The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
||||||||||||||||
| 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 |
| AMERICAN EQTY INVT LIFE HLD | COM | 025676206 | 36,741 | 2,578,289 | SH | DFND | 1 | 0 | 2,578,289 | 0 | |
| BANK OF NOVA SCOTIA | NOTE 4.500%12/1 | 064159HB5 | 31,229 | 30,000,000 | PRN | DFND | 1 | 0 | 30,000,000 | 0 | |
| ROYAL BANK OF CANADA | NOTE 4.650% 1/2 | 780082AD5 | 21,172 | 20,000,000 | PRN | DFND | 1 | 0 | 20,000,000 | 0 | |