 67000.00000000 PA USD 56181.53000000 0.175046578234 Long DBT CORP US N 2 2050-10-01 Variable 0.04500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC T5Y 3.875%/VAR PERP 172967MV0 511000.00000000 PA USD 447145.44000000 1.393185255818 Long EP CORP US N 2 N N N FTAI AVIATION LTD N/A FTAI AVIATION LTD 8.25% PFD PERP N/A 1500.00000000 NS USD 36975.00000000 0.115204182410 Long EP CORP KY N 1 N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 PRUDENTIAL FINL INC 5.125%/VAR 03/01/2052 744320BJ0 150000.00000000 PA USD 134008.59000000 0.417534822095 Long DBT CORP US N 2 2052-03-01 Variable 0.05125000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 DTE ENERGY CO 5.25% PFD 12/1/77 PAR= 25 233331859 1000.00000000 NS USD 23810.00000000 0.074185573582 Long EP CORP US N 1 N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 VODAFONE GROUP PLC 7%/VAR 04/04/2079 92857WBQ2 400000.00000000 PA USD 402885.60000000 1.255283465938 Long DBT CORP GB N 2 2079-04-04 Variable 0.07000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP 4.25% PERP PFD 14040H733 1000.00000000 NS USD 16080.00000000 0.050100966955 Long EP CORP US N 1 N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 BP CAPITAL MARKETS PLC T5Y 4.875%/VAR PERP 05565QDV7 525000.00000000 PA USD 475447.49000000 1.481366852324 Long EP CORP GB N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 5.875%/VAR PERP 61762VAA9 400000.00000000 PA USD 374041.22000000 1.165412114618 Long EP CORP US N 2 N N N DIGITAL REALTY TRUST INC 549300HKCZ31D08NEI41 DIGITAL RLTY TR INC SER L 5.2% PERP PFD 253868822 10000.00000000 NS USD 209900.00000000 0.653992099743 Long EP CORP US N 1 N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 EQUITABLE HOLDINGS INC 4.3% PFD PERP 29452E408 1000.00000000 NS USD 15450.00000000 0.048138055936 Long EP CORP US N 1 N N N AEGON FDG CO LLC N/A AEGON FDG CO LLC 5.1% 12/15/2049 PFD 00775V104 3950.00000000 NS USD 81370.00000000 0.253527094598 Long EP CORP US N 1 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP 7.6/VAR PFD PERP 29273V605 8005.00000000 NS USD 198764.15000000 0.619295778047 Long EP CORP US N 1 N N N NISOURCE INC 549300D8GOWWH0SJB189 NISOURCE INC SER B 6.5%/VAR PFD PERP 65473P881 5000.00000000 NS USD 124500.00000000 0.387908606089 Long EP CORP US N 1 N N N DCP MIDSTREAM LP 52990024YYS3MLGW0E91 DCP MIDSTREAM LP 7.95/VAR PERP PFD 23311P308 775.00000000 NS USD 19607.58000000 0.061091960052 Long EP CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 5.85% PFD PERP 61762V606 13275.00000000 NS USD 316741.50000000 0.986881556269 Long EP CORP US N 1 N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 ENTERPRISE PRODS OPER LLC 4.875%/ VAR 08/16/2077 29379VBM4 33000.00000000 PA USD 32390.28000000 0.100919424623 Long DBT CORP US N 2 2077-08-16 Variable 0.08619440 N N N N N N UNITED STATES CELLULAR CORP N/A UNITED STATES CELLULAR CORP 5.5% 03/01/2021 PFD 911684801 3000.00000000 NS USD 53190.00000000 0.165725773155 Long EP CORP US N 1 N N N ASSURANT INC H3F39CAXWQRVWURFXL38 ASSURANT INC 7%/VAR 03/27/48 04621XAK4 61000.00000000 PA USD 59092.30000000 0.184115756816 Long DBT CORP US N 2 