-----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, WghcvIOh2rwss+8woWV5e1KUeO+OsUJzjmvAyVO8ohySjgrFUsCvXIwA8Xxsa31d I/Adl3ek1SzDmEhQum4ghQ== 0001350639-10-000004.txt : 20100513 0001350639-10-000004.hdr.sgml : 20100513 20100513135308 ACCESSION NUMBER: 0001350639-10-000004 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: Del Mar Asset Management, LP CENTRAL INDEX KEY: 0001350639 IRS NUMBER: 331112934 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11567 FILM NUMBER: 10827688 BUSINESS ADDRESS: STREET 1: 711 FIFTH AVENUE STREET 2: FIFTH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 212-328-7137 MAIL ADDRESS: STREET 1: 711 FIFTH AVENUE STREET 2: FIFTH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 13F-HR 1 mar10.txt MARCH 2010 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 [ ] ? This Amendment (check only one.): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Del Mar Asset Management, LP Address: 711 Fifth Avenue, 5th Floor ? New York, NY 10022 ? ? ? ? Form 13F File Number: 028-11567 The institutional investment manager filing this report and the person by whom it is signed hereby request 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: Marc Simons ? ? Title: Chief Operating Officer ? Phone: 212-328-7140 ? ? Signature, Place and Date of Signing: ?Marc Simons ? ? ?New York, NY ? ? 05/10/2010 [Signature] [City, State] [Date] Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this report 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).) FORM 13F SUMMARY PAGE Number of Other Included Managers: ? 0 Form 13F Information Table Entry Total: ? 200 Form 13F Information Table Value Total: ? $1,134,759 (thousands) List of Other Included Managers: NONE FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE 3COM CORP COM 885535104 115 15,000 SH SOLE X ABRAXAS PETE CORP COM 003830106 50 26,161 SH SOLE X ACCENTURE PLC IRELAND SHS CLASS A g1151c101 412 9,818 SH SOLE X AIRTRAN HLDGS INC CALL 00949P108 1,270 2,500 SH CALL SOLE X ALEXZA PHARMACEUTICALS INC COM 015384100 35 13,120 SH SOLE X ALLEGHENY ENERGY INC COM 017361106 575 25,000 SH SOLE X AMERICAN TOWER CORP CL A 029912201 239 5,617 SH SOLE X AMERIGROUP CORP NOTE 2.000% 5/1 03073TAB8 9,333 9,124,000 PRN SOLE X ANDATEE CHINA MARINE FUEL SV COM 67086W105 122 19,250 SH SOLE X APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK7 8,705 5,000,000 PRN SOLE X ARMOUR RESIDENTIAL REIT INC *W EXP 11/07/201 042315119 116 681,975 SH SOLE X AT&T INC COM 00206R102 281 10,891 SH SOLE X BANK OF AMERICA CORPORATION CALL 060505146 19,877 2,083,500 SH SOLE X BANK OF AMERICA CORPORATION PUT 060505104 1,785 1,000 SH PUT SOLE X BANKATLANTIC BANCORP CL A NEW 065908600 21 11,792 SH SOLE X BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 711 8,750 SH SOLE X BJ SVCS CO COM 055482103 2,482 115,995 SH SOLE X BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 33,208 15,081,000 PRN SOLE X BOYD GAMING CORP COM 103304101 143 14,500 SH SOLE X BRINKS HOME SEC HLDGS INC COM 109699108 255 6,000 SH SOLE X CALIPER LIFE SCIENCES INC COM 130872104 49 12,649 SH SOLE X CAPITAL ONE FINL CORP *W EXP 11/14/201 14040H139 866 55,000 SH SOLE X CAPSTONE TURBINE CORP COM 14067D102 53 41,828 SH SOLE X CDC CORP SHS A G2022L106 35 11,700 SH SOLE X CEDAR SHOPPING CTRS INC COM NEW 150602209 79 10,000 SH SOLE X CEPHALON INC NOTE 6/1 156708AL3 12,053 10,000,000 PRN SOLE X CERNER CORP COM 156782104 1,115 13,125 SH SOLE X CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 9,849 10,000,000 PRN SOLE X CISCO SYS INC COM 17275R102 307 11,796 SH SOLE X CIT GROUP INC COM NEW 125581801 3,946 101,296 SH SOLE X CITIGROUP INC COM 172967101 135 33,218 SH SOLE X CITIGROUP INC CALL 172967101 2,025 5,000 SH CALL SOLE X CLEARWIRE CORP NEW CL A 18538Q105 2,633 367,800 SH SOLE X CLIFFS NATURAL RESOURCES INC CALL 18683K101 2,129 300 SH CALL SOLE X CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 8,478 7,000,000 PRN SOLE X COMMSCOPE INC NOTE 3.250% 7/0 203372AG2 12,156 10,000,000 PRN SOLE X COMSYS IT PARTNERS INC COM 20581E104 17,497 1,001,000 SH SOLE X CONEXANT SYSTEMS INC COM NEW 207142308 59 17,378 SH SOLE X CONSECO INC COM NEW 208464883 168 27,000 SH SOLE X COOPER INDUSTRIES PLC SHS G24140108 946 19,734 SH SOLE X COSAN LTD SHS A G25343107 943 100,000 SH SOLE X COVIDIEN PLC SHS G2554F105 712 14,164 SH SOLE X CUMULUS MEDIA INC CL A 231082108 34 10,022 SH SOLE X DEERE & CO COM 244199105 287 4,833 SH SOLE X DIREXION SHS ETF TR PUT 25459W490 6,804 5,050 SH PUT SOLE X DIREXION SHS ETF TR PUT 25459W516 6,753 700 SH PUT SOLE X DRYSHIPS INC SHS Y2109Q101 58 10,000 SH SOLE X DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 7,709 7,500,000 PRN SOLE X DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 2,573 2,500,000 PRN SOLE X DST SYS INC DEL DBCV 4.125% 8/1 233326AE7 9,668 9,370,000 PRN SOLE X DST SYS INC DEL DBCV 8/1 233326AD9 5,977 5,754,000 PRN SOLE X E M C CORP MASS NOTE 1.750%12/0 268648AK8 7,882 6,500,000 PRN SOLE X E M C CORP MASS NOTE 1.750%12/0 268648AM4 6,263 5,000,000 PRN SOLE X E TRADE FINANCIAL CORP COM 269246104 107 65,000 SH SOLE X EASTMAN KODAK CO COM 277461109 113 19,431 SH SOLE X EMPIRE RESORTS INC COM 292052107 25 13,736 SH SOLE X EQUINIX INC COM NEW 29444U502 2,920 30,000 SH SOLE X EVERGREEN SOLAR INC COM 30033R108 86 76,419 SH SOLE X FORD MTR CO DEL CALL 345370134 48,400 10,000,000 SH SOLE X FORD MTR CO DEL COM PAR $0.01 345370860 356 28,294 SH SOLE X FUELCELL ENERGY INC COM 35952H106 42 14,807 SH SOLE X GARMIN LTD PUT G37260109 1,159 300 SH PUT SOLE X GENVEC INC COM 37246C109 27 33,986 SH SOLE X GEOGLOBAL