0001752724-22-009960.txt : 20220121
0001752724-22-009960.hdr.sgml : 20220121
20220121132704
ACCESSION NUMBER: 0001752724-22-009960
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211130
FILED AS OF DATE: 20220121
PERIOD START: 20211130
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: 22545263
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
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Pasadena
91101
626-795-7300
Flaherty & Crumrine Total Return Fund Incorporated
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2021-11-30
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DBT
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FR
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Fixed
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BNP Paribas SA
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PA
USD
648410.00000000
0.281167386993
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
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CenterPoint Energy Inc
15189TAS6
900000.00000000
PA
USD
938677.50000000
0.407034900610
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
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Synchrony Financial
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55500.00000000
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USD
1456042.50000000
0.631377778067
Long
EP
CORP
US
N
1
N
N
N
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Zions Bancorp NA
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1800000.00000000
PA
USD
1954404.00000000
0.847480245230
Long
DBT
CORP
US
N
2
N/A
Fixed
7.20000000
N
N
N
N
N
N
SYNOVUS FINANCIAL CORP
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Synovus Financial Corp
87161C709
91848.00000000
NS
USD
2428690.74000000
1.053143272283
Long
EP
CORP
US
N
1
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q870
9984.00000000
NS
USD
1005888.00000000
0.436179115942
Long
EP
USGA
US
N
2
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939A107
11500.00000000
NS
USD
294227.50000000
0.127584672285
Long
EP
CORP
BM
N
1
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
1390000.00000000
PA
USD
1437781.25000000
0.623459226617
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C720
22000.00000000
NS
USD
502150.00000000
0.217745258985
Long
EP
CORP
US
N
1
N
N
N
WASHINGTON FEDERAL INC
0003065617
Washington Federal Inc
938824307
25000.00000000
NS
USD
635375.00000000
0.275515073041
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746465
106200.00000000
NS
USD
2874313.62000000
1.246376906487
Long
EP
CORP
US
N
1
N
N
N
CONNECTONE BANCORP INC
549300E2M5ZYAZKUK134
ConnectOne Bancorp Inc
20786W503
47900.00000000
NS
USD
1265757.50000000
0.548865268645
Long
EP
CORP
US
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773886
67291.00000000
NS
USD
1767398.12000000
0.766389647257
Long
EP
CORP
US
N
1
N
N
N
LEHMAN BROS HLDG-ESCROW
N/A
LEHMAN BROS HLDG-ESCROW
000000000
20000.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
N/A
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AM3
2160000.00000000
PA
USD
3102440.40000000
1.345298592821
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
7.87500000
N
N
N
N
N
N
HEARTLAND FINANCIAL USA
549300QF7B0DFZT32C73
Heartland Financial USA Inc
42234Q201
42600.00000000
NS
USD
1199850.30000000
0.520286197983
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
465000.00000000
PA
USD
474544.13000000
0.205774638030
Long
DBT
CORP
US
N
1
N/A
Fixed
5.00000000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
575000.00000000
PA
USD
603536.77000000
0.261709191060
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BM0
1000000.00000000
PA
USD
993813.45000000
0.430943278011
Long
DBT
CORP
US
N
1
2052-04-01
Fixed
4.12500000
N
N
N
N
N
N
WESTERN ALLIANCE BANCORP
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638406
25300.00000000
NS
USD
656914.50000000
0.284855158685
Long
EP
CORP
US
N
1
N
N
N
DELPHI FINANCIAL GROUP
5493001NGT0EEYMZG011
Delphi Financial Group Inc
247131303
224200.00000000
NS
USD
5397615.00000000
2.340545805197
Long
EP
CORP
US
N
2
N
N
N
KUVARE US HOLDINGS INC
254900MGBERNLZXF7O58
Kuvare US Holdings Inc
50149XAA2
1000000.00000000
PA
USD
1088750.00000000
0.472110227463
Long
DBT
CORP
US
N
2
2051-02-17
Fixed
7.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
1500000.00000000
PA
USD
1599375.00000000
0.693530466175
Long
DBT
CORP
CH
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
DCP MIDSTREAM LP
52990024YYS3MLGW0E91