2048-03-27 Variable 0.07000000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 SOUTHERN COMPANY 3.75/VAR 09/15/2051 842587DJ3 150000.00000000 PA USD 129555.27000000 0.403659471463 Long DBT CORP US N 2 2051-09-15 Variable 0.03750000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC (THE) 4.4%/VAR PERP 38144GAC5 894000.00000000 PA USD 775589.70000000 2.416529473285 Long EP CORP US N 2 N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 SOUTHERN COMPANY 4.2% PFD 10/15/2060 842587883 4500.00000000 NS USD 91260.00000000 0.284341681860 Long EP CORP US N 1 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 SYNCHRONY FINANCIAL SER A 5.625% PFD PERP 87165B202 1000.00000000 NS USD 16330.00000000 0.050879899899 Long EP CORP US N 1 N N N ENTERGY NEW ORLEANS LLC 1Q8BAFRNDFTDI3IGJH73 ENTERGY NEW ORLEANS INC 5.5% PFD 4/1/2066 25 29364P103 2000.00000000 NS USD 46200.00000000 0.143946808042 Long EP CORP US N 1 N N N REINSURANCE GROUP OF AMERICA INC LORM1GNEU1DKEW527V90 7.125% Fixed-Rate Rst Sbd Dbtrs due 2052 759351885 5000.00000000 NS USD 130100.00000000 0.405356704033 Long EP CORP US N 1 N N N NIPPON LIFE INS CO 549300Y0HHMFW3EVWY08 NIPPON LIFE INS CO 4.7/VAR 01/20/2046 144A 654579AE1 200000.00000000 PA USD 192487.61000000 0.599739762927 Long DBT CORP JP N 2 2046-01-20 Variable 0.04700000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 DOMINION ENERGY INC 4.65% PERP 25746UDD8 75000.00000000 PA USD 68250.00000000 0.212648693699 Long EP CORP US N 2 N N N ENTERGY ARKANSAS LLC KYX6QEFGFXUFFAWLGG05 ENTERGY ARK 4.875% PFD 9/1/66 29364D100 1250.00000000 NS USD 27400.00000000 0.085371050657 Long EP CORP US N 1 N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 BANK NEW YORK MELLON CORP 4.7%/VAR PERP 064058AH3 65000.00000000 PA USD 63060.39000000 0.196479260918 Long EP CORP US N 2 N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 LIBERTY MUTUAL GROUP INC 4.125%/VAR 12/15/2051 144A 53079EBM5 150000.00000000 PA USD 121126.22000000 0.377396812538 Long DBT CORP US N 2 2051-12-15 Variable 0.04125000 N N N N N N CADENCE BANK Q7C315HKI8VX0SSKBS64 BANCORPSOUTH BANK 5.5% PFD PERP 12740C202 2000.00000000 NS USD 37980.00000000 0.118335492845 Long EP CORP US N 1 N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 PUBLIC STORAGE 4% PERP PFD 74460W461 17500.00000000 NS USD 320250.00000000 0.997813101204 Long EP CORP US N 1 N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 PRUDENTIAL FINL INC 5.95% 09/01/2062 PFD 744320870 1500.00000000 NS USD 37065.00000000 0.115484598270 Long EP CORP US N 1 N N N CARLYLE FINANCE LLC N/A CARLYLE FINANCE LLC 4.625% 05/15/2061 PFD 14314C105 2500.00000000 NS USD 41400.00000000 0.128991295518 Long EP CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC 6.3/VAR PERP 172967HQ7 745000.00000000 PA USD 732148.75000000 2.281179124998 Long EP CORP US N 2 N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO NEW 5.9%/VAR PERP 949746RG8 1171000.00000000 PA USD 1158880.15000000 3.610759707716 Long EP CORP US N 2 N N N WEBSTER FINANCIAL CORP KMRURHT0VWKYS6Z5KU67 WEBSTER FINL CORP WATERBURY CT 5.25% PFD PERP F 947890505 250.00000000 NS USD 4582.50000000 