0001752724-24-015002.txt : 20240126
0001752724-24-015002.hdr.sgml : 20240126
20240126112941
ACCESSION NUMBER: 0001752724-24-015002
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231130
FILED AS OF DATE: 20240126
DATE AS OF CHANGE: 20240126
PERIOD START: 20231130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FLAHERTY & CRUMRINE TOTAL RETURN FUND INC
CENTRAL INDEX KEY: 0001245648
ORGANIZATION NAME:
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: 24565403
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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0001245648
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301 East Colorado Boulevard
Suite 800
Pasadena
91101
626-795-7300
Flaherty & Crumrine Total Return Fund Incorporated
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2023-11-30
2023-11-30
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Heartland Financial USA Inc
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USD
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EP
CORP
US
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N
N
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DELPHI FINANCIAL GROUP
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Delphi Financial Group Inc
247131303
224200.00000000
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USD
5016475.00000000
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EP
CORP
US
N
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N
N
N
UBS GROUP AG
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UBS Group AG
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675000.00000000
PA
USD
505544.83000000
0.296173576555
Long
DBT
CORP
CH
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
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HSBC Holdings PLC
404280BP3
4265000.00000000
PA
USD
3893560.72000000
2.281043609881
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DBT
CORP
GB
N
2
N/A
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N
N
N
N
CREDIT AGRICOLE SA
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Credit Agricole SA
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395000.00000000
PA
USD
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0.231815826747
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DBT
CORP
FR
N
2
N/A
Fixed
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N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
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Apollo Management Holdings LP
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USD
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0.233008676487
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DBT
CORP
US
N
2
2050-01-14
Fixed
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N
N
N
N
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BANCO BILBAO VIZCAYA ARG
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Banco Bilbao Vizcaya Argentaria SA
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USD
2553497.40000000
1.495967148322
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DBT
CORP
ES
N
2
N/A
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6.12500000
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N
N
N
N
N
RAYMOND JAMES FINANCIAL
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Raymond James Financial Inc
754730406
21000.00000000
NS
USD
523740.00000000
0.306833221863
Long
EP
CORP
US
N
1
N
N
N
SCE TRUST V
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SCE Trust V
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44140.00000000
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USD
1035524.40000000
0.606662252205
Long
EP
CORP
US
N
1
N
N
N
UNIVERSAL INSURANCE HLDS
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Universal Insurance Holdings Inc
91359VAC1
500000.00000000
PA
USD
446527.60000000
0.261598316261
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
5.62500000
N
N
N
N
N
N
LAND O'LAKES INC
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Land O' Lakes Inc
514666AM8
4350000.00000000
PA
USD
3414750.00000000
2.000532218961
Long
DBT
CORP
US
N
2
N/A
Fixed
7.25000000
N
N
N
N
N
N
TPG RE FINANCE TRUST INC
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TPG RE Finance Trust Inc
87266M206
28200.00000000
NS
USD
391134.00000000
0.229145960591
Long
EP
CORP
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
1000000.00000000
PA
USD
918983.80000000
0.538386909906
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261F872
23066.00000000
