Credit Linked Note

NPORT-P false 0001578987 XXXXXXXX ArrowMark Financial Corp. 811-22853 0001578987 549300IG3L8MH4JMIN52 100 Fillmore Street Suite 325 Denver 80206 (303) 398-2929 ArrowMark Financial Corp. 549300IG3L8MH4JMIN52 2022-12-31 2022-12-30 N 208499623.84 60840563.28 147659060.56 0.00000000 0.00000000 55600000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 395358.41000000 CHF EUR GBP USD N Salisbury N/A Credit Linked Note 000000000 800000.00000000 PA 926108.89000000 0.627194082427 Long DBT CORP GB N 2 2028-03-20 Floating 13.18000000 N N N N N N F.N.B.C of La Grange, Inc. N/A Subordinated Term Loan 000000000 700000.00000000 PA USD 598500.00000000 0.405325618170 Long DBT CORP US N 2 2030-01-01 Fixed 6.38000000 N N N N N N Elvetia N/A Credit Linked Note 000000000 3000000.00000000 PA 3148272.32000000 2.132122680491 Long SN CORP JE N 2 2030-10-20 Floating 9.24000000 N N N N N N Premium Green PLC 5493000S7VTDPDFJCP28 5 Year Secured Amortizing Floating Rate Note 000000000 2931964.60000000 PA 2978619.85000000 2.017227956553 Long SN CORP IE N 2 2026-11-10 Variable 11.20000000 N N N N N N MSILF Treasury Securities Portfolio 549300OJY9IZ31SGS926 MSILF Treasury Securities Portfolio 61747C525 3441122.52000000 NS USD 3441122.52000000 2.330451315990 Long STIV RF US N 2 N N N Mespil N/A Credit Linked Note 000000000 5000000.00000000 PA USD 4874500.00000000 3.301185840891 Long ABS-O CORP IE N 2 2031-12-08 Floating 12.58000000 N N N N N N Equity Bancshares Inc. 549300BPQ2EJNU4WF694 Subordinated Term Loan 29460XAC3 5000000.00000000 PA USD 4975000.00000000 3.369248037426 Long SN CORP US N 2 2030-06-30 Fixed 7.00000000 N N N N N N Cedar 5 1VUV7VQFKUOQSJ21A208 Credit Linked Note 000000000 3110000.00000000 PA 3329099.50000000 2.254585317944 Long DBT CORP FR N 3 2027-12-15 Floating 12.56000000 N N N N N N Fidelity Federal Bancorp N/A Fixed Rate Cumulative Perpetual Preferred Stock, Series B 000000000 200000.00000000 NS USD 193000.00000000 0.130706506778 Long EP CORP US N 2 N N N CRAFT N/A Credit Linked Note 251541AR9 4418437.43000000 PA USD 4642673.13000000 3.144184388274 Long ABS-O CORP KY N 2 2028-04-30 Floating 14.32000000 N N N N N N Muskoka N/A Guarantee Linked Note 000000000 4000000.00000000 PA USD 4000634.56000000 2.709372892410 Long DBT CORP US N 3 2024-09-10 Floating 8.55000000 N N N N N N Colonnade N/A Credit Linked Note 000000000 10000000.00000000 PA USD 9482746.26000000 6.422055120787 Long DBT CORP US N 3 2030-04-30 Floating 14.42000000 N N N N N N Future Ready Chakra N/A Credit Linked Note 000000000 5000000.00000000 PA USD 4785250.00000000 3.240742546953 Long DBT CORP US N 2 2030-12-15 Floating 11.35000000 N N N N N N TransPecos Finanical Corp. N/A Senior Term Loan 000000000 4000000.00000000 PA USD 3880000.00000000 2.627674851299 Long DBT CORP US N 2 2028-10-01 Fixed 9.00000000 N N N N N N FCT Opale N/A Credit Linked Note 000000000 4000000.00000000 PA USD 3978960.55000000 2.694694477202 Long DBT CORP US N 2 2030-05-05 Floating 11.76000000 N N N N N N LOFT N/A Credit Linked Note 000000000 2870000.00000000 PA USD 2841300.00000000 1.924230039947 Long ABS-MBS CORP GE N 3 2030-02-28 Floating 10.56000000 N N N N N N Raymond James