0.014277840862 Long EP CORP US N 1 N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE 6.125%VAR PERP U 46625HJW1 150000.00000000 PA USD 148874.64000000 0.463853446461 Long EP CORP US N 2 N N N METLIFE INC C4BXATY60WC6XEOZDX54 METLIFE INC GLB 6.4%/VAR 12/15/66 59156RAP3 319000.00000000 PA USD 315593.24000000 0.983303886100 Long DBT CORP US N 2 2066-12-15 Variable 0.06400000 N N N N N N SCE TRUST III N/A SCE TRST III 5.75%/VAR PFD PRP 78409B207 1550.00000000 NS USD 37510.00000000 0.116871098910 Long EP CORP US N 1 N N N DIGITAL REALTY TRUST INC 549300HKCZ31D08NEI41 DIGITAL RLTY TR INC 5.25% PFD PERP 253868855 1750.00000000 NS USD 36872.50000000 0.114884819903 Long EP CORP US N 1 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 TRUIST FINANCIAL CORP 4.95%/VAR PERP 89832QAE9 135000.00000000 PA USD 125435.18000000 0.390822376131 Long EP CORP US N 2 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 AMERICAN EXPRESS CO 3.55%/VAR PERP 025816CH0 382000.00000000 PA USD 318015.00000000 0.990849440685 Long EP CORP US N 2 N N N BERKLEY WR CORP SQOAGCLKBDWNVYV1OV80 BERKLEY WR CORP 4.25% PFD 09/30/2060 084423888 11000.00000000 NS USD 213950.00000000 0.666610813435 Long EP CORP US N 1 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 TRUIST FINANCIAL CORP 5.1%/VAR PERP 89832QAF6 403000.00000000 PA USD 352584.70000000 1.098559353456 Long EP CORP US N 2 N N N NORTHERN TRUST CORP 549300GLF98S992BC502 NORTHERN TRUST CORP SER E 4.7% PFD PERP 665859856 1500.00000000 NS USD 31005.00000000 0.096603263709 Long EP CORP US N 1 N N N ELECTRICITE DE FRANCE 549300X3UK4GG3FNMO06 ELECTRICITE DE FRANCE 9.125%/VAR PERP 144A 28504KAA5 200000.00000000 PA USD 209197.50000000 0.651803298171 Long EP CORP FR N 2 N N N GLOBE LIFE INC 5493001JFHKQOPP6XA71 GLOBE LIFE INC SER D 4.25% PFD 06/15/2061 37959E300 2500.00000000 NS USD 48600.00000000 0.151424564304 Long EP CORP US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORPORATION 06055H400 20000.00000000 NS USD 362600.00000000 1.129764341910 Long EP CORP US N 1 N N N DTE ENERGY CO 549300IX8SD6XXD71I78 DTE ENERGY CO 4.375% 12/01/2081 233331818 3000.00000000 NS USD 60570.00000000 0.188719873661 Long EP CORP US N 1 N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 BANK NEW YORK MELLON CORP 3.75/VAR PERP 064058AL4 96000.00000000 PA USD 78243.84000000 0.243786818549 Long EP CORP US N 2 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 AIR LEASE CORP 4.65%/VAR PERP 00912XBJ2 300000.00000000 PA USD 261081.20000000 0.813458990908 Long EP CORP US N 2 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 TRUIST FINL CORP 4.8%/VAR PERP 89832QAD1 50000.00000000 PA USD 44275.00000000 0.137949024374 Long EP CORP US N 2 N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 BANK NEW YORK MELLON CORP 4.625/VAR PERP 064058AF7 200000.00000000 PA USD 179462.72000000 0.559157699278 Long EP CORP US N 2 N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 PRUDENTIAL FINL INC 5.625% 08/15/2058 PFD 744320805 2000.00000000 NS USD 48190.60000000 0.150148983715 Long EP CORP US N 1 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP 7.625%/VAR