0001752724-23-160409.txt : 20230724
0001752724-23-160409.hdr.sgml : 20230724
20230724134859
ACCESSION NUMBER: 0001752724-23-160409
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230531
FILED AS OF DATE: 20230724
DATE AS OF CHANGE: 20230724
PERIOD START: 20231130
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: 231104545
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
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Flaherty & Crumrine Total Return Fund Inc
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301 East Colorado Boulevard
Suite 800
Pasadena
91101
626-795-7300
Flaherty & Crumrine Total Return Fund Incorporated
254900OFZ9J1RLHWZQ22
2023-11-30
2023-05-31
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CITIGROUP INC
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Citigroup Inc
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EP
CORP
US
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N
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AUST & NZ BANKING GRP/UK
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Australia & New Zealand Banking Group Ltd/United Kingdom
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USD
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DBT
CORP
AU
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2
N/A
Fixed
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N
N
N
N
N
N
AERCAP HOLDINGS NV
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AerCap Holdings NV
00774YAA7
2530000.00000000
PA
USD
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1.424183744982
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
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N
N
N
N
N
N
BNP PARIBAS
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BNP Paribas SA
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7830000.00000000
PA
USD
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4.612436502544
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DBT
CORP
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N
2
N/A
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N
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N
N
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SOCIETE GENERALE
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Societe Generale SA
83370RAA6
1000000.00000000
PA
USD
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DBT
CORP
FR
N
2
N/A
Fixed
5.37500000
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N
N
N
N
N
KUVARE US HOLDINGS INC
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Kuvare US Holdings Inc
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USD
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DBT
CORP
US
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2
2051-02-17
Fixed
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N
N
N
N
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Merchants Bancorp/IN
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USD
407610.00000000
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EP
CORP
US
N
1
N
N
N
VALLEY NATIONAL BANCORP
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Valley National Bancorp
919794305
38203.00000000
NS
USD
814869.99000000
0.492222570632
Long
EP
CORP
US
N
1
N
N
N
ALGONQUIN PWR & UTILITY
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Algonquin Power & Utilities Corp
015857808
54010.00000000
NS
USD
1300560.80000000
0.785604314915
Long
EP
CORP
CA
N
1
N
N
N
FIRST REPUBLIC BANK
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First Republic Bank/CA
33616C720
11000.00000000
NS
USD
53.90000000
0.000032558318
Long
EP
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
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Lloyds Banking Group PLC
539439AU3
2750000.00000000
PA
USD
2598750.00000000
1.569776063823
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DBT
CORP
GB
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
COMPEER FINANCIAL ACA
54930020HTACTODKHT04
Compeer Financial ACA
20453QAA0
285000.00000000
PA
USD
251868.75000000
0.152141427599
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDM8
650000.00000000
PA
USD
550875.00000000
0.332756282504
Long
DBT
CORP
US
N
2
N/A
Fixed
4.35000000
N
N
N
N
N
N
ASPEN INSURANCE HLDG LTD
549300YX6HECG9XQCQ75
Aspen Insurance Holdings Ltd
000000000
25000.00000000
NS
USD
474500.00000000
0.286621930652
Long
EP
CORP
BM
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AM34
970000.00000000
PA
USD
929389.98000000
0.561398420225
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
PULTEGROUP INC
