UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F COVER PAGE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
Estimated average burden
hours per response:23.8
Report for the Calendar Year or Quarter Ended:
12-31-2021
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
Address:
150 EAST 52ND STREET
SUITE 27001
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
Title:
CFO
Phone:
347-735-5115


Signature, Place, and Date of Signing:

/s/ Naveen Dhuper
                         [Signature]
New York, NEW YORK
                 [City, State]
02-14-2022
                           [Date]
                          

Report Type (Check only one.):

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

☐ 13F NOTICE. (Check here if no holdings reported are 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:
140
Form 13F Information table Value Total:
1271403
          (thousands)

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


UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
Estimated average burden
hours per response:23.8
COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
AEROJET ROCKETDYNE HLDGS INCNOTE 2.250%12/1007800AB14,6482,565,000PRNSOLENONE2,565,000 0 0
ALDEYRA THERAPEUTICS INCCOM01438T1061,000250,000SHSOLENONE250,000 0 0
ALDEYRA THERAPEUTICS INCCOM01438T1061,00125,000,000SHPutSOLENONE25,000,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTINOTE 0.875% 1/001988PAF519,01312,825,000PRNSOLENONE12,825,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P1081,3847,500,000SHPutSOLENONE7,500,000 0 0
ALPHA HEALTHCARE ACQU CORP ICLASS A COM02073F10462464,875SHSOLENONE64,875 0 0
AMERICAN AIRLINES GROUP INCNOTE 6.500% 7/002376RAF99,4906,840,000PRNSOLENONE6,840,000 0 0
AMERICAN NATIONAL GROUP INCCOM NEW02772A1094,73625,079SHSOLENONE25,079 0 0
AMYRIS INCCOM NEW03236M2005,830107,870,000SHPutSOLENONE107,870,000 0 0
ANZU SPECIAL ACQUISITIN CORP*W EXP 01/27/20203737A11929036,666,600SHCallSOLENONE36,666,600 0 0
ANZU SPECIAL ACQUISITIN CORPCOM CL A03737A10111,3451,164,835SHSOLENONE1,164,835 0 0
ARCH RESOURCES INCNOTE 5.250%11/1039389AB737,32114,110,000PRNSOLENONE14,110,000 0 0
ARCLIGHT CLEAN TRANSITION IICLASS A ORD SHSG0R21B10440640,680SHSOLENONE40,680 0 0
ARENA PHARMACEUTICALS INCCOM NEW04004760792910,000SHSOLENONE10,000 0 0
ATHENE HOLDING LTDCL AG0684D10716,058192,700SHSOLENONE192,700 0 0
ATHIRA PHARMA INCCOM04746L10497775,000SHSOLENONE75,000 0 0
ATHIRA PHARMA INCCOM04746L1041,0257,860,000SHPutSOLENONE7,860,000 0 0
AVAYA HLDGS CORPNOTE 2.250% 6/105351XAB711,68811,000,000PRNSOLENONE11,000,000 0 0
AXONPRIME INFRSTCTR AQSTN COCLASS A COM05467C10842543,250SHSOLENONE43,250 0 0
AXSOME THERAPEUTICS INCCOM05464T1041,1323,000,000SHCallSOLENONE3,000,000 0 0
AXSOME THERAPEUTICS INCCOM05464T1044911,300,000SHPutSOLENONE1,300,000 0 0
AYALA PHARMACEUTICALS INCCOM05465V1081,347158,232SHSOLENONE158,232 0 0
