Form 13F Amendment: #2 · Reason: This amendment adds new Holdings entries.
| Security | Market Valueª | Shares or Principal | Investment
Discretion | Other
Managersº | Voting Authority |
|---|
| Issuer Name | Issue Class | Opt. | CUSIP/CINS | $1000s | Weight | Amount | S/P | Price | Sole | Shared | None |
|---|
 | | | | | | | | | ↓List | (S/P Amounts or For All) |
|---|
|
| BANK OF NOVA SCOTIA | NOTE 4.500%12/1 | – | 064159·HB·5 | 31,517 | 34.72% | 29,985,000 | Sh. | 1.05 | Defined | – | – | – | – |
| BANK OF NOVA SCOTIA | NOTE 4.500%12/1 | – | 064159·HB·5 | 22,124 | 24.37% | 21,048,000 | Sh. | 1.05 | Defined | #6 | – | – | – |
| BANK OF NOVA SCOTIA | NOTE 4.500%12/1 | – | 064159·HB·5 | 10,635 | 11.72% | 10,118,000 | Sh. | 1.05 | Defined | #7 | – | – | – |
| HSBC HLDGS PLC | NOTE 6.000%12/3 | – | 404280·BL·2 | 517 | 0.57% | 500,000 | Sh. | 1.03 | Defined | #1, 10 | – | – | – |
| TORONTO DOMINION BK ONT | NOTE 3.625% 9/1 | – | 891160·MJ·9 | 4,122 | 4.54% | 4,154,000 | Sh. | 0.99 | Defined | – | – | – | – |
| TORONTO DOMINION BK ONT | NOTE 3.625% 9/1 | – | 891160·MJ·9 | 8,095 | 8.92% | 8,159,000 | Sh. | 0.99 | Defined | #6 | – | – | – |
| TORONTO DOMINION BK ONT | NOTE 3.625% 9/1 | – | 891160·MJ·9 | 7,269 | 8.01% | 7,326,000 | Sh. | 0.99 | Defined | #7 | – | – | – |
| UBS AG JERSEY BRANCH | DEBT 4.750% 5/2 | – | H72108·EU·5 | 6,499 | 7.16% | 6,373,000 | Sh. | 1.02 | Defined | #7 | – | – | – |
| — 4 Issuers — | — 4 Issues — | — 8 Holdings: $90,778,000 — | — 5 Managersº — |
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ª No market value of any Holding was adjusted.
º Other Included Managers with whom investment discretion is shared as to any Holding: 4 Other Included Managers... |
See: Recent Holdings Reports for this and Related Money Managers
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Additional Information: Certain entities included in the List of Other Included Managers set forth below are controlled by intermediate holding companies. Any Section 13(f) securities over which such intermediate holding companies are deemed to exercise investment discretion have been reported by FMR LLC. |
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