-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, V44EtjzVM546XmCpQBn3IFpxfyYMP+qgYpmbSoQq/7SETz4Go434x4qgMcAL2tot FjeT3sTqZ3qyZkhoKTMguw== 0001172661-10-000308.txt : 20100513 0001172661-10-000308.hdr.sgml : 20100513 20100513143740 ACCESSION NUMBER: 0001172661-10-000308 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100513 DATE AS OF CHANGE: 20100513 EFFECTIVENESS DATE: 20100513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Diamond Notch Asset Management, LLC CENTRAL INDEX KEY: 0001491285 IRS NUMBER: 260668596 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13901 FILM NUMBER: 10827903 BUSINESS ADDRESS: STREET 1: 450 LEXINGTON AVE STREET 2: SUITE 3750 CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 212-573-8602 MAIL ADDRESS: STREET 1: 450 LEXINGTON AVE STREET 2: SUITE 3750 CITY: NEW YORK STATE: NY ZIP: 10017 13F-HR 1 diam1q10.txt FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2010 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: Diamond Notch Asset Management, LLC Address: 450 Lexington Avenue Suite 3750 New York, NY 10017 13F File Number: 28-13901 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: Steven Dinunzio Title: Chief Financial Officer Phone: (212) 573-8602 Signature, Place, and Date of Signing: /s/ Steven Dinunzio New York, NY/USA May 13, 2010 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form13F Information Table Entry Total: 95 Form13F Information Table Value Total: $434,049 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3COM CORP COM 885535104 167 21800 SH PUT SOLE 21800 0 0 A D C TELECOMMUNICATIONS FRNT 6/1 000886AB7 2429 2826000 PRN SOLE 2826000 0 0 ADAPTEC INC COM 00651F108 2273 695000 SH SOLE 695000 0 0 AK STL HLDG CORP COM 001547108 7087 310000 SH CALL SOLE 310000 0 0 AK STL HLDG CORP COM 001547108 7087 310000 SH PUT SOLE 310000 0 0 ALCOA INC COM 013817101 6408 450000 SH PUT SOLE 450000 0 0 ALCOA INC COM 013817101 6408 450000 SH CALL SOLE 450000 0 0 ALCOA INC COM 013817101 498 35000 SH SOLE 35000 0 0 ALCON INC COM SHS H01301102 19387 120000 SH CALL SOLE 120000 0 0 ALLOS THERAPEUTICS INC COM 019777101 2229 300000 SH SOLE 300000 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 2553 150000 SH SOLE 150000 0 0 AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 6282 7000000 PRN SOLE 7000000 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 6747 300000 SH CALL SOLE 300000 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 3374 150000 SH SOLE 150000 0 0 APPLIED MATLS INC COM 038222105 2694 200000 SH CALL SOLE 200000 0 0 BARCLAYS BK PLC IPATH S&P ETN 06740C519 3377 50000 SH SOLE 50000 0 0 BARCLAYS PLC ADR 06738E204 7613 350000 SH PUT SOLE 350000 0 0 BARRICK GOLD CORP COM 067901108 6134 160000 SH PUT SOLE 160000 0 0 BARRICK GOLD CORP COM 067901108 6134 160000 SH CALL SOLE 160000 0 0 BRUNSWICK CORP COM 117043109 6388 400000 SH PUT SOLE 400000 0 0 CELLDEX THERAPEUTICS INC NEW COM 15117B103 984 160300 SH SOLE 160300 0 0 CHESAPEAKE ENERGY CORP COM 165167107 177 7500 SH SOLE 7500 0 0 CHESAPEAKE ENERGY CORP COM 165167107 1418 60000 SH CALL SOLE 60000 0 0 COMERICA INC COM 200340107 10461 275000 SH PUT SOLE 275000 0 0 COOPER TIRE & RUBR CO COM 216831107 5706 300000 SH PUT SOLE 300000 0 0 CORRIENTE RES INC COM NEW 22027E409 10088 1248600 SH SOLE 1248600 0 0 CVS CAREMARK CORPORATION COM 126650100 9140 250000 SH CALL SOLE 250000 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 4377 300000 SH PUT SOLE 300000 0 0 DEX ONE CORP COM 25212W100 2792 100000 SH SOLE 100000 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 5586 150000 SH PUT SOLE 150000 0 0 DYAX CORP COM 26746E103 1705 500000 SH SOLE 500000 0 0 DYNEGY INC DEL CL A 26817G102 1260 1000000 SH SOLE 1000000 0 0 ENZON PHARMACEUTICALS INC COM 293904108 1018 100000 SH SOLE 100000 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 6266 75000 SH CALL SOLE 75000 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 6266 75000 SH PUT SOLE 75000 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 418 5000 SH SOLE 5000 0 0 GENCORP INC SDCV 2.250%11/1 368682AL4 4725 5000000 PRN SOLE 5000000 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 9112 10500000 PRN SOLE 10500000 0 0 GENERAL ELECTRIC CO COM 369604103 3822 210000 SH SOLE 210000 0 0 GILEAD SCIENCES INC COM 375558103 9094 200000 SH CALL SOLE 200000 