0001164691-11-000051.txt : 20110825 0001164691-11-000051.hdr.sgml : 20110825 20110825075732 ACCESSION NUMBER: 0001164691-11-000051 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110825 DATE AS OF CHANGE: 20110825 EFFECTIVENESS DATE: 20110825 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Alyeska Investment Group, L.P. CENTRAL INDEX KEY: 0001453072 IRS NUMBER: 261919051 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-13284 FILM NUMBER: 111055310 BUSINESS ADDRESS: STREET 1: 77 WEST WACKER DRIVE STREET 2: 7TH FLOOR CITY: CHICAGO STATE: IL ZIP: 60601 BUSINESS PHONE: 312-899-7902 MAIL ADDRESS: STREET 1: 77 WEST WACKER DRIVE STREET 2: 7TH FLOOR CITY: CHICAGO STATE: IL ZIP: 60601 13F-HR/A 1 alsk13fhra03312011.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 March 31, 2011 Check here if Amendment [X]; Amendment Number: 1 This Amendment (Check only one.) [ ] is a restatement. [X] adds new holding entries. THIS FILING LISTS SECURITIES HOLDINGS REPORTED ON THE FORM 13F FILED ON 5/16/2011 PURSUANT TO A REQUEST FOR CONFIDENTIAL TREATMENT AND FOR WHICH CONFIDENTIAL TREATMENT HAS EXPIRED. Institutional Investment Manager Filing this Report: Name: Alyeska Investment Group, L.P. Address: 77 West Wacker Drive 7th Floor Chicago, IL 60601 Form 13F File Number: 028-13284 The institutional investment manager filing this report and the person by whom it is signed hereby represent 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: Jason Bragg Title: CFO Phone: (312) 899-7902 Signature, Place, and Date of Signing: /s/ Jason Bragg Chicago, IL August 25, 2011 ----------------------------- ----------------- ------------------ [Signature] [City, State] [Date] Report type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: NONE Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 List of 13(f) Securities used for this report: First quarter 2011 Form 13F Information Table Entry Total: 276 Form 13F Information Table Value Total: $5,268,106 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name --- -------------------- ---- 1 028-13417 Alyeska Master Fund, L.P. FORM 13F INFORMATION TABLE

Column Column Column Column Column Column Column Column 1 2 3 4 5 6 7 8 ------------------- --------- --------- ------- --------------------------- ------ ------- ------------- NAME TITLE SH OF OF VALUE OR PRN SH/ PUT/ INVST OTR VTNG ISSUER CLS CUSIP x$1000 AMT PRN CALL DSCRTN MGR AUTHORITY ------------------- --------- --------- ------- ------ ------ ---- ------ ------ --------- 1ST UNITED BANCORP INC FLA COM 33740N105 $702 100,000 SH SOLE 1 SOLE ABERCROMBIE & FITCH CO CL A 002896207 $13,736 