# EDGAR Filing Document

**Accession Number:** 0001578299
**File Stem:** 0001085146-23-001138
**Filing Date:** 2023-2
**Character Count:** 20748
**Document Hash:** 1f9affe1c308d49ef9f8c56aab246bfc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001085146-23-001138.hdr.sgml**: 20230213

**ACCESSION NUMBER**: 0001085146-23-001138

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230213

**DATE AS OF CHANGE**: 20230213

**EFFECTIVENESS DATE**: 20230213

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DLD Asset Management, LP
- **CENTRAL INDEX KEY:** 0001578299
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-17749
- **FILM NUMBER:** 23619172

**BUSINESS ADDRESS:**
- **STREET 1:** 150 EAST 52ND STREET
- **STREET 2:** SUITE 27001
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022
- **BUSINESS PHONE:** 917.476.3194

**MAIL ADDRESS:**
- **STREET 1:** 150 EAST 52ND STREET
- **STREET 2:** SUITE 27001
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2022

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

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

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** DLD Asset Management LP<br>**Address:** 150 EAST 52ND STREET<br>SUITE 27001<br>NEW YORK, NY 10022

**Form 13F File Number:** 028-17749

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:** Naveen Dhuper<br>**Title:** CFO<br>**Phone:** 347-735-5115

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

/s/  Naveen Dhuper  New York, NY  02-13-2023<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:** 150

