Laurion Capital Management LP Q3 2016 Filing
Filed November 10, 2016
Portfolio Value
$10.7B
Holdings
619
Report Date
Q3 2016
Filing Type
13F-HR
All Holdings (619 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 401 | AERIEURAERIE PHARMACEUTICALS INC | 24,300 | $917.0M | 8.60% | |
| 402 | YRIYAMANA GOLD INC | 204,000 | $880.0M | 8.25% | Put |
| 403 | AMATAPPLIED MATLS INC | 29,100 | $877.0M | 8.22% | Put |
| 404 | WHRWHIRLPOOL CORP | 5,400 | $876.0M | 8.21% | |
| 405 | —WHITING PETE CORP NEW | 100,000 | $874.0M | 8.19% | Call |
| 406 | EHIWESTERN ASSET GLB HI INCOME | 83,863 | $855.0M | 8.02% | |
| 407 | PHMPULTE GROUP INC | 42,600 | $854.0M | 8.01% | |
| 408 | CPRTCOPART INC | 15,900 | $852.0M | 7.99% | |
| 409 | KLACKLA-TENCOR CORP | 12,200 | $850.0M | 7.97% | |
| 410 | TROWPRICE T ROWE GROUP INC | 12,600 | $838.0M | 7.86% | |
| 411 | BBBYEURBED BATH & BEYOND INC | 19,250 | $830.0M | 7.78% | |
| 412 | IRINGERSOLL-RAND PLC | 12,100 | $822.0M | 7.71% | |
| 413 | UTHUNITED THERAPEUTICS CORP DEL | 6,900 | $815.0M | 7.64% | |
| 414 | PNRPENTAIR PLC | 12,600 | $809.0M | 7.58% | |
| 415 | BBYBEST BUY INC | 20,900 | $798.0M | 7.48% | |
| 416 | —LEGG MASON BW GLB INC OPP FD | 58,619 | $796.0M | 7.46% | |
| 417 | JDJD COM INC | 30,000 | $783.0M | 7.34% | Call |
| 418 | —APPTIO INC | 35,000 | $760.0M | 7.13% | |
| 419 | MHIPIONEER MUN HIGH INCOME TR | 57,378 | $756.0M | 7.09% | |
| 420 | APPFAPPFOLIO INC | 38,763 | $754.0M | 7.07% | |
| 421 | SIRIEURSIRIUS XM HLDGS INC | 180,900 | $754.0M | 7.07% | |
| 422 | —NETSUITE INC | 6,700 | $742.0M | 6.96% | |
| 423 | SYMCEURSYMANTEC CORP | 28,800 | $723.0M | 6.78% | |
| 424 | LVSLAS VEGAS SANDS CORP | 12,500 | $719.0M | 6.74% | |
| 425 | —NATIONSTAR MTG HLDGS INC | 48,305 | $715.0M | 6.70% | |
| 426 | FBKFB FINL CORP | 35,000 | $706.0M | 6.62% | |
| 427 | IRTINDEPENDENCE RLTY TR INC | 76,000 | $684.0M | 6.41% | |
| 428 | NUVNUVEEN MUN VALUE FD INC | 64,553 | $684.0M | 6.41% | |
| 429 | UNFIUNITED NAT FOODS INC | 16,700 | $669.0M | 6.27% | |
| 430 | PXGBXPRAXAIR INC | 5,500 | $665.0M | 6.23% | |
| 431 | VEEVVEEVA SYS INC | 16,000 | $660.0M | 6.19% | |
| 432 | CLSCA INC | 19,900 | $658.0M | 6.17% | |
| 433 | DNREURDENBURY RES INC | 200,062 | $646.0M | 6.06% | |
| 434 | GPCGENUINE PARTS CO | 6,400 | $643.0M | 6.03% | |
| 435 | SIXEURSIX FLAGS ENTMT CORP NEW | 11,800 | $633.0M | 5.93% | |
| 436 | ETNEATON CORP PLC | 9,400 | $618.0M | 5.79% | Put |
| 437 | —NUVEEN MD PREM INCOME MUN FD | 44,134 | $612.0M | 5.74% | |
| 438 | HASHASBRO INC | 7,500 | $595.0M | 5.58% | |
| 439 | —FINISH LINE INC | 25,700 | $593.0M | 5.56% | |
| 440 | —BROCADE COMMUNICATIONS SYS I | 63,500 | $586.0M | 5.49% | |
| 441 | BCRUSDBARD C R INC | 2,600 | $583.0M | 5.47% | |
