0001164691-12-000029.txt : 20120515 0001164691-12-000029.hdr.sgml : 20120515 20120515115134 ACCESSION NUMBER: 0001164691-12-000029 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120515 DATE AS OF CHANGE: 20120515 EFFECTIVENESS DATE: 20120515 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 SEC ACT: 1934 Act SEC FILE NUMBER: 028-13284 FILM NUMBER: 12842338 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 1 alsk13fhr03312012.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, 2012 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.) [ ] is a restatement. [ ] adds new holding entries. 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 May 15, 2012 ----------------------------- ----------------- ------------------ [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 of 2012 Form 13F Information Table Entry Total: 336 Form 13F Information Table Value Total: $3,818,276 (thousands) Confidential information has been omitted from this public Form 13F report and filed separately with the Commission. 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 ------------------- --------- --------- ------- ------ ------ ---- ------ ------ --------- ABERCROMBIE & FITCH CO CL A 002896207 $14,940 301,143 SH SOLE 1 301,143 ACACIA RESH CORP ACACIA TCH COM 003881307 $10,064 241,114 SH SOLE 1 241,114 ACTIVE NETWORK INC COM 00506D100 $7,711 458,183 SH SOLE 1 458,183 ADVANCE AMER CASH ADVANCE CT COM 00739W107 $2,476 236,000 SH SOLE 1 236,000 AERCAP HOLDINGS NV SHS N00985106 $7,222 650,000 SH SOLE 1 650,000 AEROFLEX HLDG CORP COM 007767106 $3,432 308,100 SH SOLE 1 308,100 AFFILIATED MANAGERS GROUP COM 008252108 $25,157 225,000 SH SOLE 1 225,000 ALLISON TRANSMISSION HLDGS I COM 01973R101 $12,084 506,031 SH SOLE 1 506,031 AMAZON COM INC COM 023135106 $1,013 5,000 SH SOLE 1 5,000 AMERICAN CAP LTD COM 02503Y103 $13,020 1,500,000 SH SOLE 1 1,500,000 AMERICAN CAP MTG INVT CORP COM 02504A104 $14,243 654,260 SH SOLE 1 654,260 AMERICAN CAPITAL AGENCY CORP COM 02503X105 $85,666 2,900,000 SH SOLE 1 2,900,000 AMERICAN RLTY CAP TR INC COM 02917L101 $5,135 500,000 SH SOLE 1 500,000 AMERISOURCEBERGEN CORP COM 03073E105 $19,830 500,000 SH SOLE 1 500,000 ANADARKO PETE CORP COM 032511107 $16,843 215,000 SH CALL SOLE 1 215,000 ANADARKO PETE CORP COM 032511107 $7,360 93,944 SH SOLE 1 93,944 ANGIES LIST INC COM 034754101 $2,147 113,673 SH SOLE 1 113,673 ANNIES INC COM 03600T104 $833 23,900 SH SOLE 1 23,900 ANTHERA PHARMACEUTICALS INC COM 03674U102 $582 263,251 SH SOLE 1 263,251 APOLLO GROUP INC CL A 037604105 $13,479 348,835 SH SOLE 1 348,835 APPLE INC COM 037833100 $5,996 10,000 SH CALL SOLE 1 10,000 APPLE INC COM 037833100 $2,998 5,000 SH SOLE 1 5,000 ARES CAP CORP COM 04010L103 $8,175 500,000 SH SOLE 1 500,000 AUTOZONE INC COM 053332102 $17,993 48,395 SH SOLE 1 48,395 AVG TECHNOLOGIES N V SHS N07831105 $1,495 100,000 SH SOLE 1 100,000 BAKER HUGHES INC COM 057224107 $22,086 526,600 SH CALL SOLE 1 526,600 BAKER HUGHES INC COM 057224107 $4,194 100,000 SH PUT SOLE 1 100,000 BAKER HUGHES INC COM 057224107 $32,047 764,121 SH SOLE 1 764,121 BAXTER