13F-HR 1 form_13f-pequot.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, 2009 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: PEQUOT CAPITAL MANAGEMENT, INC. Address: 187 DANBURY ROAD WILTON, CT 06897 13F File Number: 28-04495 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: ARYEH DAVIS Title: COO, CCO, GENERAL COUNSEL & SECRETARY Phone: (203) 429-2200 Signature, Place, and Date of Signing: /s/ Aryeh Davis Wilton, CT/USA May 15, 2009 ----------------- ------------------ ------------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form13F Information Table Entry Total: 212 Form13F Information Table Value Total: $1,235,071 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE
FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ 3COM CORP COM 885535104 645 208733 SH SOLE 208733 ABB LTD SPONSORED ADR 000375204 521 37400 SH SOLE 37400 ACTIVISION BLIZZARD INC COM 00507V109 1046 100000 SH SOLE 100000 ACXIOM CORP COM 005125109 5180 700000 SH SOLE 700000 ADAPTEC INC COM 00651F108 180 74800 SH SOLE 74800 AETNA INC NEW COM 00817Y108 2238 92000 SH SOLE 92000 AGNICO EAGLE MINES LTD COM 008474108 11908 209200 SH SOLE 209200 AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 2672 3500000 SH SOLE 3500000 AKORN INC COM 009728106 13208 15357705 SH SOLE 15357705 ALEXION PHARMACEUTICALS INC COM 015351109 15410 409200 SH SOLE 409200 AMAZON COM INC COM 023135106 2203 30000 SH SOLE 30000 AMERICAN ITALIAN PASTA CO CL A 027070101 21439 615900 SH SOLE 615900 AMERICAN PUBLIC EDUCATION IN COM 02913V103 1615 38400 SH SOLE 38400 AMERICAS CAR MART INC COM 03062T105 3644 268130 SH SOLE 268130 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 4985 135600 SH SOLE 135600 ANWORTH MORTGAGE ASSET CP COM 037347101 1274 207750 SH SOLE 207750 APAC CUSTOMER SERVICES INC COM 00185E106 68 20000 SH SOLE 20000 APOLLO GROUP INC CL A 037604105 5992 76500 SH SOLE 76500 APPLE INC COM 037833100 12646 120300 SH SOLE 120300 ARCH CAP GROUP LTD ORD G0450A105 26111 484800 SH SOLE 484800 ARKANSAS BEST CORP DEL COM 040790107 1255 66000 SH SOLE 66000 ART TECHNOLOGY GROUP INC COM 04289L107 3422 1342100 SH SOLE 1342100 ASTORIA FINL CORP COM 046265104 1482 161300 SH SOLE 161300 ATMEL CORP COM 049513104 151 41600 SH SOLE 41600 AUTOZONE INC COM 053332102 1675 10300 SH SOLE 10300 BALLANTYNE OMAHA INC COM 058516105 3247 1503200 SH SOLE 1503200 BANK OF AMERICA CORPORATION COM 060505104 2808 411778 SH SOLE 411778 BANK OF MARIN BANCORP COM 063425102 230 10700 SH SOLE 10700 BAUER EDDIE HLDGS INC COM 071625107 57 135000 SH SOLE 135000 BEACON ROOFING SUPPLY INC COM 073685109 1339 100000 SH SOLE 100000 BLACK & DECKER CORP COM 091797100 2875 91100 SH SOLE 91100 BLACKROCK GLOBAL FLG INC TR COM 091941104 1947 213733 SH SOLE 213733 BLUEPHOENIX SOLUTIONS LTD SHS M20157109 48 25000 SH SOLE 25000 BOSTON BEER INC CL A 100557107 1460 70000 SH SOLE 70000 BOSTON PRIVATE FINL HLDGS IN COM 101119105 385 109800 SH SOLE 109800 BOSTON SCIENTIFIC CORP COM 101137107 101 12738 SH SOLE 12738 BRINKS HOME SEC HLDGS INC COM 109699108 14530 642900 SH SOLE 642900
