0001350639-12-000002.txt : 20120214
0001350639-12-000002.hdr.sgml : 20120214
20120214132126
ACCESSION NUMBER: 0001350639-12-000002
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120214
DATE AS OF CHANGE: 20120214
EFFECTIVENESS DATE: 20120214
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: 12607059
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
dec.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: December 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
?
?
02/14/2012
[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:
?
188
Form 13F Information Table Value Total:
?
$867,949
(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
278
3,407
SH
X
3M CO
PUT
88579Y101
1,487
182
SH
PUT
X
ABBOTT LABS
PUT
002824100
2,092
372
SH
PUT
X
ALCOA INC
COM
013817101
713
82,372
SH
X
ALEXION PHARMACEUTICALS INC
COM
015351109
908
12,704
SH
X
ALTRIA GROUP INC
PUT
02209S103
1,506
508
SH
PUT
X
AMAZON COM INC
COM
023135106
1,195
6,904
SH
X
AMAZON COM INC
PUT
023135106
1,350
78
SH
PUT
X
AMERICAN EXPRESS CO
COM
025816109
512
10,854
SH
X
AMERICAN EXPRESS CO
PUT
025816109
1,151
244
SH
PUT
X
AMGEN INC
PUT
031162100
1,387
216
SH
PUT
X
ANADARKO PETE CORP
COM
032511107
2,725
35,700
SH
X
ANADARKO PETE CORP
PUT
032511107
3,817
500
SH
PUT
X
ANALOG DEVICES INC
COM
032654105
3,324
92,908
SH
X
APPLE INC
COM
037833100
1,669
4,121
SH
X
APPLE INC
PUT
037833100
9,072
224
SH
PUT
X
ARCHER DANIELS MIDLAND CO
COM
039483102
1,042
36,429
SH
X
ARES CAP CORP
COM
04010L103
193
12,479
SH
X
ARIAD PHARMACEUTICALS INC
CALL
04033A100
1,838
1,500
SH
CALL
X
ARMOUR RESIDENTIAL REIT INC
*W EXP 11/07/201
042315119
10
681,975
SH
X
AT&T INC
COM
00206R102
945
31,238
SH
X
AT&T INC
PUT
00206R102
4,445
1,470
SH
PUT
X
AUTODESK INC
COM
052769106
1,128
37,202
SH
X
AVON PRODS INC
COM
054303102
805
46,082
SH
X
BANK OF AMERICA CORPORATION
COM
060505104
1,186
213,397
SH
X
BANK OF AMERICA CORPORATION
PUT
060505104
1,487
2,674
SH
PUT
X
BARCLAYS BK PLC
PUT
06740C261
3,198
900
SH
PUT
X
BARNES & NOBLE INC
COM
067774109
232
16,000
SH
X
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
1,168
15,309
SH
X
BERKSHIRE HATHAWAY INC DEL
PUT
084670702
3,189
418
SH
PUT
X
BEST BUY INC
COM
086516101
979
41,911
SH
X
BOEING CO
PUT
097023105
1,291
176
SH
PUT
X
BRISTOL MYERS SQUIBB CO
PUT
110122108
1,438
408
SH
PUT
X
CAPITAL ONE FINL CORP
*W EXP 11/14/201
14040H139
811
55,000
SH
X
CAPITAL ONE FINL CORP
COM
14040H105
1,502
35,525
SH
X
CAREER EDUCATION CORP
COM
141665109
81
10,204
SH
X
CATERPILLAR INC DEL
PUT
149123101
1,576
174
SH
PUT
X
CHESAPEAKE ENERGY CORP
PUT
165167107
2,229
1,000
SH
PUT
X
CHEVRON CORP NEW
