13F-HR 1 jun10.txt JUNE 2010 13F 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 [ ] ? 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 ? ? 08/05/2010 [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: ? 313 Form 13F Information Table Value Total: ? $1,366,265 (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 3M CO PUT 88579Y101 2,267 287 SH PUT X 3M CO CALL 88579Y101 2,267 287 SH CALL X ABBOTT LABS COM 002824100 654 13,971 SH X ABBOTT LABS PUT 002824100 3,265 698 SH PUT X ABBOTT LABS CALL 002824100 3,265 698 SH CALL X ABERDEEN CHILE FD INC COM 00301W105 1,130 65,000 SH X ACTIVISION BLIZZARD INC COM 00507V109 157 14,988 SH X AIRTRAN HLDGS INC CALL 00949P108 485 1,000 SH CALL X ALLEGHENY ENERGY INC COM 017361106 522 25,230 SH X ALTRIA GROUP INC PUT 02209S103 1,922 959 SH PUT X ALTRIA GROUP INC CALL 02209S103 1,922 959 SH CALL X ALTRIA GROUP INC COM 02209S103 207 10,343 SH X AMAZON COM INC CALL 023135106 1,475 135 SH CALL X AMAZON COM INC COM 023135106 229 2,100 SH X AMAZON COM INC PUT 023135106 1,475 135 SH PUT X AMERICAN EXPRESS CO PUT 025816109 2,029 511 SH PUT X AMERICAN EXPRESS CO CALL 025816109 2,029 511 SH CALL X AMERICAN ORIENTAL BIOENGR IN COM 028731107 107 42,426 SH X AMERIGROUP CORP NOTE 2.000% 5/1 03073TAB8 5,673 5,624,000 PRN X AMGEN INC COM 031162100 404 7,679 SH X AMGEN INC PUT 031162100 2,267 431 SH PUT X AMGEN INC CALL 031162100 2,267 431 SH CALL X APPLE INC PUT 037833100 8,703 346 SH PUT X APPLE INC CALL 037833100 8,703 346 SH CALL X APPLE INC COM 037833100 946 3,760 SH X ARES CAP CORP COM 04010L103 132 10,514 SH X ASIAINFO HLDGS INC COM 04518A104 418 19,100 SH X AT&T INC COM 00206R102 2,910 120,287 SH X AT&T INC CALL 00206R102 7,922 3,275 SH CALL X AT&T INC PUT 00206R102 7,922 3,275 SH PUT X BALLARD PWR SYS INC NEW COM 058586108 50 32,100 SH X BANK OF AMERICA CORPORATION *W EXP 01/16/201 060505146 15,939 2,083,500 SH X BANK OF AMERICA CORPORATION CALL 060505146 15,939 2,083,500 SH X BANK OF AMERICA CORPORATION CALL 060505104 6,488 4,515 SH CALL X BANK OF AMERICA CORPORATION PUT 060505104 6,488 4,515 SH PUT X BANK OF AMERICA CORPORATION COM 060505104 1,893 131,710 SH X BANNER CORP COM 06652V109 327 165,000 SH X BAXTER INTL INC COM 071813109 241 5,940 SH X BERKSHIRE HATHAWAY INC DEL CALL 084670702 5,626 706 SH CALL X BERKSHIRE HATHAWAY INC DEL PUT 084670702 17,747 2,227 SH PUT X BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 21,834 15,081,000 PRN X BOEING CO PUT 097023105 2,039 325 SH PUT X BOEING CO CALL 097023105 2,039 325 SH CALL X BRISTOL MYERS SQUIBB CO PUT 110122108 2,531 1,015 SH PUT X BRISTOL MYERS SQUIBB CO CALL 110122108 2,531 1,015 SH CALL X CAPITAL ONE FINL CORP *W EXP 11/14/201 14040H139 838 55,000 SH X CHEVRON CORP NEW CALL 166764100 5,537 816 SH CALL X CHEVRON CORP NEW COM 166764100 2,312 34,065 SH X CHEVRON CORP NEW PUT 166764100 5,537 816 