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ BRISTOL MYERS SQUIBB CO COM 110122108 8976 409500 SH SOLE 409500 CA INC COM 12673P105 10224 580600 SH SOLE 580600 CA INC COM 12673P105 6164 350000 SH CALL SOLE 350000 CADENCE DESIGN SYSTEM INC COM 127387108 321 76500 SH SOLE 76500 CANADIAN NAT RES LTD COM 136385101 848 22000 SH SOLE 22000 CAPE BANCORP INC COM 139209100 424 60275 SH SOLE 60275 CAPSTEAD MTG CORP COM NO PAR 14067E506 1489 138602 SH SOLE 138602 CARMAX INC COM 143130102 1439 115700 SH SOLE 115700 CARMIKE CINEMAS INC COM 143436400 255 97131 SH SOLE 97131 CB RICHARD ELLIS GROUP INC CL A 12497T101 173 43000 SH SOLE 43000 CENTENE CORP DEL COM 15135B101 919 51000 SH SOLE 51000 CHECKPOINT SYS INC COM 162825103 314 35000 SH SOLE 35000 CHEESECAKE FACTORY INC COM 163072101 2290 200000 SH SOLE 200000 CHESAPEAKE ENERGY CORP COM 165167107 1154 25100 SH SOLE 25100 CHIPOTLE MEXICAN GRILL INC CL B 169656204 54616 953000 SH SOLE 953000 CHIPOTLE MEXICAN GRILL INC CL A 169656105 2556 38500 SH SOLE 38500 CIENA CORP COM NEW 171779309 318 40900 SH SOLE 40900 CIENA CORP NOTE 0.875% 6/1 171779AE1 426 1000000 SH SOLE 1000000 CIENA CORP NOTE 0.250% 5/0 171779AB7 1816 3000000 SH SOLE 3000000 CIGNA CORP COM 125509109 2123 120700 SH SOLE 120700 CINEMARK HOLDINGS INC COM 17243V102 8838 941200 SH SOLE 941200 CME GROUP INC COM 12572Q105 2156 8750 SH SOLE 8750 COHERENT INC COM 192479103 4278 248000 SH SOLE 248000 COMMUNITY BANKERS TR CORP COM 203612106 145 42600 SH SOLE 42600 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 184 14100 SH SOLE 14100 COMPUCREDIT CORP COM 20478N100 129 52700 SH SOLE 52700 CON-WAY INC COM 205944101 1309 73000 SH SOLE 73000 CONTINENTAL RESOURCES INC COM 212015101 12751 601200 SH SOLE 601200 COTT CORP QUE COM 22163N106 111 111800 SH SOLE 111800 CRAFT BREWERS ALLIANCE INC COM 224122101 84 72000 SH SOLE 72000 CYBERSOURCE CORP COM 23251J106 602 121314 SH SOLE 121314 DAKTRONICS INC COM 234264109 543 82900 SH SOLE 82900 DELTA AIR LINES INC DEL COM NEW 247361702 1971 350000 SH SOLE 350000 DEXCOM INC COM 252131107 4554 1100000 SH SOLE 1100000 DOLAN MEDIA CO COM 25659P402 1181 150000 SH SOLE 150000 DOLLAR FINL CORP COM 256664103 2244 235695 SH SOLE 235695 EATON VANCE SR INCOME TR SH BEN INT 27826S103 1470 414079 SH SOLE 414079 EBAY INC COM 278642103 1256 100000 SH PUT SOLE 100000 ECLIPSYS CORP COM 278856109 848 83625 SH SOLE 83625 ELECTRO SCIENTIFIC INDS COM 285229100 392 66200 SH SOLE 66200 ENERGY XXI (BERMUDA) LTD COM SHS G10082108 4363 1641400 SH SOLE 1641400
