# EDGAR Filing Document

**Accession Number:** 0001278960
**File Stem:** 0001398344-23-005308
**Filing Date:** 2023-3
**Character Count:** 18513
**Document Hash:** 335d4d142e12b7350eafb8a8d1915497
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001398344-23-005308.hdr.sgml**: 20230302

**ACCESSION NUMBER**: 0001398344-23-005308

**CONFORMED SUBMISSION TYPE**: 13F-HR/A

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20220930

**FILED AS OF DATE**: 20230302

**DATE AS OF CHANGE**: 20230302

**EFFECTIVENESS DATE**: 20230302

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SILVERBACK ASSET MANAGEMENT LLC
- **CENTRAL INDEX KEY:** 0001278960
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** 13F-HR/A
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-10791
- **FILM NUMBER:** 23697059

**BUSINESS ADDRESS:**
- **STREET 1:** 1414 RALEIGH ROAD
- **STREET 2:** SUITE 250
- **CITY:** CHAPEL HILL
- **STATE:** NC
- **ZIP:** 27517
- **BUSINESS PHONE:** 919-969-9300

**MAIL ADDRESS:**
- **STREET 1:** 1414 RALEIGH ROAD
- **STREET 2:** SUITE 250
- **CITY:** CHAPEL HILL
- **STATE:** NC
- **ZIP:** 27517

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SILVERBACK ASET MANAGEMENT LLC
- **DATE OF NAME CHANGE:** 20040206

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 09-30-2022

**Check here if Amendment** [x] **Amendment Number:** 1

**This Amendment (Check only one.):** [x] is a restatement.

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** SILVERBACK ASSET MANAGEMENT LLC<br>**Address:** 1414 RALEIGH ROAD<br>SUITE 250<br>CHAPEL HILL, NC 27517

**Form 13F File Number:** 028-10791

**CRD Number (if applicable):** 000141407

**SEC File Number (if applicable):** 801-67159

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

**Person Signing this Report on Behalf of Reporting Manager:**

**Name:** Elliot Bossen<br>**Title:** Managing Member<br>**Phone:** 919-969-9300

**Signature, Place, and Date of Signing:**

/s/ Elliot Bossen  Chapel Hill, NC  02-28-2023<br>[Signature]  [City, State]  [Date]

**Report Type (Check only one.):**

[x] **13F HOLDINGS REPORT.** (Check here if all holdings of this reporting manager are reported in this report.)

[ ] **13F NOTICE.** (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).)

[ ] **13F COMBINATION REPORT.** (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 0

**Form 13F Information Table Entry Total:** 134

**Form 13F Information Table Value Total:** $705912435

      (round to nearest dollar)

**List of Other Included Managers:**

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]