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PulteGroup Inc
745867AM3
2160000.00000000
PA
USD
2474135.37000000
1.494502542562
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
7.87500000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
1733000.00000000
PA
USD
1487471.75000000
0.898507955272
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
1720000.00000000
PA
USD
1490036.00000000
0.900056891596
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165B202
55500.00000000
NS
USD
946275.00000000
0.571597823874
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PC9
1550000.00000000
PA
USD
1542250.00000000
0.931596780926
Long
DBT
CORP
US
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
N
NY COMMUNITY BANCORP INC
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445202
235200.00000000
NS
USD
5125008.00000000
3.095763303628
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAA8
750000.00000000
PA
USD
747825.00000000
0.451724015364
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAE1
440000.00000000
PA
USD
366747.95000000
0.221534258149
Long
DBT
CORP
US
N
2
2050-01-14
Fixed
4.95000000
N
N
N
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
1400000.00000000
PA
USD
1715000.00000000
1.035946493297
Long
DBT
CORP
JE
N
2
N/A
Fixed
10.17600000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621E301
16100.00000000
NS
USD
243110.00000000
0.146850700866
Long
EP
CORP
US
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267843
36400.00000000
NS
USD
715624.00000000
0.432272987358
Long
EP
CORP
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
832000.00000000
PA
USD
707907.20000000
0.427611650973
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676503
67000.00000000
NS
USD
1524250.00000000
0.920723873124
Long
EP
CORP
US
N
1
N
N
N
FIRST CITIZENS BANCSHARE
549300N3Z00ZHE2XC526
First Citizens BancShares Inc/NC
319626305
19620.00000000
NS
USD
388672.20000000
0.234777610864
Long
EP
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
800000.00000000
PA
USD
702974.78000000
0.424632220535
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
850000.00000000
PA
USD
752054.50000000
0.454278846672
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
2071000.00000000
PA
USD
1745925.30000000
1.054626934165
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
MACQUARIE BANK LONDON
549300MPRNPO6FWNKN78
Macquarie Bank Ltd/London
556079AB7
730000.00000000
PA
USD
629196.17000000
0.380066219188
Long
DBT
CORP
AU
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61763E207
89000.00000000
NS
USD
2238350.00000000
1.352076287622
Long
EP
CORP
US
N
1
N
N
N
WINTRUST FINANCIAL CORP
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W504
48000.00000000
NS
USD
1119360.00000000
0.676149893141
Long
EP
CORP
US
N
1
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAA8
575000.00000000
PA
USD
477925.67000000
0.288691208101
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.75000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452EAA9
150000.00000000
PA
USD
135825.00000000
0.082045150117
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94988U128
41000.00000000
NS
USD
755630.00000000
0.456438628997
Long
EP
CORP
US
N
1
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust Inc
038923850
67100.00000000
NS
USD
1257454.00000000
0.759565633692
Long
EP
CORP
US
N
1
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
5335000.00000000
PA
USD
6262569.78000000
3.782907989867
Long
DBT
CORP
US
N
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746465
106200.00000000
NS
USD
2647566.00000000
1.599263389780
Long
EP
CORP
US
N
1
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
609000.00000000
PA
USD
570938.77000000
0.344875811468
Long
DBT
USGA
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
PROVIDENT FINANCING TR I
N/A
Provident Financing Trust I
743863AA0
5803000.00000000
PA
USD
5895354.75000000
3.561091591841
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
7.40500000
N
N
N
N
N
N
WESBANCO INC
0001070448
WesBanco Inc
950810705
49000.00000000
NS
USD
1106420.00000000
0.668333480533
Long
EP
CORP
US
N
1
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP704
125350.00000000
NS
USD
2481930.00000000
1.499210892192
Long
EP
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BF1
760000.00000000
PA
USD
704425.00000000
0.425508226554
Long
DBT
CORP
US
N
2
N/A
Fixed
6.20000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
870000.00000000
PA
USD
809100.00000000
0.488737205671
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
DELPHI FINANCIAL GROUP
