Laurion Capital Management LP Q1 2017 Filing

Filed May 12, 2017

Portfolio Value

$13.3B

Holdings

897

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (897 positions)

#	Stock	Shares	Value	% Portfolio	Type
401	—ENTELLUS MED INC	124,133	$1.7M	0.01%
402	FDO.FMACYS INC	57,800	$1.7M	0.01%
403	KBHKB HOME	85,300	$1.7M	0.01%
404	UTFCOHEN & STEERS INFRASTRUCTUR	78,165	$1.7M	0.01%
405	—KEMET CORP	140,290	$1.7M	0.01%
406	—NEW YORK REIT INC	171,942	$1.7M	0.01%
407	CBCHUBB LIMITED	12,200	$1.7M	0.01%	Put
408	—BLACKROCK STRATEGIC MUN TR	122,974	$1.6M	0.01%
409	GMEGAMESTOP CORP NEW	72,686	$1.6M	0.01%
410	—PARATEK PHARMACEUTICALS INC	85,000	$1.6M	0.01%	Put
411	VGMINVESCO TR INVT GRADE MUNS	125,253	$1.6M	0.01%
412	—PENNEY J C INC	262,975	$1.6M	0.01%
413	MTNVAIL RESORTS INC	8,400	$1.6M	0.01%
414	JBLJABIL CIRCUIT INC	55,300	$1.6M	0.01%
415	GOOSCANADA GOOSE HOLDINGS INC	100,000	$1.6M	0.01%
416	—NORDIC AMERN OFFSHORE LTD	1,442,700	$1.6M	0.01%
417	NAVNAVISTAR INTL CORP NEW	62,800	$1.5M	0.01%	Put
418	CDEVEURCENTENNIAL RESOURCE DEV INC	84,642	$1.5M	0.01%
419	CASYCASEYS GEN STORES INC	13,550	$1.5M	0.01%
420	—HALCON RES CORP	196,072	$1.5M	0.01%
421	TPHTRI POINTE GROUP INC	120,100	$1.5M	0.01%
422	KRKROGER CO	50,900	$1.5M	0.01%	Put
423	NQPNUVEEN PENNSYLVANIA QLT MUN	109,154	$1.4M	0.01%
424	BKRBAKER HUGHES INC	23,700	$1.4M	0.01%
425	BKBANK NEW YORK MELLON CORP	29,400	$1.4M	0.01%	Put
426	TOLTOLL BROTHERS INC	38,300	$1.4M	0.01%
427	—ANTARES PHARMA INC	483,406	$1.4M	0.01%
428	CVA1EURCOVANTA HLDG CORP	87,200	$1.4M	0.01%
429	—KATE SPADE & CO	58,524	$1.4M	0.01%
430	NOWSERVICENOW INC	15,500	$1.4M	0.01%
431	VKIINVESCO ADVANTAGE MUNICIPAL	118,814	$1.3M	0.01%
432	THQTEKLA HEALTHCARE OPPORTUNIT	75,748	$1.3M	0.01%
433	PSXPHILLIPS 66	16,524	$1.3M	0.01%	Put
434	WSMWILLIAMS SONOMA INC	24,300	$1.3M	0.01%
435	XEVMXEATON VANCE CALIF MUN BD FD	111,716	$1.3M	0.01%
436	PPLPPL CORP	33,900	$1.3M	0.01%
437	CCEPCOCA COLA EUROPEAN PARTNERS	33,500	$1.3M	0.01%	Call
438	OPPRIVERNORTH DOUBLELINE STRATE	66,583	$1.3M	0.01%
439	EWYISHARES	20,099	$1.2M	0.01%
440	CTRPUSDCTRIP COM INTL LTD	25,000	$1.2M	0.01%	Put
441	CMCCOMMERCIAL METALS CO	63,518	$1.2M	0.01%
442	VMCVULCAN MATLS CO	9,900	$1.2M	0.01%	Put
443	NUENUCOR CORP	19,800	$1.2M	0.01%	Put
444	—KOSMOS ENERGY LTD	175,637	$1.2M	0.01%
445	PKGPACKAGING CORP AMER	12,700	$1.2M	0.01%
446	JECUSDJACOBS ENGR GROUP INC DEL	21,000	$1.2M	0.01%
447	—DU PONT E I DE NEMOURS & CO	14,200	$1.1M	0.01%
448	VSTOEURVISTA OUTDOOR INC	55,226	$1.1M	0.01%
449	HRIHERC HLDGS INC	23,113	$1.1M	0.01%