RESOURCES INC COM 37249T109 26 16,267 SH SOLE X GILEAD SCIENCES INC COM 375558103 300 6,589 SH SOLE X GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 9,056 7,500,000 PRN SOLE X GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 15,810 12,508,000 PRN SOLE X GLACIER BANCORP INC NEW COM 37637Q105 152 10,000 SH SOLE X GLOBE SPECIALTY METALS INC COM 37954N206 151 13,450 SH SOLE X GOLDEN STAR RES LTD CDA COM 38119T104 142 36,800 SH SOLE X GOLDMAN SACHS GROUP INC PUT 38141G104 3,413 200 SH PUT SOLE X GOODRICH PETE CORP COM NEW 382410405 198 12,652 SH SOLE X GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 2,766 3,180,000 PRN SOLE X HARLEYSVILLE NATL CORP PA COM 412850109 71 10,549 SH SOLE X HEALTHTRONICS INC COM 42222L107 46 12,885 SH SOLE X HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 10,581 7,500,000 PRN SOLE X HILL INTERNATIONAL INC COM 431466101 87 15,000 SH SOLE X IAC INTERACTIVECORP COM PAR $.001 44919P508 311 13,658 SH SOLE X ICO GLOBAL COMM HLDGS LTD DE CL A 44930K108 51 43,266 SH SOLE X INGERSOLL-RAND PLC SHS g47791101 659 18,896 SH SOLE X INTERPUBLIC GROUP COS INC COM 460690100 107 12,806 SH SOLE X INVITROGEN CORP NOTE 3.250% 6/1 46185RAM2 9,139 7,800,000 PRN SOLE X ISHARES TR INDEX BARCLYS 20+ YR 464287432 716 8,000 SH SOLE X ISHARES TR INDEX CALL 464287432 4,233 473 SH CALL SOLE X ISHARES TR INDEX PUT 464287432 4,233 473 SH PUT SOLE X ISHARES TR INDEX FTSE XNHUA IDX 464287184 589 14,000 SH SOLE X ISHARES TR INDEX CALL 464287184 50,520 12,000 SH CALL SOLE X ISHARES TR INDEX PUT 464287184 50,520 12,000 SH PUT SOLE X ISHARES TR INDEX RUSSELL 2000 464287655 11,711 172,727 SH SOLE X JAGUAR MNG INC COM 47009M103 104 11,300 SH SOLE X JAMBA INC COM 47023A101 29 10,775 SH SOLE X JPMORGAN CHASE & CO *W EXP 10/28/201 46634E114 23,824 1,550,000 SH SOLE X JPMORGAN CHASE & CO COM 46625H100 293 6,539 SH SOLE X KEYCORP NEW COM 493267108 117 15,100 SH SOLE X KODIAK OIL & GAS CORP COM 50015Q100 51 15,000 SH SOLE X L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 10,524 10,000,000 PRN SOLE X LADENBURG THALMAN FIN SVCS I COM 50575Q102 14 14,975 SH SOLE X LECG CORP COM 523234102 35 11,669 SH SOLE X LEXICON PHARMACEUTICALS INC COM 528872104 30 20,000 SH SOLE X LIBERTY ACQUISITION HLDGS CO COM 53015Y107 10,127 1,025,000 SH SOLE X LIZ CLAIBORNE INC COM 539320101 109 14,718 SH SOLE X LTX-CREDENCE CORP COM 502403108 58 19,300 SH SOLE X MAGELLAN PETE CORP COM 559091301 26 11,574 SH SOLE X MANNKIND CORP COM 56400P201 74 11,250 SH SOLE X MANPOWER INC COM 56418H100 3,513 61,508 SH SOLE X MASSEY ENERGY CORP CALL 576206106 10,458 2,000 SH CALL SOLE X MASSEY ENERGY CORP PUT 576206106 10,458 2,000 SH PUT SOLE X May 13 Puts on GDI PUT GDI_NON 16 5,700 SH PUT SOLE X MEAD JOHNSON NUTRITION CO COM 582839106 7,848 150,832 SH SOLE X