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ ENSCO INTL INC COM 26874Q100 1003 38000 SH SOLE 38000 ESSA BANCORP INC COM 29667D104 265 19900 SH SOLE 19900 ETHAN ALLEN INTERIORS INC COM 297602104 411 36500 SH SOLE 36500 EVEREST RE GROUP LTD COM G3223R108 46416 655600 SH SOLE 655600 EZCORP INC CL A NON VTG 302301106 693 59900 SH SOLE 59900 FALCONSTOR SOFTWARE INC COM 306137100 66 27600 SH SOLE 27600 FCSTONE GROUP INC COM 31308T100 110 48400 SH SOLE 48400 FIBERTOWER CORP NOTE 9.000%11/1 31567RAC4 173 600000 SH SOLE 600000 FIRST SEC GROUP INC COM 336312103 170 50330 SH SOLE 50330 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1906 50000 SH SOLE 50000 FSI INTL INC COM 302633102 11 34000 SH SOLE 34000 FTI CONSULTING INC COM 302941109 1801 36400 SH SOLE 36400 GAFISA S A SPONS ADR 362607301 911 29000 SH SOLE 29000 GANNETT INC COM 364730101 141 64300 SH SOLE 64300 GFI GROUP INC COM 361652209 191 59400 SH SOLE 59400 GOLDMAN SACHS GROUP INC COM 38141G104 689 6500 SH SOLE 6500 GP STRATEGIES CORP COM 36225V104 5724 1607970 SH SOLE 1607970 GREAT FLA BK MIAMI LAKES FLA CL A 390528107 324 180148 SH SOLE 180148 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 827 75600 SH SOLE 75600 HATTERAS FINL CORP COM 41902R103 647 25900 SH SOLE 25900 HEALTH FITNESS CORP COM NEW 42217V201 1125 523400 SH SOLE 523400 HEARTLAND EXPRESS INC COM 422347104 2384 161000 SH SOLE 161000 HERITAGE FINL CORP WASH COM 42722X106 1260 120557 SH SOLE 120557 HMS HLDGS CORP COM 40425J101 2211 67200 SH SOLE 67200 HOT TOPIC INC COM 441339108 4237 378600 SH SOLE 378600 HSBC HLDGS PLC SPON ADR NEW 404280406 2909 103081 SH SOLE 103081 HUB GROUP INC CL A 443320106 1292 76000 SH SOLE 76000 HUNT J B TRANS SVCS INC COM 445658107 1422 59000 SH SOLE 59000 HURON CONSULTING GROUP INC COM 447462102 7994 188400 SH SOLE 188400 IHS INC CL A 451734107 1359 33000 SH SOLE 33000 IMAX CORP COM 45245E109 10776 2500298 SH SOLE 2500298 INTEGRATED DEVICE TECHNOLOGY COM 458118106 190 41700 SH SOLE 41700 INTERACTIVE BROKERS GROUP IN COM 45841N107 316 19600 SH SOLE 19600 INTEROIL CORP COM 460951106 3366 120200 SH SOLE 120200 INTERPUBLIC GROUP COS INC COM 460690100 1028 249400 SH SOLE 249400 ISHARES SILVER TRUST ISHARES 46428Q109 480 37500 SH SOLE 37500 JACK IN THE BOX INC COM 466367109 18502 794400 SH SOLE 794400 JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD3 621 1000000 SH SOLE 1000000 JETBLUE AIRWAYS CORP COM 477143101 1278 350000 SH SOLE 350000