SH PUT X CHINA BAK BATTERY INC COM 16936Y100 54 31,044 SH X CHINA NORTH EAST PETE HLDG L COM 16941G102 60 10,937 SH X CHINA SEC & SURVE TECH INC COM 16942J105 103 22,400 SH X CHINACAST EDU CORP COM 16946T109 88 14,853 SH X CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 8,674 10,000,000 PRN X CISCO SYS INC COM 17275R102 2,218 104,074 SH X CISCO SYS INC PUT 17275R102 5,283 2,479 SH PUT X CISCO SYS INC CALL 17275R102 5,283 2,479 SH CALL X CITIGROUP INC CALL 172967101 12,037 32,013 SH CALL X CITIGROUP INC PUT 172967101 3,803 10,114 SH PUT X CITIGROUP INC COM 172967101 2,228 592,658 SH X CLIFFS NATURAL RESOURCES INC CALL 18683K101 1,415 300 SH CALL X CME GROUP INC COM 12572Q105 478 1,697 SH X CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 8,124 7,000,000 PRN X COCA COLA CO PUT 191216100 5,243 1,046 SH PUT X COCA COLA CO COM 191216100 3,321 66,259 SH X COCA COLA CO CALL 191216100 5,243 1,046 SH CALL X COGO GROUP INC COM 192448108 97 15,546 SH X COLGATE PALMOLIVE CO COM 194162103 412 5,235 SH X COMCAST CORP NEW PUT 20030N101 2,262 1,302 SH PUT X COMCAST CORP NEW CL A 20030N101 509 29,304 SH X COMCAST CORP NEW CALL 20030N101 2,262 1,302 SH CALL X COMMSCOPE INC NOTE 3.250% 7/0 203372AG2 10,889 10,000,000 PRN X CONOCOPHILLIPS PUT 20825C104 3,073 626 SH PUT X CONOCOPHILLIPS CALL 20825C104 3,073 626 SH CALL X CONOCOPHILLIPS COM 20825C104 461 9,386 SH X CONSTAR INTL INC NEW COM NEW 21036U206 685 87,400 SH X CORNING INC COM 219350105 181 11,180 SH X COSAN LTD SHS A G25343107 968 103,619 SH X CVS CAREMARK CORPORATION CALL 126650100 1,856 633 SH CALL X CVS CAREMARK CORPORATION COM 126650100 974 33,210 SH X CVS CAREMARK CORPORATION PUT 126650100 1,856 633 SH PUT X CYBERSOURCE CORP COM 23251J106 638 25,000 SH X DELL INC COM 24702R101 163 13,536 SH X DIREXION SHS ETF TR PUT 25459W490 4,021 2,308 SH PUT X DIREXION SHS ETF TR PUT 25459W516 1,145 600 SH PUT X DIREXION SHS ETF TR DLY FIN BULL NEW 25459W516 764 40,000 SH X DISNEY WALT CO CALL 254687106 2,936 932 SH CALL X DISNEY WALT CO PUT 254687106 2,936 932 SH PUT X DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 7,083 9,500,000 PRN X DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 3,980 4,000,000 PRN X DST SYS INC DEL DBCV 8/1 233326AD9 4,021 3,955,000 PRN X E M C CORP MASS NOTE 1.750%12/0 268648AM4 6,330 5,000,000 PRN X E M C CORP MASS NOTE 1.750%12/0 268648AK8 10,937 9,000,000 PRN X E TRADE FINANCIAL CORP COM NEW 269246401 227 19,176 SH X EMCORE CORP COM 290846104 21 23,517 SH X EVERGREEN ENERGY INC COM 30024B104 3 27,207 SH X EXPRESS INC COM 30219E103 1,034 63,149 SH X EXTREME NETWORKS INC COM 30226D106 27 10,000 SH X EXXON MOBIL CORP CALL 30231G102 11,591 2,031 SH CALL X EXXON MOBIL CORP PUT 30231G102 11,591 2,031 SH PUT X EXXON MOBIL CORP COM 30231G102 7,537 132,073 SH X FEDERAL HOME LN MTG CORP COM 313400301 41 100,000 SH X FEDERAL