INTL INC COM 071813109 $23,087 386,196 SH SOLE 1 386,196 BAZAARVOICE INC COM 073271108 $1,391 70,000 SH SOLE 1 70,000 BLACK DIAMOND INC COM 09202G101 $3,704 400,000 SH SOLE 1 400,000 BLOCK H & R INC COM 093671105 $19,764 1,200,000 SH SOLE 1 1,200,000 BOEING CO COM 097023105 $22,311 300,000 SH SOLE 1 300,000 BP PLC SPONSORED ADR 055622104 $18,351 407,802 SH SOLE 1 407,802 BRIGHTCOVE INC COM 10921T101 $1,736 70,000 SH SOLE 1 70,000 BROWN & BROWN INC COM 115236101 $17,835 750,000 SH SOLE 1 750,000 C&J ENERGY SVCS INC COM 12467B304 $3,611 202,973 SH SOLE 1 202,973 CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 $2,324 200,000 SH SOLE 1 200,000 CAFEPRESS INC COM 12769A103 $4,788 250,000 SH SOLE 1 250,000 CAMPBELL SOUP CO COM 134429109 $12,883 380,600 SH CALL SOLE 1 380,600 CAMPBELL SOUP CO COM 134429109 $5,078 150,000 SH PUT SOLE 1 150,000 CAPITAL ONE FINL CORP COM 14040H105 $11,705 210,000 SH SOLE 1 210,000 CARBONITE INC COM 141337105 $345 31,338 SH SOLE 1 31,338 CARNIVAL CORP PAIRED CTF 143658300 $8,020 250,000 SH CALL SOLE 1 250,000 CARNIVAL CORP PAIRED CTF 143658300 $8,020 250,000 SH PUT SOLE 1 250,000 CELANESE CORP DEL COM SER A 150870103 $25,399 550,000 SH SOLE 1 550,000 CEMEX SAB DE CV SPON ADR NEW 151290889 $9,935 1,280,300 SH PUT SOLE 1 1,280,300 CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 $3,796 4,021,000 PRN SOLE 1 4,021,000 CENTENE CORP DEL COM 15135B101 $31,831 650,000 SH SOLE 1 650,000 CEPHEID COM 15670R107 $9,931 237,404 SH SOLE 1 237,404 CERES INC COM 156773103 $1,564 97,790 SH SOLE 1 97,790 CF INDS HLDGS INC COM 125269100 $12,603 69,000 SH CALL SOLE 1 69,000 CF INDS HLDGS INC COM 125269100 $3,653 20,000 SH PUT SOLE 1 20,000 CF INDS HLDGS INC COM 125269100 $35,189 192,659 SH SOLE 1 192,659 CHEMOCENTRYX INC COM 16383L106 $533 50,000 SH SOLE 1 50,000 CHESAPEAKE ENERGY CORP COM 165167107 $16,219 700,000 SH CALL SOLE 1 700,000 CHESAPEAKE ENERGY CORP COM 165167107 $12,975 560,000 SH PUT SOLE 1 560,000 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 $5,112 5,150,000 PRN SOLE 1 5,150,000 CIENA CORP COM NEW 171779309 $3,238 200,000 SH PUT SOLE 1 200,000 CISCO SYS INC COM 17275R102 $3,173 150,000 SH CALL SOLE 1 150,000 CISCO SYS INC COM 17275R102 $3,173 150,000 SH PUT SOLE 1 150,000 CISCO SYS INC COM 17275R102 $846 40,000 SH SOLE 1 40,000 CITIGROUP INC COM NEW 172967424 $1,828 50,000 SH PUT SOLE 1 50,000 CITIGROUP INC UNIT 99/99/9999 172967416 $8,420 81,400 SH SOLE 1 81,400 CITIGROUP INC COM NEW 172967424 $9,196 251,600 SH SOLE 1 251,600 CLEARWIRE CORP NEW CL A 18538Q105 $17,100 7,500,000 SH SOLE 1 7,500,000 CLOROX CO DEL COM 189054109 $13,750 200,000 SH SOLE 1 200,000 COACH INC COM 189754104 $13,907 179,954 SH SOLE 1 179,954 COBALT INTL ENERGY INC COM 19075F106 $5,255 175,000 SH SOLE 1 175,000 COCA COLA CO COM 191216100 $7,401 100,000 SH SOLE 1 100,000 COLONY FINL INC COM 19624R106 $1,680 102,557 SH SOLE 1 102,557 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 $20,610 3,000,000 SH SOLE 1 3,000,000 CONOCOPHILLIPS COM 20825C104 $17,673 305,000 SH CALL SOLE 1 305,000 CONOCOPHILLIPS COM 