0001350639-11-000005.txt : 20110510
0001350639-11-000005.hdr.sgml : 20110510
20110510115856
ACCESSION NUMBER: 0001350639-11-000005
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110510
DATE AS OF CHANGE: 20110510
EFFECTIVENESS DATE: 20110510
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: 11826596
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
mar11.txt
MAR11
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, 2011
?
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
?
?
05/09/2011
[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:
?
179
Form 13F Information Table Value Total:
?
$1,375,498
(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
ACCENTURE PLC IRELAND
SHS CLASS A
g1151c101
2,493
45,358
SH
SOLE
X
AGL RES INC
COM
001204106
797
20,000
SH
SOLE
X
AIRTRAN HLDGS INC
COM
00949P108
373
50,000
SH
SOLE
X
ALBERTO CULVER CO NEW
COM
013078100
559
15,000
SH
SOLE
X
ALCOA INC
COM
013817101
353
20,000
SH
SOLE
X
ALEXION PHARMACEUTICALS INC
COM
015351109
3,186
32,285
SH
SOLE
X
ALTAIR NANOTECHNOLOGIES INC
COM NEW
021373204
39
24,722
SH
SOLE
X
AMAZON COM INC
COM
023135106
540
3,000
SH
SOLE
X
AMERICAN EXPRESS CO
COM
025816109
316
7,000
SH
SOLE
X
AMERICAN INTL GROUP INC
*W EXP 01/19/202
026874156
402
36,132
SH
SOLE
X
AMERICAN INTL GROUP INC
CALL
026874156
402
36,132
SH
SOLE
X
AMERICAN INTL GROUP INC
COM NEW
026874784
3,496
99,500
SH
SOLE
X
AMERICAN MED SYS HLDGS INC
NOTE 4.000% 9/1
02744MAB4
19,902
14,846,000
PRN
SOLE
X
AMERICAN TOWER CORP
CL A
029912201
2,600
50,175
SH
SOLE
X
AMGEN INC
COM
031162100
407
7,615
SH
SOLE
X
ANADARKO PETE CORP
COM
032511107
1,647
20,100
SH
SOLE
X
ANADARKO PETE CORP
PUT
032511107
4,096
500
SH
PUT
SOLE
X
ARMOUR RESIDENTIAL REIT INC
*W EXP 11/07/201
042315119
48
681,975
SH
SOLE
X
ATHEROS COMMUNICATIONS INC
COM
04743P108
1,117
25,000
SH
SOLE
X
AUTOLIV INC
COM
052800109
442
5,960
SH
SOLE
X
AVAGO TECHNOLOGIES LTD
SHS
Y0486S104
1,244
40,000
SH
SOLE
X
BANK OF AMERICA CORPORATION
*W EXP 01/16/201
060505146
15,597
2,033,500
SH
SOLE
X
BANK OF AMERICA CORPORATION
CALL
060505146
15,597
2,033,500
SH
SOLE
X
BANKUNITED INC
COM
06652K103
621
21,643
SH
SOLE
X
BARCLAYS BK PLC
IPATH S&P MT ETN
06740C519
2,439
44,301
SH
SOLE
X
BARCLAYS BK PLC
PUT
06740C261
2,937
1,000
SH
PUT
SOLE
X
BERKSHIRE HATHAWAY INC DEL
PUT
084670702
