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:
09-30-2021
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 / CCO
Phone:
347-735-5115


Signature, Place, and Date of Signing:

/s/ Naveen Dhuper
                         [Signature]
New York, NEW YORK
                 [City, State]
11-12-2021
                           [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:
131
Form 13F Information table Value Total:
1368745
          (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
ACCELERON PHARMA INCCOM00434H1081,72210,000SHCallSOLENONE10,000 0 0
AEROJET ROCKETDYNE HLDGS INCNOTE 2.250%12/1007800AB16,2853,700,000PRNSOLENONE3,700,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P1081,00275,000SHPutSOLENONE75,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTNNOTE 0.875% 1/001988PAF520,00816,840,000PRNSOLENONE16,840,000 0 0
ALPHA HEALTHCARE ACQU CORP IUNIT 04/01/202602073F203993100,000SHSOLENONE100,000 0 0
ALPHA PARTNERS TECH MERGR CO*W EXP 03/31/202G6329010349450,000SHSOLENONE50,000 0 0
ALTC ACQUISITION CORPCOM CL A02156V10919720,000SHSOLENONE20,000 0 0
AMERICAN AIRLINES GROUP INCNOTE 6.500% 7/002376RAF924,26515,827,000PRNSOLENONE15,827,000 0 0
AMERICAN AIRLS GROUP INCCOM02376R10210,771525,000SHPutSOLENONE525,000 0 0
AMERICAN NATIONAL GROUP INCCOM NEW02772A1092,48813,164SHSOLENONE13,164 0 0
ANZU SPECIAL ACQUISITIN CORP*W EXP 01/27/20203737A119235366,666SHCallSOLENONE366,666 0 0
ANZU SPECIAL ACQUISITIN CORPCOM CL A03737A10111,4111,175,000SHSOLENONE1,175,000 0 0
ARCLIGHT CLEAN TRANSITION IICLASS A ORD SHSG0R21B10446848,000SHSOLENONE48,000 0 0
ATHENE HOLDING LTDCL AG0684D10713,810200,528SHSOLENONE200,528 0 0
AXONPRIME INFRSTCTR AQSTN COUNIT 05/31/202805467C207990100,000SHSOLENONE100,000 0 0
BEYOND MEAT INCCOM08862E1095,26350,000SHPutSOLENONE50,000 0 0
BLOOMIN BRANDS INCCOM0942351087,504300,000SHPutSOLENONE300,000 0 0
BLOOMIN BRANDS INCNOTE 5.000% 5/0094235AB469,53630,717,000PRNSOLENONE30,717,000 0 0
BOOKING HOLDINGS INCCOM09857L10815,9716,728SHSOLENONE6,728 0 0
BOOKING HOLDINGS INCCOM09857L1084,7522,000SHPutSOLENONE2,000 0 0
BRAINSTORM CELL THERAPEUTICSCOM NEW10501E201439133,700SHCallSOLENONE133,700 0 0
CARNIVAL CORPUNIT 99/99/999914365830015,123604,800SHPutSOLENONE604,800 0 0
CIIG CAPITAL PARTNERS II INCUNIT 02/28/202812561U20875675,000SHSOLENONE75,000 0 0
CIMAREX ENERGY COCOM17179810110,116116,006SHSOLENONE116,006 0 0
CINEMARK HLDGS INCNOTE 4.500% 8/117243VAB857,74736,120,000PRNSOLENONE36,120,000 0 0
CIT GROUP INCCOM NEW1255818013,84874,077SHSOLENONE74,077 0 0
