# EDGAR Filing Document

**Accession Number:** 0000882071
**File Stem:** 0001752724-23-010033
**Filing Date:** 2023-1
**Character Count:** 84175
**Document Hash:** 0b14654ae097cdc27a88c77e51ee1c1c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-010033.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-010033

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Flaherty & Crumrine PREFERRED & INCOME OPPORTUNITY FUND INC
- **CENTRAL INDEX KEY:** 0000882071
- **IRS NUMBER:** 954355600
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06495
- **FILM NUMBER:** 23549018

**BUSINESS ADDRESS:**
- **STREET 1:** 301 E COLORADO BLVD STE 720
- **STREET 2:** C/O FLAHERTY & CRUMRINE INC
- **CITY:** PASADENA
- **STATE:** CA
- **ZIP:** 91101
- **BUSINESS PHONE:** (626) 795-7300

**MAIL ADDRESS:**
- **STREET 1:** 301 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 OPPORTUNITY FUND INC
- **DATE OF NAME CHANGE:** 20050708

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PREFERRED INCOME OPPORTUNITY FUND INC
- **DATE OF NAME CHANGE:** 19920929

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Flaherty & Crumrine Preferred & Income Opportunity Fund Inc

- **b. Investment Company Act file number:** 811-06495

- **c. CIK number of Registrant:** 0000882071

- **d. LEI of Registrant:** 2549008Y9TGWYEWYW496

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 301 East Colorado Boulevard

  - **City:** Pasadena

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 91101

  - **Telephone number:** 626-795-7300

**Item A.2. Information about the Series.**

- **a. Name of Series:** Flaherty & Crumrine Preferred and Income Opportunity Fund Incorporated

- **c. LEI of Series:** 2549008Y9TGWYEWYW496

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $204700497.53

**Total Liabilities:** $81776592.92

**Net Assets:** $122923904.61

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 6220.00000000 | **1-Year:** 21281.00000000 | **5-Year:** 24325.00000000 | **10-Year:** 23332.00000000 | **30-Year:** 10305.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 3346.00000000 | **1-Year:** 13285.00000000 | **5-Year:** 16921.00000000 | **10-Year:** 19287.00000000 | **30-Year:** 7818.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -10.23%              | 0.18%                | 10.03%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $172.51                  | $-8289876.25                               |
| Month 2  | $-12596.51               | $-3159592.23                               |
| Month 3  | $-116165.66              | $5042581.17                                |

