0001085146-22-000992.txt : 20220214
0001085146-22-000992.hdr.sgml : 20220214
20220214123048
ACCESSION NUMBER: 0001085146-22-000992
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220214
DATE AS OF CHANGE: 20220214
EFFECTIVENESS DATE: 20220214
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: 22628113
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
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
false
false
0001578299
XXXXXXXX
12-31-2021
12-31-2021
false
DLD Asset Management, LP
150 EAST 52ND STREET
SUITE 27001
NEW YORK
NY
10022
13F HOLDINGS REPORT
028-17749
N
Naveen Dhuper
CFO
347-735-5115
/s/ Naveen Dhuper
New York
NY
02-14-2022
0
140
1271403
false
INFORMATION TABLE
2
infotable.xml
INFORMATION TABLE
AEROJET ROCKETDYNE HLDGS INC
NOTE 2.250%12/1
007800AB1
4648
2565000
PRN
SOLE
NONE
2565000
0
0
ALDEYRA THERAPEUTICS INC
COM
01438T106
1000
250000
SH
SOLE
NONE
250000
0
0
ALDEYRA THERAPEUTICS INC
COM
01438T106
1001
25000000
SH
Put
SOLE
NONE
25000000
0
0
ALLSCRIPTS HEALTHCARE SOLUTI
NOTE 0.875% 1/0
01988PAF5
19013
12825000
PRN
SOLE
NONE
12825000
0
0
ALLSCRIPTS HEALTHCARE SOLUTN
COM
01988P108
1384
7500000
SH
Put
SOLE
NONE
7500000
0
0
ALPHA HEALTHCARE ACQU CORP I
CLASS A COM
02073F104
624
64875
SH
SOLE
NONE
64875
0
0
AMERICAN AIRLINES GROUP INC
NOTE 6.500% 7/0
02376RAF9
9490
6840000
PRN
SOLE
NONE
6840000
0
0
AMERICAN NATIONAL GROUP INC
COM NEW
02772A109
4736
25079
SH
SOLE
NONE
25079
0
0
AMYRIS INC
COM NEW
03236M200
5830
107870000
SH
Put
SOLE
NONE
107870000
0
0
ANZU SPECIAL ACQUISITIN CORP
*W EXP 01/27/202
03737A119
290
36666600
SH
Call
SOLE
NONE
36666600
0
0
ANZU SPECIAL ACQUISITIN CORP
COM CL A
03737A101
11345
1164835
SH
SOLE
NONE
1164835
0
0
ARCH RESOURCES INC
NOTE 5.250%11/1
039389AB7
37321
14110000
PRN
SOLE
NONE
14110000
0
0
ARCLIGHT CLEAN TRANSITION II
CLASS A ORD SHS
G0R21B104
406
40680
SH
SOLE
NONE
40680
0
0
ARENA PHARMACEUTICALS INC
COM NEW
040047607
929
10000
SH
SOLE
NONE
10000
0
0
ATHENE HOLDING LTD
CL A
G0684D107
16058
192700
SH
SOLE
NONE
192700
0
0
ATHIRA PHARMA INC
COM
04746L104
977
75000
SH
SOLE
NONE
75000
0
0
ATHIRA PHARMA INC
COM
04746L104
1025
7860000
SH
Put
SOLE
NONE
7860000
0
0
AVAYA HLDGS CORP
NOTE 2.250% 6/1
05351XAB7
11688
11000000
PRN
SOLE
NONE
11000000
0
0
AXONPRIME INFRSTCTR AQSTN CO
CLASS A COM
05467C108
425
43250
SH
SOLE
NONE
43250
0
0
AXSOME THERAPEUTICS INC