5493001NGT0EEYMZG011
Delphi Financial Group Inc
247131303
224200.00000000
NS
USD
5184625.00000000
3.131774978316
Long
EP
CORP
US
N
2
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBX2
485000.00000000
PA
USD
421950.00000000
0.254879080377
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BX7
450000.00000000
PA
USD
317429.55000000
0.191743457254
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967358
151138.00000000
NS
USD
3869132.80000000
2.337151344759
Long
EP
CORP
US
N
1
N
N
N
CADENCE BANK
Q7C315HKI8VX0SSKBS64
Cadence Bank
12740C202
23546.00000000
NS
USD
447138.54000000
0.270094228881
Long
EP
CORP
US
N
1
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
1175000.00000000
PA
USD
1042812.50000000
0.629911342590
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746556
81100.00000000
NS
USD
2008847.00000000
1.213444901003
Long
EP
CORP
US
N
1
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187885
21200.00000000
NS
USD
540600.00000000
0.326549664301
Long
EP
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06055HAB9
2300000.00000000
PA
USD
2249975.71000000
1.359098802786
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351885
61000.00000000
NS
USD
1562210.00000000
0.943653627576
Long
EP
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AS20
560000.00000000
PA
USD
582400.00000000
0.351798972417
Long
DBT
CORP
FR
N
2
N/A
Fixed
9.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
300000.00000000
PA
USD
257610.00000000
0.155609432150
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
SCE TRUST II
N/A
SCE Trust II
78407R204
176.00000000
NS
USD
3659.04000000
0.002210244697
Long
EP
CORP
US
N
1
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C709
91848.00000000
NS
USD
1858085.04000000
1.122377073724
Long
EP
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBA2
1310000.00000000
PA
USD
1270857.20000000
0.767661842461
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AV6
405000.00000000
PA
USD
322965.13000000
0.195087226752
Long
DBT
CORP
US
N
2
N/A
Fixed
4.45000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAG0
440000.00000000
PA
USD
439601.11000000
0.265541241022
Long
DBT
CORP
US
N
2
N/A
Fixed
5.65000000
N
N
N
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630706
29000.00000000
NS
USD
686720.00000000
0.414813513631
Long
EP
CORP
US
N
1
N
N
N
QWEST CORP
549300R2L4N683OO1509
Qwest Corp
74913G881
29941.00000000
NS
USD
398215.30000000
0.240542124555
Long
EP
CORP
US
N
1
N
N
N
EVEREST REINSURANCE HLDG
N/A
Everest Reinsurance Holdings Inc
299808AE5
1519000.00000000
PA
USD
1291795.58000000
0.780309679975
Long
DBT
CORP
US
N
2
2037-05-15
Floating
7.70571000
N
N
N
N
N
N
NORTHPOINTE BANCSHARES I
549300EYMKMD4WKEKP72
Northpointe Bancshares Inc
66661N308
67000.00000000
NS
USD
1623075.00000000
0.980419157206
Long
EP
CORP
US
Y
2
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CM0
2420000.00000000
PA
USD
2361751.62000000
1.426617089667
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial Inc
46817M206
15800.00000000
NS
USD
383466.00000000
0.231632803497
Long
EP
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
830000.00000000
PA
USD
805986.71000000
0.486856621497
Long
DBT
CORP
US
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q862
17500.00000000
NS
USD
1664687.50000000
1.005555205866
Long
EP
USGA
US
N
2
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBU2
6000000.00000000
PA
USD
4717500.00000000
2.849607919610
Long
DBT
CORP
FR
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
COMED FINANCING III
N/A
ComEd Financing III
20035AAA2
2794000.00000000
PA
USD
2771322.30000000
1.674018436433
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.35000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AC1
620000.00000000
PA
USD
650648.29000000
0.393024381571
Long
DBT
CORP
FR
N
2
N/A
Fixed
6.37900000
N
N
N
N
N
N
CONNECTONE BANCORP INC
549300E2M5ZYAZKUK134
ConnectOne Bancorp Inc
20786W503
47900.00000000
NS
USD
707004.00000000
0.427066072622
Long
EP
CORP
US
N
1
N
N
N
FULTON FINANCIAL CORP
5493005QLZ6O1BNC0C11
Fulton Financial Corp
360271308
11400.00000000
NS
USD
182058.00000000
0.109972213805
Long
EP
CORP
US
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773605
169409.00000000
NS
USD
4174237.76000000
2.521450128083
Long
EP
CORP
US
N
1
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
6200000.00000000
PA
USD
4812750.00000000
2.907143723392
Long
DBT
CORP
ES
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAG6
1000000.00000000
PA
USD
928168.43000000
0.560660542418
Long
DBT
CORP
ES
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