BEYOND MEAT INCCOM08862E10914,33222,000,000SHPutSOLENONE22,000,000 0 0
BILL COM HLDGS INCCOM0900431001,8477,413SHSOLENONE7,413 0 0
BLACKLINE INCNOTE 0.125% 8/009239BAB515,06910,000,000PRNSOLENONE10,000,000 0 0
BLOOMIN BRANDS INCCOM0942351086,29630,000,000SHPutSOLENONE30,000,000 0 0
BLOOMIN BRANDS INCNOTE 5.000% 5/0094235AB447,97024,506,000PRNSOLENONE24,506,000 0 0
BLUEROCK RESIDENTIAL GWT REICOM CL A09627J1023,299125,000SHSOLENONE125,000 0 0
BOOKING HOLDINGS INCCOM09857L10810,4534,357SHSOLENONE4,357 0 0
BOOKING HOLDINGS INCCOM09857L1084,801200,000SHPutSOLENONE200,000 0 0
CARNIVAL CORPCOMMON STOCK14365830013,11665,170,000SHPutSOLENONE65,170,000 0 0
CARNIVAL CORPNOTE 5.750% 4/0143658BE182,91939,124,000PRNSOLENONE39,124,000 0 0
CASPER SLEEP INCCOM1476261051,470220,000SHSOLENONE220,000 0 0
CERNER CORPCOM1567821045,57260,000SHSOLENONE60,000 0 0
CHEGG INCCOM1630921091,5355,000,000SHPutSOLENONE5,000,000 0 0
CHEGG INCNOTE 0.125% 3/1163092AD11,7751,800,000PRNSOLENONE1,800,000 0 0
CHIMERIX INCCOM16934W1061,728268,800SHSOLENONE268,800 0 0
CHIMERIX INCCOM16934W1062,14333,400,000SHPutSOLENONE33,400,000 0 0
CIIG CAPITAL PARTNERS II INC*W EXP 02/28/20212561U117273,243,600SHCallSOLENONE3,243,600 0 0
CIIG CAPITAL PARTNERS II INCCOM CL A12561U10964064,875SHSOLENONE64,875 0 0
CINEMARK HLDGS INCCOM17243V1027,89749,000,000SHPutSOLENONE49,000,000 0 0
CINEMARK HLDGS INCNOTE 4.500% 8/117243VAB848,45433,795,000PRNSOLENONE33,795,000 0 0
CIT GROUP INCCOM NEW1255818012,46648,041SHSOLENONE48,041 0 0
CLIMATE REAL IMPACT SLUTINSCOM CL A18717110363364,835SHSOLENONE64,835 0 0
COHERENT INCCOM1924791037,99630,000SHSOLENONE30,000 0 0
COMPUTE HEALTH ACQUISITIN COCOM CL A20483310763164,835SHSOLENONE64,835 0 0
COMTECH TELECOMMUNICATIONS CCOM NEW20582620994840,000SHSOLENONE40,000 0 0
CONNECT BIOPHARMA HLDGS LTDADS207523101627121,707SHSOLENONE121,707 0 0
CONX CORPCOM CL A21287310342443,210SHSOLENONE43,210 0 0
COUPA SOFTWARE INCNOTE 0.125% 6/122266LAC028,29223,025,000PRNSOLENONE23,025,000 0 0
CRIXUS BH3 ACQUISITION COUNIT 10/04/202622677T20119,8591,980,000SHSOLENONE1,980,000 0 0
CYRUSONE INCCOM23283R10010,766120,000SHSOLENONE120,000 0 0
DEXCOM INCCOM2521311072,2904,265SHSOLENONE4,265 0 0
DISCOVERY INCCOM SER A25470F1043,766160,000SHSOLENONE160,000 0 0
DONNELLEY R R & SONS COCOM2578672002,452217,737SHSOLENONE217,737 0 0
EURONET WORLDWIDE INCCOM2987361091,56113,100SHSOLENONE13,100 0 0
EVEREST CONSOLIDATOR ACQ CORUNIT 99/99/999929978K20144043,250SHSOLENONE43,250 0 0
EXPEDIA GROUP INCCOM NEW30212P3032,2241,230,000SHPutSOLENONE1,230,000 0 0
FIGURE ACQUISITION CORP I*W EXP 03/31/20230243811425321,737,500SHCallSOLENONE21,737,500 0 0
FIGURE ACQUISITION CORP ICOM CL A3024381069,243943,209SHSOLENONE943,209 0 0
FOREST ROAD ACQUISITION CORCL A34619V10340441,500SHSOLENONE41,500 0 0
FORTRESS VALUE ACQUISI CORPCOM CL A34964K10842143,210SHSOLENONE43,210 0 0
