Laurion Capital Management LP Q2 2016 Filing
Filed August 12, 2016
Portfolio Value
$6.4B
Holdings
603
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (603 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 401 | —CONCORDIA INTL CORP | 26,500 | $571.0M | 8.94% | |
| 402 | FCOABERDEEN GLOBAL INCOME FD IN | 65,724 | $570.0M | 8.92% | |
| 403 | HBANHUNTINGTON BANCSHARES INC | 63,800 | $570.0M | 8.92% | |
| 404 | —ROVI CORP | 36,100 | $565.0M | 8.85% | |
| 405 | —ARMSTRONG FLOORING INC | 33,262 | $564.0M | 8.83% | |
| 406 | RLIRLI CORP | 8,100 | $557.0M | 8.72% | |
| 407 | EBAEBAY INC | 23,795 | $557.0M | 8.72% | Put |
| 408 | EMNEASTMAN CHEM CO | 8,100 | $550.0M | 8.61% | |
| 409 | MXIMMAXIM INTEGRATED PRODS INC | 15,350 | $548.0M | 8.58% | |
| 410 | CIFMFS INTERMEDIATE HIGH INC FD | 221,414 | $547.0M | 8.56% | |
| 411 | FBINFORTUNE BRANDS HOME & SEC IN | 9,200 | $533.0M | 8.34% | |
| 412 | PPLPPL CORP | 14,100 | $532.0M | 8.33% | |
| 413 | HASHASBRO INC | 6,300 | $529.0M | 8.28% | |
| 414 | MTARCELORMITTAL SA LUXEMBOURG | 111,316 | $519.0M | 8.13% | |
| 415 | OPLNKAR AUCTION SVCS INC | 12,300 | $513.0M | 8.03% | |
| 416 | —ARALEZ PHARMACEUTICALS INC | 152,900 | $505.0M | 7.91% | |
| 417 | —PRIVATEBANCORP INC | 11,400 | $502.0M | 7.86% | |
| 418 | VYXNCR CORP NEW | 18,000 | $500.0M | 7.83% | |
| 419 | UNFIUNITED NAT FOODS INC | 10,600 | $496.0M | 7.77% | |
| 420 | —CHINA ONLINE ED GROUP | 25,000 | $496.0M | 7.77% | |
| 421 | RTN1USDRAYTHEON CO | 3,600 | $489.0M | 7.66% | |
| 422 | SYU1SYNOVUS FINL CORP | 16,737 | $485.0M | 7.59% | |
| 423 | GEFGREIF INC | 13,000 | $485.0M | 7.59% | |
| 424 | IRINGERSOLL-RAND PLC | 7,600 | $484.0M | 7.58% | |
| 425 | BWXTBWX TECHNOLOGIES INC | 13,500 | $483.0M | 7.56% | |
| 426 | AYRAIRCASTLE LTD | 24,300 | $475.0M | 7.44% | |
| 427 | VBFINVESCO BD FD | 25,154 | $475.0M | 7.44% | |
| 428 | CMTLCOMTECH TELECOMMUNICATIONS C | 36,850 | $473.0M | 7.40% | |
| 429 | —ANTARES PHARMA INC | 445,200 | $467.0M | 7.31% | |
| 430 | —LEXMARK INTL INC | 12,300 | $464.0M | 7.26% | |
| 431 | —SCANA CORP NEW | 6,100 | $462.0M | 7.23% | |
| 432 | ITRIITRON INC | 10,700 | $461.0M | 7.22% | |
| 433 | PNRPENTAIR PLC | 7,900 | $460.0M | 7.20% | |
| 434 | TRMBTRIMBLE NAVIGATION LTD | 18,800 | $458.0M | 7.17% | |
| 435 | RXNEURREXNORD CORP NEW | 23,300 | $457.0M | 7.15% | |
| 436 | —DIVERSIFIED RSTRNT HLDGS INC | 295,298 | $449.0M | 7.03% | |
| 437 | CVGICOMMERCIAL VEH GROUP INC | 86,400 | $449.0M | 7.03% | |
| 438 | BBYBEST BUY INC | 14,500 | $444.0M | 6.95% | |
| 439 | GSTEURGASTAR EXPL INC NEW | 399,200 | $439.0M | 6.87% | |
| 440 | —WPX ENERGY INC | 46,500 | $433.0M | 6.78% | |
| 441 | —CLARCOR INC | 7,000 | $426.0M | 6.67% | |
| 442 | —THIRD PT REINS LTD | 36,000 | $422.0M | 6.61% | |
| 443 | SAICSCIENCE APPLICATNS INTL CP N | 7,200 | $420.0M | 6.58% | |
| 444 | SRSPIRE INC | 5,900 | $418.0M | 6.54% | |
| 445 | —FOAMIX PHARMACEUTICALS LTD | 65,400 | $415.0M | 6.50% | |
| 446 | —SKULLCANDY INC | 67,300 | $413.0M | 6.47% | |
| 447 | FEYECHFFIREEYE INC | 24,900 | $410.0M | 6.42% | Call |
| 448 | HUNHUNTSMAN CORP | 30,000 | $404.0M | 6.32% | |
| 449 | —BATS GLOBAL MKTS INC | 15,646 | $402.0M | 6.29% | |
