13F-HR 1 jun11.txt 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, 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 ? ? 08/04/2011 [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: ? 201 Form 13F Information Table Value Total: ? $1,178,934 (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 COM 88579Y101 244 2,577 SH SOLE X ACCENTURE PLC IRELAND SHS CLASS A g1151c101 20,013 331,227 SH SOLE X ACTIVE POWER INC COM 00504W100 44 18,066 SH SOLE X ADVANCED MICRO DEVICES INC COM 007903107 862 123,306 SH SOLE X AEROPOSTALE CALL 007865108 12,950 7,400 SH CALL SOLE X AFLAC INC COM 001055102 202 4,318 SH SOLE X AGL RES INC COM 001204106 815 20,030 SH SOLE X ALCOA INC COM 013817101 541 34,101 SH SOLE X ALPHA NATURAL RESOURCES INC COM 02076X102 911 20,059 SH SOLE X AMARIN CORP PLC SPONS ADR NEW 023111206 1,732 120,000 SH SOLE X AMERICAN EXPRESS CO COM 025816109 452 8,751 SH SOLE X AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 369 36,132 SH SOLE X AMERICAN INTL GROUP INC CALL 026874156 369 36,132 SH SOLE X AMERICAN MED SYS HLDGS INC NOTE 4.000% 9/1 02744MAB4 20,763 12,346,000 PRN SOLE X AMERICAN TOWER CORP CL A 029912201 1,323 25,283 SH SOLE X AMERIGROUP CORP COM 03073T102 1,182 16,771 SH SOLE X ANADARKO PETE CORP PUT 032511107 3,838 500 SH PUT SOLE X ANADARKO PETE CORP COM 032511107 2,174 28,321 SH SOLE X APPLE INC COM 037833100 1,406 4,190 SH SOLE X ARIAD PHARMACEUTICALS INC CALL 04033A100 8,869 7,828 SH CALL SOLE X ARMOUR RESIDENTIAL REIT INC *W EXP 11/07/201 042315119 27 681,975 SH SOLE X AUTOLIV INC COM 052800109 279 3,554 SH SOLE X BALLY TECHNOLOGIES INC COM 05874B107 1,846 45,377 SH SOLE X BANK OF AMERICA CORPORATION COM 060505104 351 32,024 SH SOLE X BARCLAYS BK PLC PUT 06740C261 14,417 6,820 SH PUT SOLE X BAXTER INTL INC COM 071813109 236 3,949 SH SOLE X BIG LOTS INC CALL 089302103 9,945 3,000 SH CALL SOLE X BLACKBOARD INC CALL 091935502 4,335 999 SH CALL SOLE X BLUELINX HLDGS INC COM 09624H109 63 27,200 SH SOLE X BORGWARNER INC COM 099724106 1,420 17,575 SH SOLE X BOSTON SCIENTIFIC CORP COM 101137107 143 20,726 SH SOLE X BROADCOM CORP CL A 111320107 230 6,825 SH SOLE X BROOKFIELD OFFICE PPTYS INC COM 112900105 675 35,002 SH SOLE X BUCYRUS INTL INC NEW COM 118759109 1,426 15,554 SH SOLE X CABLEVISION SYS CORP CALL 12686C109 7,601 3,000 SH CALL SOLE X CAPITAL ONE FINL CORP *W EXP 11/14/201 14040H139 1,164 55,000 SH SOLE X CBS CORP NEW CL B 124857202 253 8,881 SH SOLE X CEPHALON INC COM 156708109 400 5,001 SH SOLE X CIENA CORP PUT 171779309 1,130 615 SH PUT SOLE X CIENA CORP COM NEW 171779309 822 44,700 SH SOLE X CIMAREX ENERGY CO COM 171798101 437 4,862 SH SOLE X CISCO SYS INC COM 17275R102 923 59,123 SH SOLE X CIT GROUP INC COM NEW 125581801 1,142 25,808 SH SOLE X CITIGROUP INC COM NEW 172967424 1,284 30,842 SH SOLE X CLEARBRIDGE ENERGY MLP OPP F COM 18469P100 681 33,657 SH SOLE X CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 7,669 5,000,000 PRN SOLE X COACH INC COM 189754104 234 3,662 SH SOLE X COMCAST CORP NEW