The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
||||||||||||||||
| 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 | 42,973 | 49,000 | PRN | DFND | 1,2 | 49,000 | 0 | 0 | ||
| ALARM.COM HOLDINGS INC | CONVERTIBLE BOND | 011642AB1 | 91,657 | 108,000 | PRN | DFND | 1,2 | 108,000 | 0 | 0 | ||
| ALVOTECH SA | COMMON STOCK | L01800108 | 13,995,429 | 1,084,917 | SH | DFND | 1,2 | 1,084,917 | 0 | 0 | ||
| ANGLOGOLD ASHANTI LTD | COMMON STOCK | 035128206 | 13,838,832 | 572,089 | SH | DFND | 1,2 | 572,089 | 0 | 0 | ||
| AZUL SA | COMMON STOCK | 05501U106 | 2,143,384 | 299,774 | SH | DFND | 1,2 | 299,774 | 0 | 0 | ||
| BANCO BRADESCO SA | COMMON STOCK | 059460303 | 5,700,071 | 2,175,599 | SH | DFND | 1,2 | 2,175,599 | 0 | 0 | ||
| BENTLEY SYSTEMS INC | CONVERTIBLE BOND | 08265TAD1 | 87,447 | 103,000 | PRN | DFND | 1,2 | 103,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE BOND | 09061GAH4 | 53,480 | 52,000 | PRN | DFND | 1,2 | 52,000 | 0 | 0 | ||
| BLACKLINE INC | CONVERTIBLE BOND | 09239BAD1 | 21,312 | 25,000 | PRN | DFND | 1,2 | 25,000 | 0 | 0 | ||
| BLOCK INC | CONVERTIBLE BOND | 852234AJ2 | 15,580 | 19,000 | PRN | DFND | 1,2 | 19,000 | 0 | 0 | ||
| CABLE ONE INC | CONVERTIBLE BOND | 12685JAE5 | 158,006 | 199,000 | PRN | DFND | 1,2 | 199,000 | 0 | 0 | ||
| CERIDIAN LLC | CONVERTIBLE BOND | 15677JAD0 | 66,741 | 74,000 | PRN | DFND | 1,2 | 74,000 | 0 | 0 | ||
| CLOUDFLARE INC | CONVERTIBLE BOND | 18915MAC1 | 84,100 | 99,000 | PRN | DFND | 1,2 | 99,000 | 0 | 0 | ||
| CREDICORP LTD | COMMON STOCK | G2519Y108 | 5,883,676 | 44,442 | SH | DFND | 1,2 | 44,442 | 0 | 0 | ||
| DAQO NEW ENERGY CORP | COMMON STOCK | 23703Q203 | 5,212,729 | 111,288 | SH | DFND | 1,2 | 111,288 | 0 | 0 | ||
| DIGITALOCEAN HOLDINGS INC | CONVERTIBLE BOND | 25402DAB8 | 92,460 | 117,000 | PRN | DFND | 1,2 | 117,000 | 0 | 0 | ||
| DISH NETWORK CORP | CONVERTIBLE BOND | 25470MAF6 | 58,630 | 110,000 | PRN | DFND | 1,2 | 110,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | CONVERTIBLE BOND | 29355AAK3 | 54,173 | 52,000 | PRN | DFND | 1,2 | 52,000 | 0 | 0 | ||
| ETSY INC | CONVERTIBLE BOND | 29786AAN6 | 10,826 | 13,000 | PRN | DFND | 1,2 | 13,000 | 0 | 0 | ||
| FORD MOTOR CO | CONVERTIBLE BOND | 345370CZ1 | 17,068 | 17,000 | PRN | DFND | 1,2 | 17,000 | 0 | 0 | ||
| FREEPORT-MCMORAN INC | COMMON STOCK | 35671D857 | 11,508,310 | 281,308 | SH | DFND | 1,2 | 281,308 | 0 | 0 | ||