COM
05464T104
1132
3000000
SH
Call
SOLE
NONE
3000000
0
0
AXSOME THERAPEUTICS INC
COM
05464T104
491
1300000
SH
Put
SOLE
NONE
1300000
0
0
AYALA PHARMACEUTICALS INC
COM
05465V108
1347
158232
SH
SOLE
NONE
158232
0
0
BEYOND MEAT INC
COM
08862E109
14332
22000000
SH
Put
SOLE
NONE
22000000
0
0
BILL COM HLDGS INC
COM
090043100
1847
7413
SH
SOLE
NONE
7413
0
0
BLACKLINE INC
NOTE 0.125% 8/0
09239BAB5
15069
10000000
PRN
SOLE
NONE
10000000
0
0
BLOOMIN BRANDS INC
COM
094235108
6296
30000000
SH
Put
SOLE
NONE
30000000
0
0
BLOOMIN BRANDS INC
NOTE 5.000% 5/0
094235AB4
47970
24506000
PRN
SOLE
NONE
24506000
0
0
BLUEROCK RESIDENTIAL GWT REI
COM CL A
09627J102
3299
125000
SH
SOLE
NONE
125000
0
0
BOOKING HOLDINGS INC
COM
09857L108
10453
4357
SH
SOLE
NONE
4357
0
0
BOOKING HOLDINGS INC
COM
09857L108
4801
200000
SH
Put
SOLE
NONE
200000
0
0
CARNIVAL CORP
COMMON STOCK
143658300
13116
65170000
SH
Put
SOLE
NONE
65170000
0
0
CARNIVAL CORP
NOTE 5.750% 4/0
143658BE1
82919
39124000
PRN
SOLE
NONE
39124000
0
0
CASPER SLEEP INC
COM
147626105
1470
220000
SH
SOLE
NONE
220000
0
0
CERNER CORP
COM
156782104
5572
60000
SH
SOLE
NONE
60000
0
0
CHEGG INC
COM
163092109
1535
5000000
SH
Put
SOLE
NONE
5000000
0
0
CHEGG INC
NOTE 0.125% 3/1
163092AD1
1775
1800000
PRN
SOLE
NONE
1800000
0
0
CHIMERIX INC
COM
16934W106
1728
268800
SH
SOLE
NONE
268800
0
0
CHIMERIX INC
COM
16934W106
2143
33400000
SH
Put
SOLE
NONE
33400000
0
0
CIIG CAPITAL PARTNERS II INC
*W EXP 02/28/202
12561U117
27
3243600
SH
Call
SOLE
NONE
3243600
0
0
CIIG CAPITAL PARTNERS II INC
COM CL A
12561U109
640
64875
SH
SOLE
NONE
64875
0
0
CINEMARK HLDGS INC
COM
17243V102
7897
49000000
SH
Put
SOLE
NONE
49000000
0
0
CINEMARK HLDGS INC
NOTE 4.500% 8/1
17243VAB8
48454
33795000
PRN
SOLE
NONE
33795000
0
0
CIT GROUP INC
COM NEW
125581801
2466
48041
SH
SOLE
NONE
48041
0
0
CLIMATE REAL IMPACT SLUTINS
COM CL A
187171103
633
64835
SH
SOLE
NONE
64835
0
0
COHERENT INC
COM
192479103
7996
30000
SH
SOLE
NONE
30000
0
0
COMPUTE HEALTH ACQUISITIN CO
COM CL A
204833107
631
64835
SH
SOLE
NONE
64835
0
0
COMTECH TELECOMMUNICATIONS C
COM NEW
205826209
948
40000
SH
SOLE
NONE
40000
0
0
CONNECT BIOPHARMA HLDGS LTD
ADS
207523101
627
121707
SH
SOLE
NONE
121707
0
0
CONX CORP
COM CL A
212873103
424
43210
SH
SOLE
NONE
43210
0
0
COUPA SOFTWARE INC
NOTE 0.125% 6/1
22266LAC0
28292
23025000
PRN
SOLE
NONE
23025000