CL A SPL 20030N200 983 40,562 SH SOLE X CONCHO RES INC COM 20605P101 225 2,445 SH SOLE X CONOCOPHILLIPS COM 20825C104 489 6,497 SH SOLE X COOPER INDUSTRIES PLC SHS G24140108 1,015 17,013 SH SOLE X CREDIT SUISSE NASSAU BRH ETN IDX-LKD 20 22542D845 11,996 575,600 SH SOLE X CREDIT SUISSE NASSAU BRH EXCH NT LKD 31 22542D753 1,004 48,700 SH SOLE X CREXUS INVT CORP COM 226553105 556 50,000 SH SOLE X CUMMINS INC COM 231021106 207 2,003 SH SOLE X CVR ENERGY INC COM 12662P108 985 40,000 SH SOLE X DELL INC COM 24702R101 343 20,602 SH SOLE X DIAMOND FOODS INC COM 252603105 119,969 1,571,503 SH SOLE X DIREXION SHS ETF TR PUT 25459W516 641 250 SH PUT SOLE X DOLLAR THRIFTY AUTOMOTIVE GP CALL 256743105 18,435 2,500 SH CALL SOLE X E M C CORP MASS NOTE 1.750%12/0 268648AK8 19,279 11,250,000 PRN SOLE X EASTMAN KODAK CO CALL 277461109 1,790 5,000 SH CALL SOLE X EASTMAN KODAK CO COM 277461109 148 41,294 SH SOLE X EXCO RESOURCES INC COM 269279402 2,436 138,000 SH SOLE X EXCO RESOURCES INC PUT 269279402 9,355 5,300 SH PUT SOLE X EXXON MOBIL CORP COM 30231G102 2,383 29,277 SH SOLE X FAMILY DLR STORES INC COM 307000109 455 8,660 SH SOLE X FEDEX CORP COM 31428X106 430 4,538 SH SOLE X FIDELITY NATL INFORMATION SV COM 31620M106 943 30,636 SH SOLE X FIRST TR ISE REVERE NAT GAS COM 33734J102 215 10,000 SH SOLE X FORD MTR CO DEL *W EXP 01/01/201 345370134 11,279 2,152,516 SH SOLE X FORD MTR CO DEL CALL 345370134 11,279 2,152,516 SH SOLE X FORD MTR CO DEL COM PAR $0.01 345370860 152 10,992 SH SOLE X FRIENDFINDER NETWORKS INC COM IPO 358453306 4,358 1,073,291 SH SOLE X May 13 Puts on GDI PUT 365558105 1 5,700 SH PUT SOLE X GEN-PROBE INC NEW PUT 36866T103 3,458 500 SH PUT SOLE X GENERAL MTRS CO *W EXP 07/10/201 37045V118 79,472 3,713,633 SH SOLE X GENERAL MTRS CO *W EXP 07/10/201 37045V126 7,965 500,000 SH SOLE X GENZYME CORP COM 372917104 3,813 50,000 SH SOLE X GILEAD SCIENCES INC CALL 375558103 20,705 5,000 SH CALL SOLE X GLOBAL EAGLE ACQUISITION COR UNIT 99/99/9999 37951D201 2,533 250,000 SH SOLE X GREEN MTN COFFEE ROASTERS IN COM 393122106 435 4,874 SH SOLE X GRIFOLS S A SPONSORED ADR 398438309 179 23,812 SH SOLE X HEWLETT PACKARD CO COM 428236103 1,222 33,580 SH SOLE X HOME DEPOT INC COM 437076102 2,083 57,520 SH SOLE X HYPERDYNAMICS CORP COM 448954107 45 10,437 SH SOLE X ING EMERGING MKTS HGH DIV EQ COM 45685X104 645 34,788 SH SOLE X INTEL CORP COM 458140100 901 40,681 SH SOLE X INTERNATIONAL GAME TECHNOLOG COM 459902102 849 48,320 SH SOLE X IRON MTN INC COM 462846106 1,092 32,038 SH SOLE X ISHARES INC MSCI BRAZIL 464286400 671 9,150 SH SOLE X ISHARES INC MSCI JAPAN 464286848 245 23,500 SH SOLE X ISHARES INC PUT 464286848 522 500 SH PUT SOLE X ISHARES SILVER TRUST CALL 46428Q109 1,015 300 SH CALL SOLE X ISHARES TR PUT 464287184 42,950 10,000 SH PUT SOLE X ISHARES TR CALL 464287655 4,140 500 SH CALL SOLE X ISHARES TR RUSSELL 2000 464287655 2,070 25,000 SH SOLE X ISHARES TR S&P SMLCAP 600 464287804 1,100 15,000 SH SOLE X JAPAN SMALLER CAPTLZTN FD IN COM 47109U104 1,036 