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ JMP GROUP INC COM 46629U107 713 148182 SH SOLE 148182 KELLY SVCS INC CL A 488152208 2219 275700 SH SOLE 275700 KEYCORP NEW COM 493267108 610 77500 SH SOLE 77500 KFORCE INC COM 493732101 1362 193700 SH SOLE 193700 KING PHARMACEUTICALS INC COM 495582108 5652 799400 SH SOLE 799400 KNIGHT TRANSN INC COM 499064103 2309 152300 SH SOLE 152300 KOREA ELECTRIC PWR SPONSORED ADR 500631106 4160 454600 SH SOLE 454600 LEE ENTERPRISES INC COM 523768109 16 57600 SH SOLE 57600 LEMAITRE VASCULAR INC COM 525558201 758 300000 SH SOLE 300000 LENDER PROCESSING SVCS INC COM 52602E102 4644 151700 SH SOLE 151700 LIFE TIME FITNESS INC COM 53217R207 3969 316000 SH SOLE 316000 LIVEPERSON INC COM 538146101 910 401000 SH SOLE 401000 LMP CORPORATE LN FD INC COM 50208B100 2868 434613 SH SOLE 434613 MARSH & MCLENNAN COS INC COM 571748102 8100 400000 SH CALL SOLE 400000 MARSH & MCLENNAN COS INC COM 571748102 20169 996000 SH SOLE 996000 MCDONALDS CORP COM 580135101 44496 815400 SH SOLE 815400 MERIT MED SYS INC COM 589889104 122 10000 SH SOLE 10000 METROPCS COMMUNICATIONS INC COM 591708102 12465 729800 SH SOLE 729800 MF GLOBAL LTD SHS G60642108 579 136900 SH SOLE 136900 MFA FINANCIAL INC COM 55272X102 1314 223500 SH SOLE 223500 MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 401 154830 SH SOLE 154830 MOHAWK INDS INC COM 608190104 314 10500 SH SOLE 10500 MONTEREY GOURMET FOODS INC COM 612570101 25 20000 SH SOLE 20000 MOSAIC CO COM 61945A107 1108 26400 SH SOLE 26400 MOTORCAR PTS AMER INC COM 620071100 1400 350000 SH SOLE 350000 MPS GROUP INC COM 553409103 2131 358200 SH SOLE 358200 NATIONAL CINEMEDIA INC COM 635309107 6350 481800 SH SOLE 481800 NATIONAL DENTEX CORP COM 63563H109 415 107750 SH SOLE 107750 NATIONAL OILWELL VARCO INC COM 637071101 866 31500 SH SOLE 31500 NCI INC CL A 62886K104 3502 134700 SH SOLE 134700 NETAPP INC COM 64110D104 7420 500000 SH CALL SOLE 500000 NEWMONT MINING CORP COM 651639106 3357 75000 SH SOLE 75000 NUVASIVE INC COM 670704105 3138 100000 SH SOLE 100000 OLD DOMINION FGHT LINES INC COM 679580100 1292 55000 SH SOLE 55000 ONYX PHARMACEUTICALS INC COM 683399109 32044 1122386 SH SOLE 1122386 ORASURE TECHNOLOGIES INC COM 68554V108 76 30000 SH SOLE 30000 PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 187 25714 SH SOLE 25714
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ PANERA BREAD CO CL A 69840W108 3863 69100 SH SOLE 69100 PERFECT WORLD CO LTD SPON ADR REP B 71372U104 188 13400 SH SOLE 13400 PETROHAWK ENERGY CORP COM 716495106 3414 177520 SH SOLE 177520 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 640 21000 SH SOLE 21000 PHARMATHENE INC COM 71714G102 390 158475 SH SOLE 158475 PLATINUM UNDERWRITER HLDGS L COM G7127P100 26899 948500 SH SOLE 948500 PNC FINL SVCS GROUP INC COM 693475105 624 21300 SH SOLE 21300 POLYPORE INTL INC COM 73179V103 258 64100 SH SOLE 64100 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 181920 6000000 SH PUT SOLE 6000000 PROVIDENT FINL HLDGS INC COM 743868101 1432 272225 SH SOLE 272225 QUALCOMM INC COM 747525103 19228 494176 SH SOLE 494176 QUICKSILVER RESOURCES INC COM 74837R104 489 88300 SH SOLE 88300 REDWOOD TR INC COM 