0
0
CRIXUS BH3 ACQUISITION CO
UNIT 10/04/2026
22677T201
19859
1980000
SH
SOLE
NONE
1980000
0
0
CYRUSONE INC
COM
23283R100
10766
120000
SH
SOLE
NONE
120000
0
0
DEXCOM INC
COM
252131107
2290
4265
SH
SOLE
NONE
4265
0
0
DISCOVERY INC
COM SER A
25470F104
3766
160000
SH
SOLE
NONE
160000
0
0
DONNELLEY R R & SONS CO
COM
257867200
2452
217737
SH
SOLE
NONE
217737
0
0
EURONET WORLDWIDE INC
COM
298736109
1561
13100
SH
SOLE
NONE
13100
0
0
EVEREST CONSOLIDATOR ACQ COR
UNIT 99/99/9999
29978K201
440
43250
SH
SOLE
NONE
43250
0
0
EXPEDIA GROUP INC
COM NEW
30212P303
2224
1230000
SH
Put
SOLE
NONE
1230000
0
0
FIGURE ACQUISITION CORP I
*W EXP 03/31/202
302438114
253
21737500
SH
Call
SOLE
NONE
21737500
0
0
FIGURE ACQUISITION CORP I
COM CL A
302438106
9243
943209
SH
SOLE
NONE
943209
0
0
FOREST ROAD ACQUISITION COR
CL A
34619V103
404
41500
SH
SOLE
NONE
41500
0
0
FORTRESS VALUE ACQUISI CORP
COM CL A
34964K108
421
43210
SH
SOLE
NONE
43210
0
0
FTAC ZEUS ACQUISITION COR
UNIT 04/15/2026
30320F205
434
43250
SH
SOLE
NONE
43250
0
0
FTS INTERNATIONAL INC
COM NEW CL A
30283W302
3513
133816
SH
SOLE
NONE
133816
0
0
GENWORTH FINL INC
COM CL A
37247D106
40
10000
SH
SOLE
NONE
10000
0
0
GOLDEN FALCON ACQUISITION CO
CL A
38102H109
423
43220
SH
SOLE
NONE
43220
0
0
GORES HOLDINGS VII INC
COM CL A
38286T101
423
43210
SH
SOLE
NONE
43210
0
0
GORES TECHNOLOGY PARTNERS II
CLASS A COM
38287L107
411
41500
SH
SOLE
NONE
41500
0
0
GUESS INC
COM
401617105
13850
58500000
SH
Put
SOLE
NONE
58500000
0
0
GUESS INC
NOTE 2.000% 4/1
401617AD7
35610
30564000
PRN
SOLE
NONE
30564000
0
0
HAMILTON LANE ALLIANCE HLDGS
COM CL A
40749M103
422
43210
SH
SOLE
NONE
43210
0
0
HEALTHCARE TR AMER INC
CL A NEW
42225P501
1336
40000
SH
SOLE
NONE
40000
0
0
HUDSON EXECUTIVE INVES III
COM CL A
44376L107
433
44597
SH
SOLE
NONE
44597
0
0
IHS MARKIT LTD
SHS
G47567105
25161
189297
SH
SOLE
NONE
189297
0
0
IMAX CORP
COM
45245E109
7138
40000000
SH
Put
SOLE
NONE
40000000
0
0
INDEPENDENCE HLDG CO NEW
COM NEW
453440307
1984
35000
SH
SOLE
NONE
35000
0
0
INNOVAGE HLDG CORP
COM
45784A104
112
2240000
SH
Call
SOLE
NONE
2240000
0
0
INTELLIGENT MEDI ACQSITN COR
UNIT 11/05/2026
45828D205
439
43250
SH
SOLE
NONE
43250
0
0
INTERCEPT PHARMACEUTICALS IN
COM
45845P108
4072
25000000
SH
Put
SOLE
NONE
25000000
0
0
INVESTORS BANCORP INC NEW
COM
46146L101
5302
350000
SH
SOLE
NONE
350000
0
0
ISTAR INC