**Form 13F Information Table Value Total:** $1192655976

      (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 |
| 1LIFE HEALTHCARE INC | COM | 68269G107 | BBG0026ZDDR9 | 1671000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ACTIVISION BLIZZARD INC | COM | 00507V109 | BBG001S6C009 | 15310000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| AHREN ACQUISITION CORP | *W EXP 12/09/202 | G01322125 |  | 2611 | 32638 | SH | Call | SOLE |  | 32638 | 0 | 0 |
| ALBERTSONS COS INC | COMMON STOCK | 013091103 | BBG009KG1741 | 3111000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| ALPHA HEALTHCARE ACQU CORP I | CLASS A COM | 02073F104 | BBG00ZL676P7 | 693596 | 69938 | SH |  | SOLE |  | 69938 | 0 | 0 |
| ALPHA PARTNERS TECH MERGR CO | CLASS A ORD SHS | G63290111 | BBG00ZKFDJ64 | 467649 | 46625 | SH |  | SOLE |  | 46625 | 0 | 0 |
| ALTRA INDL MOTION CORP | COM | 02208R106 | BBG001SRNL96 | 12547500 | 210000 | SH |  | SOLE |  | 210000 | 0 | 0 |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 |  | 7721250 | 7250000 | PRN |  | SOLE |  | 7250000 | 0 | 0 |
| AMERICAN EQTY INVT LIFE HLD | COM | 025676206 | BBG001S5T012 | 2281000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| AMYRIS INC | COM NEW | 03236M200 |  | 4673972 | 3064900 | SH | Call | SOLE |  | 3064900 | 0 | 0 |
| AMYRIS INC | COM NEW | 03236M200 |  | 12604125 | 8265000 | SH | Put | SOLE |  | 8265000 | 0 | 0 |
| AMYRIS INC | NOTE 1.500%11/1 | 03236MAJ0 |  | 6914375 | 21275000 | PRN |  | SOLE |  | 21275000 | 0 | 0 |
| ANZU SPECIAL ACQUISITIN CORP | *W EXP 01/27/202 | 03737A119 |  | 11000 | 366666 | SH | Call | SOLE |  | 366666 | 0 | 0 |
| ANZU SPECIAL ACQUISITIN CORP | COM CL A | 03737A101 | BBG00Z6RQKZ5 | 11816172 | 1169918 | SH |  | SOLE |  | 1169918 | 0 | 0 |
| ARCTOS NORTHSTAR ACQUIS CORP | SHS CL A | G0477L100 | BBG00Z6F38F5 | 470295 | 46610 | SH |  | SOLE |  | 46610 | 0 | 0 |
| ATLAS AIR WORLDWIDE HLDGS IN | COM NEW | 049164205 | BBG001SM7BG9 | 25200000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| ATLAS CORP | SHARES | Y0436Q109 | BBG00R1VTZS1 | 3835000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| ATLAS CORP | SHARES | Y0436Q109 |  | 3503263 | 228300 | SH | Put | SOLE |  | 228300 | 0 | 0 |
| AVAYA HLDGS CORP | COM | 05351X101 |  | 597707 | 3050300 | SH | Call | SOLE |  | 3050300 | 0 | 0 |
| AVAYA HLDGS CORP | COM | 05351X101 |  | 1229782 | 6276000 | SH | Put | SOLE |  | 6276000 | 0 | 0 |
| AXONPRIME INFRSTCTR AQSTN CO | CLASS A COM | 05467C108 | BBG011QPW6L0 | 461588 | 46625 | SH |  | SOLE |  | 46625 | 0 | 0 |
| BEYOND MEAT INC | COM | 08862E109 | BBG003CVJP69 | 1508588 | 122500 | SH | Put | SOLE |  | 122500 | 0 | 0 |
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 |  | 265000 | 1000000 | PRN |  | SOLE |  | 1000000 | 0 | 0 |
| BILL COM HLDGS INC | COM | 090043100 | BBG00QVJV7L3 | 1143535 | 10495 | SH |  | SOLE |  | 10495 | 0 | 0 |
| BILL COM HLDGS INC | COM | 090043100 |  | 1612460 | 14800 | SH | Call | SOLE |  | 14800 | 0 | 0 |
| BILL COM HLDGS INC | COM | 090043100 | BBG00QVJV7L3 | 2179000 | 20000 | SH | Put | SOLE |  | 20000 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | BBG001S76R05 | 1731388 | 16730 | SH |  | SOLE |  | 16730 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | BBG001S76R05 | 1034500 | 10000 | SH | Put | SOLE |  | 10000 | 0 | 0 |
| BLACKLINE INC | COM | 09239B109 | BBG0029KJVD8 | 1682250 | 25000 | SH | Put | SOLE |  | 25000 | 0 | 0 |