234,000 SH PUT SOLE 1 SOLE ABERCROMBIE & FITCH CO CL A 002896207 $8,476 144,400 SH CALL SOLE 1 SOLE ABITIBIBOWATER INC COM NEW 003687209 $1,129 42,000 SH SOLE 1 SOLE ADECOAGRO S A COM L00849106 $2,154 159,783 SH SOLE 1 SOLE AEROFLEX HLDG CORP COM 007767106 $9,103 499,865 SH SOLE 1 SOLE AFFILIATED MANAGERS GROUP COM 008252108 $29,491 269,646 SH SOLE 1 SOLE AFLAC INC COM 001055102 $15,793 299,218 SH SOLE 1 SOLE AGL RES INC COM 001204106 $8,909 223,626 SH SOLE 1 SOLE AIRTRAN HLDGS INC COM 00949P108 $16,614 2,230,000 SH SOLE 1 SOLE AK STL HLDG CORP COM 001547108 $14,202 900,000 SH SOLE 1 SOLE ALBERTO CULVER CO NEW COM 013078100 $22,362 599,995 SH SOLE 1 SOLE ALIMERA SCIENCES INC COM 016259103 $877 112,498 SH SOLE 1 SOLE ALLERGAN INC COM 018490102 $3,551 50,000 SH CALL SOLE 1 SOLE ALLERGAN INC COM 018490102 $3,551 50,000 SH PUT SOLE 1 SOLE ALLERGAN INC NOTE 1.500% 4/0 018490AL6 $21,012 18,806,000 PRN SOLE 1 SOLE ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 $17,868 851,270 SH SOLE 1 SOLE AMERICAN ASSETS TR INC COM 024013104 $13,825 649,991 SH SOLE 1 SOLE AMERICAN AXLE & MFG HLDGS IN COM 024061103 $7,554 600,000 SH SOLE 1 SOLE AMERICAN CAP LTD COM 02503Y103 $5,946 600,000 SH SOLE 1 SOLE AMERICAN CAPITAL AGENCY CORP COM 02503X105 $8,398 288,200 SH SOLE 1 SOLE AMERICAN TOWER CORP CL A 029912201 $18,137 350,000 SH SOLE 1 SOLE AMR CORP COM 001765106 $861 133,300 SH SOLE 1 SOLE AMYLIN PHARMACEUTICALS INC COM 032346108 $34,110 2,999,997 SH SOLE 1 SOLE AON CORP COM 037389103 $15,358 290,000 SH SOLE 1 SOLE ARIAD PHARMACEUTICALS INC COM 04033A100 $13,536 1,800,000 SH SOLE 1 SOLE ARQULE INC COM 04269E107 $1,160 162,500 SH SOLE 1 SOLE ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 $25,451 22,545,000 PRN SOLE 1 SOLE ASSOCIATED BANC CORP COM 045487105 $4,455 299,997 SH SOLE 1 SOLE ASSURED GUARANTY LTD COM G0585R106 $2,980 200,000 SH SOLE 1 SOLE ATHEROS COMMUNICATIONS INC COM 04743P108 $26,796 600,000 SH SOLE 1 SOLE AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 $22,105 16,700,000 PRN SOLE 1 SOLE AUTOZONE INC COM 053332102 $24,237 88,600 SH SOLE 1 SOLE AVAGO TECHNOLOGIES LTD SHS Y0486S104 $841 27,032 SH SOLE 1 SOLE AVEO PHARMACEUTICALS INC COM 053588109 $10,049 754,447 SH SOLE 1 SOLE BANK OF AMERICA CORPORATION COM 060505104 $49,654 3,725,000 SH CALL SOLE 1 SOLE BANK OF AMERICA CORPORATION COM 060505104 $33,235 2,493,214 SH SOLE 1 SOLE BAXTER INTL INC COM 071813109 $21,508 400,000 SH SOLE 1 SOLE BB&T CORP COM 054937107 $29,920 1,089,998 SH SOLE 1 SOLE BECKMAN COULTER INC COM 075811109 $41,650 501,388 SH SOLE 1 SOLE BED BATH & BEYOND INC COM 075896100 $43,443 900,000 SH SOLE 1 SOLE