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 | 31,517 | 29,985,000 | SH | DFND | 0 | 0 | 0 | ||
| BANK OF NOVA SCOTIA | NOTE 4.500%12/1 | 064159HB5 | 22,124 | 21,048,000 | SH | DFND | 6 | 0 | 0 | 0 | |
| BANK OF NOVA SCOTIA | NOTE 4.500%12/1 | 064159HB5 | 10,635 | 10,118,000 | SH | DFND | 7 | 0 | 0 | 0 | |
| TORONTO DOMINION BK ONT | NOTE 3.625% 9/1 | 891160MJ9 | 4,122 | 4,154,000 | SH | DFND | 0 | 0 | 0 | ||
| TORONTO DOMINION BK ONT | NOTE 3.625% 9/1 | 891160MJ9 | 8,095 | 8,159,000 | SH | DFND | 6 | 0 | 0 | 0 | |
| TORONTO DOMINION BK ONT | NOTE 3.625% 9/1 | 891160MJ9 | 7,269 | 7,326,000 | SH | DFND | 7 | 0 | 0 | 0 | |
| UBS AG JERSEY BRANCH | DEBT 4.750% 5/2 | H72108EU5 | 6,499 | 6,373,000 | SH | DFND | 7 | 0 | 0 | 0 | |
| HSBC HLDGS PLC | NOTE 6.000%12/3 | 404280BL2 | 517 | 500,000 | SH | DFND | 1,10 | 0 | 0 | 0 | |