DCP Midstream LP
23311P209
5200.00000000
NS
USD
128487.32000000
0.055715433176
Long
EP
CORP
US
N
1
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAE8
2250000.00000000
PA
USD
2393437.50000000
1.037856553427
Long
DBT
CORP
CA
N
2
2079-09-15
Fixed
5.50000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059T204
45500.00000000
NS
USD
1137045.00000000
0.493052191582
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MK4
450000.00000000
PA
USD
450171.00000000
0.195205816952
Long
DBT
CORP
US
N
1
N/A
Fixed
4.70000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
4791000.00000000
PA
USD
5147330.63000000
2.232016013370
Long
DBT
CORP
US
N
1
N/A
Fixed
6.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
7830000.00000000
PA
USD
8806126.95000000
3.818564957459
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NB3
450000.00000000
PA
USD
447750.00000000
0.194156008584
Long
DBT
CORP
US
N
2
N/A
Fixed
4.15000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05962GAJ8
710000.00000000
PA
USD
761120.00000000
0.330041365168
Long
DBT
CORP
MX
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBC2
940000.00000000
PA
USD
1247478.09000000
0.540938842549
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148B108
33206.00000000
NS
USD
918643.99000000
0.398347851275
Long
EP
CORP
US
N
1
N
N
N
FULTON FINANCIAL CORP
5493005QLZ6O1BNC0C11
Fulton Financial Corp
360271308
11400.00000000
NS
USD
295089.00000000
0.127958241021
Long
EP
CORP
US
N
1
N
N
N
COMED FINANCING III
N/A
ComEd Financing III
20035AAA2
3394000.00000000
PA
USD
4093158.06000000
1.774899456026
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.35000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V605
187800.00000000
NS
USD
4541943.00000000
1.969504241428
Long
EP
CORP
US
N
1
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AN6
1500000.00000000
PA
USD
1571767.50000000
0.681559138410
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust Inc
038923850
61000.00000000
NS
USD
1531710.00000000
0.664189167860
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
2450000.00000000
PA
USD
2396786.00000000
1.039308549842
Long
DBT
CORP
US
N
1
N/A
Fixed
3.65000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAN4
725000.00000000
PA
USD
701437.50000000
0.304161485810
Long
DBT
CORP
US
N
1
N/A
Fixed
3.50000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBN9
925000.00000000
PA
USD
934250.00000000
0.405115021820
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAH9
750000.00000000
PA
USD
718897.50000000
0.311732594486
Long
DBT
CORP
US
N
2
2043-05-21
Fixed
5.85000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
6200000.00000000
PA
USD
6231000.00000000
2.701923147943
Long
DBT
CORP
ES
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
395000.00000000
PA
USD
431293.00000000
0.187019826712
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.87500000
N
N
N
N
N
N
PEOPLE'S UNITED FIN INC
ROPY7PEPIPIDJNF0BO69
People's United Financial Inc
712704204
23066.00000000
NS
USD
634430.33000000
0.275105439637
Long
EP
CORP
US
N
1
N
N
N
RENAISSANCERE HOLDINGS L
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RenaissanceRe Holdings Ltd
75968N309
10400.00000000
NS
USD
270959.52000000
0.117495072900
Long
EP
CORP
BM
N
1
N
N
N
AUST & NZ BANKING GRP/UK
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/United Kingdom
05254HAA2
2550000.00000000
PA
USD
2883629.25000000
1.250416405177
Long
DBT
CORP
AU
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ASK0
475000.00000000
PA
USD
470250.00000000
0.203912591930
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.62500000
N
N
N
N
N
N
BlackRock Liquidity Funds T-Fund
5493002L9DNZ83RX7V61
BlackRock Liquidity Funds T-Fund
09248U718
1506359.94000000
NS
USD
1506359.94000000
0.653196724606
Long
STIV
RF
US
N
1
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAB4
300000.00000000
PA
USD
327000.00000000
0.141795677961
Long
DBT
CORP
CA
N
2
2076-08-15
Fixed
5.87500000
N
N
N
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630862
21000.00000000
NS
USD
520695.00000000
0.225786851792
Long
EP
CORP
US
N
1
N
N
N
WINTRUST FINANCIAL CORP
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W504
48000.00000000
NS
USD
1339920.00000000
0.581024051419
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967341
227619.00000000
NS
USD
6150265.38000000
2.666914523545
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HHA1
2923000.00000000
PA
USD
2926577.43000000
1.269039849520
Long
DBT
CORP
US
N
2
N/A
Floating