1000000.00000000
PA
USD
866996.60000000
0.523709671994
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25000000
N
N
N
N
N
N
WASHINGTON FEDERAL INC
0003065617
Washington Federal Inc
938824307
25000.00000000
NS
USD
362000.00000000
0.218666256894
Long
EP
CORP
US
N
1
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
1400000.00000000
PA
USD
1326052.00000000
0.801002285323
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCM6
1000000.00000000
PA
USD
837120.00000000
0.505662698815
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
1077000.00000000
PA
USD
930278.76000000
0.561935288169
Long
DBT
CORP
MX
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
1500000.00000000
PA
USD
1413957.75000000
0.854101791710
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
000000000
120000.00000000
NS
USD
2503200.00000000
1.512059044911
Long
EP
CORP
BM
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBT1
475000.00000000
PA
USD
315210.00000000
0.190402737115
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
500000.00000000
PA
USD
444583.12000000
0.268550626322
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
610000.00000000
PA
USD
494270.80000000
0.298564490961
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
2500000.00000000
PA
USD
2393750.00000000
1.445945724974
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BC8
400000.00000000
PA
USD
300000.00000000
0.181215130022
Long
DBT
CORP
US
N
2
N/A
Fixed
3.40000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AJ7
850000.00000000
PA
USD
661387.28000000
0.399511273135
Long
DBT
CORP
CH
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610204
49100.00000000
NS
USD
1065470.00000000
0.643597615285
Long
EP
CORP
US
N
1
N
N
N
SIGNATURE BANK NEW YORK
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G203
63000.00000000
NS
USD
567.00000000
0.000342496595
Long
EP
CORP
US
N
1
N
N
N
FIRST HORIZON BANK
COOWI3L2W9TPYR3WJX37
First Horizon Bank
337158208
875.00000000
NS
USD
605937.50000000
0.366016809494
Long
EP
CORP
US
N
2
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAN4
725000.00000000
PA
USD
472583.03000000
0.285463984093
Long
DBT
CORP
US
N
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAR1
65000.00000000
PA
USD
60391.41000000
0.036479457384
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
ACE CAPITAL TRUST II
N/A
ACE Capital Trust II
00440FAA2
1440000.00000000
PA
USD
1722384.00000000
1.040406801697
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
9.70000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
560000.00000000
PA
USD
491624.00000000
0.296965690274
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
BlackRock Liquidity Funds T-Fund
5493002L9DNZ83RX7V61
BlackRock Liquidity Funds T-Fund
09248U718
10786748.19000000
NS
USD
10786748.19000000
6.515739919250
Long
STIV
RF
US
N
1
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630862
21000.00000000
NS
USD
328020.00000000
0.198140623167
Long
EP
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V506
2100.00000000
NS
USD
51135.00000000
0.030888118912
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
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AM8
4350000.00000000
PA
USD
3719250.00000000
2.246614574459
Long
DBT
CORP
US
N
2
N/A
Fixed
7.25000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
400000.00000000
PA
USD
308431.60000000
0.186308241657
Long
DBT
CORP
DE
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
4130000.00000000
PA
USD
5380687.90000000
3.250206858037
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874BS5
2150000.00000000
PA
USD
2322205.65000000
1.402729329348
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
8.17500000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74737EAA2
5300000.00000000
PA
USD
5309589.29000000
3.207259711852
Long
DBT
CORP
AU
N
2
2043-11-24
Fixed
7.50000000
N
N
N
N
N
N
FT REAL ESTATE SECS CO
0002671824
FT Real Estate Securities Co Inc
302663208
3.00000000
NS
USD
3924750.00000000
2.370746938524
Long
EP
CORP
US
N
2
N
N
N
SBL HOLDINGS INC
635400MJW3QDSBJRKQ59
SBL Holdings Inc
78397DAC2
1500000.00000000
PA
USD
870000.00000000
0.525523877066
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
METLIFE CAPITAL TRUST IV
0004254959
MetLife Capital Trust IV
591560AA5
577000.00000000
PA
USD
603739.47000000
0.364689088520
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.87500000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
11102AAG6
900000.00000000
PA
USD
728779.50000000
0.440219572835
Long
DBT
CORP
GB
N
2
2081-11-23
Fixed
4.87500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAB4