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 |  | 2786875 | 3250000 | PRN |  | SOLE |  | 3250000 | 0 | 0 |
| BLOOMIN BRANDS INC | NOTE 5.000% 5/0 | 094235AB4 |  | 58342230 | 31881000 | PRN |  | SOLE |  | 31881000 | 0 | 0 |
| BOOKING HOLDINGS INC | COM | 09857L108 | BBG001S89N72 | 7760843 | 3851 | SH |  | SOLE |  | 3851 | 0 | 0 |
| BOOKING HOLDINGS INC | COM | 09857L108 |  | 11087450 | 5500 | SH | Put | SOLE |  | 5500 | 0 | 0 |
| C5 ACQUISITION CORPORATION | *W EXP 12/31/202 | 12530D113 |  | 560 | 18650 | SH | Call | SOLE |  | 18650 | 0 | 0 |
| C5 ACQUISITION CORPORATION | CL A COM | 12530D105 | BBG0156KRYN7 | 381206 | 37300 | SH |  | SOLE |  | 37300 | 0 | 0 |
| CARNIVAL CORP | COMMON STOCK | 143658300 | BBG001S5PL01 | 14055975 | 1745000 | SH | Put | SOLE |  | 1745000 | 0 | 0 |
| CARTICA ACQUISITION CORP | *W EXP 04/30/202 | G1995D117 |  | 1248 | 18650 | SH | Call | SOLE |  | 18650 | 0 | 0 |
| CIIG CAPITAL PARTNERS II INC | COM CL A | 12561U109 | BBG00ZMZ2NB5 | 712668 | 69938 | SH |  | SOLE |  | 69938 | 0 | 0 |
| CINEMARK HLDGS INC | COM | 17243V102 |  | 25094706 | 2896100 | SH | Put | SOLE |  | 2896100 | 0 | 0 |
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 |  | 33247660 | 34655000 | PRN |  | SOLE |  | 34655000 | 0 | 0 |
| COUPA SOFTWARE INC | COM | 22266L106 | BBG001V0GVM2 | 15834000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| CRIXUS BH3 ACQUISITION CO | *W EXP 10/04/202 | 22677T110 |  | 108900 | 990000 | SH | Call | SOLE |  | 990000 | 0 | 0 |
| CRIXUS BH3 ACQUISITION CO | CLASS A COM | 22677T102 | BBG012F020X8 | 5040000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| DEEP LAKE CAPITAL ACQUSTN CO | CL A SHS | G27029100 | BBG00YRKBVC7 | 470295 | 46610 | SH |  | SOLE |  | 46610 | 0 | 0 |
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 |  | 23900000 | 20000000 | PRN |  | SOLE |  | 20000000 | 0 | 0 |
| ENCORE CAP GROUP INC | COM | 292554102 | BBG001SKFPK8 | 959300 | 20000 | SH | Put | SOLE |  | 20000 | 0 | 0 |
| ENVESTNET INC | COM | 29404K106 | BBG001T7SQ20 | 3084750 | 50000 | SH | Put | SOLE |  | 50000 | 0 | 0 |
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 |  | 6170040 | 6750000 | PRN |  | SOLE |  | 6750000 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | *W EXP 99/99/999 | 29978K110 |  | 352 | 23312 | SH | Call | SOLE |  | 23312 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | CL A COM | 29978K102 | BBG014FP37G2 | 476974 | 46625 | SH |  | SOLE |  | 46625 | 0 | 0 |
| FIFTH WALL ACQUISITN CORP II | CLASS A ORD SHS | G34142102 | BBG0104PDMH7 | 701977 | 69918 | SH |  | SOLE |  | 69918 | 0 | 0 |
| FIRST HORIZON CORPORATION | COM | 320517105 | BBG001SCW8R8 | 23275000 | 950000 | SH |  | SOLE |  | 950000 | 0 | 0 |
| FOREST ROAD ACQUISITION COR | CL A | 34619V103 | BBG0108B3GR7 | 449066 | 44750 | SH |  | SOLE |  | 44750 | 0 | 0 |
| FORGEROCK INC | CL A | 34631B101 | BBG006NSMS49 | 6831000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| FRONTIER INVESTMENT CORP | CLASS A ORD SHS | G36816109 | BBG011FRSJL5 | 700779 | 69938 | SH |  | SOLE |  | 69938 | 0 | 0 |
| FTAC ZEUS ACQUISITION COR | *W EXP 04/15/202 | 30320F114 |  | 466 | 23312 | SH | Call | SOLE |  | 23312 | 0 | 0 |
| FTAC ZEUS ACQUISITION COR | CLASS A COM | 30320F106 | BBG00ZL7DSJ7 | 469514 | 46625 | SH |  | SOLE |  | 46625 | 0 | 0 |
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 |  | 40097464 | 25300000 | PRN |  | SOLE |  | 25300000 | 0 | 0 |
| GALATA ACQUISITION CORP | *W EXP 99/99/999 | G3R23A116 |  | 44055 | 618750 | SH | Call | SOLE |  | 618750 | 0 | 0 |