3.59863000
N
N
N
N
N
N
WESBANCO INC
0001070448
WesBanco Inc
950810705
49000.00000000
NS
USD
1350685.00000000
0.585692034517
Long
EP
CORP
US
N
1
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
1400000.00000000
PA
USD
2268000.00000000
0.983463601273
Long
DBT
CORP
JE
N
2
N/A
Fixed
10.17600000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAB4
1000000.00000000
PA
USD
1011250.00000000
0.438504218160
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
900000.00000000
PA
USD
1083981.25000000
0.470042373826
Long
DBT
CORP
GB
N
1
2079-04-04
Fixed
7.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
500000.00000000
PA
USD
531250.00000000
0.230363773446
Long
DBT
CORP
GB
N
1
N/A
Fixed
6.00000000
N
N
N
N
N
N
TPG RE FINANCE TRUST INC
N/A
TPG RE Finance Trust Inc
87266M206
28200.00000000
NS
USD
669891.00000000
0.290482105520
Long
EP
CORP
US
N
1
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621E301
16100.00000000
NS
USD
406122.50000000
0.176105245329
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967358
155338.00000000
NS
USD
4227943.08000000
1.833345735201
Long
EP
CORP
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
1300000.00000000
PA
USD
1352000.00000000
0.586262252610
Long
DBT
CORP
US
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857808
54010.00000000
NS
USD
1497562.28000000
0.649381831137
Long
EP
CORP
CA
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AN8
280000.00000000
PA
USD
277928.00000000
0.120516786496
Long
DBT
CORP
CH
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267702
106968.00000000
NS
USD
3149544.40000000
1.365724108463
Long
EP
CORP
US
N
1
N
N
N
Northpointe Bancshares Inc
549300EYMKMD4WKEKP72
Northpointe Bancshares Inc
66661N308
67000.00000000
NS
USD
1796605.00000000
0.779054507656
Long
EP
CORP
US
Y
2
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAG9
3500000.00000000
PA
USD
3742812.50000000
1.622980537981
Long
DBT
CORP
US
N
2
N/A
Fixed
6.45000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
610000.00000000
PA
USD
652547.50000000
0.282961514264
Long
DBT
CORP
US
N
1
N/A
Fixed
5.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
830000.00000000
PA
USD
879800.00000000
0.381504090123
Long
DBT
CORP
US
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94988U128
41000.00000000
NS
USD
1044065.00000000
0.452733652938
Long
EP
CORP
US
N
1
N
N
N
STERLING BANCORP/DE
549300LQK6SKH5ZXO648
Sterling Bancorp/DE
85917A209
13416.00000000
NS
USD
347407.32000000
0.150644821003
Long
EP
CORP
US
N
1
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AV6
405000.00000000
PA
USD
432337.50000000
0.187472748992
Long
DBT
CORP
US
N
2
N/A
Fixed
4.45000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
1720000.00000000
PA
USD
1845233.20000000
0.800140955935
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
1180000.00000000
PA
USD
1162264.60000000
0.503988063998
Long
DBT
CORP
US
N
1
N/A
Fixed
3.95000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
950000.00000000
PA
USD
941450.00000000
0.408237128491
Long
DBT
CORP
US
N
1
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
OCEAN SPRAY CRANBERRIES
F58I6BK23LKYT8F1SB71
Ocean Spray Cranberries Inc
675022404
34700.00000000
NS
USD
3209750.00000000
1.391830817542
Long
EP
CORP
US
N
2
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AD0
425000.00000000
PA
USD
411718.75000000
0.178531924420
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AY9
775000.00000000
PA
USD
728112.50000000
0.315728457399
Long
DBT
CORP
NL
N
1
N/A
Fixed
3.87500000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAG6
400000.00000000
PA
USD
393000.00000000
0.170414989109
Long
DBT
CORP
US
N
2
N/A
Fixed
4.10000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
11102AAG6
900000.00000000
PA
USD
897156.00000000
0.389030101703
Long
DBT
CORP
GB
N
2
2081-11-23
Fixed
4.87500000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
1400000.00000000
PA
USD
1484000.00000000
0.643500874907
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
FT REAL ESTATE SECS CO
0002671824
FT Real Estate Securities Co Inc
302663208
3.00000000
NS
USD
3918750.00000000
1.699271599422
Long
EP
CORP
US
N
2
N
N
N
DCP MIDSTREAM LP
52990024YYS3MLGW0E91
DCP Midstream LP
23311PAA8
1550000.00000000
PA
USD
1538375.00000000
0.667079284660
Long
DBT
CORP
US
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BA7
3510000.00000000
PA
USD
3570740.55000000
1.548365679239
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61763E207
89000.00000000
NS
USD