BEST BUY INC COM 086516101 $34,464 1,200,000 SH SOLE 1 SOLE BLACKROCK INC COM 09247X101 $41,097 204,455 SH SOLE 1 SOLE BOSTON PRIVATE FINL HLDGS IN COM 101119105 $2,121 299,997 SH SOLE 1 SOLE BOSTON PROPERTIES INC COM 101121101 $104 1,100 SH SOLE 1 SOLE BRAVO BRIO RESTAURANT GROUP COM 10567B109 $1,142 64,552 SH SOLE 1 SOLE BRISTOL MYERS SQUIBB CO COM 110122108 $19,823 750,000 SH PUT SOLE 1 SOLE BRISTOL MYERS SQUIBB CO COM 110122108 $18,837 712,700 SH CALL SOLE 1 SOLE BUCYRUS INTL INC NEW COM 118759109 $45,445 496,934 SH SOLE 1 SOLE CAPITAL ONE FINL CORP COM 14040H105 $14,637 281,693 SH SOLE 1 SOLE CATHAY GENERAL BANCORP COM 149150104 $974 57,118 SH SOLE 1 SOLE CEMEX SAB DE CV SPON ADR NEW 151290889 $7,430 832,000 SH PUT SOLE 1 SOLE CF INDS HLDGS INC COM 125269100 $57,451 419,996 SH SOLE 1 SOLE CHATHAM LODGING TR COM 16208T102 $3,003 184,799 SH SOLE 1 SOLE CHEMTURA CORP COM NEW 163893209 $1,668 97,000 SH SOLE 1 SOLE CHUBB CORP COM 171232101 $21,765 355,003 SH SOLE 1 SOLE CIT GROUP INC COM NEW 125581801 $28,345 666,159 SH SOLE 1 SOLE CITIGROUP INC COM 172967101 $53,865 12,186,629 SH SOLE 1 SOLE CITIGROUP INC COM 172967101 $1,768 400,000 SH CALL SOLE 1 SOLE CLEARWIRE CORP NEW CL A 18538Q105 $41,877 7,491,471 SH SOLE 1 SOLE COACH INC COM 189754104 $41,632 800,000 SH SOLE 1 SOLE COLLECTIVE BRANDS INC COM 19421W100 $29,532 1,368,484 SH SOLE 1 SOLE COLONY FINL INC COM 19624R106 $6,864 364,513 SH SOLE 1 SOLE COMCAST CORP NEW CL A 20030N101 $53,338 2,157,691 SH SOLE 1 SOLE COMMUNITY HEALTH SYS INC NEW COM 203668108 $27,993 700,000 SH SOLE 1 SOLE CONSOL ENERGY INC COM 20854P109 $18,771 350,000 SH SOLE 1 SOLE CONTINENTAL AIRLS INC NOTE 4.500% 1/1 210795PU8 $25,544 17,816,000 PRN SOLE 1 SOLE CONVIO INC COM 21257W105 $1,207 104,035 SH SOLE 1 SOLE CORNERSTONE ONDEMAND INC COM 21925Y103 $2,900 159,100 SH SOLE 1 SOLE COSTCO WHSL CORP NEW COM 22160K105 $31,962 435,922 SH SOLE 1 SOLE CREXUS INVT CORP COM 226553105 $829 72,626 SH SOLE 1 SOLE CUMMINS INC COM 231021106 $52,070 475,000 SH SOLE 1 SOLE CVS CAREMARK CORPORATION COM 126650100 $40,669 1,185,000 SH CALL SOLE 1 SOLE CVS CAREMARK CORPORATION COM 126650100 $8,580 250,000 SH PUT SOLE 1 SOLE DANA HLDG CORP COM 235825205 $13,912 800,000 SH SOLE 1 SOLE DAVITA INC COM 23918K108 $19,240 225,000 SH SOLE 1 SOLE DECKERS OUTDOOR CORP COM 243537107 $331 3,846 SH SOLE 1 SOLE DEMAND MEDIA INC COM 24802N109 $1,359 57,700 SH SOLE 1 SOLE DENTSPLY INTL INC NEW COM 249030107 $32,292 873,000 SH SOLE 1 SOLE DEX ONE CORP COM 25212W100 $4,840 1,000,000 SH SOLE 1 SOLE DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 $25,578 24,000,000 PRN SOLE 1 SOLE DIGITALGLOBE