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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| AFYA LTD | COMMON STOCK | G01125106 | 949,430 | 60,783 | SH | DFND | 1,2 | 60,783 | 0 | 0 | ||
| AIRBNB INC | CONVERTIBLE BOND | 009066AB7 | 25,591 | 31,000 | PRN | DFND | 1,2 | 31,000 | 0 | 0 | ||
| ALARM.COM HOLDINGS INC | CONVERTIBLE BOND | 011642AB1 | 17,155 | 21,000 | PRN | DFND | 1,2 | 21,000 | 0 | 0 | ||
| ALVOTECH SA | COMMON STOCK | L01800108 | 6,673,670 | 667,367 | SH | DFND | 1,2 | 667,367 | 0 | 0 | ||
| ANGLOGOLD ASHANTI LTD | COMMON STOCK | 035128206 | 8,284,358 | 426,589 | SH | DFND | 1,2 | 426,589 | 0 | 0 | ||
| AZUL SA | COMMON STOCK | 05501U106 | 1,831,619 | 299,774 | SH | DFND | 1,2 | 299,774 | 0 | 0 | ||
| BANCO BRADESCO SA | COMMON STOCK | 059460303 | 3,076,474 | 1,068,220 | SH | DFND | 1,2 | 1,068,220 | 0 | 0 | ||
| BENTLEY SYSTEMS INC | CONVERTIBLE BOND | 08265TAD1 | 22,932 | 28,000 | PRN | DFND | 1,2 | 28,000 | 0 | 0 | ||
| BLACKLINE INC | CONVERTIBLE BOND | 09239BAD1 | 14,567 | 17,000 | PRN | DFND | 1,2 | 17,000 | 0 | 0 | ||
| BLOCK INC | CONVERTIBLE BOND | 852234AJ2 | 16,290 | 20,000 | PRN | DFND | 1,2 | 20,000 | 0 | 0 | ||
| CABLE ONE INC | CONVERTIBLE BOND | 12685JAE5 | 69,564 | 88,000 | PRN | DFND | 1,2 | 88,000 | 0 | 0 | ||
| CERIDIAN LLC | CONVERTIBLE BOND | 15677JAD0 | 18,512 | 21,000 | PRN | DFND | 1,2 | 21,000 | 0 | 0 | ||
| CLOUDFLARE INC | CONVERTIBLE BOND | 18915MAC1 | 10,660 | 13,000 | PRN | DFND | 1,2 | 13,000 | 0 | 0 | ||
| COUPA SOFTWARE INC | CONVERTIBLE BOND | 22266LAF3 | 20,297 | 21,000 | PRN | DFND | 1,2 | 21,000 | 0 | 0 | ||
| CREDICORP LTD | COMMON STOCK | G2519Y108 | 4,448,427 | 32,791 | SH | DFND | 1,2 | 32,791 | 0 | 0 | ||
| DIGITALOCEAN HOLDINGS INC | CONVERTIBLE BOND | 25402DAB8 | 20,318 | 27,000 | PRN | DFND | 1,2 | 27,000 | 0 | 0 | ||
| DOCUSIGN INC | CONVERTIBLE BOND | 256163AD8 | 32,130 | 34,000 | PRN | DFND | 1,2 | 34,000 | 0 | 0 | ||
| DROPBOX INC | CONVERTIBLE BOND | 26210CAC8 | 15,436 | 17,000 | PRN | DFND | 1,2 | 17,000 | 0 | 0 | ||
| ENVESTNET INC | CONVERTIBLE BOND | 29404KAE6 | 31,763 | 35,000 | PRN | DFND | 1,2 | 35,000 | 0 | 0 | ||
| FREEPORT-MCMORAN INC | COMMON STOCK | 35671D857 | 7,896,704 | 207,808 | SH | DFND | 1,2 | 207,808 | 0 | 0 | ||
| ICICI BANK LTD | COMMON STOCK | 45104G104 | 6,521,710 | 297,931 | SH | DFND | 1,2 | 297,931 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | CONVERTIBLE BOND | 462222AB6 | 19,175 | 21,000 | PRN | DFND | 1,2 | 21,000 | 0 | 0 | ||