20825C104 $20,570 355,000 SH PUT SOLE 1 355,000 CONTINENTAL AIRLS INC NOTE 4.500% 1/1 210795PU8 $7,950 5,880,000 PRN SOLE 1 5,880,000 COVIDIEN PLC SHS G2554F113 $21,872 400,000 SH SOLE 1 400,000 CVR ENERGY INC COM 12662P108 $5,083 190,000 SH SOLE 1 190,000 DANAHER CORP DEL COM 235851102 $28,000 500,000 SH SOLE 1 500,000 DECKERS OUTDOOR CORP COM 243537107 $13,556 215,000 SH CALL SOLE 1 215,000 DECKERS OUTDOOR CORP COM 243537107 $22,068 350,000 SH SOLE 1 350,000 DELL INC COM 24702R101 $1,991 120,000 SH CALL SOLE 1 120,000 DELL INC COM 24702R101 $1,991 120,000 SH PUT SOLE 1 120,000 DELL INC COM 24702R101 $332 20,000 SH SOLE 1 20,000 DELTA AIR LINES INC DEL COM NEW 247361702 $13,100 1,321,200 SH CALL SOLE 1 1,321,200 DELTA AIR LINES INC DEL COM NEW 247361702 $19,998 2,016,900 SH PUT SOLE 1 2,016,900 DELTA AIR LINES INC DEL COM NEW 247361702 $29,249 2,950,000 SH SOLE 1 2,950,000 DEMANDWARE INC COM 24802Y105 $1,490 50,000 SH SOLE 1 50,000 DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 $19,369 17,850,000 PRN SOLE 1 17,850,000 DEVON ENERGY CORP NEW COM 25179M103 $9,957 140,000 SH SOLE 1 140,000 DEX ONE CORP COM 25212W100 $3,115 2,193,773 SH SOLE 1 2,193,773 DICKS SPORTING GOODS INC COM 253393102 $10,400 216,309 SH SOLE 1 216,309 DISCOVER FINL SVCS COM 254709108 $35,507 1,065,000 SH SOLE 1 1,065,000 DISCOVERY LABORATORIES INC N COM NEW 254668403 $3,752 1,400,000 SH SOLE 1 1,400,000 DISH NETWORK CORP CL A 25470M109 $8,358 253,800 SH CALL SOLE 1 253,800 DOLLAR GEN CORP NEW COM 256677105 $18,417 398,626 SH SOLE 1 398,626 DOLLAR TREE INC COM 256746108 $10,394 110,000 SH SOLE 1 110,000 DOW CHEM CO COM 260543103 $17,320 500,000 SH SOLE 1 500,000 DYNAVOX INC CL A 26817F104 $1,540 500,000 SH SOLE 1 500,000 EATON CORP COM 278058102 $39,864 800,000 SH SOLE 1 800,000 EL PASO CORP COM 28336L109 $2,376 80,400 SH SOLE 1 80,400 EMBRAER S A SP ADR REP 4 COM29082A107 $22,889 715,731 SH SOLE 1 715,731 ENERGYSOLUTIONS INC COM 292756202 $5,332 1,088,263 SH SOLE 1 1,088,263 ENPHASE ENERGY INC COM 29355A107 $1,193 162,500 SH SOLE 1 162,500 EOG RES INC COM 26875P101 $17,397 156,589 SH SOLE 1 156,589 EPAM SYS INC COM 29414B104 $3,105 151,300 SH SOLE 1 151,300 EXACTTARGET INC COM 30064K105 $5,460 210,000 SH SOLE 1 210,000 EXCO RESOURCES INC COM 269279402 $17,901 2,700,000 SH SOLE 1 2,700,000 EXELON CORP COM 30161N101 $14,857 378,900 SH CALL SOLE 1 378,900 EXPRESS INC COM 30219E103 $2,498 100,000 SH SOLE 1 100,000 EXPRESS SCRIPTS INC COM 302182100 $14,966 276,220 SH SOLE 1 276,220 FEDEX CORP COM 31428X106 $4,929 53,600 SH PUT SOLE 1 53,600 FIFTH THIRD BANCORP COM 316773100 $9,832 700,000 SH SOLE 1 700,000 FINISH LINE INC CL A 317923100 $2,855 134,550 SH SOLE 1 134,550 FIRST NIAGARA FINL GP INC COM 33582V108 $7,872 800,000 SH SOLE 1 800,000 FIRST SOLAR INC COM 336433107 $6,263 250,000 SH SOLE 1 250,000 FMC TECHNOLOGIES INC COM 30249U101 $10,084 200,000 SH SOLE 1 200,000 FORD MTR CO DEL COM PAR $0.01 345370860 $9,356 750,000 SH CALL SOLE 1 750,000 FORD MTR CO DEL COM PAR $0.01 345370860 $9,356 750,000 SH PUT SOLE 1 750,000 FORD MTR CO DEL COM PAR $0.01 