NOTE 3.125% 9/1
45031UCB5
34910
18520000
PRN
SOLE
NONE
18520000
0
0
JACK CREEK INVESTMENT CORP
CL A SHS
G4989X115
422
43205
SH
SOLE
NONE
43205
0
0
KKR ACQUISITION HOLDING I CO
COM CLASS A
48253T109
606
62250
SH
SOLE
NONE
62250
0
0
LCI INDS
NOTE 1.125% 5/1
501812AB7
17969
16225000
PRN
SOLE
NONE
16225000
0
0
LEAP THERAPEUTICS INC
COM
52187K101
1199
370000
SH
SOLE
NONE
370000
0
0
LEAP THERAPEUTICS INC
COM
52187K101
993
30700000
SH
Call
SOLE
NONE
30700000
0
0
LIBERTY MEDIA CORP DEL
NOTE 1.000% 1/3
531229AF9
11402
6600000
PRN
SOLE
NONE
6600000
0
0
LIBERTY MEDIA CORP DEL
NOTE 1.375%10/1
531229AB8
95764
63367000
PRN
SOLE
NONE
63367000
0
0
LIVENT CORP
COM
53814L108
1219
5000000
SH
Put
SOLE
NONE
5000000
0
0
LIVENT CORP
NOTE 4.125% 7/1
53814LAB4
27680
9415000
PRN
SOLE
NONE
9415000
0
0
M3 BRIGADE ACQUISITION II CO
*W EXP 09/03/202
553800111
290
25000000
SH
Call
SOLE
NONE
25000000
0
0
M3 BRIGADE ACQUISITION II CO
COM CL A
553800103
9910
1000000
SH
SOLE
NONE
1000000
0
0
MICROCHIP TECHNOLOGY INC.
COM
595017104
5919
67990
SH
SOLE
NONE
67990
0
0
MICROCHIP TECHNOLOGY INC.
COM
595017104
3483
4000000
SH
Put
SOLE
NONE
4000000
0
0
MIMECAST LTD
ORD SHS
G14838109
7957
100000
SH
SOLE
NONE
100000
0
0
NATERA INC
NOTE 2.250% 5/0
632307AB0
29360
11443000
PRN
SOLE
NONE
11443000
0
0
NATIONAL VISION HLDGS INC
NOTE 2.500% 5/1
63845RAB3
8064
4800000
PRN
SOLE
NONE
4800000
0
0
NIGHTDRAGON ACQUISITION CORP
CLASS A COM
65413D105
632
64835
SH
SOLE
NONE
64835
0
0
NUANCE COMMUNICATIONS INC
DBCV 1.000%12/1
67020YAK6
33781
14740000
PRN
SOLE
NONE
14740000
0
0
NUANCE COMMUNICATIONS INC
NOTE 1.250% 4/0
67020YAN0
32212
11400000
PRN
SOLE
NONE
11400000
0
0
OMNICELL COM
NOTE 0.250% 9/1
68213NAD1
29949
15825000
PRN
SOLE
NONE
15825000
0
0
OPIANT PHARMACEUTICALS INC
COM
683750103
1009
30000
SH
SOLE
NONE
30000
0
0
PAE INC
COM CL A
69290Y109
993
100000
SH
SOLE
NONE
100000
0
0
PALO ALTO NETWORKS INC
NOTE 0.750% 7/0
697435AD7
23926
11400000
PRN
SOLE
NONE
11400000
0
0
PENN NATL GAMING INC
NOTE 2.750% 5/1
707569AU3
4760
2000000
PRN
SOLE
NONE
2000000
0
0
PILGRIMS PRIDE CORP
COM
72147K108
1974
70000
SH
SOLE
NONE
70000
0
0
PROTARA THERAPEUTICS INC
COM STK
74365U107
1547
229231
SH
SOLE
NONE
229231
0
0
REALOGY HLDGS CORP
COM
75605Y106
6718
40000000
SH
Put
SOLE
NONE
40000000
0
0
REVOLUTION HEALTHCAR AQ CORP
CLASS A COM
76155Y108
307
31500
SH
SOLE
