0001752724-23-160406.txt : 20230724
0001752724-23-160406.hdr.sgml : 20230724
20230724134859
ACCESSION NUMBER: 0001752724-23-160406
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 PREFERRED & INCOME FUND INC
CENTRAL INDEX KEY: 0000868578
IRS NUMBER: 954305694
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1130
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06179
FILM NUMBER: 231104543
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 PREFERRED INCOME FUND INC
DATE OF NAME CHANGE: 20050708
FORMER COMPANY:
FORMER CONFORMED NAME: PREFERRED INCOME FUND INC
DATE OF NAME CHANGE: 19920703
NPORT-P
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Flaherty & Crumrine Preferred & Income Fund Inc
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0000868578
254900LXRIT34GQY5I69
301 East Colorado Boulevard
Suite 800
Pasadena
91101
626-795-7300
Flaherty & Crumrine Preferred and Income Fund Incorporated
254900LXRIT34GQY5I69
2023-11-30
2023-05-31
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Enstar Finance LLC
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BNP Paribas SA
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USD
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3.796748214517
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
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Prudential Financial Inc
744320BK7
845000.00000000
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USD
826557.88000000
0.605461261163
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DBT
CORP
US
N
2
2052-09-01
Fixed
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N
N
N
N
N
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ATHENE HOLDING LTD
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Athene Holding Ltd
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EP
CORP
BM
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1
N
N
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WINTRUST FINANCIAL CORP
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Wintrust Financial Corp
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USD
827860.00000000
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Long
EP
CORP
US
N
1
N
N
N
FIRST HORIZON CORP
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517402
15600.00000000
NS
USD
327600.00000000
0.239970017776
Long
EP
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
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General Motors Financial Co Inc
37045XCM6
775000.00000000
PA
USD
648768.00000000
0.475228536303
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DBT
CORP
US
N
2
N/A
Fixed
6.50000000
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N
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N
N
N
UNIVERSAL INSURANCE HLDS
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Universal Insurance Holdings Inc
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375000.00000000
PA
USD
334436.24000000
0.244977626550
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DBT
CORP
US
N
2
2026-11-30
Fixed
5.62500000
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N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
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30000.00000000
NS
USD
552900.00000000
0.405004343189
Long
EP
CORP
US
N
1
N
N
N
FULTON FINANCIAL CORP
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Fulton Financial Corp
360271308
8300.00000000
NS
USD
132551.00000000
0.097094828529
Long
EP
CORP
US
N
1
N
N
N
SYNCHRONY FINANCIAL
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Synchrony Financial
87165B202
41500.00000000
NS
USD
707575.00000000
0.518305205520
Long
EP
CORP
US
N
1
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
1380000.00000000
PA
USD
1286030.86000000
0.942029451574
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
77800.00000000
NS
USD
1858642.00000000
1.361472386387
Long
EP
CORP
US
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874BS5
1610000.00000000
PA
USD
1738954.00000000
1.273799823849
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
8.17500000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial Inc
46817M206
12700.00000000
NS
USD
308229.00000000
0.225780581835
Long
EP
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
600000.00000000
PA
USD
582641.00000000
0.426789899656
Long
DBT
CORP
US
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
N
DIME COMMUNITY BANCSHARE
0002487650
Dime Community Bancshares Inc
25432X201
29000.00000000
NS
USD
412090.00000000
0.301859721079
Long
EP
CORP
US
N
1
N
N
N
WASHINGTON FEDERAL INC
0003065617
Washington Federal Inc
938824307
18000.00000000
NS
USD
260640.00000000
0.190921200956
Long
EP
CORP
US
N
1
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473P881