PERP PFD 29273V506 3460.00000000 NS USD 87849.40000000 0.273715167066 Long EP CORP US N 1 N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 ENTERPRISE PRODS OPER LLC 5.375%/VAR 02/15/2078 29379VBR3 67000.00000000 PA USD 55603.03000000 0.173244127402 Long DBT CORP US N 2 2078-02-15 Variable 0.05375000 N N N N N N BRIGHTHOUSE FINANCIAL INC 5493003T8SZSHOGGAW52 BRIGHTHOUSE FINANCIAL INC 10922N707 4000.00000000 NS USD 69640.00000000 0.216979560867 Long EP CORP US N 1 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER OPERATING LP SER C 7.375%/VAR PFD 29273V407 2623.00000000 NS USD 66886.50000000 0.208400393423 Long EP CORP US N 1 N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 BANK NEW YORK MELLON CORP 3.7%/VAR PERP 064058AJ9 425000.00000000 PA USD 376656.25000000 1.173559846684 Long EP CORP US N 2 N N N METLIFE INC C4BXATY60WC6XEOZDX54 METLIFE INC 3.85%/VAR PERP 59156RCA4 275000.00000000 PA USD 253577.66000000 0.790079972898 Long EP CORP US N 2 N N N WINTRUST FINANCIAL CORP Q774KI4AW80FHFW33O61 WINTRUST FINANCIAL CORP SER E 6.875%/VAR PFD PERP 97650W504 2000.00000000 NS USD 46760.00000000 0.145691617837 Long EP CORP US N 1 N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO 4.55% PERP PFD 48128B580 22900.00000000 NS USD 444260.00000000 1.384194998723 Long EP CORP US N 1 N N N AMERICAN FINL GROUP INC OHIO 549300AFOM7IVKIU1G39 AMERICAN FINL GROUP INC OHIO 4.5% PFD 09/15/2060 025932864 6000.00000000 NS USD 105240.00000000 0.327899612086 Long EP CORP US N 1 N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO 5/VAR PERP 48128BAF8 401000.00000000 PA USD 392733.39000000 1.223651902646 Long EP CORP US N 2 N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 SCHWAB CHARLES CORP 4/VAR PERP 808513BK0 200000.00000000 PA USD 173060.00000000 0.539208541122 Long EP CORP US N 2 N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 SOUTHERN COMPANY 4%/VAR 01/15/2051 842587DF1 400000.00000000 PA USD 370926.48000000 1.155707420227 Long DBT CORP US N 2 2051-01-15 Variable 0.04000000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 US BANCORP DEL 5.3/VAR PERP 902973AZ9 115000.00000000 PA USD 97809.08000000 0.304746858519 Long EP CORP US N 2 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER OPERATING MLP 6.25%/VAR PERP 29273VAH3 225000.00000000 PA USD 207000.00000000 0.644956477593 Long EP CORP US N 2 N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 ALLSTATE CORP SER I 4.75% PFD PERP 020002812 2000.00000000 NS USD 38080.00000000 0.118647066023 Long EP CORP US N 1 N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 ALLSTATE CORP SER J 7.375% PFD PERP 020002788 1000.00000000 NS USD 26490.00000000 0.082535734741 Long EP CORP US N 1 N N N UNITED STATES CELLULAR CORP N/A UNITED STATES CELLULAR CORP PREF 06/01/70 911684884 3000.00000000 NS USD 52500.00000000 0.163575918230 Long EP CORP US N 1 N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 ENTERGY LA 4.875% PFD 9/1/66 29364W108 1500.00000000 NS USD 32520.00000000 0.101323597349 Long EP CORP US N 1 N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 ARCH CAPITAL GROUP LTD SER G 4.55% PFD PERP 