CLIMATE REAL IMPACT SLUTINSCOM CL A18717110393996,000SHSOLENONE96,000 0 0
CLOUDERA INCCOM18914U1005,664354,687SHSOLENONE354,687 0 0
COHERENT INCCOM19247910311,23244,912SHSOLENONE44,912 0 0
COLUMBIA PPTY TR INCCOM NEW1982872035,710300,200SHSOLENONE300,200 0 0
COMMUNITY BANKERS TR CORPCOM2036121061,997175,612SHSOLENONE175,612 0 0
COMPUTE HEALTH ACQUISITIN COCOM CL A20483310793896,000SHSOLENONE96,000 0 0
CONX CORPCOM CL A21287310373575,000SHSOLENONE75,000 0 0
CORNERSTONE ONDEMAND INCCOM21925Y1033,43660,000SHSOLENONE60,000 0 0
COUPA SOFTWARE INCNOTE 0.125% 6/122266LAC022,70615,000,000PRNSOLENONE15,000,000 0 0
DELL TECHNOLOGIES INCCL C24703L2021,04010,000SHSOLENONE10,000 0 0
DEXCOM INCCOM2521311071,4122,582SHSOLENONE2,582 0 0
DISCOVERY INCCOM SER A25470F1043,807150,000SHSOLENONE150,000 0 0
EXELON CORPCOM30161N10115,342317,400SHCallSOLENONE317,400 0 0
EXPEDIA GROUP INCCOM NEW30212P3031,75410,700SHSOLENONE10,700 0 0
EXPEDIA GROUP INCCOM NEW30212P3038205,000SHPutSOLENONE5,000 0 0
FIGURE ACQUISITION CORP I*W EXP 03/31/202302438114228217,375SHCallSOLENONE217,375 0 0
FIGURE ACQUISITION CORP ICOM CL A3024381069,303944,500SHSOLENONE944,500 0 0
FIVE9 INCCOM3383071011,59710,000SHSOLENONE10,000 0 0
FOREST ROAD ACQUISITION CORCL A34619V10346848,000SHSOLENONE48,000 0 0
FORTRESS VALUE ACQUISI CORPCOM CL A34964K10873075,000SHSOLENONE75,000 0 0
FRONTIER INVESTMENT CORPUNIT 06/29/2026G36816117985100,000SHSOLENONE100,000 0 0
FTAC HERA ACQUISITION CORPUNIT 02/28/2026G3728Y12974775,000SHSOLENONE75,000 0 0
GALATA ACQUISITION CORPUNIT 99/99/9999G3R23A12412,3871,237,500SHSOLENONE1,237,500 0 0
GENWORTH FINL INCCOM CL A37247D1063810,000SHSOLENONE10,000 0 0
GLAUKOS CORPCOM3773221022415,000SHSOLENONE5,000 0 0
GLAUKOS CORPCOM37732210258312,100SHCallSOLENONE12,100 0 0
GOLDEN FALCON ACQUISITION COCL A38102H10970272,000SHSOLENONE72,000 0 0
GORES HLDGS VIII INCCL A38286310873975,000SHSOLENONE75,000 0 0
GORES HOLDINGS VII INCCOM CL A38286T10173975,000SHSOLENONE75,000 0 0
GORES TECHNOLOGY PARTNERS IICLASS A COM38287L10747248,000SHSOLENONE48,000 0 0
GUESS INCCOM4016171058,301395,000SHPutSOLENONE395,000 0 0
GUESS INCNOTE 2.000% 4/1401617AD732,25528,944,000PRNSOLENONE28,944,000 0 0
HAMILTON LANE ALLIANCE HLDGSCOM CL A40749M10348550,000SHSOLENONE50,000 0 0
HUDSON EXECUTIVE INVES IIICOM CL A44376L10773075,000SHSOLENONE75,000 0 0
IHS MARKIT LTDSHSG4756710523,324200,000SHSOLENONE200,000 0 0
IMAX CORPCOM45245E1091,899100,000SHPutSOLENONE100,000 0 0