1000000.00000000
PA
USD
761112.54000000
0.459750359660
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
1681000.00000000
PA
USD
1684151.88000000
1.017312673041
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059T204
45500.00000000
NS
USD
1181635.00000000
0.713767133882
Long
EP
CORP
US
N
1
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730406
21000.00000000
NS
USD
527520.00000000
0.318648684632
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
1120000.00000000
PA
USD
1053217.11000000
0.636196251770
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05962GAJ8
710000.00000000
PA
USD
634207.50000000
0.383093315246
Long
DBT
CORP
MX
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773886
67291.00000000
NS
USD
1596142.52000000
0.964150580989
Long
EP
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61745VAB9
540000.00000000
PA
USD
534726.88000000
0.323002003619
Long
DBT
CORP
US
N
2
N/A
Floating
8.02629000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
900000.00000000
PA
USD
911902.50000000
0.550835100352
Long
DBT
CORP
GB
N
2
2079-04-04
Fixed
7.00000000
N
N
N
N
N
N
WEBSTER FINANCIAL CORP
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890703
13416.00000000
NS
USD
280931.04000000
0.169696516470
Long
EP
CORP
US
N
1
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
775000.00000000
PA
USD
636981.85000000
0.384769162566
Long
DBT
CORP
US
N
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
880000.00000000
PA
USD
700401.91000000
0.423078077296
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAC2
1540000.00000000
PA
USD
1489950.00000000
0.900004943258
Long
DBT
CORP
FR
N
2
N/A
Fixed
9.37500000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AN6
1500000.00000000
PA
USD
1219192.50000000
0.736453758034
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
DCP MIDSTREAM LP
52990024YYS3MLGW0E91
DCP Midstream LP
23311P209
5200.00000000
NS
USD
129792.00000000
0.078400913853
Long
EP
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BP3
4265000.00000000
PA
USD
3856548.37000000
2.329549714364
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAB4
300000.00000000
PA
USD
281490.00000000
0.170034156500
Long
DBT
CORP
CA
N
2
2076-08-15
Fixed
5.87500000
N
N
N
N
N
N
AMER AGCREDIT ACA
0002558989
American AgCredit Corp
02369GAA3
675000.00000000
PA
USD
589781.32000000
0.356257661962
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
244487.00000000
0.147682478313
Long
EP
CORP
US
N
1
N
N
N
QWEST CORP
549300R2L4N683OO1509
Qwest Corp
74913G873
41820.00000000
NS
USD
596353.20000000
0.360227408925
Long
EP
CORP
US
N
1
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089209
33000.00000000
NS
USD
767580.00000000
0.463657031676
Long
EP
CORP
US
N
1
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BR9
530000.00000000
PA
USD
544575.00000000
0.328950764774
Long
DBT
CORP
US
N
2
N/A
Fixed
9.25000000
N
N
N
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAD9
3000000.00000000
PA
USD
3397629.99000000
2.052339868025
Long
DBT
CORP
US
N
2
2097-10-15
Fixed
7.69700000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
213700.00000000
NS
USD
5105293.00000000
3.083854449333
Long
EP
CORP
US
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AY9
775000.00000000
PA
USD
544437.50000000
0.328867707839
Long
DBT
CORP
NL
N
2
N/A
Fixed
3.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95002Y400
53000.00000000
NS
USD
896760.00000000
0.541688266664
Long
EP
CORP
US
N
1
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust Inc
038923876
9792.00000000
NS
USD
178704.00000000
0.107946228652
Long
EP
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ASK0
475000.00000000
PA
USD
337113.86000000
0.203633773241
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.62500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BP9
1365000.00000000
PA
USD
1242150.00000000
0.750321245859
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
2285000.00000000
PA
USD
2151670.25000000
1.299717347067
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
KKR REAL ESTATE FIN
549300K23AYZDZ2REL62
KKR Real Estate Finance Trust Inc
48251K209
95536.00000000
NS
USD
1629844.16000000
0.984508071238
Long
EP
CORP
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
1180000.00000000
PA
USD
880127.17000000
0.531641198494
Long
DBT
CORP
US
N
2
N/A
Fixed
3.95000000
N
N
N
N
N
N
NEW YORK MORTGAGE TRUST
549300JFGR0M7ULHWG48
New York Mortgage Trust Inc
649604865
30000.00000000
NS
USD
532200.00000000
0.321475640660
Long
EP
CORP
US
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AD0