03939A404 2250.00000000 NS USD 41658.75000000 0.129797491115 Long EP CORP BM N 1 N N N VISTRA CORP 549300KP43CPCUJOOG15 VISTRA CORP T5Y 7%/VAR PERP 144A 92840MAC6 295000.00000000 PA USD 273040.35000000 0.850720494574 Long EP CORP US N 2 N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 325449.50700000 NS USD 325514.60000000 1.014216182711 Long STIV RF US N 1 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 TRUIST FINANCIAL CORP 5.125%/VAR PERP 89832QAC3 60000.00000000 PA USD 47700.00000000 0.148620405706 Long EP CORP US N 2 N N N AT and T INC 549300Z40J86GGSTL398 AT and T INC SER C 4.75% PFD PERP 00206R706 20000.00000000 NS USD 387500.00000000 1.207346063128 Long EP CORP US N 1 N N N SUMMIT HOTEL PROPERTIES INC 254900OBQWJK6X20LS71 SUMMIT HOTEL PPTYS INC SER F 5.875% PERP PFD 866082704 775.00000000 NS USD 14608.75000000 0.045516946579 Long EP CORP US N 1 N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO NEW 5.875%/VAR PERP 949746RN3 80000.00000000 PA USD 79300.00000000 0.247077529822 Long EP CORP US N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 5.3%/VAR PERP 61745VAB9 765000.00000000 PA USD 777030.80000000 2.421019554347 Long EP CORP US N 2 N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 US BANCORP SER M 4% PFD PERP 902973718 2500.00000000 NS USD 41650.00000000 0.129770228462 Long EP CORP US N 1 N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO 7.625%/ VAR PERP 95002YAA1 75000.00000000 PA USD 76781.25000000 0.239229780411 Long EP CORP US N 2 N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 VOYA FINANCIAL INC SER B 5.35%/VAR PFD PERP 929089209 3500.00000000 NS USD 82600.00000000 0.257359444682 Long EP CORP US N 1 N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 DISCOVER FINANCIAL SVS 5.5%/VAR PERP 254709AN8 100000.00000000 PA USD 74440.00000000 0.231935073391 Long EP CORP US N 2 N N N ALGONQUIN PWR and UTILS CORP 549300K5VIUTJXQL7X75 ALGONQUIN PWR and UTILS CORP 19-A 6.2%/VAR PFD 07/01/2079 015857808 9000.00000000 NS USD 218520.00000000 0.680849707651 Long EP CORP CA N 1 N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 AIRCASTLE LTD 5.25/VAR PERP 144A 00928QAW1 126000.00000000 PA USD 97650.00000000 0.304251207908 Long EP CORP BM N 2 N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 PRUDENTIAL FINL INC 6%/VAR 09/01/2052 744320BK7 200000.00000000 PA USD 191032.00000000 0.595204472597 Long DBT CORP US N 2 2052-09-01 Variable 0.06000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 ATHENE HOLDING LTD SER D 4.875% PFD PERP 04686J408 4000.00000000 NS USD 67960.00000000 0.211745131484 Long EP CORP BM N 1 N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 ALLSTATE CORP SER H 5.1% PERP PFD 020002838 10000.00000000 NS USD 199800.00000000 0.622523208807 Long EP CORP US N 1 N N N REGIONS FINL CORP NEW CW05CS5KW59QTC0DG824 REGIONS FINL CORP NEW 5.75%/VAR PERP 7591EPAR1 75000.00000000 PA USD 71487.72000000 0.222736560784 Long EP CORP US N 2 N N N BRIGHTHOUSE FINANCIAL INC 5493003T8SZSHOGGAW52 BRIGHTHOUSE FINANCIAL INC SER D 0% PFD PERP 10922N889 2500.00000000 NS USD 38075.00000000 0.118631487364 Long EP CORP US N 