INC COM NEW 25389M877 $4,925 175,708 SH SOLE 1 SOLE DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 $5,282 150,000 SH SOLE 1 SOLE DISH NETWORK CORP CL A 25470M109 $67,232 2,759,948 SH SOLE 1 SOLE DISH NETWORK CORP CL A 25470M109 $9,744 400,000 SH CALL SOLE 1 SOLE DISNEY WALT CO COM DISNEY 254687106 $84,196 1,953,967 SH SOLE 1 SOLE DOVER CORP COM 260003108 $29,583 450,004 SH SOLE 1 SOLE D R HORTON INC NOTE 2.000% 5/1 23331ABB4 $10,229 9,000,000 PRN SOLE 1 SOLE DYNEX CAP INC COM NEW 26817Q506 $1,079 107,258 SH SOLE 1 SOLE EATON CORP COM 278058102 $30,769 555,005 SH SOLE 1 SOLE ECHOSTAR CORP CL A 278768106 $15,508 409,730 SH SOLE 1 SOLE EMBRAER S A SP ADR REP 4COM 29082A107 $17,102 507,477 SH SOLE 1 SOLE EMERSON ELEC CO COM 291011104 $35,729 611,485 SH SOLE 1 SOLE ENDOCYTE INC COM 29269A102 $6,822 796,077 SH SOLE 1 SOLE EXACT SCIENCES CORP COM 30063P105 $2,774 377,900 SH SOLE 1 SOLE EXCO RESOURCES INC COM 269279402 $69,211 3,350,000 SH SOLE 1 SOLE FASTENAL CO COM 311900104 $13,128 202,500 SH CALL SOLE 1 SOLE FASTENAL CO COM 311900104 $13,355 206,000 SH PUT SOLE 1 SOLE FEDERAL NATL MTG ASSN COM 313586109 $3,940 10,000,005 SH SOLE 1 SOLE FELCOR LODGING TR INC COM 31430F101 $1,953 318,600 SH SOLE 1 SOLE FIFTH THIRD BANCORP COM 316773100 $18,382 1,323,855 SH SOLE 1 SOLE FINISH LINE INC CL A 317923100 $3,308 166,655 SH SOLE 1 SOLE FLAGSTAR BANCORP INC COM NEW 337930507 $2,402 1,601,641 SH SOLE 1 SOLE FORD MTR CO DEL COM PAR $0.01 345370860 $2,982 200,000 SH CALL SOLE 1 SOLE FREEPORT-MCMORAN COPPER & GO COM 35671D857 $16,665 299,997 SH SOLE 1 SOLE FXCM INC COM CL A 302693106 $5,038 386,676 SH SOLE 1 SOLE GAIN CAP HLDGS INC COM 36268W100 $1,553 202,500 SH SOLE 1 SOLE GAP INC DEL COM 364760108 $24,384 1,076,094 SH SOLE 1 SOLE GENERAL DYNAMICS CORP COM 369550108 $26,817 350,276 SH SOLE 1 SOLE GENERAL GROWTH PPTYS INC NEW COM 370023103 $1,029 66,500 SH SOLE 1 SOLE GENERAL MTRS CO COM 37045V100 $621 20,000 SH SOLE 1 SOLE GENMARK DIAGNOSTICS INC COM 372309104 $698 175,000 SH SOLE 1 SOLE GENZYME CORP COM 372917104 $152,310 2,000,000 SH SOLE 1 SOLE GEVO INC COM 374396109 $339 17,230 SH SOLE 1 SOLE GILEAD SCIENCES INC COM 375558103 $35,038 825,004 SH SOLE 1 SOLE GOLDMAN SACHS GROUP INC COM 38141G104 $24,661 155,492 SH SOLE 1 SOLE GOLDMAN SACHS GROUP INC COM 38141G104 $6,344 40,000 SH CALL SOLE 1 SOLE GOLDMAN SACHS GROUP INC COM 38141G104 $15,860 100,000 SH PUT SOLE 1 SOLE GOOGLE INC CL A 38259P508 $64,544 110,000 SH CALL SOLE 1 SOLE GOOGLE INC CL A 38259P508 $40,002 68,174 SH SOLE 1 SOLE GSI COMMERCE INC COM 36238G102 $29,048 992,400 SH SOLE 1 SOLE HARTFORD FINL SVCS GROUP INC COM 