DLD Asset Management, LP Q2 2022 Filing

Filed August 12, 2022

Portfolio Value

$1.4B

Holdings

209

Report Date

Q2 2022

Filing Type

13F-HR

All Holdings (209 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	LMCA 1.375 10/15/23LIBERTY MEDIA CORP DEL	87,367,000	$102.9M	7.33%
2	X 5 11/01/26UNITED STATES STL CORP	40,035,000	$63.0M	4.48%
3	CNK 4.5 08/15/25CINEMARK HLDGS INC	37,795,000	$49.0M	3.49%
4	BLMN 5 05/01/25BLOOMIN BRANDS INC	30,031,000	$48.0M	3.41%
5	FWONK 1 01/30/23LIBERTY MEDIA CORP DEL	26,100,000	$45.3M	3.23%
6	LUV 1.25 05/01/25SOUTHWEST AIRLS CO	36,750,000	$43.5M	3.10%
7	PANW 0.75 07/01/23PALO ALTO NETWORKS INC	22,500,000	$42.2M	3.01%
8	FCN 2 08/15/23FTI CONSULTING INC	22,000,000	$39.7M	2.83%
9	TKO 3.375 12/15/23WORLD WRESTLING ENTMT INC	14,408,000	$36.7M	2.61%
10	LTHM 4.125 07/15/25LIVENT CORP	11,915,000	$32.7M	2.33%
11	GES 2 04/15/24GUESS INC	33,064,000	$32.6M	2.32%
12	—ENCORE CAP EUROPE FIN LTD	19,000,000	$26.7M	1.90%
13	CCL 5.75 04/01/23CARNIVAL CORP	23,624,000	$26.5M	1.89%
14	OMCL 0.25 09/15/25OMNICELL COM	20,325,000	$26.0M	1.85%
15	LCII 1.125 05/15/26LCI INDS	24,475,000	$22.3M	1.59%
16	MIDD 1 09/01/25MIDDLEBY CORP	18,750,000	$21.3M	1.51%
17	MDRX 0.875 01/01/27ALLSCRIPTS HEALTHCARE SOLUTI	16,325,000	$20.7M	1.47%
18	NTRA 2.25 05/01/27NATERA INC	16,668,000	$20.7M	1.47%
19	ETSY 0.125 10/01/26ETSY INC	17,250,000	$19.8M	1.41%
20	LITE 0.25 03/15/24LUMENTUM HLDGS INC	14,000,000	$19.5M	1.39%
21	—CRIXUS BH3 ACQUISITION CO	1,980,000	$19.5M	1.39%
22	ACCUSDAMERICAN CAMPUS CMNTYS INC	300,000	$19.3M	1.38%
23	CTXSEURCITRIX SYS INC	190,375	$18.5M	1.32%
24	GWRE 1.25 03/15/25GUIDEWIRE SOFTWARE INC	19,500,000	$18.3M	1.30%
25	W 1 08/15/26WAYFAIR INC	27,355,000	$17.9M	1.27%
26	—APOLLO STRATEGIC GRWT CPTL I	1,743,210	$17.1M	1.22%
27	CNX 2.25 05/01/26CNX RES CORP	11,500,000	$16.9M	1.20%
28	BKNGBOOKING HOLDINGS INC	9,577	$16.8M	1.19%	Put
29	SAILEURSAILPOINT TECHNOLOGIES HLDGS	254,349	$15.9M	1.13%
30	LCIILCI INDS	138,500	$15.5M	1.10%	Put
31	PSN 0.25 08/15/25PARSONS CORP DEL	13,500,000	$14.3M	1.02%
32	LHCGUSDLHC GROUP INC	90,000	$14.0M	1.00%
33	MCHPMICROCHIP TECHNOLOGY INC.	240,590	$14.0M	0.99%	Put
34	SJR/BEURSHAW COMMUNICATIONS INC	360,000	$13.7M	0.97%
35	IMAX 0.5 04/01/26IMAX CORP	15,003,000	$13.4M	0.96%
36	—PS BUSINESS PKS INC CALIF	70,000	$13.1M	0.93%
37	CNKCINEMARK HLDGS INC	860,000	$12.9M	0.92%	Put
38	NEE 6.219 09/01/23NEXTERA ENERGY INC	167,500	$12.4M	0.89%	Put
39	AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC	11,250,000	$12.4M	0.88%
40	LATAGALATA ACQUISITION CORP	1,237,500	$12.2M	0.87%
41	—ANZU SPECIAL ACQUISITIN CORP	1,164,835	$11.4M	0.81%
42	PRGSPROGRESS SOFTWARE CORP	11,250,000	$11.2M	0.79%
43	HOUS 0.25 06/15/26REALOGY GRP LLC/REALOGY CO	14,750,000	$11.0M	0.78%
44	ENV 0.75 08/15/25ENVESTNET INC	12,500,000	$10.8M	0.77%