1 N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 ATHENE HOLDING LTD SER E 7.75/VAR PERP PFD 04686J507 1000.00000000 NS USD 25280.00000000 0.078765699292 Long EP CORP BM N 1 N N N REGIONS FINL CORP NEW CW05CS5KW59QTC0DG824 REGIONS FINANCIAL CORP 4.45% PERP PFD 7591EP886 1500.00000000 NS USD 25275.00000000 0.078750120633 Long EP CORP US N 1 N N N TRANSCANADA TRUST 549300Y0MFCAXLBWUV51 TRANSCANADA TRUST 5.5%/VAR 09/15/2079 89356BAE8 128000.00000000 PA USD 107522.56000000 0.335011456809 Long DBT CORP CA N 2 2079-09-15 Variable 0.05500000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 VISTRA CORP 8%/VAR PERP 144A 92840MAB8 90000.00000000 PA USD 86009.48000000 0.267982469857 Long EP CORP US N 2 N N N BROOKFIELD RENEWABLE PARTNERS LP VA8DFMRI2GY8Y7V79H93 BROOKFIELD RENEWABLE PARTNERS LP 5.25% PFD PERP N/A 2395.00000000 NS USD 46630.65000000 0.145288597931 Long EP CORP BM N 1 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 STATE STREET CORP 5.625/VAR PERP 857477BA0 248000.00000000 PA USD 235600.00000000 0.734066406382 Long EP CORP US N 2 N N N SEMPRA PBBKGKLRK5S5C0Y4T545 SEMPRA ENERGY 4.125%/VAR 04/01/2052 816851BM0 25000.00000000 PA USD 20214.79000000 0.062983863544 Long DBT CORP US N 2 2052-04-01 Variable 0.04125000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 NAVIENT CORP 6.0% PFD 12/15/2043 63938C405 1500.00000000 NS USD 28905.00000000 0.090060226979 Long EP CORP US N 1 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 EDISON INTERNATIONAL 5.375%/VAR PERP 281020AS6 366000.00000000 PA USD 323354.80000000 1.007486825222 Long EP CORP US N 2 N N N ARES FINANCE CO III LLC N/A ARES FINANCE CO III LLC 4.125%/VAR 06/30/2051 144A 04018VAA1 50000.00000000 PA USD 37868.89000000 0.117989303887 Long DBT CORP US N 2 2051-06-30 Variable 0.04125000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC 4.15/VAR PERP 172967NB3 89000.00000000 PA USD 74207.31000000 0.231210073764 Long EP CORP US N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 6.875% PFD PERP 61763E207 1250.00000000 NS USD 31650.00000000 0.098612910704 Long EP CORP US N 1 N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 EQUITABLE HOLDINGS INC 4.95/VAR PERP 29452EAA9 75000.00000000 PA USD 71925.41000000 0.224100285425 Long EP CORP US N 2 N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 PUBLIC STORAGE 4.875% SER I PFD PERP 74460W628 1500.00000000 NS USD 33555.00000000 0.104548379737 Long EP CORP US N 1 N N N TRANSCANADA TRUST 549300Y0MFCAXLBWUV51 TRANSCANADA TRUST 5.3%/VAR 3/15/77 89356BAC2 161000.00000000 PA USD 140070.00000000 0.436420549838 Long DBT CORP CA N 2 2077-03-15 Variable 0.05300000 N N N N N N MARKEL GROUP INC 549300SCNO12JLWIK605 MARKEL CORP 6%/VAR PERP 570535AW4 200000.00000000 PA USD 193946.07000000 0.604283933093 Long EP CORP US N 2 N N N NIPPON LIFE INS CO 549300Y0HHMFW3EVWY08 NIPPON LIFE INS CO 3.4%/VAR 01/23/2050 144A 654579AG6 100000.00000000 PA USD 86193.45000000 0.268555671032 Long DBT CORP JP N 2 2050-01-23 Variable 0.03400000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 PRUDENTIAL FINL INC 3.7%/VAR 10/01/50 744320BH4 200000.00000000 PA USD 