Laurion Capital Management LP Q2 2017 Filing

Filed August 11, 2017

Portfolio Value

$18.3B

Holdings

1,166

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (1,166 positions)

#	Stock	Shares	Value	% Portfolio	Type
601	INGNINOGEN INC	15,300	$1.5M	0.01%
602	OPPRIVERNORTH DOUBLELINE STRATE	72,126	$1.4M	0.01%
603	CHRCHURCHILL DOWNS INC	7,683	$1.4M	0.01%
604	—RSP PERMIAN INC	43,412	$1.4M	0.01%
605	RNRRENAISSANCERE HOLDINGS LTD	10,000	$1.4M	0.01%
606	VVVVALVOLINE INC	58,500	$1.4M	0.01%
607	—NATIONAL INSTRS CORP	34,427	$1.4M	0.01%
608	LECOLINCOLN ELEC HLDGS INC	15,000	$1.4M	0.01%
609	PBVPRESTIGE BRANDS HLDGS INC	26,000	$1.4M	0.01%
610	HIIHUNTINGTON INGALLS INDS INC	7,340	$1.4M	0.01%
611	CCEPCOCA COLA EUROPEAN PARTNERS	33,500	$1.4M	0.01%	Call
612	PCGPG&E CORP	20,500	$1.4M	0.01%	Call
613	RSRELIANCE STEEL & ALUMINUM CO	18,700	$1.4M	0.01%
614	DTFDTF TAX-FREE INCOME INC	92,834	$1.4M	0.01%
615	EMEEMCOR GROUP INC	20,672	$1.4M	0.01%
616	TDCTERADATA CORP DEL	45,500	$1.3M	0.01%
617	PSAPUBLIC STORAGE	6,400	$1.3M	0.01%
618	YEXTYEXT INC	100,000	$1.3M	0.01%
619	AWGASBURY AUTOMOTIVE GROUP INC	23,400	$1.3M	0.01%
620	ACHOWENS & MINOR INC NEW	41,000	$1.3M	0.01%
621	HOMBHOME BANCSHARES INC	52,900	$1.3M	0.01%
622	NUENUCOR CORP	22,700	$1.3M	0.01%
623	—COOPER TIRE & RUBR CO	35,919	$1.3M	0.01%
624	—TCF FINL CORP	81,000	$1.3M	0.01%
625	ANAUTONATION INC	30,600	$1.3M	0.01%
626	WWAYFAIR INC	16,742	$1.3M	0.01%
627	XEADXWELLS FARGO INCOME OPPORTUNI	149,338	$1.3M	0.01%
628	HEHAWAIIAN ELEC INDUSTRIES	38,993	$1.3M	0.01%
629	CITCINTAS CORP	10,000	$1.3M	0.01%
630	—NCS MULTISTAGE HLDGS INC	50,000	$1.3M	0.01%
631	USFDUS FOODS HLDG CORP	46,264	$1.3M	0.01%
632	SANMSANMINA CORPORATION	32,916	$1.3M	0.01%
633	—DEUTSCHE STRATEGIC MUN INCOM	100,514	$1.3M	0.01%
634	—NEW IRELAND FUND INC	90,010	$1.2M	0.01%
635	CVLTCOMMVAULT SYSTEMS INC	22,100	$1.2M	0.01%
636	MFMMFS MUN INCOME TR	175,437	$1.2M	0.01%
637	TILEINTERFACE INC	62,509	$1.2M	0.01%
638	CTXSEURCITRIX SYS INC	15,200	$1.2M	0.01%
639	THCTENET HEALTHCARE CORP	62,400	$1.2M	0.01%	Put
640	CMCCOMMERCIAL METALS CO	62,100	$1.2M	0.01%
641	—MYLAN N V	30,944	$1.2M	0.01%
642	—NUVEEN CONNECTICUT QLTY MUN	96,708	$1.2M	0.01%
643	CDKCDK GLOBAL INC	19,032	$1.2M	0.01%
644	IPGINTERPUBLIC GROUP COS INC	48,000	$1.2M	0.01%
645	MTGMGIC INVT CORP WIS	104,924	$1.2M	0.01%
646	—UNIVERSAL FST PRODS INC	13,400	$1.2M	0.01%
647	—NUTRI SYS INC NEW	22,462	$1.2M	0.01%
