Laurion Capital Management LP Q1 2016 Filing
Filed May 13, 2016
Portfolio Value
$6.3B
Holdings
595
Report Date
Q1 2016
Filing Type
13F-HR
All Holdings (595 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 401 | ORIOLD REP INTL CORP | 25,700 | $470.0M | 7.42% | |
| 402 | GPROGOPRO INC | 38,900 | $465.0M | 7.34% | |
| 403 | —SPX FLOW INC | 18,521 | $465.0M | 7.34% | |
| 404 | PACWUSDPACWEST BANCORP DEL | 12,500 | $464.0M | 7.32% | |
| 405 | EVFEATON VANCE SR INCOME TR | 80,111 | $464.0M | 7.32% | |
| 406 | PLAYDAVE & BUSTERS ENTMT INC | 11,904 | $462.0M | 7.29% | |
| 407 | BKEBUCKLE INC | 13,000 | $440.0M | 6.95% | |
| 408 | AEOAMERICAN EAGLE OUTFITTERS NE | 26,300 | $438.0M | 6.91% | |
| 409 | COHREURCOHERENT INC | 4,700 | $432.0M | 6.82% | |
| 410 | GNRCGENERAC HLDGS INC | 11,600 | $432.0M | 6.82% | Put |
| 411 | —HRG GROUP INC | 30,900 | $430.0M | 6.79% | |
| 412 | —TRINSEO S A | 11,600 | $427.0M | 6.74% | |
| 413 | —TERRAFORM PWR INC | 48,000 | $415.0M | 6.55% | |
| 414 | —GENERAL CABLE CORP DEL NEW | 33,809 | $413.0M | 6.52% | Put |
| 415 | BDNBRANDYWINE RLTY TR | 29,000 | $407.0M | 6.42% | |
| 416 | —BMC STK HLDGS INC | 24,500 | $407.0M | 6.42% | |
| 417 | CXEMFS HIGH INCOME MUN TR | 78,989 | $406.0M | 6.41% | |
| 418 | HUBSHUBSPOT INC | 9,300 | $406.0M | 6.41% | |
| 419 | DORMDORMAN PRODUCTS INC | 7,400 | $403.0M | 6.36% | |
| 420 | CTLTEURCATALENT INC | 15,100 | $403.0M | 6.36% | |
| 421 | —HORTONWORKS INC | 34,967 | $395.0M | 6.23% | |
| 422 | TQJSIGNATURE BK NEW YORK N Y | 2,900 | $395.0M | 6.23% | |
| 423 | BKBANK NEW YORK MELLON CORP | 10,700 | $394.0M | 6.22% | |
| 424 | WWAYFAIR INC | 9,100 | $393.0M | 6.20% | |
| 425 | —FAIRCHILD SEMICONDUCTOR INTL | 19,669 | $393.0M | 6.20% | |
| 426 | NTRSNORTHERN TR CORP | 6,000 | $391.0M | 6.17% | |
| 427 | —RESTORATION HARDWARE HLDGS I | 9,300 | $390.0M | 6.16% | |
| 428 | INGMINGRAM MICRO INC | 10,832 | $389.0M | 6.14% | |
| 429 | GCOGENESCO INC | 5,388 | $389.0M | 6.14% | |
| 430 | 7SUSUMMIT MATLS INC | 19,600 | $381.0M | 6.01% | |
| 431 | CWCURTISS WRIGHT CORP | 5,000 | $378.0M | 5.97% | |
| 432 | SWN1EURSOUTHWESTERN ENERGY CO | 46,400 | $374.0M | 5.90% | Put |
| 433 | —PRIVATEBANCORP INC | 9,632 | $372.0M | 5.87% | |
| 434 | BFAMBRIGHT HORIZONS FAM SOL IN D | 5,700 | $369.0M | 5.82% | |
| 435 | CECELANESE CORP DEL | 5,600 | $367.0M | 5.79% | |
| 436 | —AETNA INC NEW | 3,200 | $360.0M | 5.68% | |
| 437 | —GREAT WESTN BANCORP INC | 13,100 | $357.0M | 5.63% | |
| 438 | —FIRSTMERIT CORP | 16,950 | $357.0M | 5.63% | |
| 439 | —TUMI HLDGS INC | 13,300 | $357.0M | 5.63% | |
| 440 | BNEDBARNES & NOBLE INC | 28,784 | $356.0M | 5.62% | |
| 441 | SAICSCIENCE APPLICATNS INTL CP N | 6,608 | $352.0M | 5.56% | |
| 442 | —WHOLE FOODS MKT INC | 11,200 | $348.0M | 5.49% | |
| 443 | HUNHUNTSMAN CORP | 26,100 | $347.0M | 5.48% | |
| 444 | —KCG HLDGS INC | 27,700 | $331.0M | 5.22% | |
| 445 | NADNUVEEN DIVID ADVANTAGE MUN F | 21,998 | $325.0M | 5.13% | |
| 446 | —MANAGED DURATION INVT GRD FU | 23,042 | $321.0M | 5.07% | |
| 447 | JAZZJAZZ PHARMACEUTICALS PLC | 2,451 | $320.0M | 5.05% | |
| 448 | —OUTERWALL INC | 8,500 | $314.0M | 4.96% | |