2437567.60000000
1.056992508925
Long
EP
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBT1
475000.00000000
PA
USD
456874.00000000
0.198112411538
Long
DBT
CORP
GB
N
1
N/A
Fixed
4.37500000
N
N
N
N
N
N
GLOBAL ATLANTIC
N/A
Global Atlantic Fin Co
37959GAC1
1590000.00000000
PA
USD
1638585.09000000
0.710532977779
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
05946KAG6
1000000.00000000
PA
USD
1051250.00000000
0.455849255219
Long
DBT
CORP
ES
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
PROVIDENT FINANCING TR I
N/A
Provident Financing Trust I
743863AA0
5803000.00000000
PA
USD
6999868.75000000
3.035324572009
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
7.40500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BC8
400000.00000000
PA
USD
386760.00000000
0.167709163328
Long
DBT
CORP
US
N
1
N/A
Fixed
3.40000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
3220000.00000000
PA
USD
3269942.20000000
1.417931716035
Long
DBT
CORP
GB
N
1
N/A
Fixed
7.87500000
N
N
N
N
N
N
FIRST HORIZON CORP
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517402
21200.00000000
NS
USD
580456.00000000
0.251700770785
Long
EP
CORP
US
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAA6
1000000.00000000
PA
USD
1048280.01000000
0.454561390554
Long
DBT
CORP
FR
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
CARLYLE FINANCE LLC
N/A
Carlyle Finance LLC
14314C105
15400.00000000
NS
USD
384461.00000000
0.166712257323
Long
EP
CORP
US
N
1
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
1175000.00000000
PA
USD
1340968.75000000
0.581478816609
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAR1
775000.00000000
PA
USD
842812.50000000
0.365465351167
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473P881
40000.00000000
NS
USD
1080072.00000000
0.468347221673
Long
EP
CORP
US
N
1
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAA8
575000.00000000
PA
USD
595671.25000000
0.258298497663
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.75000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
585000.00000000
PA
USD
653445.00000000
0.283350693533
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
ACE CAPITAL TRUST II
N/A
ACE Capital Trust II
00440FAA2
1440000.00000000
PA
USD
2158431.62000000
0.935951910982
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
9.70000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V506
2100.00000000
NS
USD
51271.29000000
0.022232560628
Long
EP
CORP
US
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
1500000.00000000
PA
USD
1625943.65000000
0.705051321647
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V200
35823.00000000
NS
USD
980833.74000000
0.425314939237
Long
EP
CORP
US
N
1
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
400000.00000000
PA
USD
408484.00000000
0.177129252955
Long
DBT
CORP
DE
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
2500000.00000000
PA
USD
2678062.50000000
1.161277332753
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAF8
3000000.00000000
PA
USD
3142500.00000000
1.362669473986
Long
DBT
CORP
ES
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
MACQUARIE BANK LONDON
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd/London
556079AB7
730000.00000000
PA
USD
778972.05000000
0.337782476889
Long
DBT
CORP
AU
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
609000.00000000
PA
USD
675990.00000000
0.293126790046
Long
DBT
USGA
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
VALLEY NATIONAL BANCORP
549300ET52S1UBIB9762
Valley National Bancorp
919794305
38203.00000000
NS
USD
968637.07000000
0.420026146908
Long
EP
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BP3
4265000.00000000
PA
USD
4680986.78000000
2.029797229352
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAG0
440000.00000000
PA
USD
454300.00000000
0.196996258403
Long
DBT
CORP
US
N
2
N/A
Fixed
5.65000000
N
N
N
N
N
N
QWEST CORP
549300R2L4N683OO1509
Qwest Corp
74913G873
41820.00000000
NS
USD
1083355.46000000
0.469771015057
Long
EP
CORP
US
N
1
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAD9
3000000.00000000
PA
USD
4839268.98000000
2.098432494974
Long
DBT
CORP
US
N
2
2097-10-15
Fixed
7.69700000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773605
182242.00000000
NS
USD
4969283.74000000
2.154810265736
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
600000.00000000
PA
USD
596250.00000000
0.258549458668
Long
DBT
CORP
US
N
2
N/A
Fixed
3.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
1120000.00000000