345370860 $936 75,000 SH SOLE 1 75,000 FRANCESCAS HLDGS CORP COM 351793104 $3,101 98,100 SH SOLE 1 98,100 FREEPORT-MCMORAN COPPER & GO COM 35671D857 $761 20,000 SH CALL SOLE 1 20,000 FUELCELL ENERGY INC COM 35952H106 $4,695 3,000,000 SH SOLE 1 3,000,000 FXCM INC COM CL A 302693106 $5,665 436,114 SH SOLE 1 436,114 GASLOG LTD SHS G37585109 $29,784 2,400,000 SH SOLE 1 2,400,000 GENERAL MTRS CO COM 37045V100 $3,129 122,000 SH SOLE 1 122,000 GENMARK DIAGNOSTICS INC COM 372309104 $4,531 1,118,692 SH SOLE 1 1,118,692 GEN-PROBE INC NEW COM 36866T103 $18,143 273,200 SH SOLE 1 273,200 GILEAD SCIENCES INC COM 375558103 $12,581 257,500 SH CALL SOLE 1 257,500 GILEAD SCIENCES INC COM 375558103 $14,169 290,000 SH PUT SOLE 1 290,000 GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 $18,586 14,000,000 PRN SOLE 1 14,000,000 GLOBAL PMTS INC COM 37940X102 $2,375 50,000 SH SOLE 1 50,000 GNC HLDGS INC COM CL A 36191G107 $20,670 592,437 SH SOLE 1 592,437 GOLDCORP INC NEW COM 380956409 $2,253 50,000 SH CALL SOLE 1 50,000 GOLDCORP INC NEW COM 380956409 $4,078 90,500 SH SOLE 1 90,500 GOLDMAN SACHS GROUP INC COM 38141G104 $5,970 48,000 SH SOLE 1 48,000 GOOGLE INC CL A 38259P508 $4,809 7,500 SH CALL SOLE 1 7,500 GOOGLE INC CL A 38259P508 $4,809 7,500 SH PUT SOLE 1 7,500 GRACO INC COM 384109104 $18,757 353,500 SH SOLE 1 353,500 GREENWAY MED TECHNOLOGIES IN COM 39679B103 $1,910 125,000 SH SOLE 1 125,000 GUIDEWIRE SOFTWARE INC COM 40171V100 $2,318 75,300 SH SOLE 1 75,300 HALLIBURTON CO COM 406216101 $3,319 100,000 SH CALL SOLE 1 100,000 HALLIBURTON CO COM 406216101 $1,660 50,000 SH PUT SOLE 1 50,000 HALLIBURTON CO COM 406216101 $33,677 1,014,674 SH SOLE 1 1,014,674 HARTFORD FINL SVCS GROUP INC COM 416515104 $14,182 672,770 SH SOLE 1 672,770 HERCULES OFFSHORE INC COM 427093109 $2,838 600,000 SH SOLE 1 600,000 HERSHEY CO COM 427866108 $20,404 332,700 SH SOLE 1 332,700 HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/1 42805TAA3 $15,417 8,000,000 PRN SOLE 1 8,000,000 HISOFT TECHNOLOGY INTL LTD SPONSORED ADR 43358R108 $2,261 150,508 SH SOLE 1 150,508 HOLOGIC INC COM 436440101 $31,493 1,461,400 SH SOLE 1 1,461,400 HONEYWELL INTL INC COM 438516106 $52,198 855,000 SH SOLE 1 855,000 HOSPIRA INC COM 441060100 $3,085 82,500 SH CALL SOLE 1 82,500 HOST HOTELS & RESORTS INC COM 44107P104 $1,642 100,000 SH PUT SOLE 1 100,000 HOST HOTELS & RESORTS INC COM 44107P104 $3,934 239,600 SH SOLE 1 239,600 HUBBELL INC CL B 443510201 $58,709 747,125 SH SOLE 1 747,125 HUMANA INC COM 444859102 $18,496 200,000 SH SOLE 1 200,000 ILLUMINA INC COM 452327109 $22,554 428,696 SH SOLE 1 428,696 INGERSOLL-RAND PLC SHS G47791101 $18,608 450,000 SH SOLE 1 450,000 INTERMOLECULAR INC COM 45882D109 $1,863 300,000 SH SOLE 1 300,000 INTERMUNE INC COM 45884X103 $5,089 346,870 SH SOLE 1 346,870 INTERNATIONAL BUSINESS MACHS COM 459200101 $10,433 50,000 SH CALL SOLE 1 50,000 INTERNATIONAL BUSINESS MACHS COM 459200101 $10,433 50,000 SH PUT SOLE 1 50,000 INTERNATIONAL GAME TECHNOLOG COM 459902102 $2,519 150,000 SH CALL SOLE 1 150,000 INTERPUBLIC GROUP COS INC COM 460690100 $2,282 200,000 SH