| GALATA ACQUISITION CORP | SHS CL A | G3R23A108 | BBG00ZXBPJW7 | 12622500 | 1237500 | SH |  | SOLE |  | 1237500 | 0 | 0 |
| GAMES  ESPORTS EXPRNC ACQ C | *W EXP 12/01/202 | G3731J127 |  | 702 | 23312 | SH | Call | SOLE |  | 23312 | 0 | 0 |
| GAMES  ESPORTS EXPRNC ACQ C | CLASS A ORD SHS | G3731J119 | BBG014RL1QB3 | 480238 | 46625 | SH |  | SOLE |  | 46625 | 0 | 0 |
| GENWORTH FINL INC | COM CL A | 37247D106 | BBG001SJ0DH8 | 52900 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| GEO GROUP INC NEW | COM | 36162J106 | BBG001S6VYZ6 | 10945000 | 1000000 | SH | Put | SOLE |  | 1000000 | 0 | 0 |
| GLOBAL PARTNER ACQISTN CORP | CL A SHS | G3934P102 | BBG00YVVBB32 | 471227 | 46610 | SH |  | SOLE |  | 46610 | 0 | 0 |
| GOLDEN FALCON ACQUISITION CO | CL A | 38102H109 | BBG00YRRYSW2 | 465867 | 46610 | SH |  | SOLE |  | 46610 | 0 | 0 |
| GUESS INC | COM | 401617105 |  | 32858123 | 1588500 | SH | Put | SOLE |  | 1588500 | 0 | 0 |
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 |  | 30207660 | 28364000 | PRN |  | SOLE |  | 28364000 | 0 | 0 |
| GUIDEWIRE SOFTWARE INC | COM | 40171V100 |  | 1719987 | 27500 | SH | Put | SOLE |  | 27500 | 0 | 0 |
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 |  | 3730000 | 4000000 | PRN |  | SOLE |  | 4000000 | 0 | 0 |
| HORIZON THERAPEUTICS PUB L | SHS | G46188101 | BBG001T9M4T2 | 18208000 | 160000 | SH |  | SOLE |  | 160000 | 0 | 0 |
| IMAX CORP | COM | 45245E109 |  | 5129250 | 350000 | SH | Put | SOLE |  | 350000 | 0 | 0 |
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 |  | 8172580 | 9503000 | PRN |  | SOLE |  | 9503000 | 0 | 0 |
| INTEGRA LIFESCIENCES HLDGS C | COM NEW | 457985208 | BBG001S7JWM6 | 1401250 | 25000 | SH | Put | SOLE |  | 25000 | 0 | 0 |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 |  | 6089875 | 6250000 | PRN |  | SOLE |  | 6250000 | 0 | 0 |
| INTELLIGENT MEDI ACQSITN COR | *W EXP 11/05/202 | 45828D114 |  | 249 | 23312 | SH | Call | SOLE |  | 23312 | 0 | 0 |
| INTELLIGENT MEDI ACQSITN COR | CLASS A COM | 45828D106 | BBG012YF1KF1 | 479305 | 46625 | SH |  | SOLE |  | 46625 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 |  | 12561038 | 13750000 | PRN |  | SOLE |  | 13750000 | 0 | 0 |
| KENSINGTON CAPITAL ACQUISITI | SHS CL A | G5251K103 | BBG011WGWC58 | 950684 | 93250 | SH |  | SOLE |  | 93250 | 0 | 0 |
| KIMBELL TIGER ACQUISITION CO | *W EXP 09/15/202 | 49436K114 |  | 25769 | 23312 | SH | Call | SOLE |  | 23312 | 0 | 0 |
| KIMBELL TIGER ACQUISITION CO | COM CL A | 49436K106 | BBG011ZVTZM6 | 480238 | 46625 | SH |  | SOLE |  | 46625 | 0 | 0 |
| KNOWBE4 INC | CL A | 49926T104 | BBG00C4DL9K5 | 1492871 | 60245 | SH |  | SOLE |  | 60245 | 0 | 0 |
| LAZARD GROWTH ACQUISITION CO | CL A ORD SHS | G54035103 | BBG00Z3162M1 | 470710 | 46605 | SH |  | SOLE |  | 46605 | 0 | 0 |
| LCI INDS | COM | 50189K103 | BBG001S8G4D9 | 4853888 | 52500 | SH | Put | SOLE |  | 52500 | 0 | 0 |
| LCI INDS | NOTE 1.125% 5/1 | 501812AB7 |  | 14534844 | 17125000 | PRN |  | SOLE |  | 17125000 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 |  | 51319546 | 41100000 | PRN |  | SOLE |  | 41100000 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | COM | 538034109 | BBG001SNP2B2 | 3486750 | 50000 | SH | Put | SOLE |  | 50000 | 0 | 0 |
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 |  | 34625839 | 14415000 | PRN |  | SOLE |  | 14415000 | 0 | 0 |
| LUMENTUM HLDGS INC | COM | 55024U109 | BBG0073F9RS8 | 1826475 | 35000 | SH | Put | SOLE |  | 35000 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 |  | 17472015 | 16500000 | PRN |  | SOLE |  | 16500000 | 0 | 0 |