**NONE**

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| ACCOLADE INC | NOTE 0.500% 4/0 | 00437EAB8 |  | 11988000 | 16000000 | PRN |  | SOLE |  | 16000000 | 0 | 0 |
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 |  | 13058778 | 15781000 | PRN |  | SOLE |  | 15781000 | 0 | 0 |
| AIRBNB INC | NOTE  3/1 | 009066AB7 |  | 2073250 | 2500000 | PRN |  | SOLE |  | 2500000 | 0 | 0 |
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 |  | 1863354 | 4241000 | PRN |  | SOLE |  | 4241000 | 0 | 0 |
| BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 |  | 13055000 | 20000000 | PRN |  | SOLE |  | 20000000 | 0 | 0 |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 |  | 1899792 | 2500000 | PRN |  | SOLE |  | 2500000 | 0 | 0 |
| BEYOND MEAT INC | NOTE  3/1 | 08862EAB5 |  | 6150941 | 19761000 | PRN |  | SOLE |  | 19761000 | 0 | 0 |
| BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 |  | 2576875 | 3500000 | PRN |  | SOLE |  | 3500000 | 0 | 0 |
| BIORA THERAPEUTICS INC | NOTE 7.250%12/0 | 74319FAB3 |  | 1478583 | 2500000 | PRN |  | SOLE |  | 2500000 | 0 | 0 |
| BLACKLINE INC | NOTE  3/1 | 09239BAD1 |  | 816250 | 1000000 | PRN |  | SOLE |  | 1000000 | 0 | 0 |
| BOX INC | NOTE  1/1 | 10316TAB0 |  | 12368620 | 11161000 | PRN |  | SOLE |  | 11161000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 |  | 2983417 | 5000000 | PRN |  | SOLE |  | 5000000 | 0 | 0 |
| CHEGG INC | NOTE  9/0 | 163092AF6 |  | 10279350 | 13500000 | PRN |  | SOLE |  | 13500000 | 0 | 0 |
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 |  | 7911770 | 10250000 | PRN |  | SOLE |  | 10250000 | 0 | 0 |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 |  | 6524051 | 9431000 | PRN |  | SOLE |  | 9431000 | 0 | 0 |
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 |  | 12793300 | 19500000 | PRN |  | SOLE |  | 19500000 | 0 | 0 |
| DOCUSIGN INC | NOTE  1/1 | 256163AD8 |  | 4025660 | 4300000 | PRN |  | SOLE |  | 4300000 | 0 | 0 |
| ESPERION THERAPEUTICS INC NE | NOTE 4.000%11/1 | 29664WAB1 |  | 6487175 | 11750000 | PRN |  | SOLE |  | 11750000 | 0 | 0 |
| EVENTBRITE INC | NOTE 0.750% 9/1 | 29975EAD1 |  | 1698438 | 2500000 | PRN |  | SOLE |  | 2500000 | 0 | 0 |
| EVERBRIDGE INC | NOTE  3/1 | 29978AAE4 |  | 6480188 | 7500000 | PRN |  | SOLE |  | 7500000 | 0 | 0 |
| FASTLY INC | NOTE  3/1 | 31188VAB6 |  | 10579925 | 14500000 | PRN |  | SOLE |  | 14500000 | 0 | 0 |
| FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 |  | 4737708 | 6060000 | PRN |  | SOLE |  | 6060000 | 0 | 0 |
| FORD MTR CO DEL | NOTE  3/1 | 345370CZ1 |  | 6887438 | 7500000 | PRN |  | SOLE |  | 7500000 | 0 | 0 |
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 |  | 14733533 | 30500000 | PRN |  | SOLE |  | 30500000 | 0 | 0 |
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 |  | 4826750 | 7500000 | PRN |  | SOLE |  | 7500000 | 0 | 0 |
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 |  | 5512250 | 7500000 | PRN |  | SOLE |  | 7500000 | 0 | 0 |
| HARMONIC INC | DBCV 2.000% 9/0 | 413160AD4 |  | 23793500 | 15000000 | PRN |  | SOLE |  | 15000000 | 0 | 0 |
| HEALTH CATALYST INC | NOTE 2.500% 4/1 | 42225TAB3 |  | 8329262 | 9750000 | PRN |  | SOLE |  | 9750000 | 0 | 0 |
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 |  | 13714529 | 14933000 | PRN |  | SOLE |  | 14933000 | 0 | 0 |
| INFINERA CORP | DEBT 3.750% 8/0 | 45667GAF0 |  | 27910400 | 28000000 | PRN |  | SOLE |  | 28000000 | 0 | 0 |
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 |  | 15389001 | 13043000 | PRN |  | SOLE |  | 13043000 | 0 | 0 |
| INVACARE CORP | NOTE 5.000%11/1 | 461203AL5 |  | 9380550 | 11500000 | PRN |  | SOLE |  | 11500000 | 0 | 0 |
| INVACARE CORP | NOTE 4.250% 3/1 | 461203AQ4 |  | 3948108 | 8500000 | PRN |  | SOLE |  | 8500000 | 0 | 0 |