### Schedule of Portfolio Investments

| Name                             | Title                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| SEMPRA ENERGY                    | Sempra Energy                              | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    950000 | PA      | $740377.18    | 0.60%             | 2052-04-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| WEBSTER FINANCIAL CORP           | Webster Financial Corp                     | CUSIP: 947890703<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EP               | CORP              | US        |     13515 | NS      | $333144.75    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| ING GROEP NV                     | ING Groep NV                               | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    525000 | PA      | $375204.88    | 0.31%             | N/A             | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA               | Banco Santander SA                         | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4200000 | PA      | $3267714.20   | 2.66%             | N/A             | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NUSTAR LOGISTICS LP              | NuStar Logistics LP                        | CUSIP: 67059T204<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | EP               | CORP              | US        |     31500 | NS      | $791910.00    | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC         | Lloyds Banking Group PLC                   | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192593.00    | 0.16%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE         | Banco Mercantil del Norte SA/Grand Cayman  | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    490000 | PA      | $443357.43    | 0.36%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP            | Truist Financial Corp                      | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    825000 | PA      | $798187.50    | 0.65%             | N/A             | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ARBOR REALTY TRUST INC           | Arbor Realty Trust Inc                     | CUSIP: 038923876<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |      9389 | NS      | $171255.36    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC          | Goldman Sachs Group Inc/The                | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    560000 | PA      | $541713.63    | 0.44%             | N/A             | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| QBE INSURANCE GROUP LTD          | QBE Insurance Group Ltd                    | CUSIP: 74737EAA2<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |   3634000 | PA      | $3629457.50   | 2.95%             | 2043-11-24      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                    | Citigroup Inc                              | CUSIP: 172967341<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    115370 | NS      | $2887711.10   | 2.35%             |  |  |  | No            | 1                  | On Loan: No      |
| MERCHANTS BANCORP                | Merchants Bancorp/IN                       | CUSIP: 58844R603<br>LEI: 54930008Y0GPVLF81889 | Long             | EP               | CORP              | US        |     14000 | NS      | $305340.00    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| QWEST CORP                       | Qwest Corp                                 | CUSIP: 74913G873<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |     24920 | NS      | $502138.00    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY                   | Morgan Stanley                             | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     48267 | NS      | $1232739.18   | 1.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REINSURANCE GRP OF AMER          | Reinsurance Group of America Inc           | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     41400 | NS      | $1085508.00   | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| LINCOLN NATIONAL CORP            | Lincoln National Corp                      | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |     14500 | NS      | $383815.00    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| ENSTAR FINANCE LLC               | Enstar Finance LLC                         | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $395897.95    | 0.32%             | 2042-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC               | Voya Financial Inc                         | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |     23000 | NS      | $504160.00    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| KKR REAL ESTATE FIN              | KKR Real Estate Finance Trust Inc          | CUSIP: 48251K209<br>LEI: 549300K23AYZDZ2REL62 | Long             | EP               | CORP              | US        |     61284 | NS      | $1087791.00   | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| CREDIT AGRICOLE SA               | Credit Agricole SA                         | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    330000 | PA      | $259372.96    | 0.21%             | N/A             | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AXIS SPECIALTY FINANCE           | AXIS Specialty Finance LLC                 | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $501377.30    | 0.41%             | 2040-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| LAND O'LAKES INC                 | Land O' Lakes Inc                          | CUSIP: 514666AK2<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3533336.26   | 2.87%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                      | BNP Paribas SA                             | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4661000 | PA      | $4629281.90   | 3.77%             | N/A             | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| DIME COMMUNITY BANCSHARE         | Dime Community Bancshares Inc              | CUSIP: 25432X201<br>LEI: 0002487650           | Long             | EP               | CORP              | US        |     27000 | NS      | $562680.00    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE         | First Citizens BancShares Inc/NC           | CUSIP: 319626305<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |     13600 | NS      | $271864.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG         | Banco Bilbao Vizcaya Argentaria SA         | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   2200000 | PA      | $1822325.67   | 1.48%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| AXIS CAPITAL HLDGS LTD           | Axis Capital Holdings Ltd                  | CUSIP: 05461T305<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     15962 | NS      | $337117.44    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| CREDIT SUISSE GROUP AG           | Credit Suisse Group AG                     | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    800000 | PA      | $621840.00    | 0.51%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                 | Societe Generale SA                        | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1050000 | PA      | $1080187.50   | 0.88%             | N/A             | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                    | Citigroup Inc                              | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    425000 | PA      | $355671.88    | 0.29%             | N/A             | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                 | Deutsche Bank AG                           | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $342603.41    | 0.28%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CONNECTONE