MEDNAX INC COM 58502B106 764 13,125 SH SOLE X MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 19,862 20,000,000 PRN SOLE X MICROSOFT CORP COM 594918104 2,993 102,206 SH SOLE X MILLIPORE CORP COM 601073109 528 5,000 SH SOLE X MOSYS INC COM 619718109 43 10,687 SH SOLE X NAVIOS MARITIME ACQUIS CORP SHS Y62159101 10,758 1,090,000 SH SOLE X NORTH ASIA INVESTMENT CORP COM G66202105 1,238 125,000 SH SOLE X OCLARO INC COM 67555N107 66 24,100 SH SOLE X OFFICE DEPOT INC COM 676220106 106 13,337 SH SOLE X ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1 683399AB5 5,414 5,000,000 PRN SOLE X ORACLE CORP COM 68389X105 224 8,725 SH SOLE X ORACLE CORP PUT 68389X105 1,286 500 SH PUT SOLE X OSI PHARMACEUTICALS INC NOTE 2.000%12/1 671040AF0 10,137 5,000,000 PRN SOLE X OSI PHARMACEUTICALS INC NOTE 3.000% 1/1 671040ah6 2,881 2,500,000 PRN SOLE X PHARMACYCLICS INC COM 716933106 70 11,298 SH SOLE X PROSHARES TR PUT 74347R883 1,550 500 SH PUT SOLE X PROSHARES TR PUT 74347R776 358 100 SH PUT SOLE X PROSHARES TR PUT 74347R107 1,323 315 SH PUT SOLE X PROSHARES TR PUT 74347R743 1,558 2,294 SH PUT SOLE X PROSHARES TR PUT 74347R628 2,019 1,050 SH PUT SOLE X PROSHARES ULTRA REAL ESTATE PUT 74347R651 1,221 1,500 SH PUT SOLE X PROSHARES ULTRASHORT BASIC M PUT 74347R552 355 502 SH PUT SOLE X PROSHARES ULTRASHORT REAL ES PUT 74347R677 906 1,500 SH PUT SOLE X PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD5 8,521 7,500,000 PRN SOLE X QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 16,881 15,000,000 PRN SOLE X RENTECH INC COM 760112102 29 27,900 SH SOLE X RESEARCH IN MOTION LTD COM 760975102 999 13,500 SH SOLE X RESEARCH IN MOTION LTD PUT 760975102 2,959 400 SH PUT SOLE X RHI ENTMT INC DEL COM 74957T104 3 16,933 SH SOLE X RITE AID CORP COM 767754104 81 54,324 SH SOLE X ROPER INDS INC NEW NOTE 1/1 776696AA4 6,588 9,170,000 PRN SOLE X SANMINA SCI CORP COM NEW 800907206 271 16,450 SH SOLE X SEANERGY MARITIME HLDGS CORP *W EXP 09/24/201 Y73760111 20 200,000 SH SOLE X SELECT COMFORT CORP COM 81616X103 82 10,292 SH SOLE X SELECT SECTOR SPDR TR CALL 81369Y407 15,576 4,743 SH CALL SOLE X SELECT SECTOR SPDR TR PUT 81369Y407 15,576 4,743 SH PUT SOLE X SELECT SECTOR SPDR TR CALL 81369Y308 17,895 6,407 SH CALL SOLE X SELECT SECTOR SPDR TR PUT 81369Y308 17,895 6,407 SH PUT SOLE X SELECT SECTOR SPDR TR CALL 81369Y209 19,198 5,975 SH CALL SOLE X SELECT SECTOR SPDR TR PUT 81369Y209 19,198 5,975 SH PUT SOLE X SELECT SECTOR SPDR TR CALL 81369Y506 17,124 2,977 SH CALL SOLE X SELECT SECTOR SPDR TR PUT 81369Y506 17,124 2,977 SH PUT SOLE X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,056 66,200 SH SOLE X SELECT SECTOR SPDR TR CALL 81369Y605 24,928 15,629 SH CALL SOLE X SELECT SECTOR SPDR TR PUT 81369Y605 24,928 15,629 SH PUT SOLE X SELECT SECTOR SPDR TR CALL 