PA
USD
1193864.00000000
0.517690383099
Long
DBT
CORP
US
N
1
N/A
Fixed
5.95000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAN4
6351000.00000000
PA
USD
8908293.66000000
3.862867091739
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
7.80000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BH2
1500000.00000000
PA
USD
1583235.00000000
0.686531743722
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61745VAB9
640000.00000000
PA
USD
660800.00000000
0.286540012222
Long
DBT
CORP
US
N
2
N/A
Fixed
5.30000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74737EAA2
5300000.00000000
PA
USD
5845953.00000000
2.534956785826
Long
DBT
CORP
AU
N
2
2043-11-24
Fixed
7.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBA2
1310000.00000000
PA
USD
1408250.00000000
0.610653710975
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
775000.00000000
PA
USD
766571.88000000
0.332405441684
Long
DBT
CORP
US
N
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
1651000.00000000
PA
USD
1691449.50000000
0.733456356544
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AD0
675000.00000000
PA
USD
661533.75000000
0.286858185246
Long
DBT
CORP
CH
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BX7
450000.00000000
PA
USD
438468.75000000
0.190131417954
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
300000.00000000
PA
USD
298464.00000000
0.129421728523
Long
DBT
CORP
US
N
1
N/A
Fixed
4.00000000
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
880000.00000000
PA
USD
925568.77000000
0.401350615419
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AM8
4350000.00000000
PA
USD
4699674.75000000
2.037900817658
Long
DBT
CORP
US
N
2
N/A
Fixed
7.25000000
N
N
N
N
N
N
AMER AGCREDIT ACA
0002558989
American AgCredit Corp
02369GAA3
675000.00000000
PA
USD
690187.50000000
0.299283194137
Long
DBT
CORP
US
N
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701818
10900.00000000
NS
USD
292610.50000000
0.126883499162
Long
EP
CORP
US
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FU2
600000.00000000
PA
USD
601332.07000000
0.260753175980
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
940000.00000000
PA
USD
936813.40000000
0.406226578520
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
MERCHANTS BANCORP
54930008Y0GPVLF81889
Merchants Bancorp/IN
58844R603
21000.00000000
NS
USD
554505.00000000
0.240447744366
Long
EP
CORP
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AJ7
1100000.00000000
PA
USD
1157475.00000000
0.501911169261
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
213700.00000000
NS
USD
6056258.00000000
2.626150486296
Long
EP
CORP
US
N
1
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
000000000
120000.00000000
NS
USD
3407400.00000000
1.477536981913
Long
EP
CORP
BM
N
1
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
5335000.00000000
PA
USD
7913922.94000000
3.431682167007
Long
DBT
CORP
US
N
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust Inc
038923876
15892.00000000
NS
USD
400716.78000000
0.173761184986
Long
EP
CORP
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
1025000.00000000
PA
USD
1099312.50000000
0.476690401311
Long
DBT
CORP
US
N
1
N/A
Fixed
4.95000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874BS5
2150000.00000000
PA
USD
3207251.75000000
1.390747511572
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
8.17500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAU4
2120000.00000000
PA
USD
2141200.00000000
0.928479833794
Long
DBT
CORP
US
N
2
N/A
Fixed
6.87500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBU2
6000000.00000000
PA
USD
6580200.00000000
2.853345321472
Long
DBT
CORP
FR
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
CADENCE BANK
Q7C315HKI8VX0SSKBS64
Cadence Bank
12740C202
34400.00000000
NS
USD
931036.00000000
0.403721348093
Long
EP
CORP
US
N
1
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAG3
670000.00000000
PA
USD
726112.50000000
0.314861205546
Long
DBT
CORP
MX
N
2
2034-09-13
Fixed
5.87500000
N
N
N
N
N
N
NEW YORK MORTGAGE TRUST
549300JFGR0M7ULHWG48
New York Mortgage Trust Inc
649604865
30000.00000000
NS
USD
743700.00000000
0.322487601528
Long
EP
CORP
US
N
2
N
N
N
SCE TRUST II
N/A
SCE Trust II
78407R204
176.00000000
NS
USD
4430.80000000
0.001921309755
Long
EP
CORP
US
N
1
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686J309
31000.00000000
NS
USD
859165.00000000
0.372556219130
Long
EP
CORP
BM
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
1000000.00000000
PA
USD
1095000.00000000