30000.00000000
NS
USD
744000.00000000
0.544986853559
Long
EP
CORP
US
N
1
N
N
N
KUVARE US HOLDINGS INC
254900MGBERNLZXF7O58
Kuvare US Holdings Inc
50149XAA2
750000.00000000
PA
USD
768750.00000000
0.563116456550
Long
DBT
CORP
US
N
2
2051-02-17
Fixed
7.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967341
113670.00000000
NS
USD
2855390.40000000
2.091599771207
Long
EP
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V853
36300.00000000
NS
USD
948156.00000000
0.694533004197
Long
EP
CORP
US
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAC2
1230000.00000000
PA
USD
1190025.00000000
0.871704274740
Long
DBT
CORP
FR
N
2
N/A
Fixed
9.37500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
990000.00000000
PA
USD
834604.56000000
0.611355528387
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452EAA9
125000.00000000
PA
USD
113187.50000000
0.082910886407
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267843
29000.00000000
NS
USD
570140.00000000
0.417632802000
Long
EP
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CM0
1920000.00000000
PA
USD
1873786.41000000
1.372565806219
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBT1
350000.00000000
PA
USD
232260.00000000
0.170132589526
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
COMPEER FINANCIAL ACA
54930020HTACTODKHT04
Compeer Financial ACA
20453QAA0
250000.00000000
PA
USD
220937.50000000
0.161838753976
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AK2
3900000.00000000
PA
USD
3569358.00000000
2.614587615115
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
440000.00000000
PA
USD
389400.00000000
0.285239087064
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
LEHMAN BROS HLDG-ESCROW
N/A
LEHMAN BROS HLDG-ESCROW
000000000
19500.00000000
NS
USD
0.00000000
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Long
EP
CORP
US
N
N/A
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAG6
800000.00000000
PA
USD
742534.74000000
0.543913537111
Long
DBT
CORP
ES
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630706
21500.00000000
NS
USD
509120.00000000
0.372935089897
Long
EP
CORP
US
N
1
N
N
N
CONNECTONE BANCORP INC
549300E2M5ZYAZKUK134
ConnectOne Bancorp Inc
20786W503
35800.00000000
NS
USD
528408.00000000
0.387063727574
Long
EP
CORP
US
N
1
N
N
N
SBL HOLDINGS INC
635400MJW3QDSBJRKQ59
SBL Holdings Inc
78397DAA6
975000.00000000
PA
USD
650812.50000000
0.476726151386
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267702
83910.00000000
NS
USD
1696660.20000000
1.242819225748
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95002Y400
40000.00000000
NS
USD
676800.00000000
0.495762234527
Long
EP
CORP
US
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
420000.00000000
PA
USD
368718.00000000
0.270089331546
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
TPG RE FINANCE TRUST INC
N/A
TPG RE Finance Trust Inc
87266M206
21700.00000000
NS
USD
375844.00000000
0.275309192189
Long
EP
CORP
US
N
1
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP704
117980.00000000
NS
USD
2336004.00000000
1.711144448738
Long
EP
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAV5
1940000.00000000
PA
USD
1787939.13000000
1.309681882814
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
241.00000000
NS
USD
271488.91000000
0.198868127469
Long
EP
CORP
US
N
1
N
N
N
PROVIDENT FINANCING TR I
N/A
Provident Financing Trust I
743863AA0
5160000.00000000
PA
USD
5242121.40000000
3.839902214731
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
7.40500000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150773
34920.00000000
NS
USD
862873.20000000
0.632062567591
Long
EP
CORP
US
N
1
N
N
N
LEHMAN BROS HLDG-ESCROW
N/A
LEHMAN BROS HLDG-ESCROW
000000000
15000.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
N/A
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621E301
12500.00000000
NS
USD
188750.00000000
0.138261113722
Long
EP
CORP
US
N
1
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74728GAE0
500000.00000000
PA
USD
473541.93000000
0.346873825885
Long
DBT
CORP
AU
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
447000.00000000
PA
USD
419063.43000000
0.306967822792
Long
DBT
USGA
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059T204
33700.00000000
NS
USD
875189.00000000
0.641084004542
Long
EP
CORP
US
N
1
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857808
39775.00000000
NS
USD
957782.00000000
0.701584137870
Long
EP
CORP
CA
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
500000.00000000
PA
USD
433498.30000000
0.317541498037
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25000000
N
N
N
N
N
N
FT REAL ESTATE SECS CO
0002671824
FT Real Estate Securities Co Inc
302663208
1.00000000
NS
USD
1308250.00000000
0.958305176301
