-----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, Uyl29YsagQ5DgEqX2y+ZRckdtaBIOMBCekKufkBRhCPKHBEn/Zo7BzZXmRHMZ65/ aJGlq7vyeHNWEb5CDvMjrg== 0001172661-10-000478.txt : 20100816 0001172661-10-000478.hdr.sgml : 20100816 20100816091059 ACCESSION NUMBER: 0001172661-10-000478 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100816 DATE AS OF CHANGE: 20100816 EFFECTIVENESS DATE: 20100816 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: 101017298 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 diam2q10.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: June 30, 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 August 16, 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: 27 Form13F Information Table Value Total: $178,081 (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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ADAPTEC INC COM 00651F108 2009 695000 SH SOLE 0 695000 0 ALCON INC COM SHS H01301102 7410 50000 SH CALL SOLE 0 50000 0 ALLERGAN INC COM 018490102 2330 40000 SH SOLE 0 40000 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 1006 137200 SH SOLE 0 137200 0 BARNES GROUP INC NOTE 3.750% 8/0 067806AB5 7596 7460000 PRN SOLE 0 7460000 0 BP PLC SPONSORED ADR 055622104 7220 250000 SH CALL SOLE 0 250000 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 6990 8000000 PRN SOLE 0 8000000 0 HALLIBURTON CO COM 406216101 2455 100000 SH CALL SOLE 0 100000 0 HOLOGIC INC FRNT 2.000%12/1 436440AA9 5096 6000000 PRN SOLE 0 6000000 0 HOST HOTELS & RESORTS INC COM 44107P104 4718 350000 SH PUT SOLE 0 350000 0 ISHARES TR INDEX RUSSELL 2000 464287655 30558 500000 SH PUT SOLE 0 500000 0 ISHARES TR INDEX RUSSELL 2000 464287655 2139 35000 SH SOLE 0 35000 0 K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC1 2304 7049000 PRN SOLE 0 7049000 0 LIVE NATION ENTERTAINMENT IN NOTE 2.875% 7/1 538034AB5 2522 3000000 PRN SOLE 0 3000000 0 MAXTOR CORP NOTE 2.375% 8/1 577729AE6 10206 10000000 PRN SOLE 0 10000000 0 METROPCS COMMUNICATIONS INC COM 591708102 2627 320800 SH SOLE 0 320800 0 MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 7597 8000000 PRN SOLE 0 8000000 0 PIONEER NAT RES CO COM 723787107 1635 27500 SH SOLE 0 27500 0 PIONEER NAT RES CO COM 723787107 4162 70000 SH CALL SOLE 0 70000 0 POOL CORPORATION COM 73278L105 3288 150000 SH PUT SOLE 0 150000 0 QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 13903 12500000 PRN SOLE 0 12500000 0 SANDISK CORP COM 80004C101 4207 100000 SH PUT SOLE 0 100000 0 SPANSION INC COM CL A NEW 84649R200 1997 122456 SH SOLE 0 122456 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 983 1140000 PRN SOLE 0 1140000 0 SPDR S&P 500 ETF TR UNIT SER 1 S&P 78462F103 30966 300000 SH PUT SOLE 0 300000 0 SPRINT NEXTEL CORP COM SER 1 852061100 1522 359000 SH SOLE 0 359000 0 USEC INC NOTE 3.000%10/0 90333EAC2 10635 14500000 PRN SOLE 0 14500000 0
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