| 449 | —ADURO BIOTECH INC | 24,400 | $313.0M | 4.94% | |
| 450 | —JUNO THERAPEUTICS INC | 8,200 | $312.0M | 4.92% | |
| 451 | AVYAVERY DENNISON CORP | 4,300 | $310.0M | 4.89% | |
| 452 | GLPIGAMING & LEISURE PPTYS INC | 10,000 | $309.0M | 4.88% | |
| 453 | SG7SAGE THERAPEUTICS INC | 9,500 | $305.0M | 4.81% | |
| 454 | —ITC HLDGS CORP | 7,000 | $305.0M | 4.81% | |
| 455 | LOCOEL POLLO LOCO HLDGS INC | 22,800 | $304.0M | 4.80% | |
| 456 | —PARSLEY ENERGY INC | 13,400 | $303.0M | 4.78% | |
| 457 | GGENPACT LIMITED | 11,100 | $302.0M | 4.77% | |
| 458 | —TALMER BANCORP INC | 16,700 | $302.0M | 4.77% | |
| 459 | AMEAMETEK INC NEW | 6,000 | $300.0M | 4.74% | |
| 460 | NKTREURNEKTAR THERAPEUTICS | 21,600 | $297.0M | 4.69% | |
| 461 | —CABELAS INC | 6,100 | $297.0M | 4.69% | |
| 462 | —SUNTRUST BKS INC | 8,200 | $296.0M | 4.67% | |
| 463 | —QUESTAR CORP | 11,900 | $295.0M | 4.66% | |
| 464 | —AKORN INC | 12,500 | $294.0M | 4.64% | |
| 465 | VSATVIASAT INC | 4,000 | $294.0M | 4.64% | |
| 466 | DGXQUEST DIAGNOSTICS INC | 4,100 | $293.0M | 4.62% | |
| 467 | —HEARTLAND PMT SYS INC | 3,000 | $290.0M | 4.58% | |
| 468 | —ELLIE MAE INC | 3,200 | $290.0M | 4.58% | |
| 469 | RUBIEURRUBICON PROJ INC | 15,755 | $288.0M | 4.55% | |
| 470 | BIDSOTHEBYS | 10,700 | $286.0M | 4.51% | |
| 471 | RWTREDWOOD TR INC | 21,900 | $286.0M | 4.51% | |
| 472 | —DREW INDS INC | 4,425 | $285.0M | 4.50% | |
| 473 | CHS1USDCHICOS FAS INC | 21,383 | $284.0M | 4.48% | |
| 474 | JACKJACK IN THE BOX INC | 4,446 | $284.0M | 4.48% | |
| 475 | WEAWESTERN ALLIANCE BANCORP | 8,500 | $284.0M | 4.48% | |
| 476 | DNKNDUNKIN BRANDS GROUP INC | 6,000 | $283.0M | 4.47% | |
| 477 | —ACORDA THERAPEUTICS INC | 10,700 | $283.0M | 4.47% | |
| 478 | OUTOUTFRONT MEDIA INC | 13,300 | $281.0M | 4.44% | |
| 479 | NYCBEURNEW YORK CMNTY BANCORP INC | 17,600 | $280.0M | 4.42% | |
| 480 | —NUVEEN CA DIV ADVANTG MUN FD | 17,576 | $277.0M | 4.37% | |
| 481 | AGOASSURED GUARANTY LTD | 10,965 | $277.0M | 4.37% | |
| 482 | BRBROADRIDGE FINL SOLUTIONS IN | 4,613 | $274.0M | 4.32% | |
| 483 | —QUINTILES TRANSNATIO HLDGS I | 4,200 | $273.0M | 4.31% | |
| 484 | —THE ADT CORPORATION | 6,600 | $272.0M | 4.29% | |
| 485 | DPZDOMINOS PIZZA INC | 2,057 | $271.0M | 4.28% | |
| 486 | BLDRBUILDERS FIRSTSOURCE INC | 23,500 | $265.0M | 4.18% | |
| 487 | SUPNSUPERNUS PHARMACEUTICALS INC | 17,300 | $264.0M | 4.17% | |
| 488 | 7HPHP INC | 21,100 | $260.0M | 4.10% | |
| 489 | —CYS INVTS INC | 31,900 | $260.0M | 4.10% | |
| 490 | SHLDEURSEARS HLDGS CORP | 16,900 | $259.0M | 4.09% | |
| 491 | PNCPNC FINL SVCS GROUP INC | 3,000 | $254.0M | 4.01% | |
| 492 | ETRAE TRADE FINANCIAL CORP | 10,300 | $252.0M | 3.98% | |
| 493 | SKAASKECHERS U S A INC | 8,193 | $249.0M | 3.93% | |
| 494 | BIGGQBIG LOTS INC | 5,500 | $249.0M | 3.93% | |
| 495 | —ENDO INTL PLC | 8,800 | $248.0M | 3.91% | |
| 496 | FLRFLUOR CORP NEW | 4,600 | $247.0M | 3.90% | |
| 497 | ORLYO REILLY AUTOMOTIVE INC NEW | 900 | $246.0M | 3.88% | |
| 498 | —NUVEEN OHIO QUALITY INCOME M | 15,647 | $245.0M | 3.87% | |
| 499 | ZM3ZUMIEZ INC | 12,200 | $243.0M | 3.84% | |
| 500 | —FCB FINL HLDGS INC | 7,300 | $243.0M | 3.84% |