Long
EP
CORP
US
N
2
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAS6
670000.00000000
PA
USD
638558.08000000
0.467749675852
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAE8
1700000.00000000
PA
USD
1439739.04000000
1.054622109349
Long
DBT
CORP
CA
N
2
2079-09-15
Fixed
5.50000000
N
N
N
N
N
N
SCE TRUST V
N/A
SCE Trust V
78409W201
32270.00000000
NS
USD
726075.00000000
0.531856625937
Long
EP
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BF1
605000.00000000
PA
USD
560759.38000000
0.410761411438
Long
DBT
CORP
US
N
2
N/A
Fixed
6.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
400000.00000000
PA
USD
404000.00000000
0.295933721556
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FL3
3180000.00000000
PA
USD
2897775.00000000
2.122646881145
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
450000.00000000
PA
USD
375795.00000000
0.275273299238
Long
DBT
CORP
US
N
2
N/A
Fixed
3.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
700000.00000000
PA
USD
613637.50000000
0.449495121439
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939A107
10500.00000000
NS
USD
251055.00000000
0.183900100161
Long
EP
CORP
BM
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AD0
500000.00000000
PA
USD
342528.17000000
0.250905039816
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
350000.00000000
PA
USD
246889.65000000
0.180848942916
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q862
10000.00000000
NS
USD
951250.00000000
0.696799387698
Long
EP
USGA
US
N
2
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V506
1500.00000000
NS
USD
36525.00000000
0.026754898960
Long
EP
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BP9
1093000.00000000
PA
USD
994630.00000000
0.728575637305
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
WESTERN ALLIANCE BANCORP
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638406
18900.00000000
NS
USD
249291.00000000
0.182607953912
Long
EP
CORP
US
N
1
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
3600000.00000000
PA
USD
4225914.00000000
3.095520933159
Long
DBT
CORP
US
N
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PC9
1400000.00000000
PA
USD
1393000.00000000
1.020385331999
Long
DBT
CORP
US
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
1000000.00000000
PA
USD
827671.74000000
0.606277173874
Long
DBT
CORP
US
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
DCP MIDSTREAM LP
52990024YYS3MLGW0E91
DCP Midstream LP
23311P209
58500.00000000
NS
USD
1460160.00000000
1.069580650662
Long
EP
CORP
US
N
1
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAB6
560000.00000000
PA
USD
404299.27000000
0.296152939588
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AM34
770000.00000000
PA
USD
737763.18000000
0.540418325456
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701818
18000.00000000
NS
USD
403740.00000000
0.295743269161
Long
EP
CORP
US
N
1
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
400000.00000000
PA
USD
308431.60000000
0.225928988201
Long
DBT
CORP
DE
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261F872
17600.00000000
NS
USD
408496.00000000
0.299227082972
Long
EP
CORP
US
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
292000.00000000
PA
USD
263575.20000000
0.193071261994
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAA6
750000.00000000
PA
USD
537935.57000000
0.394042760365
Long
DBT
CORP
FR
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
700000.00000000
PA
USD
595595.00000000
0.436278823985
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
3096000.00000000
PA
USD
4033561.68000000
2.954621086854
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FU2
625000.00000000
PA
USD
621875.00000000
0.455529166071
Long
DBT
CORP
US
N
2
N/A
Floating
9.49814000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NB3
350000.00000000
PA
USD
284437.96000000
0.208353425877
Long
DBT
CORP
US
N
2
N/A
Fixed
4.15000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773605
164935.00000000
NS
USD
4063998.40000000
2.976916264630
Long
EP
CORP
US
N
1
N
N
N
NY COMMUNITY BANCORP INC
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445202
178828.00000000
NS
USD
3896662.12000000
2.854340898066
Long
EP
CORP
US
N
1
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAN4
3736000.00000000
PA
USD
3784829.52000000
2.772422488389
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
7.80000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAF8
2400000.00000000
PA
USD
1960280.16000000
1.435923274855
Long
DBT
CORP
ES
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
WEBSTER FINANCIAL CORP
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890703
8494.00000000
NS
USD
177864.36000000
0.130287282146
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746465