| M3 BRIGADE ACQUISITION II CO | *W EXP 03/09/202 | 553800111 |  | 6778 | 124600 | SH | Call | SOLE |  | 124600 | 0 | 0 |
| M3 BRIGADE ACQUISITION II CO | COM CL A | 553800103 | BBG00ZCLL7V9 | 10020000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| MARLIN TECHNOLOGY CORP | CL A SHS | G58411102 | BBG00ZJ07FQ2 | 472159 | 46610 | SH |  | SOLE |  | 46610 | 0 | 0 |
| MAXAR TECHNOLOGIES INC | COM | 57778K105 | BBG00MT6CG16 | 3621800 | 70000 | SH |  | SOLE |  | 70000 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | BBG001S787B5 | 5745748 | 81790 | SH |  | SOLE |  | 81790 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 |  | 22127175 | 315000 | SH | Put | SOLE |  | 315000 | 0 | 0 |
| MIDDLEBY CORP | COM | 596278101 | BBG001S8N9X8 | 1339450 | 10000 | SH | Put | SOLE |  | 10000 | 0 | 0 |
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 |  | 17995000 | 15250000 | PRN |  | SOLE |  | 15250000 | 0 | 0 |
| MONEYGRAM INTL INC | COM NEW | 60935Y208 | BBG001SM0819 | 3636051 | 333889 | SH |  | SOLE |  | 333889 | 0 | 0 |
| NATERA INC | COM | 632307104 | BBG001V0FSF8 | 4117938 | 102500 | SH | Put | SOLE |  | 102500 | 0 | 0 |
| NATERA INC | NOTE 2.250% 5/0 | 632307AB0 |  | 11403892 | 8918000 | PRN |  | SOLE |  | 8918000 | 0 | 0 |
| OAK STR HEALTH INC | COM | 67181A107 |  | 1295750 | 70000 | SH | Put | SOLE |  | 70000 | 0 | 0 |
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 |  | 36613500 | 23100000 | PRN |  | SOLE |  | 23100000 | 0 | 0 |
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 |  | 20601000 | 18000000 | PRN |  | SOLE |  | 18000000 | 0 | 0 |
| PEABODY ENERGY CORP | COM | 704551100 |  | 9909375 | 375000 | SH | Put | SOLE |  | 375000 | 0 | 0 |
| PG CORP | UNIT 08/16/2023 | 69331C140 |  | 9072000 | 63000 | SH |  | SOLE |  | 63000 | 0 | 0 |
| POWERUP ACQUISITION CORP | *W EXP 05/23/202 | G7207P129 |  | 1863 | 23312 | SH | Call | SOLE |  | 23312 | 0 | 0 |
| POWERUP ACQUISITION CORP | CLASS A ORDI SHS | G7207P103 | BBG015STV142 | 480238 | 46625 | SH |  | SOLE |  | 46625 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 |  | 10017540 | 9750000 | PRN |  | SOLE |  | 9750000 | 0 | 0 |
| PROSPECTOR CAPITAL CORP | CL A | G7273A105 | BBG00YN63B99 | 695684 | 69918 | SH |  | SOLE |  | 69918 | 0 | 0 |
| RICE ACQUISITION CORP II | SHS CL A | G75529100 | BBG00ZMY0HK3 | 711269 | 69938 | SH |  | SOLE |  | 69938 | 0 | 0 |
| SEAPORT GLOBAL ACQUISITION I | *W EXP 11/17/202 | 81221H113 |  | 117 | 11654 | SH | Call | SOLE |  | 11654 | 0 | 0 |
| SEAPORT GLOBAL ACQUISITION I | CLASS A COM | 81221H105 | BBG013TCFJT5 | 237549 | 23312 | SH |  | SOLE |  | 23312 | 0 | 0 |
| SHAW COMMUNICATIONS INC | CL B CONV | 82028K200 | BBG001S5W3K1 | 31208000 | 800000 | SH |  | SOLE |  | 800000 | 0 | 0 |
| SIERRA WIRELESS INC | COM | 826516106 | BBG001S824W3 | 2899000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SILICON MOTION TECHNOLOGY CO | SPONSORED ADR | 82706C108 | BBG001SP0YQ8 | 8123750 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| SILVER SPIKE ACQUISITN CORP | CLASS A ORD SHS | G8201H105 | BBG00Z8M4TC4 | 340538 | 33750 | SH |  | SOLE |  | 33750 | 0 | 0 |
| SIRIUS XM HOLDINGS INC | COM | 82968B103 | BBG001S70ZY6 | 1856536 | 317900 | SH |  | SOLE |  | 317900 | 0 | 0 |
| SIRIUS XM HOLDINGS INC | COM | 82968B103 | BBG001S70ZY6 | 291750 | 50000 | SH | Put | SOLE |  | 50000 | 0 | 0 |