SIGNAL CORP COM 313855108 60 10,000 SH X FIDELITY NATL INFORMATION SV COM 31620M106 59,541 2,220,013 SH X FORD MTR CO DEL *W EXP 01/01/201 345370134 24,133 7,734,900 SH X FORD MTR CO DEL CALL 345370134 24,133 7,734,900 SH X FORD MTR CO DEL PUT 345370860 1,734 1,720 SH PUT X FORD MTR CO DEL COM PAR $0.01 345370860 647 64,205 SH X FORD MTR CO DEL CALL 345370860 1,734 1,720 SH CALL X FUELCELL ENERGY INC COM 35952H106 66 55,923 SH X FUSHI COPPERWELD INC COM 36113E107 109 13,325 SH X May 13 Puts on GDI PUT 365558105 59 5,700 SH PUT X GENERAL ELECTRIC CO PUT 369604103 6,920 4,799 SH PUT X GENERAL ELECTRIC CO COM 369604103 1,625 112,692 SH X GENERAL ELECTRIC CO CALL 369604103 6,920 4,799 SH CALL X GENVEC INC COM 37246C109 16 33,986 SH X GILEAD SCIENCES INC COM 375558103 320 9,341 SH X GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 13,933 12,508,000 PRN X GLOBAL SOURCES LTD ORD G39300101 3,484 444,342 SH X GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 11,690 10,000,000 PRN X GOLDEN STAR RES LTD CDA COM 38119T104 50 11,315 SH X GOLDMAN SACHS GROUP INC COM 38141G104 3,054 23,266 SH X GOLDMAN SACHS GROUP INC CALL 38141G104 2,993 228 SH CALL X GOLDMAN SACHS GROUP INC PUT 38141G104 2,993 228 SH PUT X GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 2,527 3,180,000 PRN X GOOGLE INC CALL 38259P508 4,583 103 SH CALL X GOOGLE INC CL A 38259P508 1,548 3,479 SH X GOOGLE INC PUT 38259P508 4,583 103 SH PUT X GRAN TIERRA ENERGY INC COM 38500T101 210 42,347 SH X GUARANTY BANCORP DEL COM 40075T102 13 11,804 SH X HEMISPHERX BIOPHARMA INC COM 42366C103 12 25,695 SH X HEWLETT PACKARD CO CALL 428236103 4,536 1,048 SH CALL X HEWLETT PACKARD CO PUT 428236103 4,536 1,048 SH PUT X HEWLETT PACKARD CO COM 428236103 1,841 42,534 SH X HOME DEPOT INC CALL 437076102 2,218 790 SH CALL X HOME DEPOT INC COM 437076102 1,214 43,236 SH X HOME DEPOT INC PUT 437076102 2,218 790 SH PUT X HUMAN GENOME SCIENCES INC COM 444903108 216 9,538 SH X INSMED INC COM NEW 457669208 18 26,108 SH X INTEL CORP PUT 458140100 4,699 2,416 SH PUT X INTEL CORP CALL 458140100 4,699 2,416 SH CALL X INTEL CORP COM 458140100 1,280 65,798 SH X INTERNATIONAL BUSINESS MACHS COM 459200101 2,215 17,937 SH X INTERNATIONAL BUSINESS MACHS CALL 459200101 6,236 505 SH CALL X INTERNATIONAL BUSINESS MACHS PUT 459200101 6,236 505 SH PUT X INTUIT COM 461202103 379 10,886 SH X INVITROGEN CORP NOTE 3.250% 6/1 46185RAM2 5,641 5,000,000 PRN X ISHARES TR INDEX PUT 464287184 46,956 12,000 SH PUT X ISHARES TR INDEX FTSE XNHUA IDX 464287184 3,173 81,100 SH X ISHARES TR INDEX CALL 464287184 46,956 12,000 SH CALL X JOHNSON & JOHNSON PUT 478160104 7,188 1,217 SH PUT X JOHNSON & JOHNSON CALL 478160104 7,188 1,217 SH CALL X JOHNSON & JOHNSON COM 478160104 1,914 32,405 SH X JPMORGAN CHASE & CO *W EXP 10/28/201 46634E114 19,592 1,550,000 SH X JPMORGAN CHASE & CO CALL 46625H100 