425000.00000000
PA
USD
299768.75000000
0.181075443360
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359U109
61000.00000000
NS
USD
1323700.00000000
0.799581558704
Long
EP
CORP
BM
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAV5
1800000.00000000
PA
USD
1658912.60000000
1.002066875018
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
585000.00000000
PA
USD
517725.00000000
0.312732010637
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H824
17820.00000000
NS
USD
351232.20000000
0.212161962637
Long
EP
CORP
US
N
1
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X306
19300.00000000
NS
USD
378666.00000000
0.228733361417
Long
EP
CORP
US
N
1
N
N
N
SCE TRUST V
N/A
SCE Trust V
78409W201
44140.00000000
NS
USD
993150.00000000
0.599912687940
Long
EP
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAB7
300000.00000000
PA
USD
278384.69000000
0.168158392649
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
1250000.00000000
PA
USD
1237812.50000000
0.747701177104
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NB3
450000.00000000
PA
USD
365705.95000000
0.220904837598
Long
DBT
CORP
US
N
2
N/A
Fixed
4.15000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V200
35823.00000000
NS
USD
906321.90000000
0.547464136503
Long
EP
CORP
US
N
1
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
940000.00000000
PA
USD
724702.40000000
0.437756798813
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
880000.00000000
PA
USD
818030.69000000
0.494131792836
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AP0
480000.00000000
PA
USD
379968.00000000
0.229519835081
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAF8
3000000.00000000
PA
USD
2450350.20000000
1.480135100315
Long
DBT
CORP
ES
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148B108
7937.00000000
NS
USD
193980.28000000
0.117173872206
Long
EP
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BD6
1450000.00000000
PA
USD
1302958.05000000
0.787052374817
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
CARLYLE FINANCE LLC
N/A
Carlyle Finance LLC
14314C105
15400.00000000
NS
USD
293062.00000000
0.177024228115
Long
EP
CORP
US
N
1
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAS6
900000.00000000
PA
USD
857764.58000000
0.518133066312
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FU2
840000.00000000
PA
USD
835800.00000000
0.504865352243
Long
DBT
CORP
US
N
2
N/A
Floating
9.49814000
N
N
N
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAB6
720000.00000000
PA
USD
519813.35000000
0.313993479359
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.50000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BL5
400000.00000000
PA
USD
400600.00000000
0.241982603623
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
6.75000000
N
N
N
N
N
N
WESTERN ALLIANCE BANCORP
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638406
25300.00000000
NS
USD
333707.00000000
0.201575857981
Long
EP
CORP
US
N
1
N
N
N
GLOBAL ATLANTIC
N/A
Global Atlantic Fin Co
37959GAC1
1590000.00000000
PA
USD
1237489.05000000
0.747505796992
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
4.70000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BK7
1065000.00000000
PA
USD
1041756.38000000
0.629273392846
Long
DBT
CORP
US
N
2
2052-09-01
Fixed
6.00000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261F872
23066.00000000
NS
USD
535361.86000000
0.323385563564
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MK4
450000.00000000
PA
USD
391320.00000000
0.236377015601
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
FIRST HORIZON CORP
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517402
21200.00000000
NS
USD
445200.00000000
0.268923252954
Long
EP
CORP
US
N
1
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857AH8
800000.00000000
PA
USD
642176.00000000
0.387906691125
Long
DBT
CORP
CA
N
2
2082-01-18
Fixed
4.75000000
N
N
N
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
2940000.00000000
PA
USD
2826075.00000000
1.707091828598
Long
DBT
CORP
CA
N
2
2076-06-15
Fixed
6.75000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473P881
40000.00000000
NS
USD
992000.00000000
0.599218029942
Long
EP
CORP
US
N
1
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBN9
925000.00000000
PA
USD
605250.67000000
0.365601929535
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
SBL HOLDINGS INC
635400MJW3QDSBJRKQ59
SBL Holdings Inc
78397DAA6
1300000.00000000
PA
USD
867750.00000000
0.524164763591
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
395000.00000000
PA
USD
392504.00000000
0.237092211315
