0001752724-20-146980.txt : 20200728 0001752724-20-146980.hdr.sgml : 20200728 20200728162105 ACCESSION NUMBER: 0001752724-20-146980 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200529 FILED AS OF DATE: 20200728 PERIOD START: 20201130 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FLAHERTY & CRUMRINE TOTAL RETURN FUND INC CENTRAL INDEX KEY: 0001245648 IRS NUMBER: 000000000 STATE OF INCORPORATION: MD FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21380 FILM NUMBER: 201054103 BUSINESS ADDRESS: STREET 1: 301 E COLORADO BLVD STE 800 STREET 2: C/O FLAHERTY & CRUMRINE INC CITY: PASADENA STATE: CA ZIP: 91101 BUSINESS PHONE: (626) 795-7300 MAIL ADDRESS: STREET 1: 301 E COLORADO BLVD STE 800 STREET 2: C/O FLAHERTY & CRUMRINE INC CITY: PASADENA STATE: CA ZIP: 91101 FORMER COMPANY: FORMER CONFORMED NAME: FLAHERTY & CRUMRINE/CLAYMORE TOTAL RETURN FUND INC DATE OF NAME CHANGE: 20030623 NPORT-P 1 primary_doc.xml NPORT-P false 0001245648 XXXXXXXX Flaherty & Crumrine Total Return Fund Incorporated 811-21380 0001245648 254900OFZ9J1RLHWZQ22 301 East Colorado Boulevard Suite 800 Pasadena 91101 626-795-7300 Flaherty & Crumrine Total Return Fund Incorporated 254900OFZ9J1RLHWZQ22 2020-11-30 2020-05-29 N 307893653.07 111781679.91 196111973.16 0.00000000 0.00000000 107900000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N FT REAL ESTATE SECS CO 0002671824 302663208 3.00000000 NS USD 3933750.00000000 2.005869369735 Long EP CORP US N 2 N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAB4 492000.00000000 PA USD 471859.98000000 0.240607430743 Long DBT CORP MX N 2 N/A Fixed 7.50000000 N N N N N N INTEGRYS HOLDING INC 549300J4ZRR1SZF4ES33 45822P204 94233.00000000 NS USD 2402941.50000000 1.225290562978 Long EP CORP US N 2 N N N INDIANAPOLIS P&L 2T85JNP2R2B2GTSFND21 455434878 17800.00000000 NS USD 1833756.00000000 0.935055606474 Long EP CORP US N 2 N N N AERCAP HOLDINGS NV 549300SZYINBBLJQU475 00774YAA7 2530000.00000000 PA USD 1743423.00000000 0.888993655975 Long DBT CORP NL N 1 2079-10-10 Fixed 5.87500000 N N N N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 03939A206 16000.00000000 NS USD 388400.00000000 0.198050120929 Long EP CORP BM N 1 N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAG0 440000.00000000 PA USD 418215.60000000 0.213253476195 Long DBT CORP US N 2 N/A Fixed 5.65000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040H824 19820.00000000 NS USD 462995.20000000 0.236087166193 Long EP CORP US N 1 N N N LAND O'LAKES INC 4ONCJWH5BBCYSJIJYX61 514666AM8 4350000.00000000 PA USD 4107683.25000000 2.094560155513 Long DBT CORP US N 2 N/A Fixed 7.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48126HAA8 750000.00000000 PA USD 750521.25000000 0.382700371581 Long DBT CORP US N 1 N/A Fixed 6.00000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 251525AX9 400000.00000000 PA USD 302800.00000000 0.154401587583 Long DBT CORP DE N 2 N/A Fixed 6.00000000 N N N N N N ZIONS BANCORP NA 8WH0EE09O9V05QJZ3V89 989701BF3 1800000.00000000 PA USD 1749411.00000000 0.892047013658 Long DBT CORP US N 2 N/A Fixed 7.