CALL SOLE 1 200,000 INTERXION HOLDING N.V SHS N47279109 $8,188 456,139 SH SOLE 1 456,139 INTUITIVE SURGICAL INC COM NEW 46120E602 $14,898 27,500 SH CALL SOLE 1 27,500 INTUITIVE SURGICAL INC COM NEW 46120E602 $17,607 32,500 SH PUT SOLE 1 32,500 INVENSENSE INC COM 46123D205 $5,430 300,000 SH SOLE 1 300,000 IPG PHOTONICS CORP COM 44980X109 $6,433 123,588 SH SOLE 1 123,588 ISHARES TR RUSSELL 2000 464287655 $8,281 100,000 SH PUT SOLE 1 100,000 ISOFTSTONE HLDGS LTD SPONSORED ADS 46489B108 $968 109,642 SH SOLE 1 109,642 JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AF8 $17,565 14,250,000 PRN SOLE 1 14,250,000 JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 $8,569 6,630,000 PRN SOLE 1 6,630,000 JPMORGAN CHASE & CO COM 46625H100 $6,437 140,000 SH CALL SOLE 1 140,000 JPMORGAN CHASE & CO COM 46625H100 $460 10,000 SH PUT SOLE 1 10,000 JPMORGAN CHASE & CO COM 46625H100 $2,529 55,000 SH SOLE 1 55,000 K12 INC COM 48273U102 $9,777 413,750 SH SOLE 1 413,750 KEYCORP NEW COM 493267108 $17,000 2,000,000 SH SOLE 1 2,000,000 KOHLS CORP COM 500255104 $5,003 100,000 SH CALL SOLE 1 100,000 KOHLS CORP COM 500255104 $7,505 150,000 SH PUT SOLE 1 150,000 KOSMOS ENERGY LTD SHS G5315B107 $2,062 155,736 SH SOLE 1 155,736 KRAFT FOODS INC CL A 50075N104 $19,765 520,000 SH SOLE 1 520,000 LAREDO PETE HLDGS INC COM 516806106 $4,445 189,650 SH SOLE 1 189,650 LAS VEGAS SANDS CORP COM 517834107 $7,916 137,500 SH CALL SOLE 1 137,500 LAS VEGAS SANDS CORP COM 517834107 $5,037 87,500 SH PUT SOLE 1 87,500 LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 $16,259 13,500,000 PRN SOLE 1 13,500,000 LINCOLN EDL SVCS CORP COM 533535100 $2,167 273,941 SH SOLE 1 273,941 LIZ CLAIBORNE INC COM 539320101 $6,711 502,299 SH SOLE 1 502,299 LUFKIN INDS INC COM 549764108 $18,521 229,643 SH SOLE 1 229,643 LULULEMON ATHLETICA INC COM 550021109 $14,704 196,756 SH SOLE 1 196,756 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 $15,278 350,000 SH SOLE 1 350,000 MACYS INC COM 55616P104 $10,727 270,000 SH SOLE 1 270,000 MARATHON OIL CORP COM 565849106 $10,620 335,008 SH SOLE 1 335,008 MARATHON PETE CORP COM 56585A102 $16,214 373,941 SH SOLE 1 373,941 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 $14,004 15,500,000 PRN SOLE 1 15,500,000 MATADOR RES CO COM 576485205 $1,095 100,000 SH SOLE 1 100,000 MATTEL INC COM 577081102 $16,396 487,100 SH CALL SOLE 1 487,100 MATTEL INC COM 577081102 $15,315 455,000 SH PUT SOLE 1 455,000 MCDONALDS CORP COM 580135101 $12,753 130,000 SH SOLE 1 130,000 MCKESSON CORP COM 58155Q103 $19,748 225,000 SH SOLE 1 225,000 MEAD JOHNSON NUTRITION CO COM 582839106 $6,186 75,000 SH SOLE 1 75,000 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 $28,193 750,000 SH SOLE 1 750,000 MEDLEY CAP CORP COM 58503F106 $9,310 826,101 SH SOLE 1 826,101 MERITOR INC COM 59001K100 $458 56,700 SH SOLE 1 56,700 MERRIMACK PHARMACEUTICALS INC COM 590328100 $3,621 585,000 SH SOLE 1 585,000 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 $6,199 8,000,000 PRN SOLE 1 8,000,000 MGM RESORTS INTERNATIONAL COM 552953101 $6,129 450,000 SH CALL SOLE 1 450,000 