0 0 GREAT ATLANTIC & PAC TEA INC NOTE 6.750%12/1 390064AK9 4803 5330000 PRN SOLE 5330000 0 0 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 7221 8000000 PRN SOLE 8000000 0 0 HEWLETT PACKARD CO COM 428236103 3986 75000 SH PUT SOLE 75000 0 0 HEWLETT PACKARD CO COM 428236103 266 5000 SH SOLE 5000 0 0 HEWLETT PACKARD CO COM 428236103 3986 75000 SH CALL SOLE 75000 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AA9 9074 10000000 PRN SOLE 10000000 0 0 HOST HOTELS & RESORTS INC COM 44107P104 5128 350000 SH PUT SOLE 350000 0 0 INCYTE CORP COM 45337C102 2786 200000 SH SOLE 200000 0 0 ISHARES TR INDEX MSCI EMERG MKT 464287234 16849 400000 SH PUT SOLE 400000 0 0 K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC1 3542 6649000 PRN SOLE 6649000 0 0 KERYX BIOPHARMACEUTICALS INC COM 492515101 1233 450000 SH SOLE 450000 0 0 LDK SOLAR CO LTD NOTE 4.750% 4/1 50183LAB3 2592 3000000 PRN SOLE 3000000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.875% 7/1 538034AB5 5307 5930000 PRN SOLE 5930000 0 0 MAXTOR CORP NOTE 2.375% 8/1 577729AE6 4688 4000000 PRN SOLE 4000000 0 0 MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 10242 10000000 PRN SOLE 10000000 0 0 MICROMET INC COM 59509C105 3232 400000 SH SOLE 400000 0 0 MOLEX INC CL A 608554200 1765 100000 SH SOLE 100000 0 0 MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 9417 10000000 PRN SOLE 10000000 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 6266 150000 SH CALL SOLE 150000 0 0 OLD DOMINION FGHT LINES INC COM 679580100 3339 100000 SH PUT SOLE 100000 0 0 ONYX PHARMACEUTICALS INC COM 683399109 1211 40000 SH SOLE 40000 0 0 ONYX PHARMACEUTICALS INC COM 683399109 1378 45500 SH CALL SOLE 45500 0 0 PIONEER NAT RES CO COM 723787107 5632 100000 SH CALL SOLE 100000 0 0 POOL CORPORATION COM 73278L105 3396 150000 SH PUT SOLE 150000 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 159 11000 SH CALL SOLE 11000 0 0 SEATTLE GENETICS INC COM 812578102 2495 209000 SH SOLE 209000 0 0 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 4435 192000 SH PUT SOLE 192000 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 2883 85000 SH SOLE 85000 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2167 66000 SH PUT SOLE 66000 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 2667 83000 SH PUT SOLE 83000 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2514 90000 SH PUT SOLE 90000 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2031 65000 SH PUT SOLE 65000 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2759 173000 SH PUT SOLE 173000 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2514 90000 SH CALL SOLE 90000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2761 48000 SH CALL SOLE 48000 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2759 173000 SH CALL SOLE 173000 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2031 65000 SH CALL SOLE 65000 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 919 31000 SH PUT SOLE 31000 0 0 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 4435 192000 SH CALL SOLE 192000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2761 48000 SH PUT SOLE 48000 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 919 31000 SH CALL SOLE 31000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 834 14500 SH SOLE 14500 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 2667 83000 SH CALL SOLE 83000 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2167 66000 SH CALL SOLE 66000 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 1459 43000 SH PUT SOLE 43000 0 0 SKILLSOFT PLC SPONSORED ADR 830928107 4128 400000 SH SOLE 400000 0 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 6605 7640000 PRN SOLE 7640000 0 0 SPDR S&P 500 ETF TR UNIT SER 1 S&P 78462F103 17550 150000 SH PUT SOLE 150000 0 0 SPDR S&P 500 ETF TR UNIT SER 1 S&P 78462F103 9360 80000 SH SOLE 80000 0 0 ST JUDE MED INC COM 790849103 4105 100000 SH PUT SOLE 100000 0 0 ST JUDE MED INC COM 790849103 4105 100000 SH CALL SOLE 100000 0 0 SUNTRUST BKS INC COM 867914103 2679 100000 SH PUT SOLE 100000 0 0 USEC INC NOTE 3.000%10/0 90333EAC2 8191 10000000 PRN SOLE 10000000 0 0 VALE S A ADR 91912E105 8691 270000 SH CALL SOLE 270000 0 0 ZIONS BANCORPORATION COM 989701107 3276 150000 SH PUT SOLE 150000 0 0
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