NS
USD
563963.70000000
0.330398287480
Long
EP
CORP
US
N
1
N
N
N
CADENCE BANK
Q7C315HKI8VX0SSKBS64
Cadence Bank
12740C202
23546.00000000
NS
USD
439839.28000000
0.257679962165
Long
EP
CORP
US
N
1
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
2940000.00000000
PA
USD
2854073.21000000
1.672059568600
Long
DBT
CORP
CA
N
2
2076-06-15
Fixed
6.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MK4
450000.00000000
PA
USD
409809.74000000
0.240087147965
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
609000.00000000
PA
USD
579926.34000000
0.339750004478
Long
DBT
USGSE
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
880000.00000000
PA
USD
727211.96000000
0.426037325131
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
N
N
N
N
N
N
CARLYLE FINANCE LLC
N/A
Carlyle Finance LLC
14314C105
15400.00000000
NS
USD
276584.00000000
0.162036811845
Long
EP
CORP
US
N
1
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAR1
65000.00000000
PA
USD
61529.90000000
0.036047308698
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701BF3
1800000.00000000
PA
USD
1717326.54000000
1.006096221904
Long
DBT
CORP
US
N
2
N/A
Floating
10.11104000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAM3
1800000.00000000
PA
USD
1836405.00000000
1.075858370176
Long
DBT
CORP
ES
N
2
N/A
Fixed
9.37500000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05973KAB3
800000.00000000
PA
USD
664800.00000000
0.389473261341
Long
DBT
CORP
MX
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDM8
650000.00000000
PA
USD
559935.42000000
0.328038318543
Long
DBT
CORP
US
N
2
N/A
Fixed
4.35000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61763E207
89000.00000000
NS
USD
2251700.00000000
1.319159059209
Long
EP
CORP
US
N
1
N
N
N
FULTON FINANCIAL CORP
5493005QLZ6O1BNC0C11
Fulton Financial Corp
360271308
11400.00000000
NS
USD
182172.00000000
0.106725515892
Long
EP
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V407
106314.00000000
NS
USD
2731206.66000000
1.600078166768
Long
EP
CORP
US
N
1
N
N
N
FIRST CITIZENS BANCSHARE
549300N3Z00ZHE2XC526
First Citizens BancShares Inc/NC
319626305
19620.00000000
NS
USD
397305.00000000
0.232761242625
Long
EP
CORP
US
N
1
N
N
N
METLIFE CAPITAL TRUST IV
0004254959
MetLife Capital Trust IV
591560AA5
577000.00000000
PA
USD
605283.39000000
0.354605439138
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.87500000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
5335000.00000000
PA
USD
5919357.49000000
3.467857200173
Long
DBT
CORP
US
N
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAB6
720000.00000000
PA
USD
592461.29000000
0.347093608355
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.50000000
N
N
N
N
N
N
MACQUARIE BANK LONDON
549300MPRNPO6FWNKN78
Macquarie Bank Ltd/London
556079AB7
730000.00000000
PA
USD
660608.54000000
0.387017693357
Long
DBT
CORP
AU
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
000000000
120000.00000000
NS
USD
2859600.00000000
1.675297440029
Long
EP
CORP
BM
N
1
N
N
N
SBL HOLDINGS INC
635400MJW3QDSBJRKQ59
SBL Holdings Inc
78397DAA6
1300000.00000000
PA
USD
830391.37000000
0.486485010625
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
560000.00000000
PA
USD
519264.14000000
0.304211038061
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AL8
1400000.00000000
PA
USD
1258717.08000000
0.737419744665
Long
DBT
CORP
US
N
2
N/A
Floating
8.53548000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AN6
1500000.00000000
PA
USD
1117500.00000000
0.654687679826
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
67100.00000000
NS
USD
1274900.00000000
0.746900512761
Long
EP
CORP
US
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AD0
425000.00000000
PA
USD
299211.77000000
0.175293297072
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630706
29000.00000000
NS
USD
681210.00000000
0.399087064317
Long
EP
CORP
US
N
1
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
2530000.00000000
PA
USD
2447237.88000000
1.433714979545
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.87500000
N
N
N
N
N
N
PROVIDENT FINANCING TR I
N/A
Provident Financing Trust I
743863AA0
5803000.00000000
PA
USD
5853583.13000000
3.429323273426
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
7.40500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBT1
1000000.00000000
PA
USD
1005676.00000000
0.589175558924
Long
DBT
CORP
CA
N
2
2084-01-15
Fixed
8.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NB3
450000.00000000
PA
USD
372842.28000000
0.218429751440
Long
DBT
CORP
US
N
2
N/A
Fixed
4.15000000