COM
166764100
449
4,221
SH
X
CHEVRON CORP NEW
PUT
166764100
5,256
494
SH
PUT
X
CISCO SYS INC
COM
17275R102
1,558
86,149
SH
X
CISCO SYS INC
PUT
17275R102
2,423
1,340
SH
PUT
X
CITIGROUP INC
COM NEW
172967424
903
34,322
SH
X
CITIGROUP INC
PUT
172967424
1,973
750
SH
PUT
X
CMS ENERGY CORP
NOTE 2.875%12/0
125896AW0
13,188
7,500,000
PRN
X
COCA COLA CO
COM
191216100
575
8,224
SH
X
COCA COLA CO
PUT
191216100
4,030
576
SH
PUT
X
COMCAST CORP NEW
PUT
20030N101
1,598
674
SH
PUT
X
CONOCOPHILLIPS
PUT
20825C104
2,565
352
SH
PUT
X
CORNERSTONE STRATEGIC VALUE
COM NEW
21924B203
1,401
212,343
SH
X
CORNERSTONE TOTAL RTRN FD IN
COM NEW
21924U201
508
85,101
SH
X
CREDIT SUISSE NASSAU BRH
ETN IDX-LKD 20
22542D845
8,637
411,300
SH
X
CREDIT SUISSE NASSAU BRH
EXCH NT LKD 31
22542D753
959
48,700
SH
X
CREE INC
COM
225447101
868
39,400
SH
X
CREE INC
PUT
225447101
1,102
500
SH
PUT
X
CROWN CASTLE INTL CORP
COM
228227104
724
16,163
SH
X
CVS CAREMARK CORPORATION
PUT
126650100
1,313
322
SH
PUT
X
CYPRESS SEMICONDUCTOR CORP
COM
232806109
1,085
64,267
SH
X
DELL INC
COM
24702R101
1,011
69,108
SH
X
DIAMOND FOODS INC
COM
252603105
1,468
45,500
SH
X
DIRECTV
COM CL A
25490A101
1,992
46,582
SH
X
DISNEY WALT CO
PUT
254687106
1,853
494
SH
PUT
X
DRYSHIPS INC
SHS
Y2109Q101
30
15,000
SH
X
E M C CORP MASS
COM
268648102
218
10,107
SH
X
E M C CORP MASS
PUT
268648102
1,111
516
SH
PUT
X
EASTMAN KODAK CO
COM
277461109
36
55,000
SH
X
EMCORE CORP
COM
290846104
9
10,000
SH
X
ENERGIZER HLDGS INC
COM
29266R108
1,070
13,810
SH
X
EOG RES INC
CALL
26875P101
2,955
300
SH
CALL
X
EXXON MOBIL CORP
COM
30231G102
256
3,019
SH
X
EXXON MOBIL CORP
PUT
30231G102
10,154
1,198
SH
PUT
X
FIDELITY NATL INFORMATION SV
COM
31620M106
798
30,000
SH
X
FIRST TR EXCHANGE TRADED FD
ISE CLOUD COMP
33734X192
860
50,000
SH
X
FORD MTR CO DEL
*W EXP 01/01/201
345370134
3,547
1,477,716
SH
X
FORD MTR CO DEL
CALL
345370134
3,547
1,477,716
SH
CALL
X
FOREST LABS INC
COM
345838106
901
29,779
SH
X
FRIENDFINDER NETWORKS INC
COM IPO
358453306
803
1,071,102
SH
X
GENERAC HLDGS INC
COM
368736104
210
7,500
SH
X
GENERAL ELECTRIC CO
COM
369604103
193
10,782
SH
X
GENERAL ELECTRIC CO
PUT
369604103
4,811
2,686
SH
PUT
X
GENERAL MLS INC
COM
370334104
2,849
70,503
SH
X
GENERAL MTRS CO
*W EXP 07/10/201
37045V118
51,085
4,364,367
SH
X
GENERAL MTRS CO
*W EXP 07/10/201
37045V126
3,729
475,000
SH
X
GILEAD SCIENCES INC
NOTE 1.000% 5/0
375558AN3
5,467
5,000,000
PRN
X
GLOBAL EAGLE ACQUISITION COR
UNIT 99/99/9999
37951D201
2,523
250,000
SH
X
GLU MOBILE INC
COM
379890106
79
25,000
SH
X
GOLDMAN SACHS GROUP INC
COM
38141G104
922
10,195
SH
X
GOLDMAN SACHS GROUP INC
PUT