35900.00000000
NS
USD
894987.00000000
0.655586221916
Long
EP
CORP
US
N
1
N
N
N
AERCAP GLOBAL AVIATION T
635400FBSV8LXXNRV758
AerCap Global Aviation Trust
00773HAA5
660000.00000000
PA
USD
645678.00000000
0.472965082839
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
6.50000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
200000.00000000
PA
USD
189000.00000000
0.138444241025
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730406
17900.00000000
NS
USD
449648.00000000
0.329371302055
Long
EP
CORP
US
N
1
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust Inc
038923850
61614.00000000
NS
USD
1154646.36000000
0.845789095040
Long
EP
CORP
US
N
1
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686J408
21200.00000000
NS
USD
347892.00000000
0.254834094702
Long
EP
CORP
BM
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AS20
420000.00000000
PA
USD
436800.00000000
0.319960023702
Long
DBT
CORP
FR
N
2
N/A
Fixed
9.25000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BP3
3710000.00000000
PA
USD
3354699.76000000
2.457348476932
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
HEARTLAND FINANCIAL USA
549300QF7B0DFZT32C73
Heartland Financial USA Inc
42234Q201
31600.00000000
NS
USD
734384.00000000
0.537943044978
Long
EP
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBC2
1680000.00000000
PA
USD
1887213.12000000
1.382400994978
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.25000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAN4
575000.00000000
PA
USD
374807.23000000
0.274549748614
Long
DBT
CORP
US
N
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
DELPHI FINANCIAL GROUP
5493001NGT0EEYMZG011
Delphi Financial Group Inc
247131303
139279.00000000
NS
USD
3220826.88000000
2.359285359125
Long
EP
CORP
US
N
2
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746556
59490.00000000
NS
USD
1473567.30000000
1.079401621417
Long
EP
CORP
US
N
1
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AU5
1060000.00000000
PA
USD
858598.56000000
0.628931354414
Long
DBT
CORP
US
N
2
2062-02-15
Fixed
3.87500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V605
123400.00000000
NS
USD
2813520.00000000
2.060929317507
Long
EP
CORP
US
N
1
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X306
13100.00000000
NS
USD
257022.00000000
0.188270982628
Long
EP
CORP
US
N
1
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AV6
300000.00000000
PA
USD
239233.43000000
0.175240691239
Long
DBT
CORP
US
N
2
N/A
Fixed
4.45000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
880000.00000000
PA
USD
656366.02000000
0.480794155944
Long
DBT
CORP
US
N
2
N/A
Fixed
3.95000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148B108
47700.00000000
NS
USD
1165788.00000000
0.853950448974
Long
EP
CORP
US
N
1
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAB4
1400000.00000000
PA
USD
1313620.00000000
0.962238750769
Long
DBT
CORP
CA
N
2
2076-08-15
Fixed
5.87500000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AD0
300000.00000000
PA
USD
211601.47000000
0.155000025999
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBX2
385000.00000000
PA
USD
334950.00000000
0.245353960483
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359U109
45000.00000000
NS
USD
976500.00000000
0.715295245296
Long
EP
CORP
BM
N
1
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C709
67827.00000000
NS
USD
1372140.21000000
1.005105343668
Long
EP
CORP
US
N
1
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432105
5094.00000000
NS
USD
122765.40000000
0.089926786386
Long
EP
CORP
US
N
1
N
N
N
FIRST HORIZON BANK
COOWI3L2W9TPYR3WJX37
First Horizon Bank
337158208
795.00000000
NS
USD
550537.50000000
0.403273790176
Long
EP
CORP
US
N
2
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089209
25000.00000000
NS
USD
581500.00000000
0.425954106645
Long
EP
CORP
US
N
1
N
N
N
MERCHANTS BANCORP
54930008Y0GPVLF81889
Merchants Bancorp/IN
58844R603
15700.00000000
NS
USD
304737.00000000
0.223222659668
Long
EP
CORP
US
N
1
N
N
N
BlackRock Liquidity Funds T-Fund
5493002L9DNZ83RX7V61
BlackRock Liquidity Funds T-Fund
09248U718
8038626.38000000
NS
USD
8038626.38000000
5.888367873350
Long
STIV
RF
US
N
1
N
N
N
MACQUARIE BANK LONDON
549300MPRNPO6FWNKN78
Macquarie Bank Ltd/London
556079AB7
540000.00000000
PA
USD
465432.78000000
0.340933798811
Long
DBT
CORP
AU
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06055HAB9
1800000.00000000
PA
USD
1760850.56000000
1.289839255755
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610204
34300.00000000
NS
USD
744310.00000000
0.545213931414
Long
EP
CORP
US
N
1
N
N
N
AXIS CAPITAL HLDGS LTD
N/A
Axis Capital Holdings Ltd
05461T305
17500.00000000
NS
USD
372750.00000000
0.273042808688
Long
EP
CORP
BM
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
