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 |
| AIRBNB INC | CONVERTIBLE BOND | 009066AB7 | 62,964 | 72,000 | PRN | DFND | 1,2 | 72,000 | 0 | 0 | ||
| ALARM.COM HOLDINGS INC | CONVERTIBLE BOND | 011642AB1 | 92,546 | 108,000 | PRN | DFND | 1,2 | 108,000 | 0 | 0 | ||
| ALVOTECH SA | COMMON STOCK | L01800108 | 6,379,284 | 824,197 | SH | DFND | 1,2 | 824,197 | 0 | 0 | ||
| ANGLOGOLD ASHANTI LTD | COMMON STOCK | 035128206 | 10,818,579 | 512,972 | SH | DFND | 1,2 | 512,972 | 0 | 0 | ||
| AZUL SA | COMMON STOCK | 05501U106 | 3,669,303 | 268,028 | SH | DFND | 1,2 | 268,028 | 0 | 0 | ||
| BANCO BRADESCO SA | COMMON STOCK | 059460303 | 11,868,952 | 3,430,332 | SH | DFND | 1,2 | 3,430,332 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE BOND | 09061GAH4 | 51,207 | 52,000 | PRN | DFND | 1,2 | 52,000 | 0 | 0 | ||
| BLACKLINE INC | CONVERTIBLE BOND | 09239BAD1 | 40,008 | 47,000 | PRN | DFND | 1,2 | 47,000 | 0 | 0 | ||
| CABLE ONE INC | CONVERTIBLE BOND | 12685JAE5 | 163,677 | 199,000 | PRN | DFND | 1,2 | 199,000 | 0 | 0 | ||
| CERIDIAN HCM HOLDING INC | CONVERTIBLE BOND | 15677JAD0 | 65,475 | 74,000 | PRN | DFND | 1,2 | 74,000 | 0 | 0 | ||
| CLOUDFLARE INC | CONVERTIBLE BOND | 18915MAC1 | 84,496 | 99,000 | PRN | DFND | 1,2 | 99,000 | 0 | 0 | ||
| CREDICORP LTD | COMMON STOCK | G2519Y108 | 4,629,842 | 31,359 | SH | DFND | 1,2 | 31,359 | 0 | 0 | ||
| DAQO NEW ENERGY CORP | COMMON STOCK | 23703Q203 | 4,588,843 | 115,588 | SH | DFND | 1,2 | 115,588 | 0 | 0 | ||
| DIGITALOCEAN HOLDINGS INC | CONVERTIBLE BOND | 25402DAB8 | 91,972 | 117,000 | PRN | DFND | 1,2 | 117,000 | 0 | 0 | ||
| DISH NETWORK CORP | CONVERTIBLE BOND | 25470MAF6 | 58,718 | 110,000 | PRN | DFND | 1,2 | 110,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | CONVERTIBLE BOND | 29355AAK3 | 49,144 | 52,000 | PRN | DFND | 1,2 | 52,000 | 0 | 0 | ||
| ETSY INC | CONVERTIBLE BOND | 29786AAN6 | 41,207 | 53,000 | PRN | DFND | 1,2 | 53,000 | 0 | 0 | ||
| FORD MOTOR CO | CONVERTIBLE BOND | 345370CZ1 | 30,814 | 28,000 | PRN | DFND | 1,2 | 28,000 | 0 | 0 | ||
| FREEPORT-MCMORAN INC | COMMON STOCK | 35671D857 | 11,684,320 | 292,108 | SH | DFND | 1,2 | 292,108 | 0 | 0 | ||
| HAEMONETICS CORP | CONVERTIBLE BOND | 405024AB6 | 37,659 | 44,000 | PRN | DFND | 1,2 | 44,000 | 0 | 0 | ||
| ICICI BANK LTD | COMMON STOCK | 45104G104 | 9,447,774 | 409,349 | SH | DFND | 1,2 | 409,349 | 0 | 0 | ||
| INFOSYS LTD | COMMON STOCK | 456788108 | 6,166,380 | 383,720 | SH | DFND | 1,2 | 383,720 | 0 | 0 | ||
| ISHARES MSCI INDIA ETF | ETF | 46429B598 | 4,785,630 | 109,511 | SH | DFND | 1,2 | 109,511 | 0 | 0 | ||
| ITAU UNIBANCO HOLDING SA | COMMON STOCK | 465562106 | 5,068,684 | 859,099 | SH | DFND | 1,2 | 859,099 | 0 | 0 | ||