| ICICI BANK LTD | COMMON STOCK | 45104G104 | 8,528,567 | 395,207 | SH | DFND | 1,2 | 395,207 | 0 | 0 | ||
| ISHARES MSCI INDIA ETF | ETF | 46429B598 | 4,955,424 | 125,900 | SH | DFND | 1,2 | 125,900 | 0 | 0 | ||
| ITAU UNIBANCO HOLDING SA | COMMON STOCK | 465562106 | 6,254,258 | 1,284,242 | SH | DFND | 1,2 | 1,284,242 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | CONVERTIBLE BOND | 477143AP6 | 74,112 | 96,000 | PRN | DFND | 1,2 | 96,000 | 0 | 0 | ||
| NUTANIX INC | CONVERTIBLE BOND | 67059NAH1 | 43,594 | 52,000 | PRN | DFND | 1,2 | 52,000 | 0 | 0 | ||
| NUVASIVE INC | CONVERTIBLE BOND | 670704AJ4 | 79,695 | 90,000 | PRN | DFND | 1,2 | 90,000 | 0 | 0 | ||
| OKTA INC | CONVERTIBLE BOND | 679295AF2 | 89,024 | 104,000 | PRN | DFND | 1,2 | 104,000 | 0 | 0 | ||
| PERFICIENT INC | CONVERTIBLE BOND | 71375UAF8 | 63,159 | 79,000 | PRN | DFND | 1,2 | 79,000 | 0 | 0 | ||
| PETROLEO BRASILEIRO SA | COMMON STOCK | 71654V408 | 8,878,130 | 851,211 | SH | DFND | 1,2 | 851,211 | 0 | 0 | ||
| SEA LTD | CONVERTIBLE BOND | 81141RAF7 | 12,243 | 10,000 | PRN | DFND | 1,2 | 10,000 | 0 | 0 | ||
| SEA LTD | CONVERTIBLE BOND | 81141RAG5 | 114,332 | 145,000 | PRN | DFND | 1,2 | 145,000 | 0 | 0 | ||
| SHAKE SHACK INC | CONVERTIBLE BOND | 819047AB7 | 28,538 | 39,000 | PRN | DFND | 1,2 | 39,000 | 0 | 0 | ||
| SHIFT4 PAYMENTS INC | CONVERTIBLE BOND | 82452JAD1 | 18,970 | 20,000 | PRN | DFND | 1,2 | 20,000 | 0 | 0 | ||
| SHOPIFY INC | CONVERTIBLE BOND | 82509LAA5 | 91,936 | 104,000 | PRN | DFND | 1,2 | 104,000 | 0 | 0 | ||
| SNAP INC | CONVERTIBLE BOND | 83304AAH9 | 29,673 | 42,000 | PRN | DFND | 1,2 | 42,000 | 0 | 0 | ||
| SORRENTO THERAPEUTICS INC | COMMON STOCK | 83587F202 | 23,760 | 66,000 | SH | DFND | 1,2 | 66,000 | 0 | 0 | ||
| SPLUNK INC | CONVERTIBLE BOND | 848637AF1 | 31,801 | 37,000 | PRN | DFND | 1,2 | 37,000 | 0 | 0 | ||
| SPOTIFY TECHNOLOGY SA | CONVERTIBLE BOND | 84921RAB6 | 93,462 | 111,000 | PRN | DFND | 1,2 | 111,000 | 0 | 0 | ||
| TERNIUM SA | COMMON STOCK | 880890108 | 2,180,921 | 52,858 | SH | DFND | 1,2 | 52,858 | 0 | 0 | ||
| UNITY SOFTWARE INC | CONVERTIBLE BOND | 91332UAB7 | 36,636 | 47,000 | PRN | DFND | 1,2 | 47,000 | 0 | 0 | ||
| VALE SA | COMMON STOCK | 91912E105 | 12,677,699 | 803,403 | SH | DFND | 1,2 | 803,403 | 0 | 0 | ||
| WIX.COM LTD | CONVERTIBLE BOND | 92940WAD1 | 95,480 | 110,000 | PRN | DFND | 1,2 | 110,000 | 0 | 0 | ||
| YPF SA | COMMON STOCK | 984245100 | 2,333,436 | 212,517 | SH | DFND | 1,2 | 212,517 | 0 | 0 | ||