450	—FOUNDATION BLDG MATLS INC	70,734	$1.1M	0.01%
451	WMWASTE MGMT INC DEL	15,348	$1.1M	0.01%	Put
452	STAYUSDEXTENDED STAY AMER INC	70,100	$1.1M	0.01%
453	—MULESOFT INC	45,000	$1.1M	0.01%
454	USALIBERTY ALL STAR EQUITY FD	200,022	$1.1M	0.01%
455	—CLOUD PEAK ENERGY INC	236,471	$1.1M	0.01%
456	KMBKIMBERLY CLARK CORP	8,187	$1.1M	0.01%
457	—BLACKROCK MUNIHLDS INVSTM QL	74,371	$1.1M	0.01%
458	CDZICADIZ INC	70,839	$1.1M	0.01%
459	—CORINDUS VASCULAR ROBOTICS I	811,370	$1.1M	0.01%
460	MARMARRIOTT INTL INC NEW	11,159	$1.1M	0.01%
461	—LA JOLLA PHARMACEUTICAL CO	35,000	$1.0M	0.01%
462	DISCAUSDDISCOVERY COMMUNICATNS NEW	35,900	$1.0M	0.01%
463	—STERIS PLC	15,000	$1.0M	0.01%
464	DFSEURDISCOVER FINL SVCS	15,100	$1.0M	0.01%
465	PHMPULTE GROUP INC	43,200	$1.0M	0.01%	Put
466	CRBPEURCORBUS PHARMACEUTICALS HLDGS	123,001	$1.0M	0.01%
467	LRCXEURLAM RESEARCH CORP	7,800	$1.0M	0.01%	Put
468	CTXSEURCITRIX SYS INC	12,000	$1.0M	0.01%
469	TELTE CONNECTIVITY LTD	13,300	$992K	0.01%
470	LMTLOCKHEED MARTIN CORP	3,700	$990K	0.01%
471	NUANEURNUANCE COMMUNICATIONS INC	56,600	$980K	0.01%
472	HASHASBRO INC	9,800	$978K	0.01%
473	ODFLOLD DOMINION FGHT LINES INC	11,400	$975K	0.01%
474	—VOYA PRIME RATE TR	175,200	$948K	0.01%
475	—J JILL INC	66,300	$935K	0.01%
476	—WPX ENERGY INC	69,300	$928K	0.01%	Put
477	AWGASBURY AUTOMOTIVE GROUP INC	15,400	$925K	0.01%
478	—STRAIGHT PATH COMMUNICATNS I	25,000	$899K	0.01%	Call
479	EMNEASTMAN CHEM CO	11,024	$891K	0.01%
480	BMOBANK MONTREAL QUE	11,900	$891K	0.01%	Put
481	LWLAMB WESTON HLDGS INC	21,183	$891K	0.01%
482	SPGIS&P GLOBAL INC	6,794	$888K	0.01%
483	OLEDUNIVERSAL DISPLAY CORP	10,300	$887K	0.01%
484	MVTBLACKROCK MUNIVEST FD II INC	58,112	$887K	0.01%
485	J2AWILLDAN GROUP INC	27,468	$886K	0.01%
486	JNCEEURJOUNCE THERAPEUTICS INC	40,000	$880K	0.01%
487	—CYPRESS SEMICONDUCTOR CORP	63,948	$880K	0.01%
488	MUCBLACKROCK MUNIHLDNGS QLTY II	66,311	$879K	0.01%
489	—ARDAGH GROUP S A	40,000	$878K	0.01%
490	CMUMFS HIGH YIELD MUN TR	189,855	$877K	0.01%
491	PDCOEURPATTERSON COMPANIES INC	19,100	$864K	0.01%
492	PGRPROGRESSIVE CORP OHIO	21,700	$850K	0.01%
493	XEVVXEATON VANCE LTD DUR INCOME F	61,104	$845K	0.01%
494	NAVINAVIENT CORPORATION	57,100	$843K	0.01%
495	—BLACKROCK MUNIYIELD CALIF FD	56,740	$836K	0.01%
496	PMMPUTNAM MANAGED MUN INCOM TR	114,715	$833K	0.01%
497	CHKEURCHESAPEAKE ENERGY CORP	140,000	$832K	0.01%	Call
498	UNFIUNITED NAT FOODS INC	19,200	$830K	0.01%
499	—NUVEEN OHIO QLTY MUN INCOME	55,953	$828K	0.01%
500	ANFABERCROMBIE & FITCH CO	69,200	$825K	0.01%	Call

PreviousPage 5 of 9Next