N
N
N
N
N
N
VALLEY NATIONAL BANCORP
549300ET52S1UBIB9762
Valley National Bancorp
919794305
38203.00000000
NS
USD
871792.46000000
0.510739850494
Long
EP
CORP
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
870000.00000000
PA
USD
825001.60000000
0.483327412400
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAA8
750000.00000000
PA
USD
755409.00000000
0.442556568707
Long
DBT
CORP
US
N
2
N/A
Floating
8.93873000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452EAA9
150000.00000000
PA
USD
141754.73000000
0.083047047237
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
BlackRock Liquidity Funds T-Fund
5493002L9DNZ83RX7V61
BlackRock Liquidity Funds T-Fund
09248U718
14808493.36000000
NS
USD
14808493.36000000
8.675559874354
Long
STIV
RF
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
1720000.00000000
PA
USD
1597404.59000000
0.935839914784
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAB4
1000000.00000000
PA
USD
849140.40000000
0.497469134964
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
1390000.00000000
PA
USD
982671.90000000
0.575698600664
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FL3
1990000.00000000
PA
USD
1823376.29000000
1.068225496869
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187885
21200.00000000
NS
USD
555440.00000000
0.325404675510
Long
EP
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06055HAB9
2300000.00000000
PA
USD
2241567.76000000
1.313223083641
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701818
10900.00000000
NS
USD
274898.00000000
0.161049068285
Long
EP
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA38
565000.00000000
PA
USD
574634.38000000
0.336649708269
Long
DBT
CORP
US
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAG3
670000.00000000
PA
USD
602698.63000000
0.353091156787
Long
DBT
CORP
MX
N
2
2034-09-13
Fixed
5.87500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565A5R0
511000.00000000
PA
USD
519867.89000000
0.304564745163
Long
DBT
CORP
FR
N
2
N/A
Fixed
8.50000000
N
N
N
N
N
N
KUVARE US HOLDINGS INC
254900MGBERNLZXF7O58
Kuvare US Holdings Inc
50149XAA2
1000000.00000000
PA
USD
1012500.00000000
0.593173401185
Long
DBT
CORP
US
N
2
2051-02-17
Fixed
7.00000000
N
N
N
N
N
N
DIME COMMUNITY BANCSHARE
0002487650
Dime Community Bancshares Inc
25432X201
39000.00000000
NS
USD
686400.00000000
0.402127627233
Long
EP
CORP
US
N
1
N
N
N
FT REAL ESTATE SECS CO
0002671824
FT Real Estate Securities Co Inc
302663208
3.00000000
NS
USD
3510000.00000000
2.056334457442
Long
EP
CORP
US
N
2
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C709
91848.00000000
NS
USD
2144650.80000000
1.256444256188
Long
EP
CORP
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
1300000.00000000
PA
USD
1118633.23000000
0.655351582931
Long
DBT
CORP
US
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECN3
785000.00000000
PA
USD
788532.50000000
0.461961980217
Long
DBT
CORP
GB
N
2
N/A
Fixed
9.62500000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267702
78103.00000000
NS
USD
1688586.86000000
0.989259072536
Long
EP
CORP
US
N
1
N
N
N
NORTHPOINTE BANCSHARES I
549300EYMKMD4WKEKP72
Northpointe Bancshares Inc
66661N308
67000.00000000
NS
USD
1623075.00000000
0.950878931485
Long
EP
CORP
US
Y
2
N
N
N
SBL HOLDINGS INC
635400MJW3QDSBJRKQ59
SBL Holdings Inc
78397DAC2
1500000.00000000
PA
USD
904027.53000000
0.529624775047
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
1681000.00000000
PA
USD
1681886.42000000
0.985333617934
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
830000.00000000
PA
USD
821520.55000000
0.481288038308
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
792940.00000000
0.464544115294
Long
EP
CORP
US
N
1
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351885
34725.00000000
NS
USD
908753.25000000
0.532393339398
Long
EP
CORP
US
N
1
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAA8
575000.00000000
PA
USD
535709.81000000
0.313845738317
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.75000000
N
N
N
N
N
N
COMED FINANCING III
N/A
ComEd Financing III
20035AAA2
2794000.00000000
PA
USD
2789013.10000000
1.633944085410
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.35000000
N
N
N
N
N
N
WEBSTER FINANCIAL CORP
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890703
13416.00000000
NS
USD
297164.40000000
0.174093844799
Long
EP
CORP
US
N
1
N
N
N
WINTRUST FINANCIAL CORP
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W504
48000.00000000
NS
USD
1179360.00000000
0.690928377700
Long
EP
CORP
US
N
1