12,720
1,521
SH
PUT
SOLE
X
BIOGEN IDEC INC
COM
09062X103
223
3,037
SH
SOLE
X
BLACKROCK CREDIT ALL INC TR
COM
092508100
167
13,750
SH
SOLE
X
BLACKROCK CREDIT ALL INC TR
COM
09255H105
135
13,750
SH
SOLE
X
BLACKROCK INC
COM
09247X101
9,287
46,201
SH
SOLE
X
BLACKROCK INC
DBCV 2.625% 2/1
09247XAB7
20,707
10,081,000
PRN
SOLE
X
BOEING CO
COM
097023105
419
5,670
SH
SOLE
X
BOISE INC
*W EXP 06/18/201
09746Y113
97
57,050
SH
SOLE
X
BORGWARNER INC
COM
099724106
317
3,974
SH
SOLE
X
BROADWIND ENERGY INC
COM
11161T108
42
31,779
SH
SOLE
X
BUCYRUS INTL INC NEW
COM
118759109
1,421
15,538
SH
SOLE
X
CALAMOS GBL DYN INCOME FUND
COM
12811L107
124
14,250
SH
SOLE
X
CAPITAL ONE FINL CORP
*W EXP 11/14/201
14040H139
1,190
55,000
SH
SOLE
X
CAPSTONE TURBINE CORP
COM
14067D102
44
24,275
SH
SOLE
X
CEPHALON INC
NOTE 2.000% 6/0
156708AP4
8,332
5,000,000
PRN
SOLE
X
CHARTER COMMUNICATIONS INC D
CL A NEW
16117M305
663
13,094
SH
SOLE
X
CHIPOTLE MEXICAN GRILL INC
COM
169656105
541
1,987
SH
SOLE
X
CISCO SYS INC
COM
17275R102
1,029
60,000
SH
SOLE
X
CITIGROUP INC
COM
172967101
462
104,541
SH
SOLE
X
CLOUGH GLOBAL OPPORTUNITIES
SH BEN INT
18914E106
173
12,500
SH
SOLE
X
CMS ENERGY CORP
NOTE 2.875%12/0
125896AW0
7,622
5,000,000
PRN
SOLE
X
COHERENT INC
COM
192479103
291
5,000
SH
SOLE
X
COMCAST CORP NEW
CL A SPL
20030N200
581
25,000
SH
SOLE
X
COMPUCREDIT HLDGS CORP
COM
20478T107
2,481
380,000
SH
SOLE
X
COOPER INDUSTRIES PLC
SHS
G24140108
1,800
27,732
SH
SOLE
X
COSAN LTD
SHS A
G25343107
1,290
100,000
SH
SOLE
X
COVIDIEN PLC
COM
G2554F113
844
16,240
SH
SOLE
X
CREDIT SUISSE NASSAU BRH
ETN IDX-LKD 20
22542D845
11,898
575,600
SH
SOLE
X
CREXUS INVT CORP
COM
226553105
571
50,000
SH
SOLE
X
DIREXION SHS ETF TR
PUT
25459W144
4,424
1,100
SH
PUT
SOLE
X
DIREXION SHS ETF TR
PUT
25459W516
1,665
550
SH
PUT
SOLE
X
DYNEGY INC DEL
COM
26817G300
1,273
223,750
SH
SOLE
X
E M C CORP MASS
NOTE 1.750%12/0
268648AK8
19,039
11,500,000
PRN
SOLE
X
EASTMAN KODAK CO
CALL
277461109
1,615
5,000
SH
CALL
SOLE
X
EATON VANCE ENHANCED EQ INC
COM
278274105
170
13,750
SH
SOLE
X
EATON VANCE RISK MNGD DIV EQ
COM
27829G106
176
13,750
SH
SOLE
X
EATON VANCE TX MGD DIV EQ IN
COM
27828N102
179
16,250
SH
SOLE
X
EATON VANCE TX MNG BY WRT OP
COM
27828Y108
177
13,750
SH
SOLE
X
EATON VANCE TXMGD GL BUYWR O
COM
27829C105
168
13,750
SH
SOLE
X