126,000 SH SOLE X JPMORGAN CHASE & CO *W EXP 10/28/201 46634E114 1,337 99,250 SH SOLE X JPMORGAN CHASE & CO COM 46625H100 259 6,335 SH SOLE X L-1 IDENTITY SOLUTIONS INC PUT 50212A106 5,252 4,470 SH PUT SOLE X L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 10,164 10,000,000 PRN SOLE X LAS VEGAS SANDS CORP COM 517834107 239 5,658 SH SOLE X LIBERTY GLOBAL INC COM SER A 530555101 975 21,650 SH SOLE X LIBERTY GLOBAL INC COM SER C 530555309 971 22,750 SH SOLE X LMP CAP & INCOME FD INC COM 50208A102 2,298 167,500 SH SOLE X LOWES COS INC COM 548661107 208 8,921 SH SOLE X LSI CORPORATION COM 502161102 195 27,333 SH SOLE X LUBRIZOL CORP COM 549271104 2,689 20,025 SH SOLE X MALAYSIA FD INC COM 560905101 731 65,008 SH SOLE X MARATHON OIL CORP CALL 565849106 24,305 7,600 SH CALL SOLE X MARKET VECTORS ETF TR COAL ETF 57060U837 292 6,150 SH SOLE X MARVELL TECHNOLOGY GROUP LTD COM G5876H105 227 15,376 SH SOLE X MATTEL INC COM 577081102 220 7,994 SH SOLE X MCDONALDS CORP COM 580135101 444 5,267 SH SOLE X MEAD JOHNSON NUTRITION CO COM 582839106 3,776 55,898 SH SOLE X MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 12,783 12,500,000 PRN SOLE X MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 10,247 7,500,000 PRN SOLE X MICRON TECHNOLOGY INC COM 595112103 561 75,003 SH SOLE X MICROSOFT CORP COM 594918104 603 23,195 SH SOLE X MOLYCORP INC DEL PUT 608753109 1,832 300 SH PUT SOLE X MOLYCORP INC DEL COM 608753109 256 4,200 SH SOLE X MORGAN STANLEY ASIA PAC FD I COM 61744U106 422 24,783 SH SOLE X MOSAIC CO NEW COM 61945C103 2,925 43,191 SH SOLE X NATIONAL OILWELL VARCO INC PUT 637071101 2,346 300 SH PUT SOLE X NATIONAL OILWELL VARCO INC CALL 637071101 2,346 300 SH CALL SOLE X NATIONAL SEMICONDUCTOR CORP COM 637640103 2,489 101,122 SH SOLE X NEUTRAL TANDEM INC COM 64128B108 4,054 232,700 SH SOLE X NEW YORK CMNTY BANCORP INC COM 649445103 551 36,745 SH SOLE X NICOR INC COM 654086107 485 8,852 SH SOLE X NIKE INC CL B 654106103 533 5,922 SH SOLE X NORFOLK SOUTHERN CORP COM 655844108 210 2,799 SH SOLE X NORTHWEST BANCSHARES INC MD COM 667340103 326 25,930 SH SOLE X NVIDIA CORP COM 67066G104 176 11,054 SH SOLE X NYSE EURONEXT CALL 629491101 6,984 2,038 SH CALL SOLE X OFFICE DEPOT INC COM 676220106 129 30,475 SH SOLE X ONYX PHARMACEUTICALS INC PUT 683399109 1,758 498 SH PUT SOLE X PDL BIOPHARMA INC NOTE 2.875% 2/1 69329YAA2 2,030 2,000,000 PRN SOLE X PENNEY J C INC COM 708160106 227 6,560 SH SOLE X PEOPLES UNITED FINANCIAL INC COM 712704105 4,924 366,332 SH SOLE X PEPSICO INC COM 713448108 265 3,766 SH SOLE X PFIZER INC COM 717081103 1,010 49,039 SH SOLE X PHILIP MORRIS INTL INC COM 718172109 572 8,560 SH SOLE X PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 15,460 10,000,000 PRN SOLE X POTASH CORP SASK INC COM 73755L107 570 10,000 SH SOLE X POWERSHS DB MULTI SECT COMM DB OIL FUND 73936B507 431 15,000 SH SOLE X POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 1,061 50,000 SH SOLE X PROGRESS ENERGY INC COM 743263105 720 15,000 SH SOLE X PROLOGIS