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61762V200 86900.00000000 NS USD 2404957.50000000 1.226318547128 Long EP CORP US N 1 N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AK4 1000000.00000000 PA USD 1020695.00000000 0.520465417563 Long DBT CORP CH N 1 N/A Fixed 7.25000000 N N N N N N FIRST CITIZENS BANCSHARE 549300N3Z00ZHE2XC526 319626305 22500.00000000 NS USD 562500.00000000 0.286825934661 Long EP CORP US N 1 N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002838 46925.00000000 NS USD 1228374.50000000 0.626363847248 Long EP CORP US N 1 N N N QWEST CORP 549300R2L4N683OO1509 74913G881 29941.00000000 NS USD 707056.72000000 0.360537252574 Long EP CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967358 155338.00000000 NS USD 4231407.12000000 2.157648537118 Long EP CORP US N 1 N N N ALGONQUIN PWR & UTILITY 549300K5VIUTJXQL7X75 015857808 54010.00000000 NS USD 1464346.13000000 0.746688795387 Long EP CORP CA N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148BAE8 830000.00000000 PA USD 851326.85000000 0.434102434584 Long DBT CORP US N 1 N/A Fixed 5.50000000 N N N N N N LIBERTY MUTUAL INSURANCE CNC20I6IOMGF7KY49D67 53079QAD9 3000000.00000000 PA USD 4430769.06000000 2.259305736720 Long DBT CORP US N 2 2097-10-15 Fixed 7.69700000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BH2 1500000.00000000 PA USD 1547610.00000000 0.789146106208 Long DBT CORP GB N 2 N/A Fixed 7.75000000 N N N N N N EMERA INC NQZVQT2P5IUF2PGA1Q48 290876AD3 2940000.00000000 PA USD 3186239.70000000 1.624704320016 Long DBT CORP CA N 2 2076-06-15 Fixed 6.75000000 N N N N N N ASPEN INSURANCE HLDG LTD 549300YX6HECG9XQCQ75 000000000 25000.00000000 NS USD 620125.00000000 0.316209658190 Long EP CORP BM N 1 N N N OCEAN SPRAY CRANBERRIES F58I6BK23LKYT8F1SB71 675022404 34700.00000000 NS USD 2776000.00000000 1.415517857104 Long EP CORP US N 2 N N N ENSTAR GROUP LTD 213800AMAL5QFXVUCN04 29359U109 61000.00000000 NS USD 1551992.50000000 0.791380798934 Long EP CORP BM N 1 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BP3 4265000.00000000 PA USD 4252482.23000000 2.168395004893 Long DBT CORP GB N 1 N/A Fixed 6.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746465 106200.00000000 NS USD 2838726.00000000 1.447502645687 Long EP CORP US N 1 N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 539473AE8 265000.00000000 PA USD 303930.36000000 0.154977972585 Long DBT CORP GB N 2 N/A Fixed 12.00000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AL2 1500000.00000000 PA USD 1536247.50000000 0.783352222327 Long DBT CORP CH N 1 N/A Fixed 6.37500000 N N N N N N ZIONS BANCORP NA 8WH0EE09O9V05QJZ3V89 989701859 5000.00000000 NS USD 135325.00000000 0.069003945969 Long EP CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AAN3 7830000.00000000 PA USD 8589079.35000000 4.379681266575 Long DBT CORP FR N 2 N/A Fixed 7.37500000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150AT1 1175000.00000000 PA USD 1183812.50000000 0.603641114270 Long DBT CORP US N 1 N/A Fixed 5.62500000 N N N N N N QBE INSURANCE GROUP LTD 549300D2FBW76FPUSG65 74728GAE0 675000.00000000 PA USD 692550.00000000 0.353140090755 Long DBT CORP AU N 1 N/A Fixed 5.87500000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAG6 1000000.00000000 PA USD 940695.00000000 0.479672395745 Long DBT CORP ES N 1 N/A Fixed 6.50000000 N N N N N N LAND O'LAKES INC 4ONCJWH5BBCYSJIJYX61 514666AN6 1500000.00000000 PA USD 1308517.50000000 0.667229786593 Long DBT CORP US N 2 N/A Fixed 7.00000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAE9 1175000.00000000 PA USD 1186750.00000000 0.605138983039 Long DBT CORP US N 1 2168-12-01 Variable 4.95000000 N N N N N N MERCHANTS BANCORP 54930008Y0GPVLF81889 58844R603 21000.00000000 NS USD 499065.00000000 0.254479617923 Long EP CORP US N 1 N N N SBL HOLDINGS INC N/A 78397DAA6 1300000.00000000 PA USD 901875.00000000 0.459877581907 Long DBT CORP US N 2 N/A Fixed 7.