45	—TWITTER INC	10,500,000	$10.4M	0.74%
46	USX1UNITED STATES STL CORP NEW	570,000	$10.2M	0.73%	Put
47	MBVIM3 BRIGADE ACQUISITION II CO	1,000,000	$9.8M	0.70%
48	—FIGURE ACQUISITION CORP I	943,209	$9.2M	0.66%
49	BL 0.125 08/01/24BLACKLINE INC	8,000,000	$8.8M	0.63%
50	SWCHEURSWITCH INC	257,400	$8.6M	0.61%
51	BTUPEABODY ENGR CORP	375,000	$8.0M	0.57%	Put
52	TGNATEGNA INC	354,000	$7.4M	0.53%
53	ZEN1EURZENDESK INC	100,101	$7.4M	0.53%
54	CDKCDK GLOBAL INC	125,000	$6.8M	0.49%
55	NTRANATERA INC	190,000	$6.7M	0.48%	Put
56	—VONAGE HLDGS CORP	350,387	$6.6M	0.47%
57	NCLH 5.375 08/01/25NCL CORP LTD	6,750,000	$6.6M	0.47%
58	—CORNERSTONE BLDG BRANDS INC	250,000	$6.1M	0.44%
59	GU9GUESS INC	358,500	$6.1M	0.43%	Put
60	JBTM 0.25 05/15/26JOHN BEAN TECHNOLOGIES CORP	6,450,000	$6.0M	0.43%
61	TYLTYLER TECHNOLOGIES INC	17,700	$5.9M	0.42%	Put
62	—PLANTRONICS INC NEW	140,000	$5.6M	0.40%
63	WWAYFAIR INC	125,000	$5.4M	0.39%	Put
64	MTNVAIL RESORTS INC	24,234	$5.3M	0.38%	Put
65	YUSDALLEGHANY CORP MD	6,000	$5.0M	0.36%
66	TEN1TENNECO INC	280,000	$4.8M	0.34%
67	JXC1ZIFF DAVIS INC	60,000	$4.5M	0.32%	Put
68	ETSYETSY INC	60,000	$4.4M	0.31%	Put
69	BILLBILL COM HLDGS INC	39,300	$4.3M	0.31%	Put
70	FBCUSDFLAGSTAR BANCORP INC	120,000	$4.3M	0.30%
71	UBERUBER TECHNOLOGIES INC	206,600	$4.2M	0.30%	Put
72	PSNPARSONS CORP DEL	100,000	$4.0M	0.29%	Put
73	CCLCARNIVAL CORP	450,000	$3.9M	0.28%	Put
74	AVYAUSDAVAYA HLDGS CORP	1,700,000	$3.8M	0.27%	Put
75	—GCP APPLIED TECHNOLOGIES INC	120,000	$3.8M	0.27%
76	—BIOHAVEN PHARMACTL HLDG CO L	25,000	$3.6M	0.26%
77	ARCH1USDARCH RESOURCES INC	25,000	$3.6M	0.25%	Put
78	MFS1EURWELBILT INC	150,000	$3.6M	0.25%
79	GWREGUIDEWIRE SOFTWARE INC	50,000	$3.5M	0.25%	Put
80	TDSTELEPHONE & DATA SYS INC	200,000	$3.2M	0.22%
81	BKOBLUEROCK RESIDENTIAL GWT REI	119,053	$3.1M	0.22%
82	—TURNING POINT THERAPEUTICS I	40,000	$3.0M	0.21%
83	IMAIMAX CORP	175,000	$3.0M	0.21%	Put
84	LULULULULEMON ATHLETICA INC	10,000	$2.7M	0.19%	Put
85	BMBLBUMBLE INC	95,200	$2.7M	0.19%	Call
86	KRTXKARUNA THERAPEUTICS INC	20,000	$2.5M	0.18%	Put
87	MIDDMIDDLEBY CORP	20,000	$2.5M	0.18%	Put
88	SJIEURSOUTH JERSEY INDS INC	70,000	$2.4M	0.17%
89	SIRIEURSIRIUS XM HOLDINGS INC	383,900	$2.4M	0.17%	Put
90	LUVSOUTHWEST AIRLS CO	60,000	$2.2M	0.15%	Put
91	LYVLIVE NATION ENTERTAINMENT IN	25,000	$2.1M	0.15%	Put
92	MGIEURMONEYGRAM INTL INC	200,443	$2.0M	0.14%
93	UPWKUPWORK INC	95,600	$2.0M	0.14%	Put
94	TCE2CELLDEX THERAPEUTICS INC NEW	72,000	$1.9M	0.14%	Put
95	AXSMAXSOME THERAPEUTICS INC	50,500	$1.9M	0.14%	Put
96	OPHTEURIVERIC BIO INC	200,000	$1.9M	0.14%	Put
97	BMRNBIOMARIN PHARMACEUTICAL INC	22,200	$1.8M	0.13%	Put
98	SPAQUSDFISKER INC	200,000	$1.7M	0.12%	Put
99	OMCLOMNICELL COM	15,000	$1.7M	0.12%	Put
100	UMPQUSDUMPQUA HLDGS CORP	100,000	$1.7M	0.12%

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