INC COM 74340W103 449 12,535 SH SOLE X QIAGEN N.V. QGEN N72482107 443 23,309 SH SOLE X QUALCOMM INC COM 747525103 229 4,035 SH SOLE X QUANTUM CORP COM DSSG 747906204 87 26,250 SH SOLE X RADIO ONE INC CL D NON VTG 75040P405 103 58,358 SH SOLE X RADIOSHACK CORP COM 750438103 167 12,530 SH SOLE X ROPER INDS INC NEW FRNT 1/1 776696AA4 9,567 9,205,000 PRN SOLE X ROYAL CARIBBEAN CRUISES LTD RCL V7780T103 232 6,170 SH SOLE X SANDISK CORP COM 80004C101 322 7,760 SH SOLE X SANOFI CVR GCVRZ 80105N113 867 359,547 SH SOLE X SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 7,043 5,000,000 PRN SOLE X SEAGATE TECHNOLOGY PLC SHS G7945M107 360 22,248 SH SOLE X SEANERGY MARITIME HLDGS CORP *W EXP 09/24/201 Y73760111 2 200,000 SH SOLE X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 4,388 285,860 SH SOLE X SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 745 20,000 SH SOLE X SIX FLAGS ENTMT CORP NEW COM 83001A102 857 22,890 SH SOLE X SPDR GOLD TRUST PUT 78463V107 14,600 1,000 SH PUT SOLE X SPDR S&P 500 ETF TR CALL 78462F103 211,072 16,000 SH CALL SOLE X SPDR S&P 500 ETF TR TR UNIT 78462F103 1,332 10,100 SH SOLE X SPDR S&P 500 ETF TR PUT 78462F103 204,476 15,500 SH PUT SOLE X SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 2,307 13,001 SH SOLE X SPRINT NEXTEL CORP COM SER 1 852061100 162 30,135 SH SOLE X STEMCELLS INC STEM 85857R105 5 10,357 SH SOLE X STERLING BANCSHARES INC COM 858907108 816 100,000 SH SOLE X SUNPOWER CORP PUT 867652109 483 250 SH PUT SOLE X SUNPOWER CORP COM CL A 867652109 291 15,047 SH SOLE X SUNPOWER CORP COM CL B 867652307 499 30,000 SH SOLE X TE CONNECTIVITY LTD REG SHS H84989104 2,513 68,355 SH SOLE X TELLABS INC COM 879664100 96 20,793 SH SOLE X TEMPLE INLAND INC PUT 879868107 8,625 2,900 SH PUT SOLE X TEMPLE INLAND INC COM 879868107 7,139 240,032 SH SOLE X TEXAS INSTRS INC COM 882508104 248 7,542 SH SOLE X TRANSOCEAN LTD RIG H8817H100 404 6,250 SH SOLE X UNITED PARCEL SERVICE INC CL B 911312106 273 3,750 SH SOLE X UNITED STS COMMODITY INDEX F COMM IDX FND 911717106 2,209 34,673 SH SOLE X UNITED TECHNOLOGIES CORP COM 913017109 244 2,757 SH SOLE X USEC INC CALL 90333E108 509 1,523 SH CALL SOLE X VALIDUS HOLDINGS LTD VR G9319H102 435 14,062 SH SOLE X VANTAGE DRILLING COMPANY ORD SHS g93205113 944 518,538 SH SOLE X VENTAS INC COM 92276F100 2,115 40,122 SH SOLE X VERIGY LTD VRGY Y93691106 374 25,000 SH SOLE X VIACOM INC NEW CL B 92553P201 2,584 50,676 SH SOLE X VISTEON CORP COM NEW 92839U206 380 5,552 SH SOLE X WAL MART STORES INC COM 931142103 1,031 19,403 SH SOLE X WALTER ENERGY INC COM 93317Q105 221 1,910 SH SOLE X WALTER INVT MGMT CORP COM 93317W102 207 9,312 SH SOLE X WEATHERFORD INTL LTD WFT H27013103 630 33,604 SH SOLE X WILLIAMS COS INC DEL CALL 969457100 4,538 1,500 SH CALL SOLE X WMS INDS INC COM 929297109 759 24,721 SH SOLE X ZION OIL & GAS INC COM 989696109 166 27,907 SH SOLE X ZIONS BANCORPORATION *W EXP 05/22/202 989701115 3,918 563,766 SH SOLE X ZIONS BANCORPORATION CALL 989701115 3,918 563,766 SH SOLE X