BANCORP INC           | ConnectOne Bancorp Inc                     | CUSIP: 20786W503<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EP               | CORP              | US        |     32800 | NS      | $709464.00    | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE         | Banco Mercantil del Norte SA/Grand Cayman  | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    420000 | PA      | $368503.80    | 0.30%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC               | Vodafone Group PLC                         | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $648362.00    | 0.53%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES            | Huntington Bancshares Inc/OH               | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    825000 | PA      | $750296.22    | 0.61%             | N/A             | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                     | Barclays PLC                               | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1423375.00   | 1.16%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GLOBAL ATLANTIC                  | Global Atlantic Fin Co                     | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $807683.07    | 0.66%             | 2051-10-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                 | Societe Generale SA                        | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $262011.00    | 0.21%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                     | Barclays PLC                               | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $239652.53    | 0.19%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| COBANK ACB                       | CoBank ACB                                 | CUSIP: 19075Q862<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | USGA              | US        |      9000 | NS      | $891000.00    | 0.72%             |  |  |  | No            | 2                  | On Loan: No      |
| FIRST HORIZON BANK               | First Horizon Bank                         | CUSIP: 337158208<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | EP               | CORP              | US        |       750 | NS      | $660000.00    | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                | HSBC Holdings PLC                          | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $288502.50    | 0.23%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO              | JPMorgan Chase & Co                        | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $589750.00    | 0.48%             | N/A             | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP               | Energy Transfer LP                         | CUSIP: 29273RBC2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    904000 | PA      | $1029275.69   | 0.84%             | 2029-11-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| SYNOVUS FINANCIAL CORP           | Synovus Financial Corp                     | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |     63135 | NS      | $1521553.50   | 1.24%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE         | Banco Mercantil del Norte SA/Grand Cayman  | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    550000 | PA      | $445225.00    | 0.36%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LONDON            | Macquarie Bank Ltd/London                  | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $422401.60    | 0.34%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                     | Enbridge Inc                               | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $245223.11    | 0.20%             | 2080-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                     | Enbridge Inc                               | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1030000 | PA      | $943005.86    | 0.77%             | 2077-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                     | UBS Group AG                               | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    475000 | PA      | $353281.25    | 0.29%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                | Transcanada Trust                          | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   1343000 | PA      | $1263916.87   | 1.03%             | 2076-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC           | Standard Chartered PLC                     | CUSIP: 853254BH2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2482987.38   | 2.02%             | N/A             | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| KEYCORP                          | KeyCorp                                    | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     69411 | NS      | $1723475.13   | 1.40%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY                   | Morgan Stanley                             | CUSIP: 61745VAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    444000 | PA      | $433751.83    | 0.35%             | N/A             | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY            | Wells Fargo & Co                           | CUSIP: 949746465<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     34400 | NS      | $875136.00    | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| EVEREST REINSURANCE HLDG         | Everest Reinsurance Holdings Inc           | CUSIP: 299808AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1031000 | PA      | $879961.67    | 0.72%             | 2037-05-15      | Floating      | 6.99%                 | No            | 2                  | On Loan: No      |
| TPG RE FINANCE TRUST INC         | TPG RE Finance Trust Inc                   | CUSIP: 87266M206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     20500 | NS      | $340092.95    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| VISTRA CORP                      | Vistra Corp                                | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116448.63    | 0.09%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON              | Southern California Edison Co              | CUSIP: 842400FU2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    580000 | PA      | $570729.81    | 0.46%             | N/A             | Floating      | 8.64%                 | No            | 2                  | On Loan: No      |
| PROVIDENT FINANCING TR I         | Provident Financing Trust I                | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4944000 | PA      | $5162796.72   | 4.20%             | 2038-03-15      | Fixed         | 7.41%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY INC           | CenterPoint Energy Inc                     | CUSIP: 15189TAS6<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    620000 | PA      | $586437.90    | 0.48%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO         | British Telecommunications PLC             | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $542048.43    | 0.44%             | 2081-11-23      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FULTON FINANCIAL CORP            | Fulton Financial Corp                      | CUSIP: 360271308<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EP               | CORP              | US        |      7700 | NS      | $158928.