Laurion Capital Management LP
Q1 2014 13F-HR Holdings
Net value change ($000)
-215,415
(-7.3%)
New positions
91
Sold out positions
86
Turnover %
450.1%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2013
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| C | 20,673 | 39755.8% |
| LAMAR ADVERTISING | 18,611 | NEW |
| Mandiant, Inc. | 12,277 | NEW |
| KN | 8,811 | NEW |
| LVS | 7,507 | NEW |
| WPX ENERGY, INC. | 7,021 | NEW |
| JAZZ PHARMACEUTICALS PLC | 6,934 | NEW |
| HON | 6,026 | NEW |
| BLMN | 5,347 | NEW |
| MARATHON OIL CORP | 4,504 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| SPY | -840,052 | -100.0% |
| AIG | -15,736 | -79.6% |
| AL | -9,700 | -71.5% |
| VANTIV INC | -9,591 | -65.3% |
| CPAY | -8,247 | -93.5% |
| Demandware Inc | -7,866 | -100.0% |
| HCA | -7,602 | -100.0% |
| YELP | -6,902 | -100.0% |
| WALGREEN CO | -6,315 | -100.0% |
| DAR | -6,110 | -84.2% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
2,470,776
(90.8% of total reported value)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|