| SLAM CORP | CL A SHS | G8210L105 | BBG00Z6D5VT2 | 473906 | 46875 | SH |  | SOLE |  | 46875 | 0 | 0 |
| SNAP INC | CL A | 83304A106 | BBG00441QMK5 | 223625 | 25000 | SH | Call | SOLE |  | 25000 | 0 | 0 |
| SOUND POINT ACQUISITION CORP | *W EXP 02/25/202 | G8274F119 |  | 1865 | 18650 | SH | Call | SOLE |  | 18650 | 0 | 0 |
| SOUND POINT ACQUISITION CORP | CLASS A ORD SHS | G8274F101 | BBG0165K7LY4 | 384563 | 37300 | SH |  | SOLE |  | 37300 | 0 | 0 |
| SOUTHWEST AIRLS CO | COM | 844741108 | BBG001S5SXC9 | 8248813 | 244990 | SH |  | SOLE |  | 244990 | 0 | 0 |
| SOUTHWEST AIRLS CO | COM | 844741108 |  | 10102500 | 300000 | SH | Put | SOLE |  | 300000 | 0 | 0 |
| SPIRIT AIRLS INC | COM | 848577102 | BBG001S70KL3 | 1948000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| STORE CAP CORP | COM | 862121100 | BBG00265T6X6 | 12824000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| TEGNA INC | COM | 87901J105 | BBG001S5RHD4 | 15892500 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| TELEPHONE  DATA SYS INC | COM NEW | 879433829 | BBG001S5WM29 | 3566600 | 340000 | SH |  | SOLE |  | 340000 | 0 | 0 |
| THUNDER BRIDGE CAP PRTNRS II | COM CL A | 88605T100 | BBG00YZ59TL9 | 457031 | 46875 | SH |  | SOLE |  | 46875 | 0 | 0 |
| TRANSOCEAN INC | DEB 4.625% 9/3 | 893830BW8 |  | 10657500 | 7000000 | PRN |  | SOLE |  | 7000000 | 0 | 0 |
| TYLER TECHNOLOGIES INC | COM | 902252105 | BBG001S5WZB0 | 4159089 | 12900 | SH |  | SOLE |  | 12900 | 0 | 0 |
| UBER TECHNOLOGIES INC | COM | 90353T100 | BBG002B04MW4 | 1286207 | 52010 | SH |  | SOLE |  | 52010 | 0 | 0 |
| UBER TECHNOLOGIES INC | COM | 90353T100 |  | 1978000 | 80000 | SH | Call | SOLE |  | 80000 | 0 | 0 |
| UBER TECHNOLOGIES INC | COM | 90353T100 | BBG002B04MW4 | 618125 | 25000 | SH | Put | SOLE |  | 25000 | 0 | 0 |
| UMPQUA HLDGS CORP | COM | 904214103 | BBG001SBSCN0 | 3312603 | 185580 | SH |  | SOLE |  | 185580 | 0 | 0 |
| UNDER ARMOUR INC | CL A | 904311107 | BBG001SJLLQ7 | 1524000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| UNITED STATES STL CORP | NOTE 5.000%11/0 | 912909AT5 |  | 79569338 | 39735000 | PRN |  | SOLE |  | 39735000 | 0 | 0 |
| VAIL RESORTS INC | COM | 91879Q109 | BBG001S5TFD6 | 3082819 | 12934 | SH |  | SOLE |  | 12934 | 0 | 0 |
| VAIL RESORTS INC | COM | 91879Q109 | BBG001S5TFD6 | 2383450 | 10000 | SH | Put | SOLE |  | 10000 | 0 | 0 |
| VERADIGM INC | NOTE 0.875% 1/0 | 01988PAF5 |  | 24132434 | 16825000 | PRN |  | SOLE |  | 16825000 | 0 | 0 |
| VMWARE INC | CL A COM | 928563402 | BBG001S6TFZ0 | 24552000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9460M108 | BBG00ZCMWX39 | 681750 | 67500 | SH |  | SOLE |  | 67500 | 0 | 0 |
| WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9461D107 | BBG00ZCVH7V2 | 681075 | 67500 | SH |  | SOLE |  | 67500 | 0 | 0 |
| WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9461D107 | BBG00ZCVH7V2 | 1763500 | 100000 | SH | Put | SOLE |  | 100000 | 0 | 0 |
| WAYFAIR INC | CL A | 94419L101 | BBG001THKQ26 | 668090 | 65275 | SH |  | SOLE |  | 65275 | 0 | 0 |
| WAYFAIR INC | CL A | 94419L101 |  | 20394900 | 620000 | SH | Put | SOLE |  | 620000 | 0 | 0 |
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 |  | 8779781 | 15105000 | PRN |  | SOLE |  | 15105000 | 0 | 0 |
| WOLFSPEED INC | COM | 977852102 | BBG001S6YWT4 | 2809928 | 40700 | SH |  | SOLE |  | 40700 | 0 | 0 |
| WORLD WRESTLING ENTMT INC | NOTE 3.375%12/1 | 98156QAB4 |  | 45156195 | 16182000 | PRN |  | SOLE |  | 16182000 | 0 | 0 |

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