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC                    | Citigroup Inc                              | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    430000 | PA      | $401424.07    | 0.33%             | N/A             | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| KEYCORP                          | KeyCorp                                    | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     25000 | NS      | $620250.00    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| FIFTH THIRD BANCORP              | Fifth Third Bancorp                        | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |    139104 | NS      | $3569408.64   | 2.90%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC FINANCIAL SERVICES           | PNC Financial Services Group Inc/The       | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    275000 | PA      | $212300.91    | 0.17%             | N/A             | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO           | General Motors Financial Co Inc            | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    725000 | PA      | $630475.08    | 0.51%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL              | Synchrony Financial                        | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |     39000 | NS      | $723450.00    | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY            | Wells Fargo & Co                           | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     28000 | NS      | $521080.00    | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| HEARTLAND FINANCIAL USA          | Heartland Financial USA Inc                | CUSIP: 42234Q201<br>LEI: 549300QF7B0DFZT32C73 | Long             | EP               | CORP              | US        |     29600 | NS      | $784992.00    | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE & CO              | JPMorgan Chase & Co                        | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4167000 | PA      | $4134334.43   | 3.36%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO         | Capital One Financial Corp                 | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     13085 | NS      | $254241.55    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY                   | Morgan Stanley                             | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    148000 | NS      | $3754760.00   | 3.05%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC          | Goldman Sachs Group Inc/The                | CUSIP: 38148B108<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     38932 | NS      | $989651.44    | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| FT REAL ESTATE SECS CO           | FT Real Estate Securities Co Inc           | CUSIP: 302663208<br>LEI: 0002671824           | Long             | EP               | CORP              | US        |         1 | NS      | $1307000.00   | 1.06%             |  |  |  | No            | 2                  | On Loan: No      |
| SEMPRA ENERGY                    | Sempra Energy                              | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    950000 | PA      | $883500.00    | 0.72%             | N/A             | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| NEW YORK MORTGAGE TRUST          | New York Mortgage Trust Inc                | CUSIP: 649604865<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               | CORP              | US        |     21000 | NS      | $387450.00    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC HOLDINGS PLC                | HSBC Holdings PLC                          | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3430000 | PA      | $3049510.10   | 2.48%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP         | Citizens Financial Group Inc               | CUSIP: 174610204<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |     34400 | NS      | $867912.00    | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| TEXAS CAPITAL BANCSHARES         | Texas Capital Bancshares Inc               | CUSIP: 88224Q305<br>LEI: 549300466Q2SXRX0YM48 | Long             | EP               | CORP              | US        |     25300 | NS      | $519915.00    | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| PARAMOUNT GLOBAL                 | Paramount Global                           | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1052084.78   | 0.86%             | 2062-03-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| FIRST HORIZON CORP               | First Horizon Corp                         | CUSIP: 320517402<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |     14500 | NS      | $360470.00    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC         | Prudential Financial Inc                   | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    725000 | PA      | $669715.92    | 0.54%             | 2052-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| COBANK ACB                       | CoBank ACB                                 | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |    415000 | PA      | $399569.60    | 0.33%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC         | Liberty Mutual Group Inc                   | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   3054000 | PA      | $3347458.92   | 2.72%             | 2037-03-15      | Fixed         | 7.80%                 | No            | 2                  | On Loan: No      |
| BBVA BANCOMER SA TEXAS           | BBVA Bancomer SA/Texas                     | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    480000 | PA      | $424545.60    | 0.35%             | 2034-09-13      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ACE CAPITAL TRUST II             | ACE Capital Trust II                       | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1395312.59   | 1.14%             | 2030-04-01      | Fixed         | 9.70%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY            | Wells Fargo & Co                           | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     36000 | NS      | $611280.00    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| REGIONS FINANCIAL CORP           | Regions Financial Corp                     | CUSIP: 7591EP506<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      8627 | NS      | $223266.76    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| HUNTINGTON BANCSHARES            | Huntington Bancshares Inc/OH               | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    280000 | PA      | $248515.84    | 0.20%             | N/A             | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| CADENCE BANK                     | Cadence Bank                               | CUSIP: 12740C202<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EP               | CORP              | US        |     18800 | NS      | $407584.00    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| AERCAP GLOBAL AVIATION T         | AerCap Global Aviation Trust               | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |    419000 | PA      | $387800.90    | 0.32%             | 2045-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CARLYLE FINANCE LLC              | Carlyle Finance LLC                        | CUSIP: 14314C105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10600 | NS      | $178504.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY            | Wells Fargo & Co                           | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       225 | NS      | $267781.50    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| SOCIETE GENERALE                 | Societe Generale SA                        | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $584584.00    | 0.48%             | N/A             | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SBL HOLDINGS INC                 | SBL Holdings Inc                           | CUSIP: 78397DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $781562.50    | 0.64%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM LP                 | DCP Midstream LP                           | CUSIP: 23311P209<br>LEI: 52990024YYS3MLGW0E91 | Long             | EP               | CORP              | US        |      3800 | NS      | $94810.00     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| CNO FINANCIAL GROUP INC          | CNO Financial Group Inc                    | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |     11200 | NS      | $202832.