MGM RESORTS INTERNATIONAL COM 552953101 $6,129 450,000 SH PUT SOLE 1 450,000 MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 $10,071 9,500,000 PRN SOLE 1 9,500,000 MICHAEL KORS HLDGS LTD SHS G60754101 $28,523 612,203 SH SOLE 1 612,203 MICROSOFT CORP COM 594918104 $7,419 230,000 SH CALL SOLE 1 230,000 MICROSOFT CORP COM 594918104 $2,903 90,000 SH PUT SOLE 1 90,000 MICROSOFT CORP COM 594918104 $4,287 132,900 SH SOLE 1 132,900 MILLENNIAL MEDIA INC COM COM 60040N105 $1,175 50,000 SH SOLE 1 50,000 MOLINA HEALTHCARE INC COM 60855R100 $16,815 500,000 SH SOLE 1 500,000 MONEYGRAM INTL INC COM NEW 60935Y208 $8,511 472,822 SH SOLE 1 472,822 NATIONSTAR MTG HLDGS INC COM 63861C109 $3,604 251,000 SH SOLE 1 251,000 NETQIN MOBILE INC ADR REPR CL A 64118U108 $4,176 392,483 SH SOLE 1 392,483 NEWFIELD EXPL CO COM 651290108 $20,153 581,100 SH CALL SOLE 1 581,100 NEWFIELD EXPL CO COM 651290108 $14,543 419,334 SH SOLE 1 419,334 NEXTERA ENERGY INC COM 65339F101 $3,054 50,000 SH PUT SOLE 1 50,000 NEXTERA ENERGY INC COM 65339F101 $305 5,000 SH SOLE 1 5,000 NIELSEN HOLDINGS N V COM N63218106 $33,256 1,103,375 SH SOLE 1 1,103,375 NIKE INC CL B 654106103 $18,264 168,422 SH SOLE 1 168,422 NOBLE ENERGY INC COM 655044105 $21,424 219,100 SH CALL SOLE 1 219,100 NORTHSTAR RLTY FIN CORP COM 66704R100 $16,288 3,010,772 SH SOLE 1 3,010,772 NUCOR CORP COM 670346105 $12,885 300,000 SH SOLE 1 300,000 NVIDIA CORP COM 67066G104 $2,309 150,000 SH CALL SOLE 1 150,000 NVIDIA CORP COM 67066G104 $2,309 150,000 SH PUT SOLE 1 150,000 NVIDIA CORP COM 67066G104 $616 40,000 SH SOLE 1 40,000 OCZ TECHNOLOGY GROUP INC COM 67086E303 $8,615 1,234,181 SH SOLE 1 1,234,181 OFFICEMAX INC DEL COM 67622P101 $6,633 1,159,605 SH SOLE 1 1,159,605 OMNICARE INC DBCV 3.250%12/1 681904AL2 $11,072 11,500,000 PRN SOLE 1 11,500,000 OMNICARE INC NOTE 3.750%12/1 681904AN8 $6,518 4,500,000 PRN SOLE 1 4,500,000 ONCOGENEX PHARMACEUTICALS IN COM 68230A106 $2,658 200,000 SH SOLE 1 200,000 OPENTABLE INC COM 68372A104 $15,085 372,753 SH SOLE 1 372,753 OWENS CORNING NEW COM 690742101 $38,912 1,080,000 SH SOLE 1 1,080,000 PACIRA PHARMACEUTICALS INC COM 695127100 $1,112 96,322 SH SOLE 1 96,322 PANERA BREAD CO CL A 69840W108 $5,970 37,100 SH SOLE 1 37,100 PARKER DRILLING CO NOTE 2.125% 7/1 701081AR2 $11,086 11,098,000 PRN SOLE 1 11,098,000 PETSMART INC COM 716768106 $16,772 293,112 SH SOLE 1 293,112 PHH CORP NOTE 4.000% 9/0 693320AN3 $4,808 5,000,000 PRN SOLE 1 5,000,000 PHH CORP COM NEW 693320202 $9,147 591,300 SH SOLE 1 591,300 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 $38,674 20,000,000 PRN SOLE 1 20,000,000 POTASH CORP SASK INC COM 73755L107 $4,569 100,000 SH CALL SOLE 1 100,000 POTASH CORP SASK INC COM 73755L107 $4,569 100,000 SH PUT SOLE 1 100,000 POTASH CORP SASK INC COM 73755L107 $228 5,000 SH SOLE 1 5,000 PROTO LABS INC COM 743713109 $4,623 135,609 SH SOLE 1 135,609 PRUDENTIAL FINL INC COM 744320102 $11,093 175,000 SH SOLE 1 175,000 QUALCOMM INC COM 747525103 $2,722 40,000 SH CALL SOLE 1 40,000 QUALCOMM INC COM 747525103 $2,722 40,000 SH PUT SOLE 1 40,000 QUIDEL CORP COM 74838J101 $13,084 712,247 SH SOLE 1 712,247 QUINSTREET INC COM 74874Q100 $2,623 250,000 SH SOLE 1 250,000 RANGE RES CORP COM 75281A109 $16,130 277,430 SH SOLE 1 277,430 REGIONS FINANCIAL CORP NEW COM 7591EP100 $13,546 2,055,566 SH SOLE 1 2,055,566 RESPONSYS INC COM 761248103 $3,592 300,119 SH SOLE 1 300,119 REX ENERGY CORPORATION COM 761565100 $1,602 150,000 SH SOLE 1 150,000 RLJ ACQUISITION INC UNIT 1 COM 74965B202 $2,020 200,000 SH SOLE 1 200,000 ROCKWELL AUTOMATION INC COM 773903109 $27,098 340,000 SH SOLE 1 340,000 ROUNDYS INC COM 779268101 $2,141 200,075 SH SOLE 1 200,075 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 $3,532 120,000 SH CALL SOLE 1 120,000 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 $3,532 120,000 SH PUT SOLE 1 120,000 SANOFI RIGHT 12/31/202080105N113 $7,858 5,821,039 SH SOLE 1 5,821,039 SARA LEE CORP COM 803111103 $5,383 250,000 SH CALL SOLE 1 250,000 SELECT INCOME REIT COM SH BEN INT 81618T100 $7,339 325,000 SH SOLE 1 325,000 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 $8,470 225,200 SH CALL SOLE 1 225,200 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 $11,283 300,000 SH PUT SOLE 1 300,000 SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 $17,410 520,000 SH SOLE 1 520,000 SERVICESOURCE INTL LLC COM 81763U100 $2,322 150,000 SH SOLE 1 150,000 SHUTTERFLY INC COM 82568P304 $13,002 415,000 SH SOLE 1 415,000 SKULLCANDY INC COM 83083J104 $3,958 250,000 SH SOLE 1 250,000 SMART TECHNOLOGIES INC CL A SUB VTG S 83172R108 $1,782 600,000 SH SOLE 1 600,000 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 $7,940 7,000,000 PRN SOLE 1 7,000,000 SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 $10,272 305,000 SH CALL SOLE 1 305,000 SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 $36,123 1,072,541 SH SOLE 1 1,072,541 SOLAZYME INC COM 83415T101 $9,484 648,245 SH SOLE 1 648,245 SPDR S&P 500 ETF TR TR UNIT 78462F103 $21,122 150,000 SH CALL SOLE 1 150,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 $28,162 200,000 SH PUT SOLE 1 200,000 STARBUCKS CORP COM 855244109 $32,903 588,708 SH SOLE 1 588,708 SUNCOKE ENERGY INC COM 86722A103 $142 10,000 SH SOLE 1 10,000 SYMANTEC CORP COM 871503108 $4,826 258,100 SH CALL SOLE 1 258,100 SYMANTEC CORP COM 871503108 $1,331 71,200 SH SOLE 1 71,200 SYNACOR INC COM 871561106 $5,746 760,000 SH SOLE 1 760,000 TALEO CORP CL A 87424N104 $8,442 183,800 SH SOLE 1 183,800 TD AMERITRADE HLDG CORP COM 87236Y108 $12,338 625,000 SH SOLE 1 625,000 TESLA MTRS INC COM 88160R101 $1,673 44,924 SH SOLE 1 44,924 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 $69,640 1,545,500 SH CALL SOLE 1 1,545,500 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 $38,459 853,500 SH PUT SOLE 1 853,500 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 $604 13,400 SH SOLE 1 13,400 TEXTRON INC NOTE 4.500% 5/0 883203BN0 $15,274 7,100,000 PRN SOLE 1 7,100,000 THERMO FISHER SCIENTIFIC INC COM 883556102 $16,914 300,000 SH SOLE 1 300,000 TIFFANY & CO NEW COM 886547108 $9,215 133,300 SH CALL SOLE 1 133,300 TIFFANY & CO NEW COM 886547108 $10,024 145,000 SH PUT