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059T204
45500.00000000
NS
USD
1221675.00000000
0.715718631993
Long
EP
CORP
US
N
1
N
N
N
WESBANCO INC
0001070448
WesBanco Inc
950810705
49000.00000000
NS
USD
1158850.00000000
0.678912588606
Long
EP
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
610000.00000000
PA
USD
512400.00000000
0.300189679770
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BE7
210000.00000000
PA
USD
223109.46000000
0.130708737999
Long
DBT
CORP
CH
N
2
N/A
Fixed
9.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V200
35823.00000000
NS
USD
904172.52000000
0.529709717478
Long
EP
CORP
US
N
1
N
N
N
PULTEGROUP INC
N/A
PulteGroup Inc
745867AM3
2160000.00000000
PA
USD
2443420.34000000
1.431478472694
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
7.87500000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473P881
40000.00000000
NS
USD
1005200.00000000
0.588896694194
Long
EP
CORP
US
N
1
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
1077000.00000000
PA
USD
983882.58000000
0.576407877872
Long
DBT
CORP
MX
N
2
N/A
Fixed
7.50000000
N
N
N
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
2
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AY9
775000.00000000
PA
USD
587015.15000000
0.343902985751
Long
DBT
CORP
NL
N
2
N/A
Fixed
3.87500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H824
17820.00000000
NS
USD
323254.80000000
0.189378912756
Long
EP
CORP
US
N
1
N
N
N
SCE TRUST II
N/A
SCE Trust II
78407R204
176.00000000
NS
USD
3447.84000000
0.002019918004
Long
EP
CORP
US
N
1
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial Inc
46817M206
15800.00000000
NS
USD
395316.00000000
0.231595986432
Long
EP
CORP
US
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
900000.00000000
PA
USD
911264.63000000
0.533864632056
Long
DBT
CORP
GB
N
2
2079-04-04
Fixed
7.00000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773886
67291.00000000
NS
USD
1616329.82000000
0.946927265942
Long
EP
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBX2
485000.00000000
PA
USD
453772.50000000
0.265842742903
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967358
151138.00000000
NS
USD
3899360.40000000
2.284441353991
Long
EP
CORP
US
N
1
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP704
125350.00000000
NS
USD
2489451.00000000
1.458445547411
Long
EP
CORP
US
N
1
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAN4
6351000.00000000
PA
USD
6187113.72000000
3.624722260556
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
7.80000000
N
N
N
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857808
94110.00000000
NS
USD
2352750.00000000
1.378359229273
Long
EP
CORP
CA
N
1
N
N
N
NY COMMUNITY BANCORP INC
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445202
235200.00000000
NS
USD
5449584.00000000
3.192640272914
Long
EP
CORP
US
N
1
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630862
21000.00000000
NS
USD
350700.00000000
0.205457690662
Long
EP
CORP
US
N
1
N
N
N
QWEST CORP
549300R2L4N683OO1509
Qwest Corp
74913G881
29941.00000000
NS
USD
317674.01000000
0.186109405412
Long
EP
CORP
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
585000.00000000
PA
USD
506025.00000000
0.296454884281
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AM34
970000.00000000
PA
USD
956733.70000000
0.560502699118
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V506
2100.00000000
NS
USD
54054.00000000
0.031667550644
Long
EP
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAB7
300000.00000000
PA
USD
283901.19000000
0.166323589602
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
FIRST HORIZON CORP
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517402
21200.00000000
NS
USD
445200.00000000
0.260820541439
Long
EP
CORP
US
N
1
N
N
N
AUST & NZ BANKING GRP/UK
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/United Kingdom
05254HAA2
2550000.00000000
PA
USD
2514885.23000000
1.473346197995
Long
DBT
CORP
AU
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
300000.00000000
PA
USD
269465.10000000
0.157866202338
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AJ7
850000.00000000
PA
USD
737309.98000000
0.431953252903
Long
DBT
CORP
CH
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
2500000.00000000
PA
USD
2494511.00000000
1.461409949792
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCM6
1000000.00000000
PA
USD
873371.17000000
0.511664738178
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAG9
3500000.00000000
PA
USD
3410303.05000000
1.997926972090
Long
DBT
CORP
US
N
2
N/A
Fixed