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| DCP MIDSTREAM LP                 | DCP Midstream LP                           | CUSIP: 23311PAA8<br>LEI: 52990024YYS3MLGW0E91 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1062862.00   | 0.86%             | N/A             | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO              | American Express Co                        | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    550000 | PA      | $438625.00    | 0.36%             | N/A             | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO           | General Motors Financial Co Inc            | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    550000 | PA      | $477812.50    | 0.39%             | N/A             | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                    | Citigroup Inc                              | CUSIP: 172967358<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     60796 | NS      | $1540570.64   | 1.25%             |  |  |  | No            | 1                  | On Loan: No      |
| WINTRUST FINANCIAL CORP          | Wintrust Financial Corp                    | CUSIP: 97650W504<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |     33000 | NS      | $831600.00    | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP             | Bank of America Corp                       | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1528312.50   | 1.24%             | N/A             | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN         | Apollo Management Holdings LP              | CUSIP: 03765HAE1<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254400.88    | 0.21%             | 2050-01-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                      | MetLife Inc                                | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2704000 | PA      | $3576229.28   | 2.91%             | 2039-08-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                     | Barclays PLC                               | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1480000 | PA      | $1337402.00   | 1.09%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC         | Liberty Mutual Group Inc                   | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    640000 | PA      | $506209.41    | 0.41%             | 2051-12-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC              | Dominion Energy Inc                        | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    515000 | PA      | $433887.50    | 0.35%             | N/A             | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA               | Credit Agricole SA                         | CUSIP: 225313AD7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    270000 | PA      | $268650.00    | 0.22%             | N/A             | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| UNIVERSAL INSURANCE HLDS         | Universal Insurance Holdings Inc           | CUSIP: 91359VAC1<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | DBT              | CORP              | US        |    340000 | PA      | $300287.70    | 0.24%             | 2026-11-30      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP         | Citizens Financial Group Inc               | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    900000 | PA      | $834750.00    | 0.68%             | N/A             | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ARCH CAPITAL GROUP LTD           | Arch Capital Group Ltd                     | CUSIP: 03939A107<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |      9900 | NS      | $219780.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| LAND O'LAKES INC                 | Land O' Lakes Inc                          | CUSIP: 514666AM8<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |    240000 | PA      | $222460.49    | 0.18%             | N/A             | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                      | BNP Paribas SA                             | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    325000 | PA      | $247812.50    | 0.20%             | N/A             | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BANK OF HAWAII CORP              | Bank of Hawaii Corp                        | CUSIP: 062545207<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |      3000 | NS      | $53820.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| WASHINGTON FEDERAL INC           | Washington Federal Inc                     | CUSIP: 938824307<br>LEI: 0003065617           | Long             | EP               | CORP              | US        |     17000 | NS      | $320620.00    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| M&T BANK CORPORATION             | M&T Bank Corp                              | CUSIP: 55261FAG9<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2205112.00   | 1.79%             | N/A             | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP              | Fifth Third Bancorp                        | CUSIP: 316773886<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |     47720 | NS      | $1105672.40   | 0.90%             |  |  |  | No            | 1                  | On Loan: No      |
| PECO ENERGY CAP TRST III         | PECO Energy Capital Trust III              | CUSIP: 69331VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1600820.01   | 1.30%             | 2028-04-06      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES           | PNC Financial Services Group Inc/The       | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    520000 | PA      | $503100.00    | 0.41%             | N/A             | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| KUVARE US HOLDINGS INC           | Kuvare US Holdings Inc                     | CUSIP: 50149XAA2<br>LEI: 254900MGBERNLZXF7O58 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707000.00    | 0.58%             | 2051-02-17      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES           | PNC Financial Services Group Inc/The       | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942500.00    | 0.77%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER         | Enterprise Products Operating LLC          | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $406176.98    | 0.33%             | 2077-08-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY            | Wells Fargo & Co                           | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2036405.00   | 1.66%             | N/A             | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| EMERA INC                        | Emera Inc                                  | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   2030000 | PA      | $1928500.00   | 1.57%             | 2076-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                      | BNP Paribas SA                             | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    380000 | PA      | $352226.97    | 0.29%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SCE TRUST V                      | SCE Trust V                                | CUSIP: 78409W201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     31470 | NS      | $621532.50    | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| QBE INSURANCE GROUP LTD          | QBE Insurance Group