416515104 $6,598 245,000 SH PUT SOLE 1 SOLE HCA HOLDINGS INC COM 40412C101 $62,632 1,849,199 SH SOLE 1 SOLE HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 $46,422 23,000,000 PRN SOLE 1 SOLE HISOFT TECHNOLOGY INTL LTD SPONSORED ADR 43358R108 $2,824 150,800 SH SOLE 1 SOLE HUBBELL INC CL B 443510201 $30,715 432,428 SH SOLE 1 SOLE ILLUMINA INC COM 452327109 $30,161 430,439 SH SOLE 1 SOLE IMPAX LABORATORIES INC COM 45256B101 $9,340 366,998 SH SOLE 1 SOLE INPHI CORP COM 45772F107 $1,051 50,000 SH SOLE 1 SOLE INTEL CORP COM 458140100 $3,489 172,900 SH SOLE 1 SOLE INTERMUNE INC COM 45884X103 $94,380 2,000,000 SH SOLE 1 SOLE INTERPUBLIC GROUP COS INC COM 460690100 $59,407 4,726,116 SH SOLE 1 SOLE INTERPUBLIC GROUP COS INC NOTE 4.250% 3/1 460690BA7 $18,862 16,331,000 PRN SOLE 1 SOLE INTERXION HOLDING N.V SHS N47279109 $1,346 103,528 SH SOLE 1 SOLE INVESCO MORTGAGE CAPITAL INC COM 46131B100 $16,024 733,350 SH SOLE 1 SOLE INVESTORS BANCORP INC COM 46146P102 $1,161 77,884 SH SOLE 1 SOLE ISTAR FINL INC COM 45031U101 $6,426 700,000 SH SOLE 1 SOLE JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AF8 $19,296 12,500,000 PRN SOLE 1 SOLE JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 $8,989 5,630,000 PRN SOLE 1 SOLE JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 $781 28,908 SH SOLE 1 SOLE JONES GROUP INC COM 48020T101 $20,625 1,500,000 SH SOLE 1 SOLE JPMORGAN CHASE & CO COM 46625H100 $16,135 350,000 SH PUT SOLE 1 SOLE KBR INC COM 48242W106 $43,380 1,148,526 SH SOLE 1 SOLE KINDER MORGAN INC DEL COM 49456B101 $35,238 1,188,866 SH SOLE 1 SOLE KINETIC CONCEPTS INC COM NEW 49460W208 $19,229 353,343 SH SOLE 1 SOLE KOHLS CORP COM 500255104 $35,006 659,997 SH SOLE 1 SOLE KROGER CO COM 501044101 $9,588 400,000 SH CALL SOLE 1 SOLE KROGER CO COM 501044101 $9,588 400,000 SH PUT SOLE 1 SOLE KRONOS WORLDWIDE INC COM 50105F105 $5,551 94,967 SH SOLE 1 SOLE L-1 IDENTITY SOLUTIONS INC COM 50212A106 $8,847 750,996 SH SOLE 1 SOLE LEAP WIRELESS INTL INC COM NEW 521863308 $800 51,700 SH SOLE 1 SOLE LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 $36,918 2,301,650 SH SOLE 1 SOLE LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 $7,598 6,388,000 PRN SOLE 1 SOLE LINCOLN NATL CORP IND COM 534187109 $34,723 1,155,893 SH SOLE 1 SOLE LIVE NATION ENTERTAINMENT IN COM 538034109 $10,000 1,000,000 SH SOLE 1 SOLE LIZ CLAIBORNE INC COM 539320101 $31,641 5,870,287 SH SOLE 1 SOLE LUBRIZOL CORP COM 549271104 $26,779 199,900 SH SOLE 1 SOLE LYONDELLBASELL INDUSTRIES N SHS - A N53745100 $1,187 30,000 SH SOLE 1 SOLE MAGNACHIP SEMICONDUCTOR CORP DEPOSITARY SHS 55933J203 $2,030 147,600 SH SOLE 1 SOLE MANITOWOC