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967341 227619.00000000 NS USD 6122996.62000000 3.122194183934 Long EP CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBG9 2285000.00000000 PA USD 2343393.18000000 1.194926114015 Long DBT CORP GB N 1 N/A Fixed 8.00000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610AQ8 1300000.00000000 PA USD 1222331.50000000 0.623282444362 Long DBT CORP US N 2 N/A Fixed 6.37500000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAF8 3000000.00000000 PA USD 2668695.00000000 1.360801667026 Long DBT CORP ES N 1 N/A Fixed 6.12500000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278N509 169000.00000000 NS USD 3742082.50000000 1.908135663367 Long EP CORP US N 1 N N N COMED FINANCING III N/A 20035AAA2 3394000.00000000 PA USD 3688259.80000000 1.880690781174 Long DBT CORP US N 2 2033-03-15 Fixed 6.35000000 N N N N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 860630706 29000.00000000 NS USD 743125.00000000 0.378928929236 Long EP CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148B108 57668.00000000 NS USD 1557901.02000000 0.794393628750 Long EP CORP US N 1 N N N ASPEN INSURANCE HLDG LTD 549300YX6HECG9XQCQ75 000000000 5674.00000000 NS USD 146184.94000000 0.074541568087 Long EP CORP BM N 1 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 493267702 114568.00000000 NS USD 3216359.12000000 1.640062596981 Long EP CORP US N 1 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAN5 1500000.00000000 PA USD 1452832.50000000 0.740817848390 Long DBT CORP CA N 1 2077-01-15 Fixed 6.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBA2 1310000.00000000 PA USD 1291260.45000000 0.658430196378 Long DBT CORP GB N 1 N/A Fixed 7.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505FL3 1990000.00000000 PA USD 2030168.15000000 1.035208670479 Long DBT CORP US N 1 N/A Fixed 5.87500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAF8 465000.00000000 PA USD 438262.50000000 0.223475646559 Long DBT CORP US N 1 N/A Fixed 5.00000000 N N N N N N APOLLO MANAGEMENT HOLDIN 5493006XQW0V5K38YM64 03765HAE1 440000.00000000 PA USD 395647.50000000 0.201745713749 Long DBT CORP US N 2 2050-01-14 Fixed 4.95000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HHA1 3423000.00000000 PA USD 3052443.14000000 1.556479745124 Long DBT CORP US N 1 N/A Floating 4.23013000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150AL8 1400000.00000000 PA USD 1218686.00000000 0.621423557349 Long DBT CORP US N 1 N/A Fixed 5.70000000 N N N N N N RENAISSANCERE HOLDINGS L EK6GB9U3U58PDI411C94 75968N309 24400.00000000 NS USD 635468.72000000 0.324033616999 Long EP CORP BM N 1 N N N DCP MIDSTREAM LP 52990024YYS3MLGW0E91 23311PAA8 1550000.00000000 PA USD 944531.25000000 0.481628548619 Long DBT CORP US N 1 N/A Fixed 7.37500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JM4 1120000.00000000 PA USD 1147221.60000000 0.584982946994 Long DBT CORP US N 1 N/A Fixed 5.95000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 000000000 120000.00000000 NS USD 3007800.00000000 1.533715637823 Long EP CORP BM N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCA2 610000.00000000 PA USD 505802.85000000 0.257915333699 Long DBT CORP US N 1 N/A Fixed 5.75000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773886 68236.00000000 NS USD 1801362.16000000 0.918537573700 Long EP CORP US N 1 N N N ANNALY CAPITAL MGMT 2DTL0G3FPRYUT58TI025 035710870 4540.00000000 NS USD 99357.90000000 0.050663862281 Long EP CORP US N 1 N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278N301 136020.00000000 NS USD 2905727.25000000 1.481667438851 Long EP CORP