6.45000000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAE8
2250000.00000000
PA
USD
1883690.33000000
1.103560493655
Long
DBT
CORP
CA
N
2
2079-09-15
Fixed
5.50000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X306
19300.00000000
NS
USD
377701.00000000
0.221276233877
Long
EP
CORP
US
N
1
N
N
N
APOLLO GLOBAL MANAGEMENT
N/A
Apollo Global Management Inc
03769M205
47920.00000000
NS
USD
1256462.40000000
0.736098839772
Long
EP
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BK7
1065000.00000000
PA
USD
1008107.06000000
0.590599796088
Long
DBT
CORP
US
N
2
2052-09-01
Fixed
6.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
832000.00000000
PA
USD
730574.46000000
0.428007246674
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
325.00000000
NS
USD
363350.00000000
0.212868696613
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
1120000.00000000
PA
USD
1083069.90000000
0.634516796350
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
2071000.00000000
PA
USD
1838986.41000000
1.077370689929
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
ASPEN INSURANCE HLDG LTD
549300YX6HECG9XQCQ75
Aspen Insurance Holdings Ltd
000000000
25000.00000000
NS
USD
511000.00000000
0.299369489388
Long
EP
CORP
BM
N
1
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686J408
28800.00000000
NS
USD
494208.00000000
0.289531891607
Long
EP
CORP
BM
N
1
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
3640000.00000000
PA
USD
4730835.20000000
2.771561092377
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
185000.00000000
PA
USD
175890.60000000
0.103045555988
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
775000.00000000
PA
USD
655285.75000000
0.383899335383
Long
DBT
CORP
US
N
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
7830000.00000000
PA
USD
7792634.46000000
4.565317024032
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
1500000.00000000
PA
USD
1363997.85000000
0.799098512488
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BX7
450000.00000000
PA
USD
344140.11000000
0.201614577316
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621E301
16100.00000000
NS
USD
280945.00000000
0.164591704884
Long
EP
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
800000.00000000
PA
USD
704337.76000000
0.412636468822
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610204
49100.00000000
NS
USD
1184292.00000000
0.693817791246
Long
EP
CORP
US
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773605
169409.00000000
NS
USD
4253859.99000000
2.492125035491
Long
EP
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
213700.00000000
NS
USD
5017676.00000000
2.939606853300
Long
EP
CORP
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
1860000.00000000
PA
USD
1498555.50000000
0.877929148444
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PC9
1550000.00000000
PA
USD
1536670.31000000
0.900258720279
Long
DBT
CORP
US
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
N
MERCHANTS BANCORP
54930008Y0GPVLF81889
Merchants Bancorp/IN
58844R603
21000.00000000
NS
USD
464730.00000000
0.272262197267
Long
EP
CORP
US
N
1
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAD9
3000000.00000000
PA
USD
3044627.70000000
1.783695968545
Long
DBT
CORP
US
N
2
2097-10-15
Fixed
7.69700000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
400000.00000000
PA
USD
352060.00000000
0.206254447033
Long
DBT
CORP
DE
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAG6
1000000.00000000
PA
USD
959294.80000000
0.562003120252
Long
DBT
CORP
ES
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
6200000.00000000
PA
USD
4846178.54000000
2.839135019579
Long
DBT
CORP
ES
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BR9
530000.00000000
PA
USD
554538.47000000
0.324876513914
Long
DBT
CORP
US
N
2
N/A
Fixed
9.25000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ASK0
475000.00000000
PA
USD
360340.65000000
0.211105668094
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
1193696.73000000
0.699327554882
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
1400000.00000000
PA
USD
1708100.80000000
1.000691319608
Long
DBT
CORP
JE
N
2
N/A
Fixed
10.17600000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AS20
560000.00000000
PA
USD
589331.12000000
0.345259797407
Long
DBT
CORP
FR
N
2
N/A
Fixed
9.25000000
N
N
N
N
N
N
CONNECTONE BANCORP INC
549300E2M5ZYAZKUK134
ConnectOne Bancorp Inc
20786W503
47900.00000000
NS
USD
878486.00000000
0.514661262729
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJW1
1000000.00000000
PA
USD
998070.60000000
0.584719933259