| 450 | UAAUNDER ARMOUR INC | 9,900 | $397.0M | 6.22% | |
| 451 | —COACH INC | 9,700 | $395.0M | 6.18% | |
| 452 | STXSEAGATE TECHNOLOGY PLC | 16,200 | $395.0M | 6.18% | Put |
| 453 | GPKGRAPHIC PACKAGING HLDG CO | 31,400 | $394.0M | 6.17% | |
| 454 | —HATTERAS FINL CORP | 23,535 | $386.0M | 6.04% | |
| 455 | —EATON VANCE FLTG RATE INCOM | 25,602 | $384.0M | 6.01% | |
| 456 | —FIRST NIAGARA FINL GP INC | 38,900 | $379.0M | 5.93% | |
| 457 | —CLOUD PEAK ENERGY INC | 182,200 | $375.0M | 5.87% | |
| 458 | —MULTI PACKAGING SOLUTIONS IN | 28,100 | $375.0M | 5.87% | |
| 459 | HELEHELEN OF TROY CORP LTD | 3,600 | $370.0M | 5.79% | |
| 460 | —BRAVO BRIO RESTAURANT GROUP | 44,600 | $365.0M | 5.71% | |
| 461 | IQIINVESCO QUALITY MUNI INC TRS | 26,200 | $362.0M | 5.67% | |
| 462 | —CIBER INC | 238,900 | $358.0M | 5.60% | |
| 463 | —PRUDENTIAL GLB SHT DUR HG YL | 23,372 | $351.0M | 5.50% | |
| 464 | SELBUSDSELECTA BIOSCIENCES INC | 25,000 | $350.0M | 5.48% | |
| 465 | EWEDWARDS LIFESCIENCES CORP | 3,500 | $349.0M | 5.46% | |
| 466 | RGAREINSURANCE GROUP AMER INC | 3,600 | $349.0M | 5.46% | |
| 467 | —BROCADE COMMUNICATIONS SYS I | 37,954 | $348.0M | 5.45% | |
| 468 | MSMMSC INDL DIRECT INC | 4,900 | $346.0M | 5.42% | |
| 469 | FSTRFOSTER L B CO | 31,700 | $345.0M | 5.40% | |
| 470 | CHS1USDCHICOS FAS INC | 31,783 | $340.0M | 5.32% | |
| 471 | —SEACHANGE INTL INC | 106,500 | $340.0M | 5.32% | |
| 472 | XNEAXNUVEEN AMT-FREE MUN INCOME F | 22,198 | $333.0M | 5.21% | |
| 473 | NENOBLE CORP PLC | 40,000 | $330.0M | 5.17% | |
| 474 | —FINISH LINE INC | 16,300 | $329.0M | 5.15% | |
| 475 | —RAND LOGISTICS INC | 318,420 | $328.0M | 5.13% | |
| 476 | —INTERNAP CORP | 158,100 | $326.0M | 5.10% | |
| 477 | —SENOMYX INC | 117,700 | $324.0M | 5.07% | |
| 478 | —HAWAIIAN TELCOM HOLDCO INC | 15,300 | $324.0M | 5.07% | |
| 479 | PHTPIONEER HIGH INCOME TR | 31,713 | $320.0M | 5.01% | |
| 480 | WBC1EURWABCO HLDGS INC | 3,500 | $320.0M | 5.01% | |
| 481 | VTYVERINT SYS INC | 9,400 | $311.0M | 4.87% | |
| 482 | DPGDUFF & PHELPS UTIL CORP BD T | 31,966 | $311.0M | 4.87% | |
| 483 | HPHELMERICH & PAYNE INC | 4,600 | $309.0M | 4.84% | |
| 484 | CENTACENTRAL GARDEN & PET CO | 14,200 | $308.0M | 4.82% | |
| 485 | WLYWILEY JOHN & SONS INC | 5,900 | $308.0M | 4.82% | |
| 486 | CIKCREDIT SUISSE ASSET MGMT INC | 104,740 | $307.0M | 4.81% | |
| 487 | —EPIQ SYS INC | 20,800 | $304.0M | 4.76% | |
| 488 | CUBECUBESMART | 9,800 | $303.0M | 4.74% | |
| 489 | CMTCORE MOLDING TECHNOLOGIES IN | 22,100 | $302.0M | 4.73% | |
| 490 | XEMDXWESTERN ASSET EMRG MKT DEBT | 19,658 | $302.0M | 4.73% | |
| 491 | —CONVERGYS CORP | 12,000 | $300.0M | 4.70% | |
| 492 | —QUESTAR CORP | 11,800 | $299.0M | 4.68% | |
| 493 | CVLTCOMMVAULT SYSTEMS INC | 6,900 | $298.0M | 4.67% | |
| 494 | WRUSDWESTAR ENERGY INC | 5,300 | $297.0M | 4.65% | |
| 495 | MUSAMURPHY USA INC | 4,000 | $297.0M | 4.65% | |
| 496 | —BUNGE LIMITED | 5,000 | $296.0M | 4.63% | |
| 497 | JACKJACK IN THE BOX INC | 3,429 | $295.0M | 4.62% | |
| 498 | —ENERGEN CORP | 6,000 | $289.0M | 4.52% | |
| 499 | DATATABLEAU SOFTWARE INC | 5,900 | $289.0M | 4.52% | |
| 500 | DHRB & G FOODS INC NEW | 6,000 | $289.0M | 4.52% |