SOLE 1 145,000 TIFFANY & CO NEW COM 886547108 $3,722 53,846 SH SOLE 1 53,846 TIME WARNER CABLE INC COM 88732J207 $29,169 357,900 SH PUT SOLE 1 357,900 TRIUS THERAPEUTICS INC COM 89685K100 $2,822 527,500 SH SOLE 1 527,500 TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 $17,890 10,237,000 PRN SOLE 1 10,237,000 TYCO INTERNATIONAL LTD SHS H89128104 $36,517 649,996 SH SOLE 1 649,996 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 $8,029 6,500,000 PRN SOLE 1 6,500,000 U S SILICA HLDGS INC COM 90346E103 $7,889 376,725 SH SOLE 1 376,725 UNDER ARMOUR INC CL A 904311107 $13,007 138,376 SH SOLE 1 138,376 UNITED CONTL HLDGS INC COM 910047109 $14,085 655,100 SH CALL SOLE 1 655,100 UNITED CONTL HLDGS INC COM 910047109 $17,770 826,500 SH PUT SOLE 1 826,500 UNITED RENTALS INC COM 911363109 $2,975 69,375 SH SOLE 1 69,375 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 $2,964 2,500,000 PRN SOLE 1 2,500,000 UNIVERSAL HLTH SVCS INC CL B 913903100 $3,936 93,908 SH SOLE 1 93,908 URBAN OUTFITTERS INC COM 917047102 $25,390 872,223 SH SOLE 1 872,223 VALIDUS HOLDINGS LTD COM SHS G9319H102 $20,891 675,000 SH SOLE 1 675,000 VANTIV INC CL A COM 92210H105 $6,871 350,000 SH SOLE 1 350,000 VELTI PLC ST HELIER SHS G93285107 $16,602 1,225,232 SH SOLE 1 1,225,232 VERASTEM INC COM 92337C104 $810 74,095 SH SOLE 1 74,095 VIACOM INC NEW CL B 92553P201 $2,411 50,800 SH SOLE 1 50,800 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 $440 100,288 SH SOLE 1 100,288 VISTEON CORP COM NEW 92839U206 $12,190 230,000 SH SOLE 1 230,000 VOCERA COMMUNICATIONS INC COM 92857F107 $6,429 274,753 SH SOLE 1 274,753 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 $10,527 10,500,000 PRN SOLE 1 10,500,000 WALGREEN CO COM 931422109 $9,377 280,000 SH CALL SOLE 1 280,000 WALGREEN CO COM 931422109 $4,591 137,100 SH PUT SOLE 1 137,100 WALGREEN CO COM 931422109 $18,420 550,000 SH SOLE 1 550,000 WALTER ENERGY INC COM 93317Q105 $25,567 431,799 SH SOLE 1 431,799 WASTE CONNECTIONS INC COM 941053100 $14,505 445,900 SH SOLE 1 445,900 WATERS CORP COM 941848103 $34,748 375,000 SH SOLE 1 375,000 WATSON PHARMACEUTICALS INC COM 942683103 $19,214 286,517 SH SOLE 1 286,517 WELLCARE HEALTH PLANS INC COM 94946T106 $12,579 175,000 SH SOLE 1 175,000 WELLS FARGO & CO NEW COM 949746101 $26,459 775,000 SH SOLE 1 775,000 WESTLAKE CHEM CORP COM 960413102 $11,338 175,000 SH SOLE 1 175,000 WHOLE FOODS MKT INC COM 966837106 $8,320 100,000 SH CALL SOLE 1 100,000 WHOLE FOODS MKT INC COM 966837106 $10,400 125,000 SH PUT SOLE 1 125,000 WHOLE FOODS MKT INC COM 966837106 $10,816 130,000 SH SOLE 1 130,000 WNS HOLDINGS LTD SPON ADR 92932M101 $8,107 672,775 SH SOLE 1 672,775 XPO LOGISTICS INC COM 983793100 $5,517 328,369 SH SOLE 1 328,369 YELP INC CL A 985817105 $1,345 50,000 SH SOLE 1 50,000 YUM BRANDS INC COM 988498101 $7,118 100,000 SH SOLE 1 100,000 ZILLOW INC CL A 98954A107 $3,349 94,100 SH SOLE 1 94,100 ZIMMER HLDGS INC COM 98956P102 $32,140 500,000 SH SOLE 1 500,000 ZOLL MED CORP COM 989922109 $9,263 100,000 SH SOLE 1 100,000 ZYNGA INC CL A 98986T108 $26,300 2,000,000 SH SOLE 1 2,000,000