INC COM 563571108 $16,410 750,000 SH SOLE 1 SOLE MARSHALL & ILSLEY CORP NEW COM 571837103 $31,161 3,899,996 SH SOLE 1 SOLE MASSEY ENERGY COMPANY COM 576206106 $88,868 1,300,000 SH SOLE 1 SOLE MATTEL INC COM 577081102 $22,559 904,900 SH SOLE 1 SOLE MCMORAN EXPLORATION CO COM 582411104 $5,056 285,500 SH CALL SOLE 1 SOLE MCMORAN EXPLORATION CO COM 582411104 $4,428 250,000 SH PUT SOLE 1 SOLE MCKESSON CORP COM 58155Q103 $43,477 549,995 SH SOLE 1 SOLE MECOX LANE LIMITED SPONSORED ADR 58403M102 $610 103,757 SH SOLE 1 SOLE MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 $11,214 350,000 SH SOLE 1 SOLE MEDLEY CAP CORP COM 58503F106 $4,263 350,000 SH SOLE 1 SOLE METLIFE INC COM 59156R108 $66,692 1,491,000 SH SOLE 1 SOLE MFA FINANCIAL INC COM 55272X102 $31,340 3,821,931 SH SOLE 1 SOLE MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 $2,241 2,055,000 PRN SOLE 1 SOLE MICROSOFT CORP COM 594918104 $2,016 79,400 SH SOLE 1 SOLE MICROSOFT CORP COM 594918104 $2,539 100,000 SH CALL SOLE 1 SOLE MOLSON COORS BREWING CO CL B 60871R209 $3,629 77,400 SH SOLE 1 SOLE MOLSON COORS BREWING CO CL B 60871R209 $2,345 50,000 SH CALL SOLE 1 SOLE MOLSON COORS BREWING CO CL B 60871R209 $2,345 50,000 SH PUT SOLE 1 SOLE MORGAN STANLEY COM NEW 617446448 $30,462 1,115,000 SH SOLE 1 SOLE MOSAIC CO COM 61945A107 $3,150 40,000 SH SOLE 1 SOLE MSCI INC CL A 55354G100 $5,339 144,993 SH SOLE 1 SOLE NATIONAL CINEMEDIA INC COM 635309107 $9,555 511,799 SH SOLE 1 SOLE NAVISTAR INTL CORP NEW COM 63934E108 $13,182 190,138 SH SOLE 1 SOLE NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 $9,392 6,200,000 PRN SOLE 1 SOLE NEKTAR THERAPEUTICS COM 640268108 $238 25,141 SH SOLE 1 SOLE NEWALLIANCE BANCSHARES INC COM 650203102 $302 20,379 SH SOLE 1 SOLE NEWS CORP CL A 65248E104 $65,241 3,711,110 SH SOLE 1 SOLE NEW YORK CMNTY BANCORP INC COM 649445103 $7,059 409,000 SH CALL SOLE 1 SOLE NEW YORK CMNTY BANCORP INC COM 649445103 $7,275 421,500 SH PUT SOLE 1 SOLE NIELSEN HOLDINGS N V COM N63218106 $18,278 669,288 SH SOLE 1 SOLE NIKE INC CL B 654106103 $7,570 100,000 SH CALL SOLE 1 SOLE NOVELL INC COM 670006105 $11,860 2,000,000 SH SOLE 1 SOLE NXP SEMICONDUCTORS N V COM N6596X109 $15,874 529,758 SH SOLE 1 SOLE NYSE EURONEXT COM 629491101 $3,517 100,000 SH CALL SOLE 1 SOLE OWENS ILL INC COM NEW 690768403 $34,476 1,141,962 SH SOLE 1 SOLE PACIRA PHARMACEUTICALS INC COM 695127100 $520 73,208 SH SOLE 1 SOLE PARKER DRILLING CO NOTE 2.25% 7/1 701081AR2 $6,045 6,053,000 PRN SOLE 1 SOLE PARKER HANNIFIN CORP COM 701094104 $37,872 400,000 SH SOLE 1 SOLE PENNANTPARK INVT CORP COM 708062104 $1,258 105,560 SH SOLE 1 SOLE PERKINELMER INC