0.474820389503
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.25000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74728GAE0
675000.00000000
PA
USD
728156.25000000
0.315747428533
Long
DBT
CORP
AU
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H824
17820.00000000
NS
USD
461092.50000000
0.199941662508
Long
EP
CORP
US
N
1
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
880000.00000000
PA
USD
969584.00000000
0.420436760307
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
TRISTATE CAPITAL HLDGS
5493003JKSPN0881WX29
TriState Capital Holdings Inc
89678F506
21000.00000000
NS
USD
557865.00000000
0.241904727479
Long
EP
CORP
US
N
1
N
N
N
INDIANAPOLIS P&L
2T85JNP2R2B2GTSFND21
Indianapolis Power & Light Co
455434878
17800.00000000
NS
USD
1848708.00000000
0.801647719304
Long
EP
CORP
US
N
2
N
N
N
QWEST CORP
549300R2L4N683OO1509
Qwest Corp
74913G881
29941.00000000
NS
USD
755261.73000000
0.327501067411
Long
EP
CORP
US
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
380000.00000000
PA
USD
419808.80000000
0.182039979847
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X306
19300.00000000
NS
USD
511206.82000000
0.221672530949
Long
EP
CORP
US
N
1
N
N
N
COMERICA INC
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AU1
1150000.00000000
PA
USD
1250625.00000000
0.542303424313
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
COMPEER FINANCIAL ACA
54930020HTACTODKHT04
Compeer Financial ACA
20453QAA0
285000.00000000
PA
USD
287850.00000000
0.124819222939
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V407
106314.00000000
NS
USD
2558446.41000000
1.109408694904
Long
EP
CORP
US
N
1
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359U109
61000.00000000
NS
USD
1743227.50000000
0.755908639765
Long
EP
CORP
BM
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
800000.00000000
PA
USD
909000.00000000
0.394165967177
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224Q305
35900.00000000
NS
USD
924963.50000000
0.401088154654
Long
EP
CORP
US
N
1
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089209
33000.00000000
NS
USD
925072.50000000
0.401135419880
Long
EP
CORP
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610204
49100.00000000
NS
USD
1324963.50000000
0.574538525249
Long
EP
CORP
US
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
800000.00000000
PA
USD
821560.00000000
0.356249716165
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
018820AB6
600000.00000000
PA
USD
562680.00000000
0.243992636315
Long
DBT
CORP
DE
N
2
N/A
Fixed
3.20000000
N
N
N
N
N
N
METLIFE CAPITAL TRUST IV
0004254959
MetLife Capital Trust IV
591560AA5
577000.00000000
PA
USD
786162.50000000
0.340900442432
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.87500000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
492000.00000000
PA
USD
526506.42000000
0.228306834174
Long
DBT
CORP
MX
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP704
125350.00000000
NS
USD
3426128.88000000
1.485658309855
Long
EP
CORP
US
N
1
N
N
N
FIRST CITIZENS BANCSHARE
549300N3Z00ZHE2XC526
First Citizens BancShares Inc/NC
319626305
19620.00000000
NS
USD
517379.40000000
0.224349121670
Long
EP
CORP
US
N
1
N
N
N
ASPEN INSURANCE HLDG LTD
549300YX6HECG9XQCQ75
Aspen Insurance Holdings Ltd
000000000
25000.00000000
NS
USD
667625.00000000
0.289499509171
Long
EP
CORP
BM
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FL3
1990000.00000000
PA
USD
2191487.50000000
0.950285797573
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
ANNALY CAPITAL MGMT
2DTL0G3FPRYUT58TI025
Annaly Capital Management Inc
035710870
4540.00000000
NS
USD
114674.95000000
0.049726031438
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95002Y400
53000.00000000
NS
USD
1297705.00000000
0.562718532932
Long
EP
CORP
US
N
1
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
2940000.00000000
PA
USD
3453030.00000000
1.497323332938
Long
DBT
CORP
CA
N
2
2076-06-15
Fixed
6.75000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCM6
1000000.00000000
PA
USD
1120500.00000000
0.485877850629
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
925000.00000000
PA
USD
931128.13000000
0.403761298049
Long
DBT
CORP
US
N
1
N/A
Fixed
3.90000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q805
25000.00000000
NS
USD
2600000.00000000
1.127427408867
Long
EP
USGA
US
N
2
N
N
N
SIGNATURE BANK NEW YORK
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G203
63000.00000000
NS
USD
1607760.00000000
0.697166419569
Long
EP
CORP
US
N
1
N
N
N
