Laurion Capital Management LP Q4 2016 Filing

Filed February 13, 2017

Portfolio Value

$10.4B

Holdings

765

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (765 positions)

#	Stock	Shares	Value	% Portfolio	Type
401	EXPEEXPEDIA INC DEL	16,445	$1.9M	0.02%	Call
402	XJPIXNUVEEN PFD & INCOME TERM FD	80,273	$1.8M	0.02%
403	ADPAUTOMATIC DATA PROCESSING IN	17,900	$1.8M	0.02%
404	—VANECK VECTORS ETF TR	150,000	$1.8M	0.02%	Call
405	TMOTHERMO FISHER SCIENTIFIC INC	13,000	$1.8M	0.02%	Put
406	—PACIFIC ETHANOL INC	192,600	$1.8M	0.02%
407	CLSDUSDCLEARSIDE BIOMEDICAL INC	204,500	$1.8M	0.02%
408	XBFZXBLACKROCK CALIF MUN INCOME T	126,007	$1.8M	0.02%
409	ZGZILLOW GROUP INC	50,000	$1.8M	0.02%	Call
410	—CALPINE CORP	159,465	$1.8M	0.02%
411	HQHTEKLA HEALTHCARE INVS	85,931	$1.8M	0.02%
412	AXPAMERICAN EXPRESS CO	24,500	$1.8M	0.02%	Put
413	—CORINDUS VASCULAR ROBOTICS I	2,591,186	$1.8M	0.02%
414	IRTCIRHYTHM TECHNOLOGIES INC	60,000	$1.8M	0.02%
415	ARCOARCOS DORADOS HOLDINGS INC	329,736	$1.8M	0.02%
416	FBPFIRST BANCORP P R	267,600	$1.8M	0.02%
417	NATNORDIC AMERICAN TANKERS LIMI	208,900	$1.8M	0.02%
418	PTYPIMCO CORPORATE & INCOME OPP	121,731	$1.7M	0.02%
419	—DEL TACO RESTAURANTS INC	122,400	$1.7M	0.02%
420	—ATLAS FINANCIAL HOLDINGS INC	95,400	$1.7M	0.02%
421	BYMBLACKROCK MUNICIPL INC QLTY	123,265	$1.7M	0.02%
422	—TALLGRASS ENERGY GP LP	63,600	$1.7M	0.02%
423	BBG1USDBARRETT BILL CORP	242,200	$1.7M	0.02%
424	BF/BBROWN FORMAN CORP	37,600	$1.7M	0.02%
425	2L9BLUEPRINT MEDICINES CORP	60,106	$1.7M	0.02%
426	ASNDASCENDIS PHARMA A S	83,200	$1.7M	0.02%
427	VNQVANGUARD INDEX FDS	20,208	$1.7M	0.02%
428	FDSFACTSET RESH SYS INC	10,200	$1.7M	0.02%
429	HRBBLOCK H & R INC	69,800	$1.6M	0.02%
430	—NUVEEN CONNECTICUT QLTY MUN	130,158	$1.6M	0.02%
431	MVFBLACKROCK MUNIVEST FD INC	163,425	$1.6M	0.02%
432	—DREYFUS HIGH YIELD STRATEGIE	465,046	$1.6M	0.01%
433	—LEGG MASON BW GLB INC OPP FD	131,959	$1.6M	0.01%
434	CIENCIENA CORP	63,500	$1.6M	0.01%
435	XEADXWELLS FARGO INCOME OPPORTUNI	182,385	$1.5M	0.01%
436	—WESTERN ASSET MUN DEF OPP TR	71,629	$1.5M	0.01%
437	MVTBLACKROCK MUNIVEST FD II INC	101,018	$1.5M	0.01%
438	—BLACKROCK MUNIHLDGS FD II IN	104,835	$1.5M	0.01%
439	—SHUTTERFLY INC	54,400	$1.5M	0.01%	Call
440	ILMNILLUMINA INC	11,900	$1.5M	0.01%
441	CSIQCANADIAN SOLAR INC	122,500	$1.5M	0.01%	Call
442	—ISTAR INC	119,300	$1.5M	0.01%	Call
443	MTGMGIC INVT CORP WIS	143,800	$1.5M	0.01%
444	CHWCALAMOS GBL DYN INCOME FUND	210,163	$1.5M	0.01%
445	JBLJABIL CIRCUIT INC	61,700	$1.5M	0.01%
446	BKFIDREYFUS MUN BD INFRSTRCTR FD	117,265	$1.4M	0.01%
447	HIXWESTERN ASSET HIGH INCM FD I	200,714	$1.4M	0.01%