FTAC ZEUS ACQUISITION CORUNIT 04/15/202630320F20543443,250SHSOLENONE43,250 0 0
FTS INTERNATIONAL INCCOM NEW CL A30283W3023,513133,816SHSOLENONE133,816 0 0
GENWORTH FINL INCCOM CL A37247D1064010,000SHSOLENONE10,000 0 0
GOLDEN FALCON ACQUISITION COCL A38102H10942343,220SHSOLENONE43,220 0 0
GORES HOLDINGS VII INCCOM CL A38286T10142343,210SHSOLENONE43,210 0 0
GORES TECHNOLOGY PARTNERS IICLASS A COM38287L10741141,500SHSOLENONE41,500 0 0
GUESS INCCOM40161710513,85058,500,000SHPutSOLENONE58,500,000 0 0
GUESS INCNOTE 2.000% 4/1401617AD735,61030,564,000PRNSOLENONE30,564,000 0 0
HAMILTON LANE ALLIANCE HLDGSCOM CL A40749M10342243,210SHSOLENONE43,210 0 0
HEALTHCARE TR AMER INCCL A NEW42225P5011,33640,000SHSOLENONE40,000 0 0
HUDSON EXECUTIVE INVES IIICOM CL A44376L10743344,597SHSOLENONE44,597 0 0
IHS MARKIT LTDSHSG4756710525,161189,297SHSOLENONE189,297 0 0
IMAX CORPCOM45245E1097,13840,000,000SHPutSOLENONE40,000,000 0 0
INDEPENDENCE HLDG CO NEWCOM NEW4534403071,98435,000SHSOLENONE35,000 0 0
INNOVAGE HLDG CORPCOM45784A1041122,240,000SHCallSOLENONE2,240,000 0 0
INTELLIGENT MEDI ACQSITN CORUNIT 11/05/202645828D20543943,250SHSOLENONE43,250 0 0
INTERCEPT PHARMACEUTICALS INCOM45845P1084,07225,000,000SHPutSOLENONE25,000,000 0 0
INVESTORS BANCORP INC NEWCOM46146L1015,302350,000SHSOLENONE350,000 0 0
ISTAR INCNOTE 3.125% 9/145031UCB534,91018,520,000PRNSOLENONE18,520,000 0 0
JACK CREEK INVESTMENT CORPCL A SHSG4989X11542243,205SHSOLENONE43,205 0 0
KKR ACQUISITION HOLDING I COCOM CLASS A48253T10960662,250SHSOLENONE62,250 0 0
LCI INDSNOTE 1.125% 5/1501812AB717,96916,225,000PRNSOLENONE16,225,000 0 0
LEAP THERAPEUTICS INCCOM52187K1011,199370,000SHSOLENONE370,000 0 0
LEAP THERAPEUTICS INCCOM52187K10199330,700,000SHCallSOLENONE30,700,000 0 0
LIBERTY MEDIA CORP DELNOTE 1.000% 1/3531229AF911,4026,600,000PRNSOLENONE6,600,000 0 0
LIBERTY MEDIA CORP DELNOTE 1.375%10/1531229AB895,76463,367,000PRNSOLENONE63,367,000 0 0
LIVENT CORPCOM53814L1081,2195,000,000SHPutSOLENONE5,000,000 0 0
LIVENT CORPNOTE 4.125% 7/153814LAB427,6809,415,000PRNSOLENONE9,415,000 0 0
M3 BRIGADE ACQUISITION II CO*W EXP 09/03/20255380011129025,000,000SHCallSOLENONE25,000,000 0 0
M3 BRIGADE ACQUISITION II COCOM CL A5538001039,9101,000,000SHSOLENONE1,000,000 0 0
MICROCHIP TECHNOLOGY INC.COM5950171045,91967,990SHSOLENONE67,990 0 0
MICROCHIP TECHNOLOGY INC.COM5950171043,4834,000,000SHPutSOLENONE4,000,000 0 0
MIMECAST LTDORD SHSG148381097,957100,000SHSOLENONE100,000 0 0
NATERA INCNOTE 2.250% 5/0632307AB029,36011,443,000PRNSOLENONE11,443,000 0 0
NATIONAL VISION HLDGS INCNOTE 2.500% 5/163845RAB38,0644,800,000PRNSOLENONE4,800,000 0 0
NIGHTDRAGON ACQUISITION CORPCLASS A COM65413D10563264,835SHSOLENONE64,835 0 0
NUANCE COMMUNICATIONS INCDBCV 1.000%12/167020YAK633,78114,740,000PRNSOLENONE14,740,000 0 0
NUANCE COMMUNICATIONS INCNOTE 1.250% 4/067020YAN032,21211,400,000PRNSOLENONE11,400,000 0 0