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 |  | 1036590 | 1107000 | PRN |  | SOLE |  | 1107000 | 0 | 0 |
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 |  | 3342942 | 4670000 | PRN |  | SOLE |  | 4670000 | 0 | 0 |
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 |  | 10653963 | 15520000 | PRN |  | SOLE |  | 15520000 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 |  | 17073200 | 18203000 | PRN |  | SOLE |  | 18203000 | 0 | 0 |
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 |  | 7739447 | 9046000 | PRN |  | SOLE |  | 9046000 | 0 | 0 |
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 |  | 7488000 | 10000000 | PRN |  | SOLE |  | 10000000 | 0 | 0 |
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 |  | 11741450 | 14000000 | PRN |  | SOLE |  | 14000000 | 0 | 0 |
| NANOSTRING TECHNOLOGIES INC | NOTE 2.625% 3/0 | 63009RAD1 |  | 9616092 | 11450000 | PRN |  | SOLE |  | 11450000 | 0 | 0 |
| NEOGENOMICS INC | NOTE 1.250% 5/0 | 64049MAA8 |  | 1725267 | 2000000 | PRN |  | SOLE |  | 2000000 | 0 | 0 |
| NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 |  | 9884850 | 15000000 | PRN |  | SOLE |  | 15000000 | 0 | 0 |
| NOVA LTD | NOTE 10/1 | 66980MAB2 |  | 9401000 | 7500000 | PRN |  | SOLE |  | 7500000 | 0 | 0 |
| OAK STR HEALTH INC | NOTE  3/1 | 67181AAB3 |  | 4237475 | 5500000 | PRN |  | SOLE |  | 5500000 | 0 | 0 |
| OKTA INC | NOTE 0.375% 6/1 | 679295AF2 |  | 1962708 | 2500000 | PRN |  | SOLE |  | 2500000 | 0 | 0 |
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 |  | 11714890 | 11000000 | PRN |  | SOLE |  | 11000000 | 0 | 0 |
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 |  | 14440202 | 7785000 | PRN |  | SOLE |  | 7785000 | 0 | 0 |
| PAR TECHNOLOGY CORP | NOTE 1.500%10/1 | 698884AE3 |  | 7426600 | 10000000 | PRN |  | SOLE |  | 10000000 | 0 | 0 |
| PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 |  | 6831485 | 7707000 | PRN |  | SOLE |  | 7707000 | 0 | 0 |
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 |  | 8346610 | 8500000 | PRN |  | SOLE |  | 8500000 | 0 | 0 |
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 |  | 7264575 | 9000000 | PRN |  | SOLE |  | 9000000 | 0 | 0 |
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 |  | 9348818 | 8250000 | PRN |  | SOLE |  | 8250000 | 0 | 0 |
| RINGCENTRAL INC | NOTE  3/0 | 76680RAF4 |  | 4009436 | 4750000 | PRN |  | SOLE |  | 4750000 | 0 | 0 |
| RINGCENTRAL INC | NOTE  3/1 | 76680RAH0 |  | 3675134 | 4750000 | PRN |  | SOLE |  | 4750000 | 0 | 0 |
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 |  | 19235512 | 20169000 | PRN |  | SOLE |  | 20169000 | 0 | 0 |
| STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 |  | 4293500 | 5000000 | PRN |  | SOLE |  | 5000000 | 0 | 0 |
| TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 |  | 10043311 | 12450000 | PRN |  | SOLE |  | 12450000 | 0 | 0 |
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 |  | 5690963 | 9605000 | PRN |  | SOLE |  | 9605000 | 0 | 0 |
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 |  | 2829425 | 6307000 | PRN |  | SOLE |  | 6307000 | 0 | 0 |
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 |  | 4804042 | 6500000 | PRN |  | SOLE |  | 6500000 | 0 | 0 |
| VROOM INC | NOTE 0.750% 7/0 | 92918VAB5 |  | 6480000 | 20250000 | PRN |  | SOLE |  | 20250000 | 0 | 0 |
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 |  | 13835995 | 21937000 | PRN |  | SOLE |  | 21937000 | 0 | 0 |
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 |  | 7276023 | 7659000 | PRN |  | SOLE |  | 7659000 | 0 | 0 |
| ACCELERATE ACQUISITION CORP | COM CL A | 00439D102 |  | 981000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ACCELERATE ACQUISITION CORP | *W EXP 03/15/202 | 00439D110 |  | 1610 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| ADTHEORENT HOLDING COMPANY | *W EXP 12/26/202 | 00739D117 |  | 4889 | 27191 | SH |  | SOLE |  | 27191 | 0 | 0 |