448	NUWNUVEEN AMT-FREE MUN VALUE FD	86,896	$1.4M	0.01%
449	TNETTRINET GROUP INC	55,100	$1.4M	0.01%
450	AESAES CORP	120,400	$1.4M	0.01%
451	NEMNEWMONT MINING CORP	41,000	$1.4M	0.01%	Put
452	NXJNUVEEN NEW JERSEY QULT MUN F	105,048	$1.4M	0.01%
453	ALKALASKA AIR GROUP INC	15,500	$1.4M	0.01%	Put
454	PPLPPL CORP	40,200	$1.4M	0.01%
455	CRMSALESFORCE COM INC	20,000	$1.4M	0.01%	Put
456	MCRMFS CHARTER INCOME TR	159,127	$1.4M	0.01%
457	LGFEURLIONS GATE ENTMNT CORP	50,000	$1.3M	0.01%
458	—ALLIANZGI NFJ DIVID INT & PR	102,813	$1.3M	0.01%
459	—EXCO RESOURCES INC	1,435,351	$1.3M	0.01%
460	DMOWESTERN ASSET MTG DEF OPPTY	54,889	$1.3M	0.01%
461	COUPEURCOUPA SOFTWARE INC	50,000	$1.3M	0.01%
462	—COACH INC	35,500	$1.2M	0.01%
463	RCSPIMCO STRATEGIC INCOME FD IN	139,618	$1.2M	0.01%
464	ESNTESSENT GROUP LTD	37,900	$1.2M	0.01%
465	JFRNUVEEN FLOATING RATE INCOME	104,772	$1.2M	0.01%
466	FCXFREEPORT-MCMORAN INC	92,400	$1.2M	0.01%	Put
467	—ALPINE GLOBAL PREMIER PPTYS	235,475	$1.2M	0.01%
468	PMLPIMCO MUN INCOME FD II	98,050	$1.2M	0.01%
469	—LINEAR TECHNOLOGY CORP	19,200	$1.2M	0.01%
470	NANNUVEEN NEW YORK QLT MUN INC	88,546	$1.2M	0.01%
471	RVTROYCE VALUE TR INC	87,835	$1.2M	0.01%
472	BFKBLACKROCK MUN INCOME TR	84,621	$1.2M	0.01%
473	—ASCENA RETAIL GROUP INC	188,500	$1.2M	0.01%
474	LMTLOCKHEED MARTIN CORP	4,600	$1.1M	0.01%
475	—NUVEEN OHIO QLTY MUN INCOME	78,647	$1.1M	0.01%
476	—NUVEEN TAX ADVANTAGED DIV GR	79,942	$1.1M	0.01%
477	EVBGEUREVERBRIDGE INC	60,000	$1.1M	0.01%
478	HPIHANCOCK JOHN PFD INCOME FD	54,188	$1.1M	0.01%
479	SERVUSDSERVICEMASTER GLOBAL HLDGS I	29,100	$1.1M	0.01%
480	FEYECHFFIREEYE INC	91,650	$1.1M	0.01%	Put
481	MPABLACKROCK MUNIYIELD PA QLTY	76,792	$1.1M	0.01%
482	PNRPENTAIR PLC	19,300	$1.1M	0.01%
483	—BLACKROCK MUNIENHANCED FD IN	95,734	$1.1M	0.01%
484	XEVMXEATON VANCE CALIF MUN BD FD	94,761	$1.1M	0.01%
485	EWYISHARES	20,099	$1.1M	0.01%
486	PCTYPAYLOCITY HLDG CORP	35,500	$1.1M	0.01%
487	ISRGINTUITIVE SURGICAL INC	1,600	$1.0M	0.01%
488	VTNINVESCO TR INVT GRADE NY MUN	76,164	$1.0M	0.01%
489	PCARPACCAR INC	15,600	$997K	0.01%
490	VKQINVESCO MUN TR	81,073	$994K	0.01%
491	UALUNITED CONTL HLDGS INC	13,600	$991K	0.01%
492	DALDELTA AIR LINES INC DEL	20,100	$989K	0.01%
493	ERCWELLS FARGO MULTI SECTOR INC	76,063	$976K	0.01%
494	MDTMEDTRONIC PLC	13,700	$974K	0.01%	Put
495	GPNGLOBAL PMTS INC	14,000	$972K	0.01%
496	CECELANESE CORP DEL	12,300	$969K	0.01%
497	DOVDOVER CORP	12,900	$967K	0.01%
498	BLBLACKLINE INC	35,000	$967K	0.01%
499	PEOADAM NAT RES FD INC	47,306	$954K	0.01%
500	THWTEKLA WORLD HEALTHCARE FD	74,080	$951K	0.01%

PreviousPage 5 of 8Next