US N 1 N N N TRISTATE CAPITAL HLDGS 5493003JKSPN0881WX29 89678F506 21000.00000000 NS USD 474222.00000000 0.241811854910 Long EP CORP US N 1 N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610204 50000.00000000 NS USD 1273250.00000000 0.649246437881 Long EP CORP US N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BD6 1575000.00000000 PA USD 1672571.25000000 0.852865443679 Long DBT CORP US N 1 N/A Fixed 5.37500000 N N N N N N BlackRock Liquidity Funds T-Fund 5493002L9DNZ83RX7V61 09248U718 8082060.67000000 NS USD 8082060.67000000 4.121145965629 Long STIV RF US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAB7 300000.00000000 PA USD 288208.50000000 0.146961195359 Long DBT CORP US N 1 N/A Fixed 4.95000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773605 298897.00000000 NS USD 8166613.28000000 4.164260421436 Long EP CORP US N 1 N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150708 140000.00000000 NS USD 3586800.00000000 1.828955133235 Long EP CORP US N 1 N N N HSBC CAPITAL FUNDING USD 213800HMY2DB765NHE46 40427LAB0 1400000.00000000 PA USD 2171141.00000000 1.107092527302 Long DBT CORP JE N 2 N/A Fixed 10.17600000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746556 81100.00000000 NS USD 2050516.18000000 1.045584390876 Long EP CORP US N 1 N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAG9 3500000.00000000 PA USD 3607432.50000000 1.839475908519 Long DBT CORP US N 2 N/A Fixed 6.45000000 N N N N N N COBANK ACB P0J8I7M2E0A77CKF1705 19075QAC6 609000.00000000 PA USD 618135.00000000 0.315194931772 Long DBT USGA US N 2 N/A Fixed 6.25000000 N N N N N N VALLEY NATIONAL BANCORP 549300ET52S1UBIB9762 919794305 39000.00000000 NS USD 891735.00000000 0.454707066392 Long EP CORP US N 1 N N N AXIS CAPITAL HLDGS LTD N/A 05461T305 6915.00000000 NS USD 163884.81000000 0.083566957875 Long EP CORP BM N 1 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475857 267053.00000000 NS USD 7053537.36000000 3.596688792807 Long EP CORP US N 1 N N N PARTNERRE LTD 7LLHQS68KCIGNZBR7918 000000000 26750.00000000 NS USD 675303.75000000 0.344346007598 Long EP CORP BM N 1 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BL2 500000.00000000 PA USD 486042.50000000 0.247839278840 Long DBT CORP GB N 1 N/A Fixed 6.00000000 N N N N N N COBANK ACB P0J8I7M2E0A77CKF1705 19075Q870 9984.00000000 NS USD 1015872.00000000 0.518006108261 Long EP USGA US N 2 N N N DCP MIDSTREAM LP 52990024YYS3MLGW0E91 23311P209 5200.00000000 NS USD 101582.00000000 0.051797959279 Long EP CORP US N 1 N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAV0 4130000.00000000 PA USD 6309095.42000000 3.217088339044 Long DBT CORP US N 2 2039-08-01 Fixed 10.75000000 N N N N N N SCE TRUST V N/A 78409W201 42740.00000000 NS USD 987935.10000000 0.503760726120 Long EP CORP US N 1 N N N COMERICA INC I9Q57JVPWHHZ3ZGBW498 200340AU1 1150000.00000000 PA USD 1146550.00000000 0.584640489576 Long DBT CORP US N 1 N/A Fixed 5.62500000 N N N N N N COBANK ACB P0J8I7M2E0A77CKF1705 19075Q862 17500.00000000 NS USD 1865500.00000000 0.951242277531 Long EP USGA US N 2 N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAG3 670000.00000000 PA USD 641535.05000000 0.327126916150 Long DBT CORP MX N 2 2034-09-13 Fixed 5.87500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AGF4 560000.00000000 PA USD 601056.40000000 0.306486335492 Long DBT CORP FR N 2 N/A Fixed 7.00000000 N N N N N N ACE CAPITAL TRUST II N/A 00440FAA2 1550000.00000000 PA USD 2206138.25000000 1.124938072088 Long DBT CORP US N 2 2030-04-01 Fixed 