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 |
| ALARM.COM HOLDINGS INC | CONVERTIBLE BOND | 011642AB1 | 57,354 | 66,000 | PRN | DFND | 1,2 | 66,000 | 0 | 0 | ||
| ALVOTECH SA | COMMON STOCK | L01800108 | 4,297,827 | 471,253 | SH | DFND | 1,2 | 471,253 | 0 | 0 | ||
| ANGLOGOLD ASHANTI PLC | COMMON STOCK | G0378L100 | 9,161,013 | 579,811 | SH | DFND | 1,2 | 579,811 | 0 | 0 | ||
| BANCO BRADESCO SA | COMMON STOCK | 059460303 | 9,859,361 | 3,459,424 | SH | DFND | 1,2 | 3,459,424 | 0 | 0 | ||
| BLACKLINE INC | CONVERTIBLE BOND | 09239BAD1 | 40,713 | 47,000 | PRN | DFND | 1,2 | 47,000 | 0 | 0 | ||
| CABLE ONE INC | CONVERTIBLE BOND | 12685JAE5 | 138,264 | 168,000 | PRN | DFND | 1,2 | 168,000 | 0 | 0 | ||
| CERIDIAN HCM HOLDING INC | CONVERTIBLE BOND | 15677JAD0 | 65,445 | 74,000 | PRN | DFND | 1,2 | 74,000 | 0 | 0 | ||
| CLOUDFLARE INC | CONVERTIBLE BOND | 18915MAC1 | 84,645 | 99,000 | PRN | DFND | 1,2 | 99,000 | 0 | 0 | ||
| CREDICORP LTD | COMMON STOCK | G2519Y108 | 4,050,378 | 31,651 | SH | DFND | 1,2 | 31,651 | 0 | 0 | ||
| DAQO NEW ENERGY CORP | COMMON STOCK | 23703Q203 | 4,496,003 | 148,530 | SH | DFND | 1,2 | 148,530 | 0 | 0 | ||
| DISH NETWORK CORP | CONVERTIBLE BOND | 25470MAF6 | 73,975 | 110,000 | PRN | DFND | 1,2 | 110,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | CONVERTIBLE BOND | 29355AAK3 | 14,152 | 17,000 | PRN | DFND | 1,2 | 17,000 | 0 | 0 | ||
| ETSY INC | CONVERTIBLE BOND | 29786AAJ5 | 10,200 | 10,000 | PRN | DFND | 1,2 | 10,000 | 0 | 0 | ||
| ETSY INC | CONVERTIBLE BOND | 29786AAN6 | 40,439 | 53,000 | PRN | DFND | 1,2 | 53,000 | 0 | 0 | ||
| FARFETCH LTD | CONVERTIBLE BOND | 30744WAD9 | 8,044 | 15,000 | PRN | DFND | 1,2 | 15,000 | 0 | 0 | ||
| FIRST MAJESTIC SILVER CORP | CONVERTIBLE BOND | 32076VAD5 | 22,593 | 30,000 | PRN | DFND | 1,2 | 30,000 | 0 | 0 | ||
| FORD MOTOR CO | CONVERTIBLE BOND | 345370CZ1 | 27,650 | 28,000 | PRN | DFND | 1,2 | 28,000 | 0 | 0 | ||
| FREEPORT-MCMORAN INC | COMMON STOCK | 35671D857 | 10,993,390 | 294,808 | SH | DFND | 1,2 | 294,808 | 0 | 0 | ||
| HAEMONETICS CORP | CONVERTIBLE BOND | 405024AB6 | 38,390 | 44,000 | PRN | DFND | 1,2 | 44,000 | 0 | 0 | ||
| ICICI BANK LTD | COMMON STOCK | 45104G104 | 6,769,605 | 292,803 | SH | DFND | 1,2 | 292,803 | 0 | 0 | ||
| INFOSYS LTD | COMMON STOCK | 456788108 | 6,627,729 | 387,360 | SH | DFND | 1,2 | 387,360 | 0 | 0 | ||
| ISHARES MSCI INDIA ETF | ETF | 46429B598 | 2,013,690 | 45,538 | SH | DFND | 1,2 | 45,538 | 0 | 0 | ||