COM 714046109 $14,954 569,234 SH SOLE 1 SOLE PETSMART INC COM 716768106 $25,925 633,099 SH SOLE 1 SOLE PFIZER INC COM 717081103 $61,775 3,041,614 SH SOLE 1 SOLE PHH CORP NOTE 4.000% 4/1 693320AH6 $10,554 9,000,000 PRN SOLE 1 SOLE PHH CORP NOTE 4.000% 9/0 693320AN3 $7,822 7,000,000 PRN SOLE 1 SOLE PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 $7,626 4,300,000 PRN SOLE 1 SOLE PMI GROUP INC COM 69344M101 $900 333,200 SH SOLE 1 SOLE PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 $8,198 96,303 SH SOLE 1 SOLE POTASH CORP SASK INC COM 73755L107 $29,465 500,000 SH CALL SOLE 1 SOLE POTASH CORP SASK INC COM 73755L107 $57,852 981,700 SH PUT SOLE 1 SOLE POTASH CORP SASK INC COM 73755L107 $6,482 110,000 SH SOLE 1 SOLE POWERSHARES QQQ TRUST UNIT SER 1 73935A104 $7,179 125,000 SH PUT SOLE 1 SOLE PRIDE INTL INC DEL COM 74153Q102 $9,879 230,000 SH SOLE 1 SOLE PROGRESSIVE CORP OHIO COM 743315103 $25,884 1,225,003 SH SOLE 1 SOLE PRUDENTIAL FINL INC COM 744320102 $38,146 619,457 SH SOLE 1 SOLE QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 $3,245 109,667 SH SOLE 1 SOLE QUIDEL CORP COM 74838J101 $11,235 939,394 SH SOLE 1 SOLE QUINSTREET INC COM 74874Q100 $9,375 412,442 SH SOLE 1 SOLE REINSURANCE GROUP AMER INC COM NEW 759351604 $13,047 207,828 SH SOLE 1 SOLE REPUBLIC AWYS HLDGS INC COM 760276105 $6,048 940,627 SH SOLE 1 SOLE RLJ ACQUISITION INC UNIT 1 COM 74965B202 $2,004 200,000 SH SOLE 1 SOLE SANOFI AVENTIS SPONSORED ADR 80105N105 $40,151 1,140,000 SH SOLE 1 SOLE SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 $71,388 2,055,513 SH SOLE 1 SOLE SERVICESOURCE INTL LLC COM 81763U100 $2,046 168,000 SH SOLE 1 SOLE SHAW GROUP INC COM 820280105 $21,251 600,150 SH SOLE 1 SOLE SKECHERS U S A INC CL A 830566105 $13,762 670,000 SH SOLE 1 SOLE SKECHERS U S A INC CL A 830566105 $2,927 142,500 SH CALL SOLE 1 SOLE SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 $7,569 6,000,000 PRN SOLE 1 SOLE SMURFIT-STONE CONTAINER CORP COM 83272A104 $7,730 200,003 SH SOLE 1 SOLE SOLAR SR CAP LTD COM 83416M105 $3,726 199,992 SH SOLE 1 SOLE SPANSION INC COM CL A NEW 84649R200 $2,800 149,996 SH SOLE 1 SOLE SPECTRUM BRANDS HLDGS INC COM 84763R101 $4,795 172,727 SH SOLE 1 SOLE SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 $38,505 1,500,000 SH SOLE 1 SOLE SPDR GOLD TRUST GOLD SHS 78463V107 $3,497 25,000 SH CALL SOLE 1 SOLE SPDR GOLD TRUST GOLD SHS 78463V107 $6,993 50,000 SH PUT SOLE 1 SOLE SPDR S&P 500 ETF TR TR UNIT 78462F103 $47,732 360,000 SH CALL SOLE 1 SOLE SPDR S&P 500 ETF TR TR UNIT 78462F103 $65,632 495,000 SH PUT SOLE 1 SOLE SPX CORP COM 784635104 $28,580 360,000 SH SOLE 1 SOLE