38141G104
1,284
142
SH
PUT
X
GOOGLE INC
PUT
38259P508
4,005
62
SH
PUT
X
HASBRO INC
COM
418056107
2,652
83,171
SH
X
HEWLETT PACKARD CO
COM
428236103
334
12,980
SH
X
HEWLETT PACKARD CO
PUT
428236103
1,659
644
SH
PUT
X
HOME DEPOT INC
COM
437076102
2,692
64,040
SH
X
HOME DEPOT INC
PUT
437076102
1,598
380
SH
PUT
X
INTEL CORP
COM
458140100
1,401
57,788
SH
X
INTEL CORP
PUT
458140100
3,094
1,276
SH
PUT
X
INTERNATIONAL BUSINESS MACHS
COM
459200101
896
4,875
SH
X
INTERNATIONAL BUSINESS MACHS
PUT
459200101
5,222
284
SH
PUT
X
IRON MTN INC
COM
462846106
360
11,692
SH
X
ISHARES TR
PUT
464287432
1,213
100
SH
PUT
X
ISHARES TR
DJ SEL DIV INX
464287168
4,033
75,000
SH
X
JARDEN CORP
COM
471109108
3,193
106,875
SH
X
JEFFERIES GROUP INC NEW
PUT
472319102
1,100
800
SH
PUT
X
JOHNSON & JOHNSON
COM
478160104
973
14,830
SH
X
JOHNSON & JOHNSON
PUT
478160104
4,420
674
SH
PUT
X
JPMORGAN CHASE & CO
*W EXP 10/28/201
46634E114
844
99,250
SH
X
JPMORGAN CHASE & CO
COM
46625H100
1,700
51,137
SH
X
JPMORGAN CHASE & CO
PUT
46625H100
3,445
1,036
SH
PUT
X
KRAFT FOODS INC
PUT
50075N104
1,666
446
SH
PUT
X
L-3 COMMUNICATIONS CORP
DEBT 3.000% 8/0
502413AW7
6,917
7,250,000
PRN
X
LAS VEGAS SANDS CORP
COM
517834107
1,986
46,488
SH
X
LAS VEGAS SANDS CORP
PUT
517834107
2,137
500
SH
PUT
X
LEXMARK INTL NEW
CL A
529771107
1,076
32,530
SH
X
LIBERTY ALL STAR EQUITY FD
SH BEN INT
530158104
84
19,900
SH
X
LMP CAP & INCOME FD INC
COM
50208A102
770
62,321
SH
X
MATTEL INC
COM
577081102
3,113
112,149
SH
X
MCDONALDS CORP
COM
580135101
212
2,114
SH
X
MCDONALDS CORP
PUT
580135101
2,508
250
SH
PUT
X
MEDTRONIC INC
NOTE 1.625% 4/1
585055AM8
11,592
11,500,000
PRN
X
MEMC ELECTR MATLS INC
COM
552715104
608
154,320
SH
X
MERCK & CO INC NEW
PUT
58933Y105
2,812
746
SH
PUT
X
MICROCHIP TECHNOLOGY INC
SDCV 2.125%12/1
595017AB0
10,125
7,500,000
PRN
X
MICROSOFT CORP
COM
594918104
1,599
61,595
SH
X
MICROSOFT CORP
PUT
594918104
4,709
1,814
SH
PUT
X
MOODYS CORP
COM
615369105
1,219
36,207
SH
X
MOSAIC CO NEW
COM
61945C103
1,614
32,000
SH
X
MOSAIC CO NEW
PUT
61945C103
2,522
500
SH
PUT
X
MOTOROLA MOBILITY HLDGS INC
CALL
620097105
2,103
542
SH
CALL
X
NETAPP INC
NOTE 1.750% 6/0
64110DAB0
6,308
5,000,000
PRN
X
NOBLE ENERGY INC
COM
655044105
2,133
22,600
SH
X
NOBLE ENERGY INC
PUT
655044105
4,720
500
SH
PUT
X
NOVELLUS SYS INC
COM
670008101
1,502
36,377
SH
X
OCCIDENTAL PETE CORP DEL
PUT
674599105
2,099
224
SH
PUT
X
ORACLE CORP
COM
68389X105
1,814
70,707
SH
X
ORACLE CORP
PUT
68389X105
2,232
870
SH
PUT
X
PARKERVISION INC
COM
701354102
7,249
8,429,571
SH
X
PEPSICO INC
COM
713448108
234
3,520
SH
X
PEPSICO INC
PUT
713448108
2,641
398
SH
PUT
X