EOG RES INC
COM
26875P101
889
7,500
SH
SOLE
X
EXXON MOBIL CORP
COM
30231G102
2,272
27,000
SH
SOLE
X
FAMILY DLR STORES INC
COM
307000109
257
5,000
SH
SOLE
X
FELCOR LODGING TR INC
COM
31430F101
153
25,000
SH
SOLE
X
FIDELITY NATL INFORMATION SV
COM
31620M106
981
30,000
SH
SOLE
X
FIFTH THIRD BANCORP
COM
316773100
834
60,060
SH
SOLE
X
FIRST TR ISE REVERE NAT GAS
COM
33734J102
234
10,000
SH
SOLE
X
FORCE PROTECTION INC
COM NEW
345203202
245
50,000
SH
SOLE
X
FORD MTR CO DEL
*W EXP 01/01/201
345370134
16,428
2,574,878
SH
SOLE
X
FORD MTR CO DEL
CALL
345370134
16,428
2,574,878
SH
SOLE
X
GABELLI GLOBAL MULTIMEDIA TR
COM
36239Q109
414
53,000
SH
SOLE
X
May 13 Puts on GDI
PUT
365558105
2
5,700
SH
PUT
SOLE
X
GENERAL GROWTH PPTYS INC NEW
COM
370023103
184
11,918
SH
SOLE
X
GENERAL MARITIME CORP
COM
Y2693R101
51
25,000
SH
SOLE
X
GENERAL MTRS CO
COM
37045V100
4,296
138,444
SH
SOLE
X
GILEAD SCIENCES INC
COM
375558103
582
13,712
SH
SOLE
X
GLOBAL POWER EQUIPMENT GRP I
COM PAR $0.01
37941P306
6,176
224,565
SH
SOLE
X
GLOBAL X FDS
SILVER MNR ETF
37950E853
225
8,000
SH
SOLE
X
GOLDMAN SACHS GROUP INC
COM
38141G104
2,855
18,000
SH
SOLE
X
HALLIBURTON CO
PUT
406216101
2,492
500
SH
PUT
SOLE
X
HCA HOLDINGS INC
COM
40412C101
984
29,042
SH
SOLE
X
HOME DEPOT INC
COM
437076102
927
25,000
SH
SOLE
X
HOME DEPOT INC
CALL
437076102
3,706
1,000
SH
CALL
SOLE
X
HONEYWELL INTL INC
COM
438516106
258
4,319
SH
SOLE
X
INDIA FD INC
COM
454089103
6,096
185,000
SH
SOLE
X
INFOSYS TECHNOLOGIES LTD
SPONSORED ADR
456788108
574
8,000
SH
SOLE
X
INTEL CORP
COM
458140100
202
10,000
SH
SOLE
X
INTERNATIONAL GAME TECHNOLOG
NOTE 3.250% 5/0
459902AQ5
5,765
5,000,000
PRN
SOLE
X
IRON MTN INC
COM
462846106
468
15,000
SH
SOLE
X
ISHARES SILVER TRUST
CALL
46428Q109
1,103
300
SH
CALL
SOLE
X
ISHARES TR
DJ SEL DIV INX
464287168
3,258
62,500
SH
SOLE
X
ISHARES TR
DJ US REAL EST
464287739
594
10,000
SH
SOLE
X
ISHARES TR
FTSE CHINA25 IDX
464287184
539
12,000
SH
SOLE
X
ISHARES TR
RUSSELL 2000
464287655
505
6,000
SH
SOLE
X
IVANHOE MINES LTD
COM
46579N103
720
26,230
SH
SOLE
X
JAPAN SMALLER CAPTLZTN FD IN
COM
47109U104
1,148
126,000
SH
SOLE
X
JPMORGAN CHASE & CO
*W EXP 10/28/201
46634E114
27,401
1,632,950
SH
SOLE
X
KINDER MORGAN INC DEL
COM
49456B101
3,300
111,343
SH
SOLE
X
KINGOLD JEWELRY INC
COM NEW
49579A204
80
32,796
SH
SOLE
X