9.70000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477608 92945.00000000 NS USD 2412712.78000000 1.230273063456 Long EP CORP US N 1 N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05962GAJ8 710000.00000000 PA USD 692051.20000000 0.352885746264 Long DBT CORP MX N 2 N/A Fixed 7.62500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 3220000.00000000 PA USD 3274643.40000000 1.669782495803 Long DBT CORP GB N 1 N/A Fixed 7.87500000 N N N N N N ZIONS BANCORP NA 8WH0EE09O9V05QJZ3V89 989701818 10900.00000000 NS USD 284272.00000000 0.144953923730 Long EP CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61763E207 89000.00000000 NS USD 2427030.00000000 1.237573596804 Long EP CORP US N 1 N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EAN4 6351000.00000000 PA USD 7374334.47000000 3.760267336652 Long DBT CORP US N 2 2037-03-15 Fixed 7.80000000 N N N N N N QWEST CORP 549300R2L4N683OO1509 74913G873 41820.00000000 NS USD 1035203.92000000 0.527863701190 Long EP CORP US N 1 N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBS6 5335000.00000000 PA USD 7396257.28000000 3.771446057485 Long DBT CORP US N 2 2038-04-08 Fixed 9.25000000 N N N N N N FIRST HORIZON BANK COOWI3L2W9TPYR3WJX37 337158AJ8 1000000.00000000 PA USD 1018986.81000000 0.519594389664 Long DBT CORP US N 1 2030-05-01 Fixed 5.75000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AU3 2750000.00000000 PA USD 2834686.25000000 1.445442725563 Long DBT CORP GB N 1 N/A Fixed 7.50000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278N400 2100.00000000 NS USD 45643.50000000 0.023274203642 Long EP CORP US N 1 N N N PULTE GROUP INC N/A 745867AM3 2160000.00000000 PA USD 2665494.00000000 1.359169436241 Long DBT CORP US N 2 2032-06-15 Fixed 7.87500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAU4 2120000.00000000 PA USD 1811561.20000000 0.923738194466 Long DBT CORP US N 2 N/A Fixed 6.87500000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587800 16070.00000000 NS USD 404070.51000000 0.206040714133 Long EP CORP US N 1 N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RBC2 940000.00000000 PA USD 1201245.90000000 0.612530627602 Long DBT CORP US N 2 2029-11-15 Fixed 8.25000000 N N N N N N SYNOVUS FINANCIAL CORP 549300EIUS8UN5JTLE54 87161C709 91848.00000000 NS USD 2010782.34000000 1.025323598350 Long EP CORP US N 1 N N N AMERICAN EQUITY INVESTME 549300RK5RZQ740FPL83 025676503 67000.00000000 NS USD 1508170.00000000 0.769035146451 Long EP CORP US N 1 N N N WINTRUST FINANCIAL CORP Q774KI4AW80FHFW33O61 97650W504 48000.00000000 NS USD 1243440.00000000 0.634045938126 Long EP CORP US N 1 N N N QBE INSURANCE GROUP LTD 549300D2FBW76FPUSG65 74737EAA2 5300000.00000000 PA USD 5791310.00000000 2.953062939851 Long DBT CORP AU N 2 2043-11-24 Fixed 7.50000000 N N N N N N BANCORP SOUTH Q7C315HKI8VX0SSKBS64 05971J201 34400.00000000 NS USD 854496.00000000 0.435718424648 Long EP CORP US N 1 N N N LEHMAN BROS HLDG-ESCROW N/A 000000000 20000.00000000 NS USD 0.00000000 0.000000 Long EP CORP US N N/A N N N METLIFE CAPITAL TRUST IV 0004254959 591560AA5 577000.00000000 PA USD 730692.61000000 0.372589494780 Long DBT CORP US N 2 2037-12-15 Fixed 7.87500000 N N N N N N STERLING BANCORP/DE 549300LQK6SKH5ZXO648 85917A209 13416.00000000 NS USD 336137.88000000 0.171400998411 Long EP CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBU2 6000000.00000000 PA USD 5847390.00000000 2.981658848146 Long DBT CORP FR N 2 N/A Fixed 6.75000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 054536AC1 620000.00000000 PA USD 782046.30000000 