6,465 1,766 SH CALL X JPMORGAN CHASE & CO COM 46625H100 2,013 54,984 SH X JPMORGAN CHASE & CO PUT 46625H100 6,465 1,766 SH PUT X KRAFT FOODS INC PUT 50075N104 2,694 962 SH PUT X KRAFT FOODS INC CALL 50075N104 2,694 962 SH CALL X KRAFT FOODS INC CL A 50075N104 1,480 52,847 SH X L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 5,012 5,000,000 PRN X LIBERTY ACQUISITION HLDGS CO *W EXP 12/12/201 53015Y115 51 50,000 SH X MAGNETEK INC COM 559424106 9 10,000 SH X MASSEY ENERGY CORP PUT 576206106 5,470 2,000 SH PUT X MASSEY ENERGY CORP CALL 576206106 5,470 2,000 SH CALL X MASSEY ENERGY CORP COM 576206106 4,198 153,486 SH X MAUI LD & PINEAPPLE INC COM 577345101 116 31,000 SH X MCDONALDS CORP PUT 580135101 2,806 426 SH PUT X MCDONALDS CORP COM 580135101 754 11,449 SH X MCDONALDS CORP CALL 580135101 2,806 426 SH CALL X MEAD JOHNSON NUTRITION CO COM 582839106 7,622 152,070 SH X MEDTRONIC INC COM 585055106 1,030 28,409 SH X MEDTRONIC INC CALL 585055106 1,788 493 SH CALL X MEDTRONIC INC PUT 585055106 1,788 493 SH PUT X MERCK & CO INC NEW COM 58933Y105 358 10,228 SH X MERCK & CO INC NEW PUT 58933Y105 5,228 1,495 SH PUT X MERCK & CO INC NEW CALL 58933Y105 5,228 1,495 SH CALL X MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 19,512 20,000,000 PRN X MICROSOFT CORP COM 594918104 5,280 229,473 SH X MICROSOFT CORP CALL 594918104 7,356 3,197 SH CALL X MICROSOFT CORP PUT 594918104 7,356 3,197 SH PUT X MILLIPORE CORP COM 601073109 1,071 10,041 SH X MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 155 34,000 SH X MOTOROLA INC COM 620076109 109 16,669 SH X NEWMONT MINING CORP COM 651639106 229 3,711 SH X NEWS CORP CL A 65248E104 191 15,950 SH X NORTH ASIA INVESTMENT CORP COM G66202105 1,244 125,000 SH X NYSE EURONEXT COM 629491101 721 26,101 SH X OCCIDENTAL PETE CORP DEL COM 674599105 389 5,040 SH X OCCIDENTAL PETE CORP DEL CALL 674599105 2,646 343 SH CALL X OCCIDENTAL PETE CORP DEL PUT 674599105 2,646 343 SH PUT X OILSANDS QUEST INC COM 678046103 30 48,446 SH X ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1 683399AB5 4,623 5,000,000 PRN X ORACLE CORP CALL 68389X105 4,489 2,092 SH CALL X ORACLE CORP PUT 68389X105 4,489 2,092 SH PUT X ORACLE CORP COM 68389X105 598 27,877 SH X OSI PHARMACEUTICALS INC NOTE 2.000%12/1 671040AF0 9,758 5,000,000 PRN X PACIFIC CAP BANCORP NEW COM 69404P101 542 752,369 SH X PC GROUP INC COM 70455G107 5 12,500 SH X PEPSICO INC COM 713448108 1,256 20,610 SH X PEPSICO INC CALL 713448108 3,968 651 SH CALL PEPSICO INC PUT 713448108 3,968 651 SH PUT PFIZER INC COM 717081103 1,515 106,266 SH PFIZER INC CALL 717081103 5,623 3,943 SH CALL PFIZER INC PUT 717081103 5,623 3,943 SH PUT PHILIP MORRIS INTL INC CALL 718172109 3,961 864 SH CALL PHILIP MORRIS INTL INC PUT 718172109 3,961 864 SH PUT PHILIP MORRIS INTL INC COM 718172109 906 19,770 SH POWERSHS DB US DOLLAR INDEX DOLL INDX BEAR 