| ITAU UNIBANCO HOLDING SA | COMMON STOCK | 465562106 | 4,652,256 | 866,342 | SH | DFND | 1,2 | 866,342 | 0 | 0 | ||
| JD.COM INC | COMMON STOCK | 47215P106 | 5,538,020 | 190,114 | SH | DFND | 1,2 | 190,114 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | CONVERTIBLE BOND | 477143AP6 | 77,810 | 100,000 | PRN | DFND | 1,2 | 100,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | CONVERTIBLE BOND | 531229AQ5 | 24,450 | 25,000 | PRN | DFND | 1,2 | 25,000 | 0 | 0 | ||
| LUMENTUM HOLDINGS INC | CONVERTIBLE BOND | 55024UAF6 | 27,058 | 37,000 | PRN | DFND | 1,2 | 37,000 | 0 | 0 | ||
| NRG ENERGY INC | CONVERTIBLE BOND | 629377CG5 | 32,953 | 31,000 | PRN | DFND | 1,2 | 31,000 | 0 | 0 | ||
| NUTANIX INC | CONVERTIBLE BOND | 67059NAH1 | 46,670 | 52,000 | PRN | DFND | 1,2 | 52,000 | 0 | 0 | ||
| NUVASIVE INC | CONVERTIBLE BOND | 670704AJ4 | 83,115 | 90,000 | PRN | DFND | 1,2 | 90,000 | 0 | 0 | ||
| PERFICIENT INC | CONVERTIBLE BOND | 71375UAF8 | 39,508 | 49,000 | PRN | DFND | 1,2 | 49,000 | 0 | 0 | ||
| PETROLEO BRASILEIRO SA | COMMON STOCK | 71654V408 | 10,228,756 | 682,372 | SH | DFND | 1,2 | 682,372 | 0 | 0 | ||
| SEA LTD | CONVERTIBLE BOND | 81141RAF7 | 35,557 | 37,000 | PRN | DFND | 1,2 | 37,000 | 0 | 0 | ||
| SEA LTD | CONVERTIBLE BOND | 81141RAG5 | 41,730 | 52,000 | PRN | DFND | 1,2 | 52,000 | 0 | 0 | ||
| SHAKE SHACK INC | CONVERTIBLE BOND | 819047AB7 | 35,308 | 47,000 | PRN | DFND | 1,2 | 47,000 | 0 | 0 | ||
| SHIFT4 PAYMENTS INC | CONVERTIBLE BOND | 82452JAD1 | 32,657 | 38,000 | PRN | DFND | 1,2 | 38,000 | 0 | 0 | ||
| SOCIEDAD QUIMICA Y MINERA DE CHILE SA | COMMON STOCK | 833635105 | 4,136,503 | 69,323 | SH | DFND | 1,2 | 69,323 | 0 | 0 | ||
| SPLUNK INC | CONVERTIBLE BOND | 848637AD6 | 35,541 | 33,000 | PRN | DFND | 1,2 | 33,000 | 0 | 0 | ||
| SPOTIFY TECHNOLOGY SA | CONVERTIBLE BOND | 84921RAB6 | 69,143 | 81,000 | PRN | DFND | 1,2 | 81,000 | 0 | 0 | ||
| TERNIUM SA | COMMON STOCK | 880890108 | 3,869,741 | 96,986 | SH | DFND | 1,2 | 96,986 | 0 | 0 | ||
| UNITY SOFTWARE INC | CONVERTIBLE BOND | 91332UAB7 | 66,109 | 83,000 | PRN | DFND | 1,2 | 83,000 | 0 | 0 | ||
| VALE SA | COMMON STOCK | 91912E105 | 11,689,583 | 872,357 | SH | DFND | 1,2 | 872,357 | 0 | 0 | ||
| WESTERN DIGITAL CORP | CONVERTIBLE BOND | 958102AP0 | 28,652 | 29,000 | PRN | DFND | 1,2 | 29,000 | 0 | 0 | ||
| WOLFSPEED INC | CONVERTIBLE BOND | 977852AB8 | 16,296 | 24,000 | PRN | DFND | 1,2 | 24,000 | 0 | 0 | ||
| ZSCALER INC | CONVERTIBLE BOND | 98980GAB8 | 28,944 | 24,000 | PRN | DFND | 1,2 | 24,000 | 0 | 0 | ||