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95002Y400
53000.00000000
NS
USD
921670.00000000
0.539960620909
Long
EP
CORP
US
N
1
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359U109
61000.00000000
NS
USD
1508530.00000000
0.883772711990
Long
EP
CORP
BM
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874BS5
2150000.00000000
PA
USD
2363112.30000000
1.384429985554
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
8.17500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBT1
475000.00000000
PA
USD
351208.92000000
0.205755841583
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BC8
400000.00000000
PA
USD
307572.16000000
0.180191233834
Long
DBT
CORP
US
N
2
N/A
Fixed
3.40000000
N
N
N
N
N
N
WAFD INC
0003065617
WaFd Inc
938824307
25000.00000000
NS
USD
356500.00000000
0.208855622244
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746465
106200.00000000
NS
USD
2652876.00000000
1.554188128240
Long
EP
CORP
US
N
1
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
940000.00000000
PA
USD
767225.09000000
0.449479028256
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676503
67000.00000000
NS
USD
1512190.00000000
0.885916923988
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
850000.00000000
PA
USD
767336.23000000
0.449544139656
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
ANNALY CAPITAL MGMT
2DTL0G3FPRYUT58TI025
Annaly Capital Management Inc
035710870
4540.00000000
NS
USD
113454.60000000
0.066467408357
Long
EP
CORP
US
N
1
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BM0
1000000.00000000
PA
USD
815408.20000000
0.477707116393
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.12500000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
11102AAG6
500000.00000000
PA
USD
414674.30000000
0.242937051768
Long
DBT
CORP
GB
N
2
2081-11-23
Fixed
4.87500000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150773
43600.00000000
NS
USD
1045528.00000000
0.612522863994
Long
EP
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAV5
1800000.00000000
PA
USD
1709240.94000000
1.001359270938
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BL5
400000.00000000
PA
USD
398776.84000000
0.233623520490
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
6.75000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BD6
1450000.00000000
PA
USD
1302705.81000000
0.763190554135
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
FIRST HORIZON BANK
COOWI3L2W9TPYR3WJX37
First Horizon Bank
337158208
875.00000000
NS
USD
542500.00000000
0.317823772980
Long
EP
CORP
US
N
2
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AV6
405000.00000000
PA
USD
345151.65000000
0.202207188301
Long
DBT
CORP
US
N
2
N/A
Fixed
4.45000000
N
N
N
N
N
N
COMERICA INC
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AU1
1150000.00000000
PA
USD
1049971.85000000
0.615126294729
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165B202
55500.00000000
NS
USD
924075.00000000
0.541369590815
Long
EP
CORP
US
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267843
36400.00000000
NS
USD
738556.00000000
0.432683234060
Long
EP
CORP
US
N
1
N
N
N
WESTERN ALLIANCE BANCORP
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638406
25300.00000000
NS
USD
414667.00000000
0.242932775061
Long
EP
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
500000.00000000
PA
USD
455822.55000000
0.267043765254
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BK4
1400000.00000000
PA
USD
1344940.94000000
0.787934016566
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAQ2
1000000.00000000
PA
USD
1046250.00000000
0.612945847891
Long
DBT
CORP
ES
N
2
N/A
Fixed
9.62500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
1250000.00000000
PA
USD
1234432.74000000
0.723192757452
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
925000.00000000
PA
USD
835087.41000000
0.489236186940
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857AH8
800000.00000000
PA
USD
658624.00000000
0.385855050056
Long
DBT
CORP
CA
N
2
2082-01-18
Fixed
4.75000000
N
N
N
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust Inc
038923876
9792.00000000
NS
USD
162155.52000000
0.094998855624
Long
EP
CORP
US
N
1
N
N
N
ACE CAPITAL TRUST II
N/A
ACE Capital Trust II
00440FAA2
1440000.00000000
PA
USD
1651099.68000000
0.967297197907
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
9.70000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBN9
925000.00000000
PA
USD
598545.21000000
0.350657874547
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
1175000.00000000