NONE
31500
0
0
RXR ACQUISITION CORP
CLASS A COM
74981W107
429
43970
SH
SOLE
NONE
43970
0
0
SCIPLAY CORPORATION
CL A
809087109
2756
200000
SH
SOLE
NONE
200000
0
0
SEAPORT GLOBAL ACQUISITION I
UNIT 11/17/2026
81221H204
216
21625
SH
SOLE
NONE
21625
0
0
SEELOS THERAPEUTICS INC
COM
81577F109
41
25000
SH
SOLE
NONE
25000
0
0
SIMON PROPERTY GRP ACQ HOLDI
COM CL A
82880R103
426
43750
SH
SOLE
NONE
43750
0
0
SNAP INC
CL A
83304A106
1351
28728
SH
SOLE
NONE
28728
0
0
SOUTHWEST AIRLS CO
NOTE 1.250% 5/0
844741BG2
45518
34000000
PRN
SOLE
NONE
34000000
0
0
SPIRIT OF TEX BANCSHARES INC
COM
84861D103
346
12009
SH
SOLE
NONE
12009
0
0
SPOK HLDGS INC
COM
84863T106
93
10000
SH
SOLE
NONE
10000
0
0
SPRINGWORKS THERAPEUTICS INC
COM
85205L107
2390
3850000
SH
Put
SOLE
NONE
3850000
0
0
STATE AUTO FINL CORP
COM
855707105
4924
95260
SH
SOLE
NONE
95260
0
0
STERLING BANCORP DEL
COM
85917A100
3044
118035
SH
SOLE
NONE
118035
0
0
TEGNA INC
COM
87901J105
2227
120000
SH
SOLE
NONE
120000
0
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
408
20232
SH
SOLE
NONE
20232
0
0
THUNDER BRIDGE CAP PRTNRS II
COM CL A
88605T100
427
43750
SH
SOLE
NONE
43750
0
0
TISHMAN SPEYER INNOVATION CO
COM CL A
88825H100
427
43750
SH
SOLE
NONE
43750
0
0
TURTLE BEACH CORP
COM NEW
900450206
668
30000
SH
SOLE
NONE
30000
0
0
UBER TECHNOLOGIES INC
COM
90353T100
1400
33400
SH
SOLE
NONE
33400
0
0
UNDER ARMOUR INC
CL A
904311107
1060
50000
SH
SOLE
NONE
50000
0
0
UNITED STATES STL CORP
NOTE 5.000%11/0
912909AT5
64047
31785000
PRN
SOLE
NONE
31785000
0
0
VAIL RESORTS INC
COM
91879Q109
2569
7834
SH
SOLE
NONE
7834
0
0
VASCULAR BIOGENICS LTD
COM
M96883109
837
425000
SH
SOLE
NONE
425000
0
0
VECTOIQ ACQUISITION CORP II
COM CL A
92244F109
214
22000
SH
SOLE
NONE
22000
0
0
VOCERA COMMUNICATIONS INC
COM
92857F107
11480
17700000
SH
Put
SOLE
NONE
17700000
0
0
VONAGE HLDGS CORP
COM
92886T201
4104
197400
SH
SOLE
NONE
197400
0
0
VROOM INC
COM
92918V109
8370
77500000
SH
Put
SOLE
NONE
77500000
0
0
WAYFAIR INC
CL A
94419L101
1045
550000
SH
Put
SOLE
NONE
550000
0
0
WAYFAIR INC
NOTE 1.000% 8/1
94419LAF8
57676
38355000
PRN
SOLE
NONE
38355000
0
0
WORLD WRESTLING ENTMT INC
CL A
98156Q108
987
2000000
SH
Put
SOLE
NONE
2000000
0
0
WORLD WRESTLING ENTMT INC
NOTE 3.375%12/1
98156QAB4
32646
15771000
PRN
SOLE
NONE
15771000
0
0
XILINX INC
COM
983919101
25020
118000
SH
SOLE
NONE
118000
0
0