700000.00000000
PA
USD
709257.50000000
0.519537652269
Long
DBT
CORP
GB
N
2
2079-04-04
Fixed
7.00000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
5600000.00000000
PA
USD
4347000.00000000
3.184217543576
Long
DBT
CORP
ES
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
1020000.00000000
PA
USD
966123.60000000
0.707694436711
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H824
13875.00000000
NS
USD
273476.25000000
0.200323872326
Long
EP
CORP
US
N
1
N
N
N
AMER AGCREDIT ACA
0002558989
American AgCredit Corp
02369GAA3
500000.00000000
PA
USD
436875.06000000
0.320015005843
Long
DBT
CORP
US
N
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05973KAB3
600000.00000000
PA
USD
477600.00000000
0.349846399542
Long
DBT
CORP
MX
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBN9
700000.00000000
PA
USD
458027.54000000
0.335509392295
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
1470000.00000000
PA
USD
1179211.95000000
0.863783616007
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.37500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61763E207
154665.00000000
NS
USD
3889824.75000000
2.849332461557
Long
EP
CORP
US
N
1
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAR1
575000.00000000
PA
USD
534231.71000000
0.391329648796
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBA2
590000.00000000
PA
USD
572370.80000000
0.419266883549
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
GLOBAL ATLANTIC
N/A
Global Atlantic Fin Co
37959GAC1
1180000.00000000
PA
USD
918388.10000000
0.672727743232
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
4.70000000
N
N
N
N
N
N
QWEST CORP
549300R2L4N683OO1509
Qwest Corp
74913G873
28330.00000000
NS
USD
403985.80000000
0.295923319925
Long
EP
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
453000.00000000
PA
USD
367056.84000000
0.268872516544
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AY9
575000.00000000
PA
USD
403937.50000000
0.295887939730
Long
DBT
CORP
NL
N
2
N/A
Fixed
3.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61745VAB9
476000.00000000
PA
USD
471351.84000000
0.345269564786
Long
DBT
CORP
US
N
2
N/A
Floating
8.02629000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224Q305
60200.00000000
NS
USD
1073968.00000000
0.786691453149
Long
EP
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BL5
321000.00000000
PA
USD
321481.50000000
0.235488160164
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
6.75000000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAE1
325000.00000000
PA
USD
270893.37000000
0.198431888933
Long
DBT
CORP
US
N
2
2050-01-14
Fixed
4.95000000
N
N
N
N
N
N
SCE TRUST II
N/A
SCE Trust II
78407R204
132.00000000
NS
USD
2744.28000000
0.002010210379
Long
EP
CORP
US
N
1
N
N
N
SBL HOLDINGS INC
635400MJW3QDSBJRKQ59
SBL Holdings Inc
78397DAC2
1100000.00000000
PA
USD
638000.00000000
0.467340877111
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V407
81955.00000000
NS
USD
2025108.05000000
1.483410301460
Long
EP
CORP
US
N
1
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
000000000
24900.00000000
NS
USD
443967.00000000
0.325209917223
Long
EP
CORP
BM
N
1
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAD9
2000000.00000000
PA
USD
2265086.66000000
1.659196843913
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
316773886
51230.00000000
NS
USD
1215175.60000000
0.890127320921
Long
EP
CORP
US
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
1120000.00000000
PA
USD
1055755.12000000
0.773350350776
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBU2
1100000.00000000
PA
USD
864875.00000000
0.633528904532
Long
DBT
CORP
FR
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AL8
1000000.00000000
PA
USD
815270.00000000
0.597192785082
Long
DBT
CORP
US
N
2
N/A
Floating
8.14029000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
1030000.00000000
PA
USD
732046.75000000
0.536230987823
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630862
16000.00000000
NS
USD
249920.00000000
0.183068702206
Long
EP
CORP
US
N
1
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
650000.00000000
PA
USD
604227.21000000
0.442601997328
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
350000.00000000
PA
USD
311208.18000000
0.227962858629
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686J309
17200.00000000
NS
USD
395256.00000000
0.289528661008
Long
EP
CORP
BM
N
1
N
N
N
EVEREST REINSURANCE HLDG
N/A
Everest Reinsurance Holdings Inc
299808AE5
885000.00000000
PA
USD
752626.13000000
0.551305573245
Long
DBT
CORP
US
N
2
2037-05-15
Floating
7.70571000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
875000.00000000
PA
USD
776562.50000000
0.568839184767
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
2180000.00000000