UNIVERSAL INSURANCE HOLDINGS 5.625%
529900GGAZ6WVUCWQM46
UNIVERSAL INSURANCE HOLDINGS 5.625%
91359VAA5
500000.00000000
PA
USD
502816.03000000
0.218034066861
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
5.62500000
N
N
N
N
N
N
SBL HOLDINGS INC
N/A
SBL Holdings Inc
78397DAC2
1500000.00000000
PA
USD
1462500.00000000
0.634177917487
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
FIRST HORIZON BANK
COOWI3L2W9TPYR3WJX37
First Horizon Bank
337158208
875.00000000
NS
USD
744843.75000000
0.322983561182
Long
EP
CORP
US
N
2
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
1000000.00000000
PA
USD
1028682.90000000
0.446063575574
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25000000
N
N
N
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630706
29000.00000000
NS
USD
761685.00000000
0.330286363816
Long
EP
CORP
US
N
1
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAE1
440000.00000000
PA
USD
456307.74000000
0.197866866520
Long
DBT
CORP
US
N
2
2050-01-14
Fixed
4.95000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAB7
300000.00000000
PA
USD
311361.00000000
0.135014202097
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
DIME COMMUNITY BANCSHARE
0002487650
Dime Community Bancshares Inc
25432X201
39000.00000000
NS
USD
1010295.00000000
0.438090105400
Long
EP
CORP
US
N
1
N
N
N
SBL HOLDINGS INC
N/A
SBL Holdings Inc
78397DAA6
1300000.00000000
PA
USD
1304875.00000000
0.565827630825
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AL8
1400000.00000000
PA
USD
1424500.00000000
0.617700132281
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
2285000.00000000
PA
USD
2505788.13000000
1.086574699452
Long
DBT
CORP
GB
N
1
N/A
Fixed
8.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
325.00000000
NS
USD
477282.72000000
0.206962161656
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAA8
750000.00000000
PA
USD
779043.75000000
0.337813567867
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
1733000.00000000
PA
USD
1731925.54000000
0.751007816889
Long
DBT
CORP
US
N
1
N/A
Fixed
5.00000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
4130000.00000000
PA
USD
7074538.02000000
3.067703103392
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
ASPEN INSURANCE HLDG LTD
549300YX6HECG9XQCQ75
Aspen Insurance Holdings Ltd
000000000
1883.00000000
NS
USD
50916.32000000
0.022078636433
Long
EP
CORP
BM
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746556
81100.00000000
NS
USD
2119451.18000000
0.919048981572
Long
EP
CORP
US
N
1
N
N
N
SCE TRUST V
N/A
SCE Trust V
78409W201
44140.00000000
NS
USD
1133418.09000000
0.491479469373
Long
EP
CORP
US
N
1
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q862
17500.00000000
NS
USD
1863750.00000000
0.808170320490
Long
EP
USGA
US
N
2
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05973KAB3
800000.00000000
PA
USD
783024.00000000
0.339539507461
Long
DBT
CORP
MX
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
2750000.00000000
PA
USD
3126895.20000000
1.355902828129
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
KKR REAL ESTATE FIN
549300K23AYZDZ2REL62
KKR Real Estate Finance Trust Inc
48251K209
55536.00000000
NS
USD
1430885.04000000
0.620468851166
Long
EP
CORP
US
N
1
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676503
67000.00000000
NS
USD
1800792.50000000
0.780870316224
Long
EP
CORP
US
N
1
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
2530000.00000000
PA
USD
2596665.50000000
1.125981483215
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.87500000
N
N
N
N
N
N
EVEREST REINSURANCE HLDG
N/A
Everest Reinsurance Holdings Inc
299808AE5
1519000.00000000
PA
USD
1473033.16000000
0.638745368751
Long
DBT
CORP
US
N
2
2037-05-15
Floating
2.54100000
N
N
N
N
N
N
NY COMMUNITY BANCORP INC
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445202
235200.00000000
NS
USD
6502104.00000000
2.819480871117
Long
EP
CORP
US
N
1
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
825000.00000000
PA
USD
822566.25000000
0.356686052253
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
1250000.00000000
PA
USD
1362500.00000000
0.590815324839
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452EAA9
150000.00000000
PA
USD
156840.00000000
0.068009890310
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686J408
28800.00000000
NS
USD
729072.00000000
0.316144521476
Long
EP
CORP
BM
N
1
N
N
N
2022-01-21
Flaherty & Crumrine Total Return Fund Inc
Bradford Stone
Bradford Stone
Chief Financial Officer, Treasurer and Vice President