Ltd                    | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    475000 | PA      | $436971.94    | 0.36%             | N/A             | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP               | Energy Transfer LP                         | CUSIP: 29273V605<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    144300 | NS      | $3324672.00   | 2.70%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY            | Wells Fargo & Co                           | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    650000 | PA      | $566718.75    | 0.46%             | N/A             | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| AXA SA                           | AXA SA                                     | CUSIP: 054536AC1<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |   1453000 | PA      | $1412804.15   | 1.15%             | N/A             | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ALGONQUIN PWR & UTILITY          | Algonquin Power & Utilities Corp           | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $739692.00    | 0.60%             | 2082-01-18      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP            | Lincoln National Corp                      | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    360000 | PA      | $378900.00    | 0.31%             | N/A             | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| ZIONS BANCORP NA                 | Zions Bancorp NA                           | CUSIP: 989701BF3<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1228150.00   | 1.00%             | N/A             | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD               | Athene Holding Ltd                         | CUSIP: 000000000<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     83000 | NS      | $2043460.00   | 1.66%             |  |  |  | No            | 1                  | On Loan: No      |
| COMPEER FINANCIAL ACA            | Compeer Financial ACA                      | CUSIP: 20453QAA0<br>LEI: 54930020HTACTODKHT04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221562.70    | 0.18%             | N/A             | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| SCE TRUST II                     | SCE Trust II                               | CUSIP: 78407R204<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       121 | NS      | $2243.34      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MPLX LP                          | MPLX LP                                    | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1469906.40   | 1.20%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP               | Energy Transfer LP                         | CUSIP: 29273V506<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |      1400 | NS      | $32592.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| STIFEL FINANCIAL CORP            | Stifel Financial Corp                      | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |     16000 | NS      | $287040.00    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| ATHENE HOLDING LTD               | Athene Holding Ltd                         | CUSIP: 04686J309<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     12466 | NS      | $312771.94    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| NY COMMUNITY BANCORP INC         | New York Community Bancorp Inc             | CUSIP: 649445202<br>LEI: 529900HVXOTLY61GL030 | Long             | EP               | CORP              | US        |    162500 | NS      | $3900000.00   | 3.17%             |  |  |  | No            | 1                  | On Loan: No      |
| DISCOVER FINANCIAL SVS           | Discover Financial Services                | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    610000 | PA      | $597190.00    | 0.49%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| LEHMAN BROS HLDG-ESCROW          | LEHMAN BROS HLDG-ESCROW                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      9500 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| SBL HOLDINGS INC                 | SBL Holdings Inc                           | CUSIP: 78397DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $747585.10    | 0.61%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| AERCAP HOLDINGS NV               | AerCap Holdings NV                         | CUSIP: 00774YAA7<br>LEI: 549300SZYINBBLJQU475 | Long             | DBT              | CORP              | NL        |   1290000 | PA      | $1197429.60   | 0.97%             | 2079-10-10      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| WESTERN ALLIANCE BANCORP         | Western Alliance Bancorp                   | CUSIP: 957638406<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EP               | CORP              | US        |     17300 | NS      | $370220.00    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY            | Wells Fargo & Co                           | CUSIP: 949746556<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     56200 | NS      | $1304964.00   | 1.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ENSTAR GROUP LTD                 | Enstar Group Ltd                           | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |     42000 | NS      | $971880.00    | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| AMER AGCREDIT ACA                | American AgCredit Corp                     | CUSIP: 02369GAA3<br>LEI: 0002558989           | Long             | DBT              | CORP              | US        |    450000 | PA      | $384187.50    | 0.31%             | N/A             | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| EQUITABLE HOLDINGS INC           | Equitable Holdings Inc                     | CUSIP: 29452EAA9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104214.00    | 0.08%             | N/A             | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| SVB FINANCIAL GROUP              | SVB Financial Group                        | CUSIP: 78486QAG6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    275000 | PA      | $157961.67    | 0.13%             | N/A             | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                     | UBS Group AG                               | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    580000 | PA      | $488786.00    | 0.40%             | N/A             | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| METLIFE CAPITAL TRUST IV         | MetLife Capital Trust IV                   | CUSIP: 591560AA5<br>LEI: 0004254959           | Long             | DBT              | CORP              | US        |    350000 | PA      | $377125.00    | 0.31%             | 2037-12-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| ASSURANT INC                     | Assurant Inc                               | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |     12894 | NS      | $276576.30    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| LIBERTY MUTUAL INSURANCE         | Liberty Mutual Insurance Co                | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $2054726.20   | 1.67%             | 2097-10-15      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC           | Standard Chartered PLC                     | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1650000 | PA      | $1574412.48   | 1.28%             | N/A             | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP             | Bank of America Corp                       | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1503500.00   | 1.22%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC           | Standard Chartered PLC                     | CUSIP: 853254BX7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $218127.99    | 0.18%             | N/A             | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG           | Credit Suisse Group AG                     | CUSIP: 225401AN8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $99500.00     | 0.08%             | N/A             | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| NORTHPOINTE BANCSHARES I         | Northpointe Bancshares Inc                 | CUSIP: 66661N308<br>LEI: 549300EYMKMD4WKEKP72 | Long             | EP               | CORP              | US        |     46000 | NS      | $1114350.00   | 0.91%             |  |  |  | Yes           | 2                  | On Loan: No      |