| ISHARES MSCI INDIA ETF | ETF | 46429B598 | 2,896,756 | 69,400 | SH | DFND | 1,2 | 69,400 | 0 | 0 | ||
| ITAU UNIBANCO HOLDING SA | COMMON STOCK | 465562106 | 4,498,940 | 955,189 | SH | DFND | 1,2 | 955,189 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | CONVERTIBLE BOND | 477143AP6 | 15,416 | 21,000 | PRN | DFND | 1,2 | 21,000 | 0 | 0 | ||
| NUTANIX INC | CONVERTIBLE BOND | 67059NAH1 | 20,196 | 24,000 | PRN | DFND | 1,2 | 24,000 | 0 | 0 | ||
| NUVASIVE INC | CONVERTIBLE BOND | 670704AJ4 | 21,084 | 24,000 | PRN | DFND | 1,2 | 24,000 | 0 | 0 | ||
| OKTA INC | CONVERTIBLE BOND | 679295AF2 | 16,900 | 20,000 | PRN | DFND | 1,2 | 20,000 | 0 | 0 | ||
| PAGSEGURO DIGITAL LTD | COMMON STOCK | G68707101 | 1,193,080 | 136,508 | SH | DFND | 1,2 | 136,508 | 0 | 0 | ||
| PERFICIENT INC | CONVERTIBLE BOND | 71375UAF8 | 14,773 | 19,000 | PRN | DFND | 1,2 | 19,000 | 0 | 0 | ||
| PETROLEO BRASILEIRO SA | COMMON STOCK | 71654V408 | 6,591,370 | 618,908 | SH | DFND | 1,2 | 618,908 | 0 | 0 | ||
| RAPID7 INC | CONVERTIBLE BOND | 753422AF1 | 12,576 | 16,000 | PRN | DFND | 1,2 | 16,000 | 0 | 0 | ||
| SEA LTD | CONVERTIBLE BOND | 81141RAG5 | 25,075 | 34,000 | PRN | DFND | 1,2 | 34,000 | 0 | 0 | ||
| SHAKE SHACK INC | CONVERTIBLE BOND | 819047AB7 | 19,376 | 29,000 | PRN | DFND | 1,2 | 29,000 | 0 | 0 | ||
| SHIFT4 PAYMENTS INC | CONVERTIBLE BOND | 82452JAD1 | 16,930 | 20,000 | PRN | DFND | 1,2 | 20,000 | 0 | 0 | ||
| SHOPIFY INC | CONVERTIBLE BOND | 82509LAA5 | 25,763 | 30,000 | PRN | DFND | 1,2 | 30,000 | 0 | 0 | ||
| SORRENTO THERAPEUTICS INC | COMMON STOCK | 83587F202 | 58,476 | 66,000 | SH | DFND | 1,2 | 66,000 | 0 | 0 | ||
| SPLUNK INC | CONVERTIBLE BOND | 848637AF1 | 23,766 | 28,000 | PRN | DFND | 1,2 | 28,000 | 0 | 0 | ||
| SPOTIFY TECHNOLOGY SA | CONVERTIBLE BOND | 84921RAB6 | 28,350 | 35,000 | PRN | DFND | 1,2 | 35,000 | 0 | 0 | ||
| TERNIUM SA | COMMON STOCK | 880890108 | 1,211,948 | 39,658 | SH | DFND | 1,2 | 39,658 | 0 | 0 | ||
| UNITY SOFTWARE INC | CONVERTIBLE BOND | 91332UAB7 | 18,084 | 24,000 | PRN | DFND | 1,2 | 24,000 | 0 | 0 | ||
| VALE SA | COMMON STOCK | 91912E105 | 10,143,444 | 597,728 | SH | DFND | 1,2 | 597,728 | 0 | 0 | ||
| WESTERN DIGITAL CORP | CONVERTIBLE BOND | 958102AP0 | 36,385 | 38,000 | PRN | DFND | 1,2 | 38,000 | 0 | 0 | ||
| WIX.COM LTD | CONVERTIBLE BOND | 92940WAD1 | 16,093 | 19,000 | PRN | DFND | 1,2 | 19,000 | 0 | 0 | ||