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.87500000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAE8
2250000.00000000
PA
USD
1905536.97000000
1.151040432606
Long
DBT
CORP
CA
N
2
2079-09-15
Fixed
5.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBC2
940000.00000000
PA
USD
1055940.67000000
0.637841419368
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.25000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAN4
6351000.00000000
PA
USD
6434007.57000000
3.886465061219
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
7.80000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
185000.00000000
PA
USD
162897.13000000
0.098398081977
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
TPG RE FINANCE TRUST INC
N/A
TPG RE Finance Trust Inc
87266M206
28200.00000000
NS
USD
488424.00000000
0.295032728887
Long
EP
CORP
US
N
1
N
N
N
ANNALY CAPITAL MGMT
2DTL0G3FPRYUT58TI025
Annaly Capital Management Inc
035710870
4540.00000000
NS
USD
111684.00000000
0.067462768604
Long
EP
CORP
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
1860000.00000000
PA
USD
1492064.10000000
0.901281966280
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.37500000
N
N
N
N
N
N
DIME COMMUNITY BANCSHARE
0002487650
Dime Community Bancshares Inc
25432X201
39000.00000000
NS
USD
554190.00000000
0.334758709691
Long
EP
CORP
US
N
1
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
1390000.00000000
PA
USD
987907.75000000
0.596746104556
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V605
187800.00000000
NS
USD
4281840.00000000
2.586447307791
Long
EP
CORP
US
N
1
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AL8
1400000.00000000
PA
USD
1141378.00000000
0.689449875584
Long
DBT
CORP
US
N
2
N/A
Floating
8.14029000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAG9
3500000.00000000
PA
USD
3163603.03000000
1.910975781407
Long
DBT
CORP
US
N
2
N/A
Fixed
6.45000000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701BF3
1800000.00000000
PA
USD
1462500.00000000
0.883423758861
Long
DBT
CORP
US
N
2
N/A
Fixed
7.20000000
N
N
N
N
N
N
COMERICA INC
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AU1
1150000.00000000
PA
USD
873540.00000000
0.527662215600
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAG3
670000.00000000
PA
USD
602162.81000000
0.363736706363
Long
DBT
CORP
MX
N
2
2034-09-13
Fixed
5.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
600000.00000000
PA
USD
501060.00000000
0.302665510164
Long
DBT
CORP
US
N
2
N/A
Fixed
3.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FL3
1990000.00000000
PA
USD
1813387.50000000
1.095377505314
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
1300000.00000000
PA
USD
1075973.26000000
0.649942114040
Long
DBT
CORP
US
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267702
78103.00000000
NS
USD
1579242.66000000
0.953942213232
Long
EP
CORP
US
N
1
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05973KAB3
800000.00000000
PA
USD
636800.00000000
0.384659315995
Long
DBT
CORP
MX
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
925000.00000000
PA
USD
810878.13000000
0.489811285868
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150773
43600.00000000
NS
USD
1077356.00000000
0.650777358736
Long
EP
CORP
US
N
1
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BM0
1000000.00000000
PA
USD
812237.97000000
0.490632697810
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.12500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AD0
675000.00000000
PA
USD
462413.03000000
0.279320791185
Long
DBT
CORP
CH
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
325.00000000
NS
USD
366115.75000000
0.221152377465
Long
EP
CORP
US
N
1
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224Q305
35900.00000000
NS
USD
640456.00000000
0.386867724379
Long
EP
CORP
US
N
1
N
N
N
HEARTLAND FINANCIAL USA
549300QF7B0DFZT32C73
Heartland Financial USA Inc
42234Q201
42600.00000000
NS
USD
990024.00000000
0.598024426286
Long
EP
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V407
106314.00000000
NS
USD
2627018.94000000
1.586851929282
Long
EP
CORP
US
N
1
N
N
N
UNIVERSAL INSURANCE HLDS
529900GGAZ6WVUCWQM46
Universal Insurance Holdings Inc
91359VAC1
500000.00000000
PA
USD
445914.98000000
0.269355136932
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
5.62500000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686J408
28800.00000000
NS
USD
472608.00000000
0.285479067232
Long
EP
CORP
BM
N
1
N
N
N
2023-07-18
Flaherty & Crumrine Total Return Fund Inc
Bradford Stone
Bradford Stone
Chief Financial Officer, Treasurer and Vice President