PA
USD
2095525.00000000
1.534991366000
Long
DBT
CORP
CA
N
2
2076-06-15
Fixed
6.75000000
N
N
N
N
N
N
BANK OF HAWAII CORP
5493006Q8BQ8AD8M2U33
Bank of Hawaii Corp
062545207
10000.00000000
NS
USD
159500.00000000
0.116835219277
Long
EP
CORP
US
N
1
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
455000.00000000
PA
USD
393014.70000000
0.287886888112
Long
DBT
CORP
MX
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74737EAA2
4043000.00000000
PA
USD
4050315.00000000
2.966893048081
Long
DBT
CORP
AU
N
2
2043-11-24
Fixed
7.50000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
11102AAG6
740000.00000000
PA
USD
599218.70000000
0.438933217616
Long
DBT
CORP
GB
N
2
2081-11-23
Fixed
4.87500000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAG0
325000.00000000
PA
USD
324705.36000000
0.237849667312
Long
DBT
CORP
US
N
2
N/A
Fixed
5.65000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AP0
370000.00000000
PA
USD
292892.00000000
0.214546088054
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAG3
500000.00000000
PA
USD
449375.23000000
0.329171495517
Long
DBT
CORP
MX
N
2
2034-09-13
Fixed
5.87500000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
700000.00000000
PA
USD
539672.00000000
0.395314711335
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967358
119778.00000000
NS
USD
3066316.80000000
2.246105302213
Long
EP
CORP
US
N
1
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
75968N309
7332.00000000
NS
USD
169662.48000000
0.124279329492
Long
EP
CORP
BM
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
200000.00000000
PA
USD
171740.00000000
0.125801132029
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
810000.00000000
PA
USD
753300.00000000
0.551799189228
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C720
8500.00000000
NS
USD
41.65000000
0.000030509008
Long
EP
CORP
US
N
1
N
N
N
NORTHPOINTE BANCSHARES I
549300EYMKMD4WKEKP72
Northpointe Bancshares Inc
66661N308
50000.00000000
NS
USD
1211250.00000000
0.887251782759
Long
EP
CORP
US
Y
2
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AM8
260000.00000000
PA
USD
222300.00000000
0.162836797777
Long
DBT
CORP
US
N
2
N/A
Fixed
7.25000000
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
655000.00000000
PA
USD
521321.88000000
0.381873079398
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
N
N
N
N
N
N
BALTA GROUP NV
N/A
LEHMAN BROS HLDG-ESCROW
000000000
25000.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
N/A
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
1351000.00000000
PA
USD
1159592.81000000
0.849412415230
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BM0
1200000.00000000
PA
USD
974685.56000000
0.713966151282
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.12500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
1600000.00000000
PA
USD
1506640.00000000
1.103627678825
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BC8
310000.00000000
PA
USD
232500.00000000
0.170308391737
Long
DBT
CORP
US
N
2
N/A
Fixed
3.40000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAB4
750000.00000000
PA
USD
570834.41000000
0.418141463721
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
PECO ENERGY CAP TRST III
N/A
PECO Energy Capital Trust III
69331VAA4
500000.00000000
PA
USD
519631.17000000
0.380634618749
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
7.38000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187885
16900.00000000
NS
USD
430950.00000000
0.315674844813
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
1825000.00000000
PA
USD
1614705.25000000
1.182786469923
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AC1
1423000.00000000
PA
USD
1493342.77000000
1.093887335359
Long
DBT
CORP
FR
N
2
N/A
Fixed
6.37900000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAG9
2790000.00000000
PA
USD
2521843.56000000
1.847273638350
Long
DBT
CORP
US
N
2
N/A
Fixed
6.45000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
575000.00000000
PA
USD
472599.44000000
0.346183443278
Long
DBT
CORP
US
N
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BD6
1130000.00000000
PA
USD
1015408.69000000
0.743796219139
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505GB4
3400000.00000000
PA
USD
2847500.00000000
2.085819980523
Long
DBT
CORP
US
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
COMERICA INC
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AU1
850000.00000000
PA
USD
645660.00000000
0.472951897673
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05962GAJ8
530000.00000000
PA
USD
473422.50000000
0.346786342310
Long
DBT
CORP
MX
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAB7
250000.00000000
PA
USD
231987.24000000
0.169932790313
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
CADENCE BANK