81369Y704 16,998 5,441 SH CALL SOLE X SELECT SECTOR SPDR TR PUT 81369Y704 16,998 5,441 SH PUT SOLE X SELECT SECTOR SPDR TR CALL 81369Y803 33,869 14,662 SH CALL SOLE X SELECT SECTOR SPDR TR PUT 81369Y803 33,869 14,662 SH PUT SOLE X SELECT SECTOR SPDR TR CALL 81369Y886 5,425 1,829 SH CALL SOLE X SELECT SECTOR SPDR TR PUT 81369Y886 5,425 1,829 SH PUT SOLE X SELECT SECTOR SPDR TR CALL 81369Y100 5,515 1,626 SH CALL SOLE X SELECT SECTOR SPDR TR PUT 81369Y100 5,515 1,626 SH PUT SOLE X SIRIUS XM RADIO INC COM 82967N108 109 125,429 SH SOLE X SKILLSOFT PLC SPONSORED ADR 830928107 387 37,500 SH SOLE X SLM CORP COM 78442P106 134 10,689 SH SOLE X SMITH INTL INC COM 832110100 1,606 37,500 SH SOLE X SPDR GOLD TRUST GOLD SHS 78463V107 2,778 25,500 SH SOLE X SPDR GOLD TRUST PUT 78463V107 5,448 500 SH PUT SOLE X SPDR S&P 500 ETF TR UNIT SER 1 S&P 78462F103 87,011 743,686 SH SOLE X SPRINT NEXTEL CORP COM SER 1 852061100 380 100,000 SH SOLE X STARBUCKS CORP COM 855244109 251 10,346 SH SOLE X SWITCH & DATA FACILITIES COM COM 871043105 7,104 400,000 SH SOLE X SYBASE INC NOTE 1.750% 2/2 871130AB6 7,420 3,986,000 PRN SOLE X SYMETRA FINL CORP COM 87151Q106 1,318 100,000 SH SOLE X SYNOVUS FINL CORP COM 87161C105 165 50,000 SH SOLE X TCF FINL CORP *W EXP 11/14/201 872275128 172 36,800 SH SOLE X TCF FINL CORP CALL 872275128 172 36,800 SH SOLE X TELMEX INTERNACIONAL SAB DE SPONS ADR SR L 879690105 193 10,000 SH SOLE X TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,282 20,329 SH SOLE X TEXAS INSTRS INC COM 882508104 210 8,596 SH SOLE X TEXTRON INC NOTE 4.500% 5/0 883203BN0 30,490 17,500,000 PRN SOLE X TYCO INTERNATIONAL LTD SHS H89128104 1,010 26,406 SH SOLE X ULTIMATE ESCAPES INC *W EXP 10/23/201 90385N113 9 455,450 SH SOLE X UMPQUA HLDGS CORP COM 904214103 443 33,384 SH SOLE X UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 42,641 20,300,000 PRN SOLE X UQM TECHNOLOGIES INC COM 903213106 52 12,418 SH SOLE X VANTAGE DRILLING COMPANY *W EXP 05/24/201 G93205121 24 800,000 SH SOLE X VANTAGE DRILLING COMPANY ORD SHS g93205113 767 518,538 SH SOLE X VERSO PAPER CORP COM 92531L108 46 15,268 SH SOLE X VONAGE HLDGS CORP COM 92886T201 47 35,000 SH SOLE X WAL MART STORES INC COM 931142103 269 4,835 SH SOLE X WARNER CHILCOTT PLC IRELAND SHS A g94368100 598 23,448 SH SOLE X WAVE SYSTEMS CORP COM NEW 943526301 91 22,807 SH SOLE X WEBMD HEALTH CORP COM 94770V102 3,479 75,000 SH SOLE X WELLS FARGO & CO NEW COM 949746101 261 8,400 SH SOLE X WELLS FARGO & CO NEW PUT 949746101 1,556 500 SH PUT SOLE X WEST COAST BANCORP ORE NEW COM 952145100 33 12,678 SH SOLE X WESTWAY GROUP INC *W EXP 99/99/999 96169B118 23 100,000 SH SOLE X XTO ENERGY INC COM 98385X106 3,909 82,860 SH SOLE X ZION OIL & GAS INC COM 989696109 155 25,000 SH SOLE X -----END PRIVACY-ENHANCED MESSAGE-----