The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| BANK OF NOVA SCOTIA | NOTE 4.500%12/1 | 064159HB5 | 26,687 | 25,000,000 | PRN | DFND | 1 | 0 | 25,000,000 | 0 | |
| ROYAL BANK OF CANADA | NOTE 4.650% 1/2 | 780082AD5 | 21,841 | 20,000,000 | PRN | DFND | 1 | 0 | 20,000,000 | 0 | |
| ROYAL BK OF SCOTLAND PLC | DEBT 7.500%12/3 | 780099CJ4 | 4,600 | 5,000,000 | PRN | DFND | 1 | 0 | 5,000,000 | 0 | |
| TORONTO DOMINION BK ONT | NOTE 3.625% 9/1 | 891160MJ9 | 15,067 | 15,000,000 | PRN | DFND | 1 | 0 | 15,000,000 | 0 | |