SS&C TECHNOLOGIES HLDGS INC COM 78467J100 $3,814 186,793 SH SOLE 1 SOLE STARBUCKS CORP COM 855244109 $46,188 1,250,000 SH SOLE 1 SOLE SUMMIT HOTEL PPTYS INC COM 866082100 $1,005 101,108 SH SOLE 1 SOLE SUPERVALU INC COM 868536103 $47,332 5,300,357 SH SOLE 1 SOLE TAL INTL GROUP INC COM 874083108 $4,534 125,000 SH SOLE 1 SOLE TALECRIS BIOTHERAPEUTICS HLD COM 874227101 $37,520 1,400,000 SH SOLE 1 SOLE TARGET CORP COM 87612E106 $73,390 1,467,500 SH SOLE 1 SOLE TARGET CORP COM 87612E106 $37,508 750,000 SH CALL SOLE 1 SOLE TARGET CORP COM 87612E106 $30,006 600,000 SH PUT SOLE 1 SOLE TENNECO INC COM 880349105 $13,992 329,600 SH SOLE 1 SOLE TERNIUM SA SPON ADR 880890108 $34,628 963,496 SH SOLE 1 SOLE TESLA MTRS INC COM 88160R101 $5,550 199,996 SH SOLE 1 SOLE TEXTRON INC NOTE 4.500% 5/0 883203BN0 $32,412 15,100,000 PRN SOLE 1 SOLE TEVA PHARMACEUTICAL INDS LTD ADR 881624209 $37,628 750,000 SH CALL SOLE 1 SOLE TEVA PHARMACEUTICAL INDS LTD ADR 881624209 $36,373 725,000 SH SOLE 1 SOLE TIFFANY & CO NEW COM 886547108 $283 4,614 SH SOLE 1 SOLE TIVO INC COM 888706108 $5,835 666,800 SH CALL SOLE 1 SOLE TJX COS INC NEW COM 872540109 $7,460 150,000 SH CALL SOLE 1 SOLE TJX COS INC NEW COM 872540109 $7,460 150,000 SH PUT SOLE 1 SOLE TJX COS INC NEW COM 872540109 $16,381 329,393 SH SOLE 1 SOLE TORNIER N V SHS N87237108 $1,253 67,715 SH SOLE 1 SOLE TWO HBRS INVT CORP COM 90187B101 $10,607 1,013,077 SH SOLE 1 SOLE UNITED CONTL HLDGS INC COM 910047109 $4,598 200,000 SH CALL SOLE 1 SOLE UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 $6,387 3,500,000 PRN SOLE 1 SOLE URBAN OUTFITTERS INC COM 917047102 $47,006 1,575,800 SH SOLE 1 SOLE US GOLD CORPORATION COM PAR $0.10 912023207 $2,417 273,737 SH SOLE 1 SOLE VALIDUS HOLDINGS LTD COM SHS G9319H102 $11,775 353,297 SH SOLE 1 SOLE VELTI PLC ST HELIER SHS G93285107 $1,172 93,110 SH SOLE 1 SOLE VERINT SYS INC COM 92343X100 $7,340 204,794 SH SOLE 1 SOLE VISTEON CORP COM NEW 92839U206 $956 15,298 SH SOLE 1 SOLE WALKER & DUNLOP INC COM 93148P102 $5,225 430,000 SH SOLE 1 SOLE WALTER ENERGY INC COM 93317Q105 $40,692 300,467 SH SOLE 1 SOLE WARNER CHILCOTT PLC IRELAND SHS A G94368100 $28,651 1,231,763 SH SOLE 1 SOLE WATERS CORP COM 941848103 $38,539 443,488 SH SOLE 1 SOLE WILMINGTON TRUST CORP COM 971807102 $6,905 1,527,672 SH SOLE 1 SOLE WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 $16,735 500,006 SH SOLE 1 SOLE XUEDA ED GROUP SPONSORED ADR 98418W109 $5,288 553,117 SH SOLE 1 SOLE YAHOO INC COM 984332106 $31,692 1,900,005 SH SOLE 1 SOLE ZHONGPIN INC COM 98952K107 $2,641 174,300 SH SOLE 1 SOLE ZIONS BANCORPORATION COM 989701107 $13,238 574,048 SH SOLE 1 SOLE