Q7C315HKI8VX0SSKBS64
Cadence Bank
12740C202
23100.00000000
NS
USD
438669.00000000
0.321329083419
Long
EP
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
600000.00000000
PA
USD
527231.08000000
0.386201622832
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BR9
420000.00000000
PA
USD
431550.00000000
0.316114350340
Long
DBT
CORP
US
N
2
N/A
Fixed
9.25000000
N
N
N
N
N
N
VALLEY NATIONAL BANCORP
549300ET52S1UBIB9762
Valley National Bancorp
919794305
29400.00000000
NS
USD
627102.00000000
0.459357991721
Long
EP
CORP
US
N
1
N
N
N
COMED FINANCING III
N/A
ComEd Financing III
20035AAA2
2647000.00000000
PA
USD
2625515.44000000
1.923214245451
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.35000000
N
N
N
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust Inc
038923876
4576.00000000
NS
USD
83512.00000000
0.061173309293
Long
EP
CORP
US
N
1
N
N
N
CARLYLE FINANCE LLC
N/A
Carlyle Finance LLC
14314C105
11500.00000000
NS
USD
218845.00000000
0.160305978450
Long
EP
CORP
US
N
1
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP506
27400.00000000
NS
USD
599238.00000000
0.438947355044
Long
EP
CORP
US
N
1
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351885
48500.00000000
NS
USD
1242085.00000000
0.909838704304
Long
EP
CORP
US
N
1
N
N
N
ACE CAPITAL TRUST II
N/A
ACE Capital Trust II
00440FAA2
975000.00000000
PA
USD
1166197.50000000
0.854250411496
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
9.70000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
2075000.00000000
PA
USD
2054768.75000000
1.505137037438
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
FIRST CITIZENS BANCSHARE
549300N3Z00ZHE2XC526
First Citizens BancShares Inc/NC
319626305
104600.00000000
NS
USD
2072126.00000000
1.517851382954
Long
EP
CORP
US
N
1
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
800000.00000000
PA
USD
980000.00000000
0.717859027537
Long
DBT
CORP
JE
N
2
N/A
Fixed
10.17600000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
4821000.00000000
PA
USD
4830039.38000000
3.538048339075
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
NEW YORK MORTGAGE TRUST
549300JFGR0M7ULHWG48
New York Mortgage Trust Inc
649604865
23000.00000000
NS
USD
408020.00000000
0.298878408587
Long
EP
CORP
US
N
1
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701BF3
1225000.00000000
PA
USD
995312.50000000
0.729075574842
Long
DBT
CORP
US
N
2
N/A
Fixed
7.20000000
N
N
N
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857AH8
1700000.00000000
PA
USD
1364624.00000000
0.999599650606
Long
DBT
CORP
CA
N
2
2082-01-18
Fixed
4.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
1805000.00000000
PA
USD
1563671.50000000
1.145403777936
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
SIGNATURE BANK NEW YORK
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G203
47000.00000000
NS
USD
423.00000000
0.000309851396
Long
EP
CORP
US
N
1
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
150000.00000000
PA
USD
132078.75000000
0.096748901054
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
KKR REAL ESTATE FIN
549300K23AYZDZ2REL62
KKR Real Estate Finance Trust Inc
48251K209
71000.00000000
NS
USD
1211260.00000000
0.887259107852
Long
EP
CORP
US
N
1
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDM8
565000.00000000
PA
USD
478837.50000000
0.350752879692
Long
DBT
CORP
US
N
2
N/A
Fixed
4.35000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
460000.00000000
PA
USD
432571.31000000
0.316862469323
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ASK0
350000.00000000
PA
USD
248399.69000000
0.181955061126
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.62500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AJ7
2700000.00000000
PA
USD
2100877.24000000
1.538911931103
Long
DBT
CORP
CH
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676503
50000.00000000
NS
USD
1137500.00000000
0.833229228391
Long
EP
CORP
US
N
1
N
N
N
QWEST CORP
549300R2L4N683OO1509
Qwest Corp
74913G881
22170.00000000
NS
USD
294861.00000000
0.215988398692
Long
EP
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V200
58216.00000000
NS
USD
1472864.80000000
1.078887033696
Long
EP
CORP
US
N
1
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
290000.00000000
PA
USD
288167.49000000
0.211085340958
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.87500000
N
N
N
N
N
N
ANNALY CAPITAL MGMT
2DTL0G3FPRYUT58TI025
Annaly Capital Management Inc
035710870
3440.00000000
NS
USD
84624.00000000
0.061987859537
Long
EP
CORP
US
N
1
N
N
N
WESBANCO INC
0001070448
WesBanco Inc
950810705
36500.00000000
NS
USD
824170.00000000
0.603712117066
Long
EP
CORP
US
N
1
N
N
N
2023-07-18
Flaherty & Crumrine Preferred & Income Fund Inc
Bradford Stone
Bradford Stone
Chief Financial Officer, Treasurer and Vice President