INDEPENDENCE HLDG CO NEWCOM NEW4534403071,73635,000SHSOLENONE35,000 0 0
INTERCEPT PHARMACEUTICALS INCOM45845P1083,346225,200SHPutSOLENONE225,200 0 0
ISTAR INCNOTE 3.125% 9/145031UCB524,55513,464,000PRNSOLENONE13,464,000 0 0
ITAMAR MED LTDSPONSORED ADS4654371013,022100,000SHSOLENONE100,000 0 0
JACK CREEK INVESTMENT CORPCL A SHSG4989X11573175,000SHSOLENONE75,000 0 0
JETBLUE AWYS CORPCOM4771431015,757376,500SHSOLENONE376,500 0 0
JETBLUE AWYS CORPCOM47714310138225,000SHPutSOLENONE25,000 0 0
KANSAS CITY SOUTHERNCOM NEW48517030224,38590,100SHSOLENONE90,100 0 0
KENSINGTON CAPITAL ACQUISITIUNIT 99/99/9999G5251K1111,530150,000SHSOLENONE150,000 0 0
KEURIG DR PEPPER INCCOM49271V1003,458101,200SHCallSOLENONE101,200 0 0
KKR ACQUISITION HOLDING I COUNIT 99/99/999948253T20871972,000SHSOLENONE72,000 0 0
LIBERTY MEDIA CORP DELNOTE 1.375%10/1531229AB854,54339,867,000PRNSOLENONE39,867,000 0 0
LIVENT CORPCOM53814L1081,15650,000SHPutSOLENONE50,000 0 0
LIVENT CORPNOTE 4.125% 7/153814LAB429,58810,525,000PRNSOLENONE10,525,000 0 0
M3 BRIGADE ACQUISITION II CO*W EXP 09/03/202553800111335250,000SHCallSOLENONE250,000 0 0
M3 BRIGADE ACQUISITION II COCOM CL A5538001039,9101,000,000SHSOLENONE1,000,000 0 0
MAGNACHIP SEMICONDUCTOR CORPCOM55933J20388850,000SHSOLENONE50,000 0 0
MARAVAI LIFESCIENCES HLDGS ICOM CL A56600D1073,68175,000SHSOLENONE75,000 0 0
MARLIN TECHNOLOGY CORPCL A SHSG5841110270372,000SHSOLENONE72,000 0 0
MICROCHIP TECHNOLOGY INC.COM5950171049,11759,400SHSOLENONE59,400 0 0
MICROCHIP TECHNOLOGY INC.COM5950171043,06920,000SHPutSOLENONE20,000 0 0
MISONIX INCCOM6048711032,783110,000SHSOLENONE110,000 0 0
MONMOUTH REAL ESTATE INVT COCL A6097201073,170170,000SHSOLENONE170,000 0 0
NATERA INCNOTE 2.250% 5/0632307AB042,83614,261,000PRNSOLENONE14,261,000 0 0
NCL CORP LTDNOTE 6.000% 5/162886HAT8120,50856,197,000PRNSOLENONE56,197,000 0 0
NIGHTDRAGON ACQUISITION CORPUNIT 02/26/2026665413D20495396,000SHSOLENONE96,000 0 0
NORWEGIAN CRUISE LINE HLDG LSHSG6672110412,411464,800SHPutSOLENONE464,800 0 0
NUANCE COMMUNICATIONS INCDBCV 1.000%12/167020YAK649,61821,774,000PRNSOLENONE21,774,000 0 0
NUANCE COMMUNICATIONS INCNOTE 1.250% 4/067020YAN047,38416,840,000PRNSOLENONE16,840,000 0 0
OMNICELL COMNOTE 0.250% 9/168213NAD110,2966,420,000PRNSOLENONE6,420,000 0 0
ORTHO CLINICAL DIAGNOSTICS HORD SHSG6829J1071,848100,000SHSOLENONE100,000 0 0
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435AD731,11317,095,000PRNSOLENONE17,095,000 0 0
PILGRIMS PRIDE CORPCOM72147K1081,16340,000SHSOLENONE40,000 0 0
PNM RES INCCOM69349H1079,899200,055SHSOLENONE200,055 0 0