KRONOS WORLDWIDE INC
COM
50105F105
205
3,507
SH
SOLE
X
L-3 COMMUNICATIONS CORP
DEBT 3.000% 8/0
502413AW7
10,103
10,000,000
PRN
SOLE
X
LAM RESEARCH CORP
COM
512807108
225
3,974
SH
SOLE
X
LAWSON SOFTWARE INC NEW
COM
52078P102
303
25,000
SH
SOLE
X
LEVEL 3 COMMUNICATIONS INC
COM
52729N100
662
450,000
SH
SOLE
X
LYONDELLBASELL INDU-CL A
COM
N53745100
3,673
92,870
SH
SOLE
X
MARKET VECTORS ETF TR
COAL ETF
57060U837
312
6,150
SH
SOLE
X
MARVELL TECHNOLOGY GROUP LTD
COM
G5876H105
516
33,170
SH
SOLE
X
MASSEY ENERGY COMPANY
COM
576206106
1,709
25,000
SH
SOLE
X
MEAD JOHNSON NUTRITION CO
COM
582839106
4,103
70,832
SH
SOLE
X
MEDTRONIC INC
NOTE 1.625% 4/1
585055AM8
12,879
12,500,000
PRN
SOLE
X
MFS CHARTER INCOME TR
SH BEN INT
552727109
114
12,500
SH
SOLE
X
MICROCHIP TECHNOLOGY INC
SDCV 2.125%12/1
595017AB0
13,645
10,000,000
PRN
SOLE
X
MICRON TECHNOLOGY INC
COM
595112103
204
17,744
SH
SOLE
X
MORGAN STANLEY CHINA A SH FD
COM
617468103
344
11,964
SH
SOLE
X
MOSAIC CO
COM
61945A107
788
10,000
SH
SOLE
X
NATIONAL OILWELL VARCO INC
COM
637071101
495
6,240
SH
SOLE
X
NATIONAL OILWELL VARCO INC
PUT
637071101
2,378
300
SH
PUT
SOLE
X
NETFLIX INC
COM
64110L106
238
1,000
SH
SOLE
X
NEUBERGER BERMAN RE ES SEC F
COM
64190A103
67
16,250
SH
SOLE
X
NEW YORK CMNTY BANCORP INC
COM
649445103
930
53,900
SH
SOLE
X
NEWALLIANCE BANCSHARES INC
COM
650203102
30,339
2,044,400
SH
SOLE
X
NICOR INC
COM
654086107
202
3,767
SH
SOLE
X
NII HLDGS INC
CL B NEW
62913F201
349
8,368
SH
SOLE
X
NOVELL INC
COM
670006105
445
75,000
SH
SOLE
X
NUVEEN MULT CURR ST GV INCM
COM
67090N109
148
10,625
SH
SOLE
X
NUVEEN MULTI STRAT INC & GR
COM
67073B106
175
20,625
SH
SOLE
X
NUVEEN MULTI STRAT INC GR FD
COM SHS
67073D102
185
20,625
SH
SOLE
X
NUVEEN QUALITY PFD INCOME FD
COM
67072C105
130
15,750
SH
SOLE
X
OIL SVC HOLDRS TR
DEPOSTRY RCPT
678002106
580
3,529
SH
SOLE
X
PNC FINL SVCS GROUP INC
COM
693475105
5,669
90,000
SH
SOLE
X
POOL CORPORATION
COM
73278L105
205
8,500
SH
SOLE
X
POTASH CORP SASK INC
COM
73755L107
1,179
20,000
SH
SOLE
X
POWERSHARES QQQ TRUST
UNIT SER 1
73935A104
1,723
30,000
SH
SOLE
X
POWERSHS DB MULTI SECT COMM
DB OIL FUND
73936B507
645
20,000
SH
SOLE
X
PROGRESS ENERGY INC
COM
743263105
692
15,000
SH
SOLE
X
QUANTUM CORP
COM DSSG
747906204
252
100,000
SH
SOLE
X
QWEST COMMUNICATIONS INTL IN
COM
749121109
342