648	—BEMIS INC	25,148	$1.2M	0.01%
649	CRLCHARLES RIV LABS INTL INC	11,500	$1.2M	0.01%
650	—NETSHOES CAYMAN LTD	60,000	$1.1M	0.01%
651	PRAPROASSURANCE CORP	18,783	$1.1M	0.01%
652	GWWGRAINGER W W INC	6,300	$1.1M	0.01%	Put
653	LSTRLANDSTAR SYS INC	13,137	$1.1M	0.01%
654	—HALYARD HEALTH INC	28,600	$1.1M	0.01%
655	—MULESOFT INC	45,000	$1.1M	0.01%
656	—COACH INC	23,390	$1.1M	0.01%
657	OGSONE GAS INC	15,794	$1.1M	0.01%
658	WATWATERS CORP	6,000	$1.1M	0.01%
659	WLYWILEY JOHN & SONS INC	20,835	$1.1M	0.01%
660	CADEEURCADENCE BANCORPORATION	50,000	$1.1M	0.01%
661	FFBCFIRST FINL BANCORP OH	39,465	$1.1M	0.01%
662	VCVISTEON CORP	10,692	$1.1M	0.01%
663	FRFIRST INDUSTRIAL REALTY TRUS	37,748	$1.1M	0.01%
664	IPINTL PAPER CO	19,000	$1.1M	0.01%
665	—ESTERLINE TECHNOLOGIES CORP	11,354	$1.1M	0.01%
666	KMBKIMBERLY CLARK CORP	8,287	$1.1M	0.01%
667	KMIKINDER MORGAN INC DEL	55,700	$1.1M	0.01%
668	FIVEFIVE BELOW INC	21,600	$1.1M	0.01%
669	MCYMERCURY GENL CORP NEW	19,638	$1.1M	0.01%
670	TTEKTETRA TECH INC NEW	23,100	$1.1M	0.01%
671	SATSECHOSTAR CORP	17,311	$1.1M	0.01%
672	AAALCOA CORP	32,100	$1.0M	0.01%
673	WOWWIDEOPENWEST INC	60,000	$1.0M	0.01%
674	VFCV F CORP	18,100	$1.0M	0.01%
675	—STERIS PLC	12,800	$1.0M	0.01%
676	ICEINTERCONTINENTAL EXCHANGE IN	15,800	$1.0M	0.01%
677	—VECTREN CORP	17,800	$1.0M	0.01%
678	—ANIXTER INTL INC	13,200	$1.0M	0.01%
679	HDSUSDHD SUPPLY HLDGS INC	33,700	$1.0M	0.01%
680	3M4MASIMO CORP	11,292	$1.0M	0.01%
681	NFGNATIONAL FUEL GAS CO N J	18,138	$1.0M	0.01%
682	—ASPEN INSURANCE HOLDINGS LTD	20,300	$1.0M	0.01%
683	LAMRLAMAR ADVERTISING CO NEW	13,700	$1.0M	0.01%
684	—SNYDERS-LANCE INC	29,100	$1.0M	0.01%
685	CSLCARLISLE COS INC	10,500	$1.0M	0.01%
686	INFNEURINFINERA CORPORATION	93,821	$1.0M	0.01%
687	SWKSTANLEY BLACK & DECKER INC	7,100	$999K	0.01%
688	SEBSEABOARD CORP	248	$991K	0.01%
689	MTBM & T BK CORP	6,100	$988K	0.01%
690	PGRPROGRESSIVE CORP OHIO	22,400	$988K	0.01%
691	—PLATFORM SPECIALTY PRODS COR	77,675	$984K	0.01%
692	EVHEVOLENT HEALTH INC	38,547	$977K	0.01%
693	4DHDANA INCORPORATED	43,455	$970K	0.01%
694	ELLAUDER ESTEE COS INC	10,100	$969K	0.01%
695	SF9SANDERSON FARMS INC	8,320	$962K	0.01%
696	—MALLINCKRODT PUB LTD CO	21,300	$954K	0.01%
697	—GGP INC	39,820	$938K	0.01%
698	BGTBLACKROCK FLOATING RATE INCO	67,086	$937K	0.01%
699	FIXCOMFORT SYS USA INC	25,120	$932K	0.01%
700	NVRIHARSCO CORP	57,781	$931K	0.01%

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