73936D206 248 10,000 SH PROCTER & GAMBLE CO PUT 742718109 7,192 1,199 SH PUT PROCTER & GAMBLE CO COM 742718109 2,438 40,649 SH PROCTER & GAMBLE CO CALL 742718109 7,192 1,199 SH CALL PROSHARES TR PUT 74347X583 4,382 1,500 SH PUT PROSHARES TR PUT 74347X625 5,352 1,500 SH PUT PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD5 7,941 7,500,000 PRN QUALCOMM INC CALL 747525103 2,338 712 SH CALL QUALCOMM INC COM 747525103 1,173 35,705 SH QUALCOMM INC PUT 747525103 2,338 712 SH PUT QUESTAR CORP COM 748356102 1,605 35,293 SH QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 13,856 12,500,000 PRN RASER TECHNOLOGIES INC COM 754055101 10 17,907 SH RAYTHEON CO COM NEW 755111507 276 5,699 SH RITE AID CORP COM 767754104 52 52,866 SH ROPER INDS INC NEW FRNT 1/1 776696AA4 6,392 9,205,000 PRN SAIC INC COM 78390X101 355 21,194 SH SCHLUMBERGER LTD PUT 806857108 2,734 494 SH PUT SCHLUMBERGER LTD COM 806857108 530 9,579 SH SCHLUMBERGER LTD CALL 806857108 2,734 494 SH CALL SEANERGY MARITIME HLDGS CORP *W EXP 09/24/201 Y73760111 6 200,000 SH SELECT SECTOR SPDR TR CALL 81369Y407 3,784 1,299 SH CALL SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 370 12,700 SH SELECT SECTOR SPDR TR PUT 81369Y407 3,784 1,299 SH PUT SELECT SECTOR SPDR TR PUT 81369Y308 4,511 1,769 SH PUT SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,336 91,590 SH SELECT SECTOR SPDR TR CALL 81369Y308 4,511 1,769 SH CALL SELECT SECTOR SPDR TR CALL 81369Y209 4,639 1,645 SH CALL SELECT SECTOR SPDR TR PUT 81369Y209 4,639 1,645 SH PUT SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 4,076 144,550 SH SELECT SECTOR SPDR TR PUT 81369Y506 4,009 807 SH PUT SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,822 56,800 SH SELECT SECTOR SPDR TR CALL 81369Y506 4,009 807 SH CALL SELECT SECTOR SPDR TR CALL 81369Y605 5,644 4,087 SH CALL SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,973 142,870 SH SELECT SECTOR SPDR TR PUT 81369Y605 5,644 4,087 SH PUT SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 255 9,300 SH SELECT SECTOR SPDR TR PUT 81369Y704 4,219 1,538 SH PUT SELECT SECTOR SPDR TR CALL 81369Y704 4,219 1,538 SH CALL SELECT SECTOR SPDR TR CALL 81369Y803 8,348 4,092 SH CALL SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 3,628 177,820 SH SELECT SECTOR SPDR TR PUT 81369Y803 8,348 4,092 SH PUT SELECT SECTOR SPDR TR PUT 81369Y886 1,441 510 SH PUT SELECT SECTOR SPDR TR CALL 81369Y886 1,441 510 SH CALL SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 721 25,500 SH SELECT SECTOR SPDR TR PUT 81369Y100 1,265 446 SH PUT SELECT SECTOR SPDR TR CALL 81369Y100 1,265 446 SH CALL SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 715 25,200 SH SHENGDA TECH INC COM 823213103 111 23,558 SH SMITH INTL INC COM 832110100 2,221 58,990 SH SOHU COM INC COM 83408W103 576 14,015 SH SOUTH FINL GROUP INC COM 837841105 7 26,672 SH SPDR