| LEHMAN BROS HLDG-ESCROW          | LEHMAN BROS HLDG-ESCROW                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     45800 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| GOLDMAN SACHS GROUP INC          | Goldman Sachs Group Inc/The                | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    225000 | PA      | $204106.99    | 0.17%             | N/A             | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG           | Credit Suisse Group AG                     | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $642300.00    | 0.52%             | N/A             | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| REGIONS FINANCIAL CORP           | Regions Financial Corp                     | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |    111980 | NS      | $2591217.20   | 2.11%             |  |  |  | No            | 1                  | On Loan: No      |
| ANNALY CAPITAL MGMT              | Annaly Capital Management Inc              | CUSIP: 035710870<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               | CORP              | US        |      3110 | NS      | $75884.00     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| WESBANCO INC                     | WesBanco Inc                               | CUSIP: 950810705<br>LEI: 0001070448           | Long             | EP               | CORP              | US        |     33900 | NS      | $851229.00    | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| HUNTINGTON BANCSHARES            | Huntington Bancshares Inc/OH               | CUSIP: 446150AL8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    950000 | PA      | $881125.00    | 0.72%             | N/A             | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL           | NextEra Energy Capital Holdings Inc        | CUSIP: 302570AX4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    293000 | PA      | $239103.23    | 0.19%             | 2067-06-15      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| INDIANAPOLIS P&L                 | Indianapolis Power & Light Co              | CUSIP: 455434878<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | EP               | CORP              | US        |     24000 | NS      | $2430000.00   | 1.98%             |  |  |  | No            | 2                  | On Loan: No      |
| ALGONQUIN PWR & UTILITY          | Algonquin Power & Utilities Corp           | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |     36930 | NS      | $830186.40    | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| M&T BANK CORPORATION             | M&T Bank Corp                              | CUSIP: 55261F872<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |     16600 | NS      | $379974.00    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| ENSTAR FINANCE LLC               | Enstar Finance LLC                         | CUSIP: 29360AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $362192.84    | 0.29%             | 2040-09-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN INTL GROUP              | American International Group Inc           | CUSIP: 026874BS5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1668300.96   | 1.36%             | 2058-05-15      | Fixed         | 8.18%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                      | Southern Co/The                            | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    625000 | PA      | $502906.25    | 0.41%             | 2051-09-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                     | NiSource Inc                               | CUSIP: 65473P881<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |     28000 | NS      | $686560.00    | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST REPUBLIC BANK              | First Republic Bank/CA                     | CUSIP: 33616C720<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     15000 | NS      | $252600.00    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| STIFEL FINANCIAL CORP            | Stifel Financial Corp                      | CUSIP: 860630706<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |     20000 | NS      | $503000.00    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| COMERICA INC                     | Comerica Inc                               | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    790000 | PA      | $768749.00    | 0.63%             | N/A             | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| QWEST CORP                       | Qwest Corp                                 | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |     19728 | NS      | $373253.76    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO         | Capital One Financial Corp                 | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    820000 | PA      | $633450.00    | 0.52%             | N/A             | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                      | MetLife Inc                                | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3886337.08   | 3.16%             | 2038-04-08      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                    | Citigroup Inc                              | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173791.28    | 0.14%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                     | Barclays PLC                               | CUSIP: 06738EBA2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $534187.50    | 0.43%             | N/A             | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds T-Fund | BlackRock Liquidity Funds T-Fund           | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |   3525003 | NS      | $3525002.70   | 2.87%             |  |  |  | No            | 1                  | On Loan: No      |
| ARBOR REALTY TRUST INC           | Arbor Realty Trust Inc                     | CUSIP: 038923850<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |     49731 | NS      | $989646.90    | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| NATWEST GROUP PLC                | NatWest Group PLC                          | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $193484.69    | 0.16%             | N/A             | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                   | Morgan Stanley                             | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     82600 | NS      | $1966706.00   | 1.60%             |  |  |  | No            | 1                  | On Loan: No      |
