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 |
| BANCO BILBAO VIZCAYA FDIC TL | DEBT 9.000%12/3 | E1R845AX9 | 5,434 | 5,200,000 | PRN | SOLE | 5,200,000 | 0 | 0 | ||
| BARCLAYS BANK PLC | ADR PFD SR 5 | 06739H362 | 11,913 | 448,039 | SH | SOLE | 448,039 | 0 | 0 | ||
| CIT GROUP INC | COM NEW | 125581801 | 4,284 | 87,960 | SH | SOLE | 87,960 | 0 | 0 | ||
| ENBRIDGE INC | NOTE 6.000% 1/1 | 29250NAN5 | 15,750 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| HSBC HLDGS PLC | NOTE 6.875%12/3 | 404280BC2 | 20,239 | 18,740,000 | PRN | SOLE | 18,740,000 | 0 | 0 | ||
| HSBC HLDGS PLC | NOTE 6.000%12/3 | 404280BL2 | 5,170 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| KINDER MORGAN INC DEL | COM | 49456B101 | 15,180 | 792,300 | SH | SOLE | 792,300 | 0 | 0 | ||
| KINDER MORGAN INC DEL | PFD SER A | 49456B200 | 5,848 | 135,000 | SH | SOLE | 135,000 | 0 | 0 | ||
| ROYAL BK SCOTLAND GROUP PLC | SPON ADR F | 780097804 | 226 | 8,400 | SH | SOLE | 8,400 | 0 | 0 | ||
| STANDARD CHARTERED PLC | DEBT 7.500%12/3 | G84228CQ9 | 29,676 | 27,735,000 | PRN | SOLE | 27,735,000 | 0 | 0 | ||
| STANDARD CHARTERED PLC | DEBT 7.750%12/3 | G84228CX4 | 18,791 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| WMIH CORP | COM | 92936P100 | 490 | 391,952 | SH | SOLE | 391,952 | 0 | 0 | ||