PA
USD
1031715.21000000
0.604430637205
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
GLOBAL ATLANTIC
N/A
Global Atlantic Fin Co
37959GAC1
1590000.00000000
PA
USD
1321769.23000000
0.774358863942
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
4.70000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148B108
7937.00000000
NS
USD
200409.25000000
0.117409813779
Long
EP
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CM0
2420000.00000000
PA
USD
2404119.72000000
1.408454193747
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05962GAJ8
710000.00000000
PA
USD
663479.29000000
0.388699523027
Long
DBT
CORP
MX
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95002YAA1
2400000.00000000
PA
USD
2466021.60000000
1.444719427030
Long
DBT
CORP
US
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
880000.00000000
PA
USD
818802.51000000
0.479695673832
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
2750000.00000000
PA
USD
2656927.35000000
1.556561612742
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
95536.00000000
NS
USD
1724424.80000000
1.010254739461
Long
EP
CORP
US
N
1
N
N
N
AMER AGCREDIT ACA
0002558989
American AgCredit Corp
02369GAA3
675000.00000000
PA
USD
627750.00000000
0.367767508734
Long
DBT
CORP
US
N
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAN4
725000.00000000
PA
USD
518819.93000000
0.303950797512
Long
DBT
CORP
US
N
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
2285000.00000000
PA
USD
2253488.71000000
1.320206975450
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBU2
6000000.00000000
PA
USD
5066202.00000000
2.968035823637
Long
DBT
CORP
FR
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BF1
760000.00000000
PA
USD
719668.87000000
0.421618203797
Long
DBT
CORP
US
N
2
N/A
Fixed
6.20000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAA6
1000000.00000000
PA
USD
763661.20000000
0.447391122328
Long
DBT
CORP
FR
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
QWEST CORP
549300R2L4N683OO1509
Qwest Corp
74913G873
41820.00000000
NS
USD
463365.60000000
0.271462863154
Long
EP
CORP
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
1180000.00000000
PA
USD
895127.70000000
0.524410807214
Long
DBT
CORP
US
N
2
N/A
Fixed
3.95000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
600000.00000000
PA
USD
523607.64000000
0.306755678721
Long
DBT
CORP
US
N
2
N/A
Fixed
3.87500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FU2
840000.00000000
PA
USD
843360.00000000
0.494082686048
Long
DBT
CORP
US
N
2
N/A
Floating
9.83773000
N
N
N
N
N
N
COMPEER FINANCIAL ACA
54930020HTACTODKHT04
Compeer Financial ACA
20453QAA0
285000.00000000
PA
USD
263625.00000000
0.154444778160
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q862
17500.00000000
NS
USD
1690937.50000000
0.990636195621
Long
EP
USGA
US
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61745VAB9
540000.00000000
PA
USD
549244.26000000
0.321774899541
Long
DBT
CORP
US
N
2
N/A
Floating
8.83104000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAB4
300000.00000000
PA
USD
281420.43000000
0.164870235680
Long
DBT
CORP
CA
N
2
2076-08-15
Fixed
5.87500000
N
N
N
N
N
N
NEW YORK MORTGAGE TRUST
549300JFGR0M7ULHWG48
New York Mortgage Trust Inc
649604865
30000.00000000
NS
USD
561900.00000000
0.329189268272
Long
EP
CORP
US
N
1
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AP0
480000.00000000
PA
USD
385433.81000000
0.225806502725
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAC2
4240000.00000000
PA
USD
4253936.88000000
2.492170081518
Long
DBT
CORP
FR
N
2
N/A
Fixed
9.37500000
N
N
N
N
N
N
EVEREST REINSURANCE HLDG
254900P29PM5UJR3VU91
Everest Reinsurance Holdings Inc
299808AE5
1519000.00000000
PA
USD
1287350.07000000
0.754194389667
Long
DBT
CORP
US
N
2
2037-05-15
Floating
8.02633000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224Q305
35900.00000000
NS
USD
655175.00000000
0.383834452465
Long
EP
CORP
US
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
1733000.00000000
PA
USD
1589268.79000000
0.931073554135
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089209
33000.00000000
NS
USD
785070.00000000
0.459933473648
Long
EP
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V605
187800.00000000
NS
USD
4717536.00000000
2.763769752429
Long
EP
CORP
US
N
1
N
N
N
SCE TRUST VII
N/A
SCE Trust VII
783892201
43600.00000000
NS
USD
1093052.00000000
0.640364812358
Long
EP
CORP
US
N
2
N
N
N
2024-01-25
Flaherty & Crumrine Total Return Fund Inc
Bradford Stone
Bradford Stone
Chief Financial Officer, Treasurer and Vice President