| GENERAL MOTORS FINL CO           | General Motors Financial Co Inc            | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    420000 | PA      | $356903.40    | 0.29%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BALTA GROUP NV                   | LEHMAN BROS HLDG-ESCROW                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     25000 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| VALLEY NATIONAL BANCORP          | Valley National Bancorp                    | CUSIP: 919794305<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |     18528 | NS      | $473946.24    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE & CO              | JPMorgan Chase & Co                        | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370434.00    | 0.30%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO              | JPMorgan Chase & Co                        | CUSIP: 48126HAA8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297750.00    | 0.24%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER          | American Electric Power Co Inc             | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154943.22    | 0.13%             | 2062-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                      | BNP Paribas SA                             | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    660000 | PA      | $648450.00    | 0.53%             | N/A             | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP            | Truist Financial Corp                      | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    410000 | PA      | $369410.00    | 0.30%             | N/A             | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| SIGNATURE BANK NEW YORK          | Signature Bank/New York NY                 | CUSIP: 82669G203<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EP               | CORP              | US        |     44000 | NS      | $763400.00    | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| CREDIT SUISSE GROUP AG           | Credit Suisse Group AG                     | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    700000 | PA      | $470715.00    | 0.38%             | N/A             | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD               | Athene Holding Ltd                         | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     20000 | NS      | $368200.00    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| SOCIETE GENERALE                 | Societe Generale SA                        | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $551320.00    | 0.45%             | N/A             | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC               | Ally Financial Inc                         | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    960000 | PA      | $698400.00    | 0.57%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG         | Banco Bilbao Vizcaya Argentaria SA         | CUSIP: 05946KAG6<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $569029.35    | 0.46%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL             | Edison International                       | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1029725.84   | 0.84%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP               | Energy Transfer LP                         | CUSIP: 29273V407<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     72808 | NS      | $1683320.96   | 1.37%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSCANADA TRUST                | Transcanada Trust                          | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   1550000 | PA      | $1327187.50   | 1.08%             | 2079-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL             | Edison International                       | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    385000 | PA      | $328016.15    | 0.27%             | N/A             | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| AMERICAN EQUITY INVESTME         | American Equity Investment Life Holding Co | CUSIP: 025676503<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     47000 | NS      | $1020840.00   | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP             | Bank of America Corp                       | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298800.00    | 0.24%             | N/A             | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| RAYMOND JAMES FINANCIAL          | Raymond James Financial Inc                | CUSIP: 754730406<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EP               | CORP              | US        |     14000 | NS      | $348880.00    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| RENAISSANCERE HOLDINGS L         | RenaissanceRe Holdings Ltd                 | CUSIP: 75968N309<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |      7926 | NS      | $179206.86    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC CAPITAL FUNDING USD         | HSBC Capital Funding Dollar 1 LP           | CUSIP: 40427LAB0<br>LEI: 213800HMY2DB765NHE46 | Long             | DBT              | CORP              | JE        |    800000 | PA      | $968072.53    | 0.79%             | N/A             | Fixed         | 10.18%                | No            | 2                  | On Loan: No      |
| DELPHI FINANCIAL GROUP           | Delphi Financial Group Inc                 | CUSIP: 247131303<br>LEI: 5493001NGT0EEYMZG011 | Long             | EP               | CORP              | US        |    129700 | NS      | $2869612.50   | 2.33%             |  |  |  | No            | 2                  | On Loan: No      |
| RENAISSANCERE HOLDINGS L         | RenaissanceRe Holdings Ltd                 | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |     23000 | NS      | $410090.00    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP               | Energy Transfer LP                         | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    915000 | PA      | $770887.50    | 0.63%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                    | Citigroup Inc                              | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $243000.00    | 0.20%             | N/A             | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| COMED FINANCING III              | ComEd Financing III                        | CUSIP: 20035AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2512000 | PA      | $2618882.71   | 2.13%             | 2033-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| REGIONS FINANCIAL CORP           | Regions Financial Corp                     | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170070.52    | 0.14%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC               | ALLY FINANCIAL INC                         | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    650000 | PA      | $434508.30    | 0.35%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                     | Barclays PLC                               | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $311850.00    | 0.25%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| ZIONS BANCORP NA                 | Zions Bancorp NA                           | CUSIP: 989701818<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EP               | CORP              | US        |     17100 | NS      | $434682.00    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| NISOURCE INC                     | NiSource Inc                               | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280500.00    | 0.23%             | N/A             | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| SVB FINANCIAL GROUP              | SVB Financial Group                        | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    575000 | PA      | $376998.75    | 0.31%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION             | M&T Bank Corp                              | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $383950.00    | 0.31%             | N/A             | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-01-19

**Name of Applicant:** Flaherty & Crumrine Preferred & Income Opportunity Fund Inc

**Signature:** Bradford Stone

**Name of Signer:** Bradford Stone

**Title:** Chief Financial Officer, Treasurer and Vice President