0.398775397237 Long DBT CORP FR N 2 N/A Fixed 6.37900000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBN2 1000000.00000000 PA USD 902755.00000000 0.460326305147 Long DBT CORP US N 1 2077-08-16 Fixed 5.25000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473P881 40000.00000000 NS USD 1057300.00000000 0.539130774609 Long EP CORP US N 1 N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451AX6 600000.00000000 PA USD 689169.00000000 0.351416075671 Long DBT CORP AU N 2 2075-10-19 Fixed 6.75000000 N N N N N N TRANSCANADA TRUST N/A 89356BAB4 300000.00000000 PA USD 303000.00000000 0.154503570137 Long SN CORP CA N 1 2076-08-15 Fixed 5.87500000 N N N N N N PARTNERRE LTD 7LLHQS68KCIGNZBR7918 000000000 13539.00000000 NS USD 349348.17000000 0.178137094013 Long EP CORP BM N 1 N N N TRANSCANADA TRUST N/A 89356BAE8 2250000.00000000 PA USD 2198126.25000000 1.120852650952 Long DBT CORP CA N 1 2079-09-15 Fixed 5.50000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BA7 3510000.00000000 PA USD 3617212.95000000 1.844463084897 Long DBT CORP GB N 2 N/A Fixed 7.50000000 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 929089209 33000.00000000 NS USD 851152.50000000 0.434013531292 Long EP CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565ALQ4 475000.00000000 PA USD 407015.63000000 0.207542468438 Long DBT CORP FR N 1 N/A Fixed 4.50000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165B202 55500.00000000 NS USD 1139692.50000000 0.581143762737 Long EP CORP US N 1 N N N PARTNERRE LTD 7LLHQS68KCIGNZBR7918 000000000 26386.00000000 NS USD 689730.04000000 0.351702157133 Long EP CORP BM N 1 N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059T204 45500.00000000 NS USD 971425.00000000 0.495342015251 Long EP CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RN3 1250000.00000000 PA USD 1325868.75000000 0.676077410591 Long DBT CORP US N 1 N/A Fixed 5.87500000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AD7 395000.00000000 PA USD 432500.51000000 0.220537534262 Long DBT CORP FR N 1 N/A Fixed 7.87500000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311RAH9 750000.00000000 PA USD 473846.25000000 0.241620255186 Long DBT CORP US N 2 2043-05-21 Fixed 5.85000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBQ2 900000.00000000 PA USD 1044369.62000000 0.532537408691 Long DBT CORP GB N 1 2079-04-04 Fixed 7.00000000 N N N N N N FIRST HORIZON BANK COOWI3L2W9TPYR3WJX37 337158208 875.00000000 NS USD 588437.50000000 0.300051797204 Long EP CORP US N 2 N N N NY COMMUNITY BANCORP INC 529900HVXOTLY61GL030 649445202 235200.00000000 NS USD 6158712.00000000 3.140405912379 Long EP CORP US N 1 N N N MACQUARIE BANK LONDON 4ZHCHI4KYZG2WVRT8631 556079AB7 730000.00000000 PA USD 725134.55000000 0.369755368994 Long DBT CORP AU N 2 N/A Fixed 6.12500000 N N N N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 03939A107 14200.00000000 NS USD 359615.00000000 0.183372281766 Long EP CORP BM N 1 N N N PROVIDENT FINANCING TR I N/A 743863AA0 5803000.00000000 PA USD 6333191.10000000 3.229375034043 Long DBT CORP US N 2 2038-03-15 Fixed 7.40500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAF0 2500000.00000000 PA USD 2575987.50000000 1.313528928648 Long DBT CORP CH N 1 N/A Fixed 7.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJQ4 4791000.00000000 PA USD 5105744.75000000 2.603484462335 Long DBT CORP US N 1 N/A Fixed 6.75000000 N N N N N N REGIONS FINANCIAL CORP CW05CS5KW59QTC0DG824 7591EP704 127400.00000000 NS USD 3291060.50000000 1.678153784784 Long EP CORP US N 1 N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AJ7 1100000.00000000 PA USD 1131784.50000000 0.577111372530 Long DBT CORP CH N 1 N/A Fixed 7.