Financial, Inc. RGUZHJ05YTITL6D76949 Fixed/Floating Perpetual Preferred Stock, Series A 754730307 80000.00000000 NS USD 2020800.00000000 1.368558077192 Long EP CORP US N 2 N N N Castelo N/A Credit Linked Note 000000000 3333725.64000000 PA 3446719.38000000 2.334241709874 Long ABS-O CORP PT N 2 2037-08-15 Floating 10.74000000 N N N N N N Absolute N/A Credit Linked Note 000000000 8971944.57000000 PA USD 8773664.60000000 5.941839645143 Long DBT CORP US N 2 2025-09-24 Floating 11.86000000 N N N N N N Manitoulin N/A Credit Linked Note 000000000 3000000.00000000 PA USD 2982964.74000000 2.020170471549 Long DBT CORP US N 2 2027-11-01 Floating 12.44000000 N N N N N N Syntotta N/A Credit Linked Note 000000000 1571425.97000000 PA 1627463.61000000 1.102176597783 Long DBT CORP N/A N 2 2037-11-04 Floating 10.68000000 N N N N N N Resonance N/A Credit Linked Note 000000000 1007126.34000000 PA 1055169.23000000 0.714598363282 Long DBT CORP US N 2 2028-10-05 Floating 8.74000000 N N N N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 EUR/USD FORWARD 000000000 1.00000000 NC USD -285251.93000000 -0.19318281514 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -37054658.00000000 EUR 39469139.52000000 USD 2023-01-31 -285251.93000000 N N N Algonquin N/A Guarantee Linked Note 000000000 5000000.00000000 PA USD 4941347.49000000 3.346457353351 Long DBT CORP CA N 2 2027-05-01 Floating 11.44000000 N N N N N N Muskoka N/A Guarantee Linked Note 000000000 2650000.00000000 PA USD 2650916.97000000 1.795295838905 Long DBT CORP CA N 3 2025-05-10 Floating 12.70000000 N N N N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 GBP/USD FORWARD 000000000 1.00000000 NC USD -89039.87000000 -0.06030098638 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -14859150.00000000 GBP 17890862.37000000 USD 2023-01-31 -89039.87000000 N N N Salisbury N/A Credit Linked Note 000000000 5235794.63000000 PA 5981420.99000000 4.050832348055 Long DBT CORP US N 2 2027-06-16 Floating 13.93000000 N N N N N N Lorenz N/A Credit Linked Note 000000000 3000000.00000000 PA 3211350.00000000 2.174841142711 Long DBT CORP FR N 3 2025-08-20 Floating 14.51000000 N N N N N N Fidelity Federal Bancorp N/A Fixed Rate Cumulative Perpetual Preferred Stock, Series A 000000000 2789000.00000000 NS USD 2691385.00000000 1.822702237026 Long EP CORP US N 2 N N N CHAKRA N/A Credit Linked Note 000000000 4000000.00000000 PA USD 3920000.00000000 2.654764282756 Long DBT CORP US N 3 2027-06-26 Floating 13.84000000 N N N N N N Nightingale LF N/A Credit Linked Note 000000000 2000000.00000000 PA 2353342.07000000 1.593767467485 Long DBT CORP GB N 3 2028-04-01 Floating 12.93000000 N N N N N N Salisbury N/A Credit Linked Note 000000000 1959644.64000000 PA 2291601.68000000 1.551954665910 Long DBT CORP US N 2 2027-06-16 Floating 15.53000000 N N N N N N Resonance 9695002OBNIICMSV0B38 Credit Linked Note 000000000 4271960.59000000 PA 4484891.50000000 3.037329021999 Long ABS-O CORP FR N 2 2029-10-25 Floating 9.25000000 N N N N N N Premium Green PLC 5493000S7VTDPDFJCP28 5 Year Secured Amortizing Floating Rate Note 000000000 2367011.45000000 PA 2433615.26000000 1.648131344443 Long SN CORP IE N 2 2026-06-29 Variable 11.30000000 N N N N N N Tulsa Valley