S&P 500 ETF TR PUT 78462F103 100,361 9,723 SH PUT SPDR S&P 500 ETF TR UNIT SER 1 S&P 78462F103 54,868 531,565 SH SPDR SERIES TRUST S&P METALS MNG 78464A755 251 5,500 SH SPDR SERIES TRUST SPDR KBW INS ETF 78464A789 1,234 35,000 SH SPRINT NEXTEL CORP COM SER 1 852061100 432 101,818 SH SYMANTEC CORP COM 871503108 154 11,110 SH SYMETRA FINL CORP COM 87151Q106 1,201 100,095 SH TARGET CORP COM 87612E106 396 8,060 SH TCF FINL CORP *W EXP 11/14/201 872275128 222 36,800 SH TCF FINL CORP CALL 872275128 222 36,800 SH TEJON RANCH CO COM 879080109 1,174 50,856 SH TELMEX INTERNACIONAL SAB DE SPONS ADR SR L 879690105 12,425 700,000 SH TEVA PHARMACEUTICAL INDS LTD ADR 881624209 260 5,000 SH TEXAS INSTRS INC COM 882508104 413 17,760 SH TEXTRON INC NOTE 4.500% 5/0 883203BN0 25,564 17,500,000 PRN TIME WARNER INC COM NEW 887317303 491 16,979 SH TJX COS INC NEW COM 872540109 407 9,693 SH TRANSOCEAN LTD COM H8817H100 417 9,008 SH TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 4,447 5,000,000 PRN TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 4,159 5,000,000 PRN TRANSWITCH CORP COM NEW 894065309 223 103,500 SH U S GEOTHERMAL INC COM 90338S102 13 16,263 SH UNITED PARCEL SERVICE INC PUT 911312106 2,304 405 SH PUT UNITED PARCEL SERVICE INC CALL 911312106 2,304 405 SH CALL UNITED PARCEL SERVICE INC CL B 911312106 897 15,763 SH UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 28,399 20,300,000 PRN UNITED TECHNOLOGIES CORP COM 913017109 249 3,842 SH UNITED TECHNOLOGIES CORP CALL 913017109 2,570 396 SH CALL UNITED TECHNOLOGIES CORP PUT 913017109 2,570 396 SH PUT UNITEDHEALTH GROUP INC COM 91324P102 475 16,717 SH US BANCORP DEL CALL 902973304 2,132 954 SH CALL US BANCORP DEL PUT 902973304 2,132 954 SH PUT US BANCORP DEL COM NEW 902973304 465 20,815 SH VALENCE TECHNOLOGY INC COM 918914102 14 19,718 SH VANTAGE DRILLING COMPANY *W EXP 05/24/201 G93205121 40 800,000 SH VANTAGE DRILLING COMPANY ORD SHS g93205113 700 518,538 SH VERIZON COMMUNICATIONS INC PUT 92343V104 4,649 1,659 SH PUT VERIZON COMMUNICATIONS INC CALL 92343V104 4,649 1,659 SH CALL VERIZON COMMUNICATIONS INC COM 92343V104 1,331 47,506 SH VIACOM INC NEW CL B 92553P201 1,390 44,300 SH WAL MART STORES INC CALL 931142103 4,605 958 SH CALL WAL MART STORES INC COM 931142103 3,441 71,576 SH WAL MART STORES INC PUT 931142103 4,605 958 SH PUT WELLS FARGO & CO NEW CALL 949746101 5,348 2,089 SH CALL WELLS FARGO & CO NEW COM 949746101 5,012 195,771 SH WELLS FARGO & CO NEW PUT 949746101 6,628 2,589 SH PUT WESTWAY GROUP INC *W EXP 05/24/201 96169B118 14 100,000 SH WONDER AUTO TECHNOLOGY INC COM 978166106 87 11,895 SH YRC WORLDWIDE INC COM 984249102 33 217,925 SH ZHONGPIN INC COM 98952K107 120 10,215 SH ZION OIL & GAS INC COM 989696109 249 49,399 SH ZIONS BANCORPORATION *W EXP 05/22/202 989701115 4,200 600,000 SH ZIONS BANCORPORATION CALL 989701115 4,200 600,000 SH