758075402 729 47500 SH SOLE 47500 REGAL ENTMT GROUP CL A 758766109 11319 844100 SH SOLE 844100 RENAISSANCERE HOLDINGS LTD COM G7496G103 28848 583500 SH SOLE 583500 RESOURCES CONNECTION INC COM 76122Q105 3016 200000 SH SOLE 200000 SANMINA SCI CORP COM 800907107 99 323200 SH SOLE 323200 SEAGATE TECHNOLOGY SHS G7945J104 63 10463 SH SOLE 10463 SEARS HLDGS CORP COM 812350106 2423 53000 SH SOLE 53000 SHIRE PLC SPONSORED ADR 82481R106 2001 55677 SH SOLE 55677 SOUTHWESTERN ENERGY CO COM 845467109 1645 48550 SH SOLE 48550 SPDR GOLD TRUST GOLD SHS 78463V107 20764 230000 SH CALL SOLE 230000 SPDR GOLD TRUST GOLD SHS 78463V107 153250 1697500 SH SOLE 1697500 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 25201 1100000 SH PUT SOLE 1100000 SPDR TR UNIT SER 1 78462F103 6481 81500 SH SOLE 81500 SPHERION CORP COM 848420105 823 395756 SH SOLE 395756 STAAR SURGICAL CO COM PAR $0.01 852312305 2126 2125500 SH SOLE 2125500 STATE STR CORP COM 857477103 8985 291900 SH SOLE 291900 STERLING FINL CORP WASH COM 859319105 21 10000 SH SOLE 10000 SUNTRUST BKS INC COM 867914103 7631 650000 SH CALL SOLE 650000 SUNTRUST BKS INC COM 867914103 8468 721300 SH SOLE 721300 SUPERIOR BANCORP COM NEW 86806M205 231 58000 SH SOLE 58000 SYMANTEC CORP COM 871503108 4918 329205 SH SOLE 329205 TALEO CORP CL A 87424N104 2282 193200 SH SOLE 193200 TALISMAN ENERGY INC COM 87425E103 1406 132700 SH SOLE 132700 TD AMERITRADE HLDG CORP COM 87236Y108 6980 505400 SH SOLE 505400 TECHTEAM GLOBAL INC COM 878311109 122 25000 SH SOLE 25000 TEXAS ROADHOUSE INC CL A 882681109 1916 201000 SH SOLE 201000 TIME WARNER CABLE INC COM 88732J207 745 30037 SH SOLE 30037 TIME WARNER INC COM 887317105 2310 119666 SH SOLE 119666 TIVO INC COM 888706108 975 235820 SH SOLE 235820
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ TRANSCEND SERVICES INC COM NEW 893929208 1156 115823 SH SOLE 115823 TRANSOCEAN LTD REG SHS H8817H100 277 4705 SH SOLE 4705 TREX INC COM 89531P105 763 100000 SH SOLE 100000 TRUEBLUE INC COM 89785X101 699 84700 SH SOLE 84700 VAN KAMPEN SENIOR INCOME TR COM 920961109 431 181027 SH SOLE 181027 VARIAN INC COM 922206107 2374 100000 SH SOLE 100000 VERIFONE HLDGS INC NOTE 1.375% 6/1 92342YAB5 4100 7450000 SH SOLE 7450000 VERIFONE HLDGS INC COM 92342Y109 4760 700000 SH SOLE 700000 VICOR CORP COM 925815102 12768 2611000 SH SOLE 2611000 VISTAPRINT LIMITED SHS G93762204 6716 244300 SH SOLE 244300 VIVUS INC COM 928551100 859 198900 SH SOLE 198900 VONAGE HLDGS CORP COM 92886T201 77 193700 SH SOLE 193700 WAL MART STORES INC COM 931142103 24305 466500 SH SOLE 466500 WENDYS ARBYS GROUP INC COM 950587105 4007 796700 SH SOLE 796700 WESCO INTL INC NOTE 1.750%11/1 95082PAG0 708 1000000 SH SOLE 1000000 XTO ENERGY INC COM 98385X106 1173 37350 SH SOLE 37350 YRC WORLDWIDE INC COM 984249102 1834 408400 SH SOLE 408400