OMNICELL COMNOTE 0.250% 9/168213NAD129,94915,825,000PRNSOLENONE15,825,000 0 0
OPIANT PHARMACEUTICALS INCCOM6837501031,00930,000SHSOLENONE30,000 0 0
PAE INCCOM CL A69290Y109993100,000SHSOLENONE100,000 0 0
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435AD723,92611,400,000PRNSOLENONE11,400,000 0 0
PENN NATL GAMING INCNOTE 2.750% 5/1707569AU34,7602,000,000PRNSOLENONE2,000,000 0 0
PILGRIMS PRIDE CORPCOM72147K1081,97470,000SHSOLENONE70,000 0 0
PROTARA THERAPEUTICS INCCOM STK74365U1071,547229,231SHSOLENONE229,231 0 0
REALOGY HLDGS CORPCOM75605Y1066,71840,000,000SHPutSOLENONE40,000,000 0 0
REVOLUTION HEALTHCAR AQ CORPCLASS A COM76155Y10830731,500SHSOLENONE31,500 0 0
RXR ACQUISITION CORPCLASS A COM74981W10742943,970SHSOLENONE43,970 0 0
SCIPLAY CORPORATIONCL A8090871092,756200,000SHSOLENONE200,000 0 0
SEAPORT GLOBAL ACQUISITION IUNIT 11/17/202681221H20421621,625SHSOLENONE21,625 0 0
SEELOS THERAPEUTICS INCCOM81577F1094125,000SHSOLENONE25,000 0 0
SIMON PROPERTY GRP ACQ HOLDICOM CL A82880R10342643,750SHSOLENONE43,750 0 0
SNAP INCCL A83304A1061,35128,728SHSOLENONE28,728 0 0
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG245,51834,000,000PRNSOLENONE34,000,000 0 0
SPIRIT OF TEX BANCSHARES INCCOM84861D10334612,009SHSOLENONE12,009 0 0
SPOK HLDGS INCCOM84863T1069310,000SHSOLENONE10,000 0 0
SPRINGWORKS THERAPEUTICS INCCOM85205L1072,3903,850,000SHPutSOLENONE3,850,000 0 0
STATE AUTO FINL CORPCOM8557071054,92495,260SHSOLENONE95,260 0 0
STERLING BANCORP DELCOM85917A1003,044118,035SHSOLENONE118,035 0 0
TEGNA INCCOM87901J1052,227120,000SHSOLENONE120,000 0 0
TELEPHONE & DATA SYS INCCOM NEW87943382940820,232SHSOLENONE20,232 0 0
THUNDER BRIDGE CAP PRTNRS IICOM CL A88605T10042743,750SHSOLENONE43,750 0 0
TISHMAN SPEYER INNOVATION COCOM CL A88825H10042743,750SHSOLENONE43,750 0 0
TURTLE BEACH CORPCOM NEW90045020666830,000SHSOLENONE30,000 0 0
UBER TECHNOLOGIES INCCOM90353T1001,40033,400SHSOLENONE33,400 0 0
UNDER ARMOUR INCCL A9043111071,06050,000SHSOLENONE50,000 0 0
UNITED STATES STL CORPNOTE 5.000%11/0912909AT564,04731,785,000PRNSOLENONE31,785,000 0 0
VAIL RESORTS INCCOM91879Q1092,5697,834SHSOLENONE7,834 0 0
VASCULAR BIOGENICS LTDCOMM96883109837425,000SHSOLENONE425,000 0 0
VECTOIQ ACQUISITION CORP IICOM CL A92244F10921422,000SHSOLENONE22,000 0 0
VOCERA COMMUNICATIONS INCCOM92857F10711,48017,700,000SHPutSOLENONE17,700,000 0 0
VONAGE HLDGS CORPCOM92886T2014,104197,400SHSOLENONE197,400 0 0
VROOM INCCOM92918V1098,37077,500,000SHPutSOLENONE77,500,000 0 0
WAYFAIR INCCL A94419L1011,045550,000SHPutSOLENONE550,000 0 0
WAYFAIR INCNOTE 1.000% 8/194419LAF857,67638,355,000PRNSOLENONE38,355,000 0 0
WORLD WRESTLING ENTMT INCCL A98156Q1089872,000,000SHPutSOLENONE2,000,000 0 0
WORLD WRESTLING ENTMT INCNOTE 3.375%12/198156QAB432,64615,771,000PRNSOLENONE15,771,000 0 0
XILINX INCCOM98391910125,020118,000SHSOLENONE118,000 0 0