PROSPECTOR CAPITAL CORPCL AG7273A10573275,000SHSOLENONE75,000 0 0
REALOGY HLDGS CORPCOM75605Y1062,633150,000SHPutSOLENONE150,000 0 0
REVOLUTION HEALTHCAR AQ CORPUNIT 03/18/2026676155Y20735536,000SHSOLENONE36,000 0 0
RICE ACQUISITION CORP IIUNIT 99/99/9999G755291181,030100,000SHSOLENONE100,000 0 0
RXR ACQUISITION CORPUNIT 01/01/202574981W20670972,000SHSOLENONE72,000 0 0
SCIPLAY CORPORATIONCL A8090871094,966240,000SHSOLENONE240,000 0 0
SCORE MEDIA & GAMING INCCL A SUB VTG SHS80919D2023,423100,000SHSOLENONE100,000 0 0
SEELOS THERAPEUTICS INCCOM81577F1096025,000SHSOLENONE25,000 0 0
SILVER SPIKE ACQUISITN CORPUNIT 02/26/2026G8201H12136136,000SHSOLENONE36,000 0 0
SIMON PROPERTY GRP ACQ HOLDICOM CL A82880R10370272,000SHSOLENONE72,000 0 0
SLAM CORPCL A SHSG8210L10570272,000SHSOLENONE72,000 0 0
SOUTHWEST AIRLS COCOM8447411084,11480,000SHPutSOLENONE80,000 0 0
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG234,77823,224,000PRNSOLENONE23,224,000 0 0
SPOK HLDGS INCCOM84863T10610210,000SHSOLENONE10,000 0 0
SQUARE INCNOTE 0.125% 3/0852234AF012,7976,300,000PRNSOLENONE6,300,000 0 0
STAMPS COM INCCOM NEW85285720010,73932,564SHSOLENONE32,564 0 0
STATE AUTO FINL CORPCOM8557071055,120100,485SHSOLENONE100,485 0 0
STERLING BANCORP DELCOM85917A1003,108124,510SHSOLENONE124,510 0 0
TEGNA INCCOM87901J1052,761140,000SHSOLENONE140,000 0 0
TELEPHONE & DATA SYS INCCOM NEW8794338291,34268,846SHSOLENONE68,846 0 0
THUNDER BRIDGE CAP PRTNRS IICOM CL A88605T10052754,000SHSOLENONE54,000 0 0
TISHMAN SPEYER INNOVATION COCOM CL A88825H10070672,000SHSOLENONE72,000 0 0
UNDER ARMOUR INCCL A9043111071,00950,000SHSOLENONE50,000 0 0
UNITED STATES STL CORPNOTE 5.000%11/0912909AT580,23342,228,000PRNSOLENONE42,228,000 0 0
VAIL RESORTS INCCOM91879Q1092,3517,039SHSOLENONE7,039 0 0
VECTOIQ ACQUISITION CORP IICOM CL A92244F10921422,000SHSOLENONE22,000 0 0
VOCERA COMMUNICATIONS INCCOM92857F1072,56356,000SHPutSOLENONE56,000 0 0
VROOM INCCOM92918V1093,640165,000SHPutSOLENONE165,000 0 0
WAYFAIR INCCL A94419L1011,2775,000SHPutSOLENONE5,000 0 0
WAYFAIR INCNOTE 1.000% 8/194419LAF8109,42958,912,000PRNSOLENONE58,912,000 0 0
WILLIS TOWERS WATSON PLC LTDSHSG966291036,97430,000SHSOLENONE30,000 0 0
WORKIVA INCNOTE 1.125% 8/198139AAB120,90611,120,000PRNSOLENONE11,120,000 0 0
WORLD WRESTLING ENTMT INCCL A98156Q1081,12520,000SHPutSOLENONE20,000 0 0
WORLD WRESTLING ENTMT INCNOTE 3.375%12/198156QAB451,86622,356,000PRNSOLENONE22,356,000 0 0
XILINX INCCOM98391910118,119120,000SHSOLENONE120,000 0 0