170199.18000000 0.530294993343 Long DBT CORP US N 2 2050-10-01 Variable 0.03700000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 FIFTH THIRD BANCORP 4.5%/VAR PERP 316773DB3 50000.00000000 PA USD 45490.72000000 0.141736881808 Long EP CORP US N 2 N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 US BANCORP DEL 3.7%/VAR PERP 902973BC9 400000.00000000 PA USD 301308.00000000 0.938794909907 Long EP CORP US N 2 N N N APOLLO MANAGEMENT HOLDINGS LP 5493006XQW0V5K38YM64 APOLLO MANAGEMENT HOLDINGS LP 4.95%/VAR 01/14/2050 144A 03765HAE1 324000.00000000 PA USD 298156.85000000 0.928976771722 Long DBT CORP US N 2 2050-01-14 Variable 0.04950000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC (THE) 5.3%/VAR PERP 38148BAC2 279000.00000000 PA USD 268886.25000000 0.837777433204 Long EP CORP US N 2 N N N AERCAP HOLDINGS NV 549300SZYINBBLJQU475 AERCAP HOLDINGS NV 5.875/VAR 10/10/2079 00774YAA7 150000.00000000 PA USD 144825.84000000 0.451238471647 Long EP CORP NL N 2 N N N AMERICAN HOMES 4 RENT 549300ZJUO7A58PNUW40 AMERICAN HOMES 4 RENT SER H 6.25% PERP PFD 02665T868 1750.00000000 NS USD 39987.50000000 0.124590324385 Long EP CORP US N 1 N N N NEXTERA ENERGY CAP HLDGS INC UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAP HLDGS INC 5.56%/VAR 05/01/2079 65339KBK5 104000.00000000 PA USD 96389.33000000 0.300323298330 Long DBT CORP US N 2 2079-05-01 Variable 0.05650000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 UNUM GROUP 6.25% 06/15/2058 PFD 91529Y601 3000.00000000 NS USD 68310.00000000 0.212835637605 Long EP CORP US N 1 N N N TELEPHONE and DATA SYSTEMS INC N/A TELEPHONE and DATA SYSTEMS INC 6% PFD PERP 879433761 3500.00000000 NS USD 53375.00000000 0.166302183534 Long EP CORP US N 1 N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 ARCH CAPITAL GR 5.45% PFD PERP 03939A107 4000.00000000 NS USD 85760.00000000 0.267205157093 Long EP CORP BM N 1 N N N M and T BANK CORP 549300WYXDDBYRASEG81 M and T BANK CORP 5.125/VAR PERP 55261FAH7 50000.00000000 PA USD 41384.07000000 0.128941661911 Long EP CORP US N 2 N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 CMS ENERGY CORP 3.75%/VAR 12/01/2050 125896BV1 409000.00000000 PA USD 308036.39000000 0.959758768430 Long DBT CORP US N 2 2050-12-01 Variable 0.03750000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORPORATION 6.1% VAR PERP 060505EN0 200000.00000000 PA USD 196587.49000000 0.612513889320 Long EP CORP US N 2 N N N ENLINK MIDSTRM PRTNRS LP 88CPW63VL7KHJWS0NY83 ENLINK MIDSTRM PRTNRS LP 6%/VAR PERP 29336UAH0 31000.00000000 PA USD 27511.23000000 0.085717613502 Long EP CORP US N 2 N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO NEW 3.9/VAR PERP 949746TD3 266000.00000000 PA USD 235809.00000000 0.734717594323 Long EP CORP US N 2 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 ALLY FINANCIAL 4.7/VAR INC PERP 02005NBM1 470000.00000000 PA USD 330153.18000000 1.028668753812 Long EP CORP US N 2 N N N KKR GROUP FINANCE CO IX LLC N/A KKR GROUP FINANCE CO IX LLC 4.625% PFD 04/01/2061 48253M104 5000.00000000 NS USD 87450.00000000 0.272470743795 Long EP CORP US N 1 N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC (THE) 5%/VAR PERP 38148BAD0 616000.00000000 PA USD 614037.42000000 1.913175901033 Long EP CORP US N 2 N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO 4.6%/VAR PERP 48128BAG6 300000.00000000 PA USD 281460.00000000 0.876953865621 Long EP CORP US N 2 N N N SEMPRA PBBKGKLRK5S5C0Y4T545 SEMPRA ENERGY 4.875%/VAR PERP 816851BK4 325000.00000000 PA USD 307381.75000000 0.957719085780 Long EP CORP US N 2 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORPORATION 6.125%/VAR PERP 06055HAB9 100000.00000000 PA USD 97000.00000000 0.302225982254 Long EP CORP US N 2 N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 LIBERTY MUTUAL GROUP INC 4.3% 02/01/2061 144A 53079EBL7 125000.00000000 PA USD 76501.13000000 0.238357001626 Long DBT CORP US N 2 2061-02-01 Fixed 0.04300000 N N N N N N BRITISH TELECOMMUNICATION PLC 549300OWFMSO9NYV4H90 BRITISH TELECOMMUNICATION PLC 4.875%/VAR 11/23/2081 144A 11102AAG6 50000.00000000 PA USD 41015.96000000 0.127794729887 Long DBT CORP GB N 2 2081-11-23 Variable 0.04875000 N N N N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 PUBLIC STORAGE SER G 5.05% PFD PERP 74460W669 1000.00000000 NS USD 24080.00000000 0.075026821161 Long EP CORP US N 1 N N N UNITED STATES CELLULAR CORP N/A UNITED STATES CELLULAR CORP 6.25% PFD 09/01/2069 911684702 8000.00000000 NS USD 152600.00000000 0.475460668989 Long EP CORP US N 1 N N N BROOKFIELD INFRASTRUCTURE PARTNERS LP 549300WEH5R2OODI7Y90 BROOKFIELD INFRA PARTNERS LP CLASS A 5% PFD PERP N/A 825.00000000 NS USD 14371.50000000 0.044777739216 Long EP CORP BM N 1 N N N TRANSCANADA TRUST 549300Y0MFCAXLBWUV51 TRANSCANADA TRUST 5.875%/VAR 8/15/76 89356BAB4 129000.00000000 PA USD 118957.70000000 0.370640285867 Long DBT CORP CA N 2 2076-08-15 Variable 0.05875000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORPORATION 4.250% PFD PERP 06055H806 3000.00000000 NS USD 53220.00000000 0.165819245108 Long EP CORP US N 1 N N N FTAI AVIATION LTD N/A FTAI AVIATION LTD 8% PFD PERP N/A 2000.00000000 NS USD 48640.00000000 0.151549193575 Long EP CORP KY N 1 N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 FORD MOTOR CO 6.5% 08/15/2062 PFD 345370811 4000.00000000 NS USD 95200.00000000 0.296617665057 Long EP CORP US N 1 N N N OAKTREE CAP GROUP LLC 254900T1ODNFOK2L6090 OAKTREE CAP GROUP LLC SER B 6.55% PERP PFD 674001409 2000.00000000 NS USD 43000.00000000 0.133976466360 Long EP CORP US N 1 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 STATECRP 5.35%/VAR PFD PERP 857477855 1000.00000000 NS USD 22650.00000000 0.070571324722 Long EP CORP US N 1 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC 5.75%/VAR 07/15/2080 29250NBC8 126000.00000000 PA USD 114717.33000000 0.357428430317 Long EP CORP CA N 2 N N N TELEPHONE and DATA SYSTEMS INC N/A TELEPHONE and DATA 6.625% PFD PERP 879433787 2000.00000000 NS USD 34900.00000000 0.108739038975 Long EP CORP US N 1 N N N SBL HOLDINGS INC 635400MJW3QDSBJRKQ59 SBL HOLDINGS INC 6.5/VAR PERP 144A 78397DAC2 34000.00000000 PA USD 19144.22000000 0.059648254577 Long EP CORP US N 2 N N N 2023-09-30 Stacie M. Smith Stacie M. Smith Stacie M. Smith President and Treasurer