| AF ACQUISITION CORP | CLASS A COM | 001040104 |  | 735000 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| AF ACQUISITION CORP | *W EXP 03/23/202 | 001040112 |  | 1077 | 24999 | SH |  | SOLE |  | 24999 | 0 | 0 |
| AKOUSTIS TECHNOLOGIES INC | COM | 00973N102 |  | 4752000 | 1600000 | SH |  | SOLE |  | 1600000 | 0 | 0 |
| ARROWROOT ACQUISITION CORP | CL A COM | 04282M102 |  | 491000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| ARTEMIS STRATEGIC INVT CORP | UNIT 09/30/2026 | 04303A202 |  | 499500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| ASTREA ACQUISITION CORP | COM CL A | 04637C106 |  | 98400 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| AVADEL PHARMACEUTICALS PLC | SPONSORED ADR | 05337M104 |  | 1503000 | 300000 | SH | Call | SOLE |  | 300000 | 0 | 0 |
| B RILEY PRIN 250 MERGER CORP | CLASS A COM | 05602L104 |  | 97900 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| BLUERIVER ACQUISITION CORP | SHS CL A | G1261Q107 |  | 315503 | 31869 | SH |  | SOLE |  | 31869 | 0 | 0 |
| BYTE ACQUISITION CORP | *W EXP 03/18/202 | G1R25Q113 |  | 1241 | 12500 | SH |  | SOLE |  | 12500 | 0 | 0 |
| CIIG CAPITAL PARTNERS II INC | UNIT 02/28/2028 | 12561U208 |  | 159140 | 15922 | SH |  | SOLE |  | 15922 | 0 | 0 |
| CRUCIBLE ACQUISITION CORP | COM CL A | 22877P108 |  | 249000 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| D AND Z MEDIA ACQUISITION CO | COM CL A | 23305Q106 |  | 348628 | 35322 | SH |  | SOLE |  | 35322 | 0 | 0 |
| DEEP LAKE CAPITAL ACQUSTN CO | CL A SHS | G27029100 |  | 348950 | 35000 | SH |  | SOLE |  | 35000 | 0 | 0 |
| FINTECH EVOLUTION ACQUIS GRO | SHS CL A | G3R19A104 |  | 496000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| FINTECH EVOLUTION ACQUIS GRO | *W EXP 03/31/202 | G3R19A120 |  | 1630 | 16666 | SH |  | SOLE |  | 16666 | 0 | 0 |
| FRONTIER ACQUISITION CORP | CLASS A ORD SHS | G36826108 |  | 6729 | 679 | SH |  | SOLE |  | 679 | 0 | 0 |
| GX ACQUISITION CORP II | CLASS A COM | 36260F105 |  | 245375 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| GX ACQUISITION CORP II | *W EXP 03/17/202 | 36260F113 |  | 820 | 8200 | SH |  | SOLE |  | 8200 | 0 | 0 |
| HH ACQUISITION CO | SHS CL A | G39714103 |  | 248500 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| IBERE PHARMACEUTICALS | SHS CL A | G46843101 |  | 297300 | 30000 | SH |  | SOLE |  | 30000 | 0 | 0 |
| INDUSTRIAL TECH ACQSTNS II I | UNIT 03/31/2028 | 45635R207 |  | 753375 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 |  | 4123000 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 |  | 18965800 | 115000 | SH | Put | SOLE |  | 115000 | 0 | 0 |
| ISHARES TR | IBOXX HI YD ETF | 464288513 |  | 17847500 | 250000 | SH | Put | SOLE |  | 250000 | 0 | 0 |
| ITIQUIRA ACQUISITION CORP | CL A SHS | G49773107 |  | 497000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| KAIROS ACQUISITION CORP | CL A SHS | G52110114 |  | 249000 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| KERNEL GROUP HOLDINGS INC | CL A SHS | G5259L103 |  | 248000 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 |  | 586800 | 60000 | SH |  | SOLE |  | 60000 | 0 | 0 |
| KISMET ACQUISITION THREE COR | CL A SHARES | G5276C110 |  | 495000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| KISMET ACQUISITION TWO CORP | CL A SHS | G52807107 |  | 259173 | 26100 | SH |  | SOLE |  | 26100 | 0 | 0 |
| KISMET ACQUISITION TWO CORP | *W EXP 06/30/202 | G52807115 |  | 17 | 366 | SH |  | SOLE |  | 366 | 0 | 0 |
| KL ACQUISITION CORP | COM CL A | 49837C109 |  | 247500 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| LUCID GROUP INC | COM | 549498103 |  | 4136517 | 296100 | SH | Put | SOLE |  | 296100 | 0 | 0 |