50,000
SH
SOLE
X
RADIO ONE INC
CL D NON VTG
75040P405
244
125,000
SH
SOLE
X
ROPER INDS INC NEW
FRNT 1/1
776696AA4
9,926
9,205,000
PRN
SOLE
X
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
670
16,230
SH
SOLE
X
SBA COMMUNICATIONS CORP
NOTE 4.000%10/0
78388JAM8
7,333
5,000,000
PRN
SOLE
X
SEACOAST BKG CORP FLA
COM
811707306
17
10,945
SH
SOLE
X
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
555
38,506
SH
SOLE
X
SEANERGY MARITIME HLDGS CORP
*W EXP 09/24/201
Y73760111
5
200,000
SH
SOLE
X
SIRIUS XM RADIO INC
COM
82967N108
61
37,192
SH
SOLE
X
SIX FLAGS ENTMT CORP NEW
COM
83001A102
796
11,051
SH
SOLE
X
SM ENERGY CO
CALL
78454L100
2,456
331
SH
CALL
SOLE
X
SMURFIT-STONE CONTAINER CORP
COM
83272A104
1,847
47,775
SH
SOLE
X
SOLAR SR CAP LTD
COM
83416M105
559
30,000
SH
SOLE
X
SPDR S&P 500 ETF TR
TR UNIT
78462F103
36,997
279,030
SH
SOLE
X
SPDR S&P 500 ETF TR
CALL
78462F103
783,607
59,100
SH
CALL
SOLE
X
SPDR S&P 500 ETF TR
PUT
78462F103
92,813
7,000
SH
PUT
SOLE
X
SPDR SERIES TRUST
KBW REGN BK ETF
78464A698
266
10,000
SH
SOLE
X
SPRINT NEXTEL CORP
COM SER 1
852061100
276
59,438
SH
SOLE
X
STATE STR CORP
COM
857477103
449
10,000
SH
SOLE
X
STEC INC
COM
784774101
271
13,500
SH
SOLE
X
STERLING BANCSHARES INC
COM
858907108
861
100,000
SH
SOLE
X
SUMITOMO MITSUI FINL GROUP I
SPONSORED ADR
86562M209
988
158,000
SH
SOLE
X
SWIFT TRANSN CO
CL A
87074U101
207
14,077
SH
SOLE
X
SWISS HELVETIA FD INC
COM
870875101
138
10,000
SH
SOLE
X
TALECRIS BIOTHERAPEUTICS HLD
COM
874227101
429
16,000
SH
SOLE
X
TATA MTRS LTD
SPONSORED ADR
876568502
250
9,000
SH
SOLE
X
TRW AUTOMOTIVE HLDGS CORP
COM
87264S106
219
3,974
SH
SOLE
X
UNITED STATES OIL FUND LP
PUT
91232N108
2,130
500
SH
PUT
SOLE
X
UNITED STS COMMODITY INDEX F
COMM IDX FND
911717106
10,079
142,800
SH
SOLE
X
VANTAGE DRILLING COMPANY
*W EXP 05/24/201
G93205121
2
800,000
SH
SOLE
X
VANTAGE DRILLING COMPANY
ORD SHS
g93205113
933
518,538
SH
SOLE
X
VCA ANTECH INC
COM
918194101
201
8,000
SH
SOLE
X
VERIGY LTD
COM
Y93691106
1,409
100,000
SH
SOLE
X
VIACOM INC NEW
CL B
92553P201
2,061
44,300
SH
SOLE
X
VISTEON CORP
COM NEW
92839U206
1,023
16,375
SH
SOLE
X
WASTE CONNECTIONS INC
COM
941053100
216
7,500
SH
SOLE
X
ZIONS BANCORPORATION
*W EXP 05/22/202
989701115
4,212
600,000
SH
SOLE
X
ZIONS BANCORPORATION
CALL
989701115
4,212
600,000
SH
SOLE
X