Bancshares N/A Subordinated Term Loan 000000000 1700000.00000000 PA USD 1453500.00000000 0.984362215557 Long DBT CORP US N 2 2028-12-31 Fixed 6.38000000 N N N N N N Colonnade N/A Credit Linked Note 000000000 7500000.00000000 PA USD 6612954.31000000 4.478529312674 Long ABS-MBS CORP US N 3 2029-11-30 Floating 15.83000000 N N N N N N LOFT N/A Credit Linked Note 000000000 6910000.00000000 PA USD 6789075.00000000 4.597804546671 Long ABS-MBS CORP DE N 3 2030-02-28 Floating 22.06000000 N N N N N N FCT Colisee N/A Credit Linked Note 000000000 3197691.75000000 PA 3375477.00000000 2.285993820628 Long ABS-CBDO CORP N/A N 2 2023-12-20 Floating 11.81000000 N N N N N N Community Funding 2018, LLC N/A Preferred Shares 000000000 19000000.00000000 PA USD 15253200.00000000 10.33001289738 Long DBT CORP US N 2 2028-07-15 Floating 8.50000000 N N N N N N CRAFT N/A Credit Linked Note 25155KAV7 3200000.00000000 PA USD 3104000.00000000 2.102139881039 Long ABS-O CORP DE N 3 2031-02-21 Floating 13.19000000 N N N N N N Pymes Magdalena 894500G461D1F4W8Z612 Credit Linked Note 000000000 3674890.04000000 PA 3819706.25000000 2.586841766102 Long ABS-CBDO CORP ES N 2 2052-12-20 Floating 10.08000000 N N N N N N Colonnade N/A Credit Linked Note 000000000 5000000.00000000 PA USD 5083062.40000000 3.442431761872 Long DBT CORP US N 3 2029-12-15 Floating 16.68000000 N N N N N N Nansa N/A Credit Linked Note 000000000 6567446.58000000 PA 6878624.04000000 4.658450361198 Long ABS-MBS CORP N/A N 2 2026-03-01 Floating 10.60000000 N N N N N N Start N/A Credit Linked Note 000000000 5000000.00000000 PA USD 4679500.00000000 3.169124862540 Long DBT CORP US N 2 2025-06-16 Floating 13.37000000 N N N N N N Elvetia N/A Credit Linked Note 000000000 2550000.00000000 PA 2757800.25000000 1.867681021090 Long DBT CORP JE N 2 2025-07-20 Floating 9.76000000 N N N N N N Colonnade N/A Credit Linked Note 000000000 6000000.00000000 PA USD 5869667.64000000 3.975148980183 Long ABS-MBS CORP US N 3 2028-04-30 Floating 16.10000000 N N N N N N Elvetia N/A Credit Linked Note 000000000 2000000.00000000 PA 2071053.91000000 1.402591823451 Long DBT CORP JE N 2 2029-10-20 Floating 7.99000000 N N N N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 CHF/USD FORWARD 000000000 1.00000000 NC USD -23958.96000000 -0.01622586511 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -7689594.00000000 CHF 8322521.78000000 USD 2023-01-31 -23958.96000000 N N N Salisbury N/A Credit Linked Note 000000000 4500000.00000000 PA 5366504.87000000 3.634389145947 Long ABS-MBS CORP GB N 3 2028-04-17 Floating 12.18000000 N N N N N N Absolute N/A Credit Linked Note 000000000 4915083.53000000 PA USD 4915083.53000000 3.328670459746 Long DBT CORP US N 3 2027-10-10 Floating 15.80000000 N N N N N N Premium Green PLC N/A 5 Year Secured Amortizing Floating Rate Note 000000000 3006641.26000000 PA USD 2942159.24000000 1.992535526666 Long DBT CORP US N 2 2024-12-20 Floating 15.26000000 N N N N N N Terra N/A Credit Linked Note 000000000 10000000.00000000 PA USD 9695500.00000000 6.566139567209 Long ABS-CBDO CORP US N 2 2029-09-25 Floating 11.47000000 N N N N N N 2023-02-28 ArrowMark Financial Corp. Patrick J. Farrell Patrick J. Farrell Chief Financial Officer