13F-HR 1 june.txt JUNE 13 F 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, 2006 ? 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: 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 ? ? ?8/08/06 [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: ? 49 Form 13F Information Table Value Total: ? $176,742 (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 ACCESS INTEGRATED TECHNOLOGIES CL A 004329108 147 15 SH SOLE X AMAZON COM INC NOTE 4.75% 02/01/2009 023135AF3 13,689 14241 PRN SOLE X APRIA HEALTHCARE GROUP INC NOTE 3.375% 09/01/2033 037933AB4 2,352 2500 PRN SOLE X BARRICK GOLD ORDINARY PUT 067901958 74 25 SH PUT SOLE X BARRICK GOLD ORDINARY PUT 067901958 74 25 SH PUT SOLE X BARRICK GOLD ORDINARY CALL 067901908 95 32 SH CALL SOLE X BARRICK GOLD ORDINARY PUT 067901958 503 170 SH PUT SOLE X BARRICK GOLD ORDINARY PUT 067901958 74 25 SH PUT SOLE X BARRICK GOLD ORDINARY PUT 067901958 1,477 499 SH PUT SOLE X BARRICK GOLD ORDINARY PUT 067901958 266 90 SH PUT SOLE X BARRICK GOLD ORDINARY COM 067901108 1,894 64 SH SOLE X BLACKROCK INC DBCV 2.625% 2/15/2033 09247XAB7 6,471 4500 PRN SOLE X CEPHALON INC NOTE 0.00% 6/15/2033 156708AL3 5,833 5000 PRN SOLE X CHENIERE ENERGY INC COM 16411R208 2,730 70 SH SOLE X CUMMINS INC PUT 231021956 37,849 3096 SH PUT SOLE X CV THERAPEUTICS INC NOTE 2.75% 5/16/2012 126667AF1 3,017 3000 PRN SOLE X CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/15/08 232806AH2 11,316 10000 PRN SOLE X DARLING INTL INC COM 237266101 60 13 SH SOLE X FISHER SCIENTIFIC INTL INC NOTE 2.500% 10/01/23 338032AW5 8,102 5000 PRN SOLE X INVESTOOLS INC COM 46145P103 79 10 SH SOLE X INVITROGEN CORP COM 46185R100 139 2 SH SOLE X INVITROGEN CORP NOTE 1.50% 2/15/2024 46185RAK6 4,257 5000 PRN SOLE X JEFFERIES GROUP INC NEW COM 472319102 296 10 SH SOLE X LEHMAN BROS HLDGS INC COM 524908100 489 8 SH SOLE X MCDONALDS CORP PUT 580135951 1,680 500 SH PUT SOLE X MCDONALDS CORP COM 580135101 504 15 SH SOLE X MEDICIS PHARMACEUTICAL CORP NOTE 1.50% 6/04/2033 584690AB7 5,584 6000 PRN SOLE X METLIFE INC COM 59156R108 10 0 SH SOLE X METROPOLITAN HEALTH NETWORKS COM 592142103 279 100 SH SOLE X MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 140 10 SH SOLE X NASDAQ 100 TR PUT 631100954 969 250 SH PUT SOLE X NASDAQ 100 TR PUT 631100954 969 250 SH PUT SOLE X NOMURA HLDGS INC SPONSORED ADR 65535H208 89 5 SH SOLE X OMNICOM GROUP INC NOTE 0.00% 2/07/2031 681919AK2 4,898 5000 PRN SOLE X OMNICOM GROUP INC NOTE 0.00% 7/31/2032 681919AM8 9,980 10000 PRN SOLE X SPDR TR UNIT SER 1 78462F103 3,246 26 SH SOLE X SPDR TR UNIT SER 1 78462F103 3,818 30 SH SOLE X SPDR TR PUT 78462F953 12,723 1000 SH PUT SOLE X SPDR TR PUT 78462F953 3,181 250 SH PUT SOLE X SUPERVALU INC PUT 868536953 3,684 1200 SH PUT SOLE X SUPERVALU INC CALL 868536903 3,838 1250 SH CALL SOLE X TEVA PHARMACEUTICAL FIN II L DBCV 0.25% 2/1/2024 88164RAB3 2,557 2500 PRN SOLE X TRANSOCEAN SEDCO FOREX INC NOTE 1.500% 5/15/21 893830AD1 6,012 5271 PRN SOLE X TRIARC COS INC CL B SER 1 895927309 260 17 SH SOLE X TRIBUNE CO NEW CALL 896047907 1,622 500 SH CALL SOLE X UNISYS CORP COM 909214108 2,559 408 SH SOLE X USG CORP COM NEW 903293405 5,647 100 SH SOLE X WENDYS INTL STK PUT 950590959 1,166 200 SH PUT SOLE X XYRATEX (LTD COM G98268108 46 2 SH SOLE X