PERKINELMER INC
COM
714046109
922
46,104
SH
X
PFIZER INC
PUT
717081103
4,272
1,974
SH
PUT
X
PHILIP MORRIS INTL INC
COM
718172109
243
3,093
SH
X
PHILIP MORRIS INTL INC
PUT
718172109
3,641
464
SH
PUT
X
PILGRIMS PRIDE CORP NEW
COM
72147K108
1,984
344,500
SH
X
PITNEY BOWES INC
COM
724479100
2,863
154,400
SH
X
POWERSHS DB MULTI SECT COMM
DB OIL FUND
73936B507
674
23,577
SH
X
PROCTER & GAMBLE CO
COM
742718109
446
6,689
SH
X
PROCTER & GAMBLE CO
PUT
742718109
4,416
662
SH
PUT
X
QUALCOMM INC
COM
747525103
219
4,005
SH
X
QUALCOMM INC
PUT
747525103
2,243
410
SH
PUT
X
RENTECH INC
COM
760112102
66
50,000
SH
X
ROPER INDS INC NEW
FRNT 1/1
776696AA4
9,993
9,205,000
PRN
X
S1 CORPORATION
COM
78463B101
1,416
148,000
SH
X
SAFEWAY INC
COM NEW
786514208
1,171
55,650
SH
X
SANOFI
RIGHT 12/31/2020
80105N113
144
119,660
SH
X
SCHLUMBERGER LTD
COM
806857108
1,027
15,033
SH
X
SCHLUMBERGER LTD
PUT
806857108
2,609
382
SH
PUT
X
SIRIUS XM RADIO INC
COM
82967N108
182
100,000
SH
X
SIX FLAGS ENTMT CORP NEW
COM
83001A102
866
21,000
SH
X
SOTHEBYS
NOTE 3.125% 6/1
835898AC1
6,833
6,000,000
PRN
X
SOUTHERN UN CO NEW
COM
844030106
1,263
30,000
SH
X
SPDR S&P 500 ETF TR
TR UNIT
78462F103
206,803
1,645,081
SH
X
SPDR S&P 500 ETF TR
PUT
78462F103
219,992
17,500
SH
PUT
X
SUPERVALU INC
COM
868536103
83
10,204
SH
X
TASER INTL INC
COM
87651B104
77
15,000
SH
X
TELEFLEX INC
COM
879369106
1,099
17,937
SH
X
THOMAS & BETTS CORP
COM
884315102
3,957
72,481
SH
X
TOWER BANCORP INC
COM
891709107
534
18,700
SH
X
TUPPERWARE BRANDS CORP
COM
899896104
1,308
23,370
SH
X
UNITED PARCEL SERVICE INC
CL B
911312106
544
7,439
SH
X
UNITED PARCEL SERVICE INC
PUT
911312106
1,742
238
SH
PUT
X
UNITED TECHNOLOGIES CORP
COM
913017109
328
4,488
SH
X
UNITED TECHNOLOGIES CORP
PUT
913017109
1,608
220
SH
PUT
X
UNITEDHEALTH GROUP INC
PUT
91324P102
1,318
260
SH
PUT
X
VALERO ENERGY CORP NEW
COM
91913Y100
1,277
60,667
SH
X
VALSPAR CORP
COM
920355104
1,263
32,404
SH
X
VANTAGE DRILLING COMPANY
ORD SHS
g93205113
602
518,538
SH
X
VERIZON COMMUNICATIONS INC
PUT
92343V104
2,760
688
SH
PUT
X
VIACOM INC NEW
CL B
92553P201
2,069
45,563
SH
X
WAL MART STORES INC
COM
931142103
3,082
51,571
SH
X
WAL MART STORES INC
PUT
931142103
2,773
464
SH
PUT
X
WELLS FARGO & CO NEW
COM
949746101
544
19,755
SH
X
WELLS FARGO & CO NEW
PUT
949746101
3,445
1,250
SH
PUT
X
WENDYS CO
COM
95058W100
80
15,000
SH
X
WHIRLPOOL CORP
COM
963320106
2,527
53,257
SH
X
WINN DIXIE STORES INC
COM NEW
974280307
138
14,715
SH
X
XEROX CORP
COM
984121103
1,138
142,920
SH
X
ZIONS BANCORPORATION
*W EXP 05/22/202
989701115
1,691
563,766
SH
X
ZIONS BANCORPORATION
CALL
989701115
1,691
563,766
SH
CALL
X