The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
AFYA LTD COMMON STOCK G01125106 1,295 89,874 SH   DFND 1,2 89,874 0 0
AIRBNB INC CONVERTIBLE BOND 009066AB7 13 14,000 PRN   DFND 1,2 14,000 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE BOND 00971TAL5 45 39,000 PRN   DFND 1,2 39,000 0 0
ALARM.COM HOLDINGS INC CONVERTIBLE BOND 011642AB1 8 10,000 PRN   DFND 1,2 10,000 0 0
ANGLOGOLD ASHANTI LTD COMMON STOCK 035128206 6,990 295,089 SH   DFND 1,2 295,089 0 0
AZUL SA COMMON STOCK 05501U106 2,690 178,744 SH   DFND 1,2 178,744 0 0
BANCO BRADESCO SA COMMON STOCK 059460303 2,903 625,739 SH   DFND 1,2 625,739 0 0
CEMEX SAB DE CV COMMON STOCK 151290889 4,052 765,994 SH   DFND 1,2 765,994 0 0
COUPA SOFTWARE INC CONVERTIBLE BOND 22266LAF3 9 11,000 PRN   DFND 1,2 11,000 0 0
CREDICORP LTD COMMON STOCK G2519Y108 3,814 22,192 SH   DFND 1,2 22,192 0 0
DEXCOM INC CONVERTIBLE BOND 252131AK3 28 25,000 PRN   DFND 1,2 25,000 0 0
DROPBOX INC CONVERTIBLE BOND 26210CAC8 10 11,000 PRN   DFND 1,2 11,000 0 0
ENPHASE ENERGY INC CONVERTIBLE BOND 29355AAK3 10 10,000 PRN   DFND 1,2 10,000 0 0
EXACT SCIENCES CORP CONVERTIBLE BOND 30063PAB1 19 21,000 PRN   DFND 1,2 21,000 0 0
FORD MOTOR CO CONVERTIBLE BOND 345370CZ1 32 27,000 PRN   DFND 1,2 27,000 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 6,674 134,193 SH   DFND 1,2 134,193 0 0
GUARDANT HEALTH INC CONVERTIBLE BOND 40131MAB5 15 19,000 PRN   DFND 1,2 19,000 0 0
HALOZYME THERAPEUTICS INC CONVERTIBLE BOND 40637HAD1 16 19,000 PRN   DFND 1,2 19,000 0 0
ICICI BANK LTD COMMON STOCK 45104G104 5,382 284,164 SH   DFND 1,2 284,164 0 0
INSMED INC CONVERTIBLE BOND 457669AB5 18 19,000 PRN   DFND 1,2 19,000 0 0
ISHARES MSCI INDIA ETF ETF 46429B598 588 13,200 SH   DFND 1,2 13,200 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106 5,539 970,102 SH   DFND 1,2 970,102 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AF8 25 21,000 PRN   DFND 1,2 21,000 0 0
NICE LTD CONVERTIBLE BOND 653656AB4 22 21,000 PRN   DFND 1,2 21,000 0 0
PEBBLEBROOK HOTEL TRUST CONVERTIBLE BOND 70509VAA8 19 17,000 PRN   DFND 1,2 17,000 0 0
PETROLEO BRASILEIRO SA COMMON STOCK 71654V408 8,882 600,185 SH   DFND 1,2 600,185 0 0
SEA LTD CONVERTIBLE BOND 81141RAG5 8 10,000 PRN   DFND 1,2 10,000 0 0
SHIFT4 PAYMENTS INC CONVERTIBLE BOND 82452JAB5 25 24,000 PRN   DFND 1,2 24,000 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA COMMON STOCK 833635105 2,006 23,436 SH   DFND 1,2 23,436 0 0
SORRENTO THERAPEUTICS INC COMMON STOCK 83587F202 116 50,000 SH   DFND 1,2 50,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AD6 30 25,000 PRN   DFND 1,2 25,000 0 0
SPOTIFY TECHNOLOGY SA CONVERTIBLE BOND 84921RAB6 11 13,000 PRN   DFND 1,2 13,000 0 0
TRAVERE THERAPEUTICS INC CONVERTIBLE BOND 761299AB2 16 16,000 PRN   DFND 1,2 16,000 0 0
TYLER TECHNOLOGIES INC CONVERTIBLE BOND 902252AB1 14 13,000 PRN   DFND 1,2 13,000 0 0
VAIL RESORTS INC CONVERTIBLE BOND 91879QAN9 31 32,000 PRN   DFND 1,2 32,000 0 0
VALE SA COMMON STOCK 91912E105 9,855 493,017 SH   DFND 1,2 493,017 0 0
VISHAY INTERTECHNOLOGY INC CONVERTIBLE BOND 928298AP3 16 17,000 PRN   DFND 1,2 17,000 0 0