| JD.COM INC | COMMON STOCK | 47215P106 | 3,848,669 | 112,765 | SH | DFND | 1,2 | 112,765 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | CONVERTIBLE BOND | 477143AP6 | 79,320 | 96,000 | PRN | DFND | 1,2 | 96,000 | 0 | 0 | ||
| LUMENTUM HOLDINGS INC | CONVERTIBLE BOND | 55024UAF6 | 32,445 | 41,000 | PRN | DFND | 1,2 | 41,000 | 0 | 0 | ||
| NRG ENERGY INC | CONVERTIBLE BOND | 629377CG5 | 21,210 | 20,000 | PRN | DFND | 1,2 | 20,000 | 0 | 0 | ||
| NUTANIX INC | CONVERTIBLE BOND | 67059NAH1 | 44,232 | 52,000 | PRN | DFND | 1,2 | 52,000 | 0 | 0 | ||
| NUVASIVE INC | CONVERTIBLE BOND | 670704AJ4 | 81,450 | 90,000 | PRN | DFND | 1,2 | 90,000 | 0 | 0 | ||
| OKTA INC | CONVERTIBLE BOND | 679295AF2 | 89,284 | 104,000 | PRN | DFND | 1,2 | 104,000 | 0 | 0 | ||
| PERFICIENT INC | CONVERTIBLE BOND | 71375UAF8 | 30,528 | 37,000 | PRN | DFND | 1,2 | 37,000 | 0 | 0 | ||
| PETROLEO BRASILEIRO SA | COMMON STOCK | 71654V408 | 12,246,299 | 885,488 | SH | DFND | 1,2 | 885,488 | 0 | 0 | ||
| SEA LTD | CONVERTIBLE BOND | 81141RAF7 | 20,450 | 20,000 | PRN | DFND | 1,2 | 20,000 | 0 | 0 | ||
| SEA LTD | CONVERTIBLE BOND | 81141RAG5 | 117,087 | 145,000 | PRN | DFND | 1,2 | 145,000 | 0 | 0 | ||
| SHAKE SHACK INC | CONVERTIBLE BOND | 819047AB7 | 38,549 | 47,000 | PRN | DFND | 1,2 | 47,000 | 0 | 0 | ||
| SHIFT4 PAYMENTS INC | CONVERTIBLE BOND | 82452JAD1 | 22,175 | 25,000 | PRN | DFND | 1,2 | 25,000 | 0 | 0 | ||
| SOCIEDAD QUIMICA Y MINERA DE CHILE SA | COMMON STOCK | 833635105 | 4,080,372 | 56,188 | SH | DFND | 1,2 | 56,188 | 0 | 0 | ||
| SPLUNK INC | CONVERTIBLE BOND | 848637AD6 | 28,070 | 28,000 | PRN | DFND | 1,2 | 28,000 | 0 | 0 | ||
| SPLUNK INC | CONVERTIBLE BOND | 848637AF1 | 56,387 | 65,000 | PRN | DFND | 1,2 | 65,000 | 0 | 0 | ||
| SPOTIFY TECHNOLOGY SA | CONVERTIBLE BOND | 84921RAB6 | 111,939 | 131,000 | PRN | DFND | 1,2 | 131,000 | 0 | 0 | ||
| TERNIUM SA | COMMON STOCK | 880890108 | 4,415,503 | 111,362 | SH | DFND | 1,2 | 111,362 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | CONVERTIBLE BOND | 90353TAJ9 | 29,344 | 32,000 | PRN | DFND | 1,2 | 32,000 | 0 | 0 | ||
| UNITY SOFTWARE INC | CONVERTIBLE BOND | 91332UAB7 | 66,690 | 83,000 | PRN | DFND | 1,2 | 83,000 | 0 | 0 | ||
| VALE SA | COMMON STOCK | 91912E105 | 10,579,187 | 788,315 | SH | DFND | 1,2 | 788,315 | 0 | 0 | ||
| WESTERN DIGITAL CORP | CONVERTIBLE BOND | 958102AP0 | 56,521 | 58,000 | PRN | DFND | 1,2 | 58,000 | 0 | 0 | ||
| YPF SA | COMMON STOCK | 984245100 | 1,891,982 | 127,064 | SH | DFND | 1,2 | 127,064 | 0 | 0 | ||
| ZSCALER INC | CONVERTIBLE BOND | 98980GAB8 | 28,092 | 24,000 | PRN | DFND | 1,2 | 24,000 | 0 | 0 | ||