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 325.00000000 NS USD 439075.00000000 0.223889950687 Long EP CORP US N 1 N N N EVEREST REINSURANCE HLDG N/A 299808AE5 1519000.00000000 PA USD 1145987.31000000 0.584353566758 Long DBT CORP US N 2 2037-05-15 Floating 2.77738000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BC2 1370000.00000000 PA USD 1404065.05000000 0.715950702741 Long DBT CORP GB N 1 N/A Fixed 6.87500000 N N N N N N TRANSCANADA TRUST N/A 89356BAC2 810000.00000000 PA USD 774963.45000000 0.395163761555 Long DBT CORP CA N 1 2077-03-15 Fixed 5.30000000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 037389AK9 1290000.00000000 PA USD 1511263.79000000 0.770612709488 Long DBT CORP US N 2 2027-01-01 Fixed 8.20500000 N N N N N N PEOPLE'S UNITED FIN INC ROPY7PEPIPIDJNF0BO69 712704204 23066.00000000 NS USD 592911.53000000 0.302333162247 Long EP CORP US N 1 N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAS6 900000.00000000 PA USD 855499.50000000 0.436230122116 Long DBT CORP US N 1 N/A Fixed 6.12500000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874BS5 2150000.00000000 PA USD 2661464.49000000 1.357114737624 Long DBT CORP US N 2 2058-05-15 Fixed 8.17500000 N N N N N N DELPHI FINANCIAL GROUP 5493001NGT0EEYMZG011 247131303 224200.00000000 NS USD 4988450.00000000 2.543674371135 Long EP CORP US N 2 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400FU2 600000.00000000 PA USD 574686.00000000 0.293039731710 Long DBT CORP US N 2 N/A Fixed 6.25000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AN8 280000.00000000 PA USD 259350.00000000 0.132245877608 Long DBT CORP CH N 1 N/A Fixed 5.10000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MK4 450000.00000000 PA USD 393468.75000000 0.200634741295 Long DBT CORP US N 1 N/A Fixed 4.70000000 N N N N N N AXIS SPECIALTY FINANCE N/A 05463HAC5 880000.00000000 PA USD 803231.23000000 0.409577863634 Long DBT CORP US N 1 2040-01-15 Fixed 4.90000000 N N N N N N SCE TRUST II N/A 78407R204 320.00000000 NS USD 7659.20000000 0.003905523908 Long EP CORP US N 1 N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAT0 901000.00000000 PA USD 744451.25000000 0.379605201051 Long DBT CORP US N 1 N/A Fixed 7.12500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCM6 1000000.00000000 PA USD 851745.00000000 0.434315654610 Long DBT CORP US N 1 N/A Fixed 6.50000000 N N N N N N COBANK ACB P0J8I7M2E0A77CKF1705 19075Q805 25000.00000000 NS USD 2565625.00000000 1.308244957541 Long EP USGA US N 2 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AAQ6 2000000.00000000 PA USD 2051250.00000000 1.045958575066 Long DBT CORP FR N 1 N/A Fixed 7.62500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61762V606 213700.00000000 NS USD 5684420.00000000 2.898558363574 Long EP CORP US N 1 N N N TEXAS CAPITAL BANCSHARES 549300466Q2SXRX0YM48 882228307 175067.00000000 NS USD 4453704.48000000 2.271000800326 Long EP CORP US N 1 N N N AUST & NZ BANKING GRP/UK JHE42UYNWWTJB8YTTU19 05254HAA2 2550000.00000000 PA USD 2824673.25000000 1.440336968969 Long DBT CORP AU N 2 N/A Fixed 6.75000000 N N N N N N E*TRADE FINANCIAL CORP 549300LYE2HSVYJFJD24 269246BR4 640000.00000000 PA USD 592313.60000000 0.302028270102 Long DBT CORP US N 1 N/A Fixed 5.30000000 N N N N N N 2020-07-24 Flaherty & Crumrine Total Return Fund Incorporated Bradford Stone Bradford Stone Chief Financial Officer, Treasurer and Vice President