| M3 BRIGADE ACQUISITION III | UNIT 99/99/9999 | 55407R202 |  | 252000 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 |  | 2150400 | 210000 | SH |  | SOLE |  | 210000 | 0 | 0 |
| MAGNUM OPUS ACQUISITION LTD | SHS CL A | G5S70A104 |  | 248250 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| MASON INDUSTRIAL TECHNOLGY I | COM CL A | 57520Y106 |  | 245000 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| MEDICUS SCIENCES ACQUISITION | CL A SHS | G5960S108 |  | 99000 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| MORINGA ACQUISITION CORP | CL A SHS | G6S23K108 |  | 99300 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| NEW VISTA ACQUISITION CORP | CL A SHS | G6529L105 |  | 248500 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| NEWBURY STREET ACQUISITN COR | COM | 65101L104 |  | 98300 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| NOBLE ROCK ACQUISITION CORP | CL A SHS | G6546R101 |  | 99400 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| ONE EQUITY PARTNERS OPEN WTR | CL A | 68237L105 |  | 40072 | 4060 | SH |  | SOLE |  | 4060 | 0 | 0 |
| OSIRIS ACQUISITION CORP | CL A | 68829A103 |  | 98000 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| PARATEK PHARMACEUTICALS INC | COM | 699374302 |  | 2534 | 986 | SH |  | SOLE |  | 986 | 0 | 0 |
| PEARL HOLDINGS ACQUISITN COR | UNIT 12/15/2026 | G44525122 |  | 1256875 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| PONTEM CORPORATION | SHS CL A | G71707106 |  | 248500 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| PROPERTY SOLUTIONS ACQUISITI | COM CL A | 74350A108 |  | 98100 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| PROSPECTOR CAPITAL CORP | CL A | G7273A105 |  | 521012 | 52258 | SH |  | SOLE |  | 52258 | 0 | 0 |
| RUMBLEON INC | COM CL B | 781386305 |  | 9974255 | 589495 | SH |  | SOLE |  | 589495 | 0 | 0 |
| SENIOR CONNECT ACQUISITN COR | COM CL A | 81723H108 |  | 248750 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 |  | 17859000 | 50000 | SH | Call | SOLE |  | 50000 | 0 | 0 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 |  | 23573880 | 66000 | SH | Put | SOLE |  | 66000 | 0 | 0 |
| SPREE ACQUISITION CORP 1 LTD | UNIT 99/99/9999 | G83745110 |  | 556875 | 55000 | SH |  | SOLE |  | 55000 | 0 | 0 |
| TABULA RASA HEALTHCARE INC | COM | 873379101 |  | 960000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| TARGET GLOBAL ACQUISI I CORP | UNIT 99/99/9999 | G8675N117 |  | 1006000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| TB SA ACQUISITION CORP | *W EXP 03/25/202 | G8657L121 |  | 227 | 4433 | SH |  | SOLE |  | 4433 | 0 | 0 |
| TELLURIAN INC NEW | COM | 87968A104 |  | 382400 | 160000 | SH |  | SOLE |  | 160000 | 0 | 0 |
| VALARIS LIMITED | CL A | G9460G101 |  | 3425800 | 70000 | SH |  | SOLE |  | 70000 | 0 | 0 |
| VELOCITY ACQUISITION CORP | COM CL A | 92259E104 |  | 58744 | 5976 | SH |  | SOLE |  | 5976 | 0 | 0 |
| VISCOGLIOSI BROS ACQUISTN CO | UNIT 03/18/2027 | 92838K209 |  | 149175 | 15000 | SH |  | SOLE |  | 15000 | 0 | 0 |
| Arrival Group | Note 3.5000%  01-Dec-2026 | 04271QAA4 |  | 3926210 | 13041000 | PRN |  | SOLE |  | 13041000 | 0 | 0 |
| Impinj Inc | Note 1.1250%  15-May-2027 | 453204AC3 |  | 9525967 | 9500000 | PRN |  | SOLE |  | 9500000 | 0 | 0 |
| Ivanhoe Mines Ltd | Note 2.5000%  15-Apr-2026 | 46579RAA2 |  | 12845781 | 11875000 | PRN |  | SOLE |  | 11875000 | 0 | 0 |
| Porch Group Inc | Note 0.7500%  15-Sep-2026 | 733245AA2 |  | 6924750 | 12000000 | PRN |  | SOLE |  | 12000000 | 0 | 0 |
| Scorpio Tankers Inc (Exchange) | Note 3.0000%  15-May-2025 | 80918TAD1 |  | 28691253 | 21100000 | PRN |  | SOLE |  | 21100000 | 0 | 0 |

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