| 442 | PCARPACCAR INC | 9,800 | $576.0M | 5.40% | |
| 443 | LDOSLEIDOS HLDGS INC | 13,100 | $567.0M | 5.32% | |
| 444 | APCANADARKO PETE CORP | 8,900 | $563.0M | 5.28% | Put |
| 445 | —CALLIDUS SOFTWARE INC | 30,400 | $558.0M | 5.23% | |
| 446 | SDRLSEADRILL LIMITED | 234,200 | $555.0M | 5.20% | Put |
| 447 | PTYPIMCO CORPORATE & INCOME OPP | 37,844 | $553.0M | 5.18% | |
| 448 | XWIAXWESTERN ASSET CLYM INFL SEC | 48,256 | $553.0M | 5.18% | |
| 449 | JHIHANCOCK JOHN INVS TR | 32,888 | $549.0M | 5.15% | |
| 450 | MVTBLACKROCK MUNIVEST FD II INC | 31,973 | $548.0M | 5.14% | |
| 451 | FRCBFIRST REP BK SAN FRANCISCO C | 7,100 | $547.0M | 5.13% | |
| 452 | —ASCENA RETAIL GROUP INC | 97,200 | $543.0M | 5.09% | |
| 453 | MANMANPOWERGROUP INC | 7,100 | $513.0M | 4.81% | |
| 454 | HUNHUNTSMAN CORP | 31,500 | $513.0M | 4.81% | |
| 455 | JACKJACK IN THE BOX INC | 5,329 | $511.0M | 4.79% | |
| 456 | ITGARTNER INC | 5,756 | $509.0M | 4.77% | |
| 457 | CCKCROWN HOLDINGS INC | 8,800 | $502.0M | 4.71% | |
| 458 | MPABLACKROCK MUNIYIELD PA QLTY | 31,218 | $500.0M | 4.69% | |
| 459 | ZIONZIONS BANCORPORATION | 15,800 | $490.0M | 4.59% | Put |
| 460 | —XL GROUP LTD | 14,500 | $488.0M | 4.58% | |
| 461 | —MYOKARDIA INC | 29,347 | $480.0M | 4.50% | |
| 462 | MASMASCO CORP | 13,800 | $473.0M | 4.43% | |
| 463 | —VALSPAR CORP | 4,300 | $456.0M | 4.28% | |
| 464 | —ITC HLDGS CORP | 9,700 | $451.0M | 4.23% | |
| 465 | —POPEYES LA KITCHEN INC | 8,417 | $447.0M | 4.19% | |
| 466 | HIOWESTERN ASSET HIGH INCM OPP | 87,974 | $444.0M | 4.16% | |
| 467 | GOGOGOGO INC | 39,934 | $441.0M | 4.13% | |
| 468 | KNSLKINSALE CAP GROUP INC | 20,000 | $440.0M | 4.13% | |
| 469 | TRHCEURTABULA RASA HEALTHCARE INC | 30,000 | $430.0M | 4.03% | |
| 470 | —SONIC CORP | 16,400 | $429.0M | 4.02% | |
| 471 | CHRWC H ROBINSON WORLDWIDE INC | 5,900 | $416.0M | 3.90% | |
| 472 | —DEUTSCHE MULTI-MKT INCOME TR | 48,374 | $414.0M | 3.88% | |
| 473 | PIMPUTNAM MASTER INTER INCOME T | 92,523 | $409.0M | 3.83% | |
| 474 | MYIBLACKROCK MUNIYIELD QLTY FD | 26,787 | $408.0M | 3.83% | |
| 475 | HELEHELEN OF TROY CORP LTD | 4,700 | $405.0M | 3.80% | |
| 476 | MXIMMAXIM INTEGRATED PRODS INC | 10,100 | $403.0M | 3.78% | |
| 477 | —TAILORED BRANDS INC | 25,700 | $403.0M | 3.78% | |
| 478 | AG8AGILENT TECHNOLOGIES INC | 8,400 | $395.0M | 3.70% | Put |
| 479 | WATTENERGOUS CORP | 20,000 | $392.0M | 3.68% | Call |
| 480 | XPMAXPIONEER MUN HIGH INCOME ADV | 29,709 | $389.0M | 3.65% | |
| 481 | WIWWESTERN ASSET CLYM INFL OPP | 34,436 | $385.0M | 3.61% | |
| 482 | TRVTRAVELERS COMPANIES INC | 3,300 | $378.0M | 3.54% | |
| 483 | EATBRINKER INTL INC | 7,500 | $378.0M | 3.54% | |
| 484 | NXPNUVEEN SELECT TAX FREE INCM | 24,650 | $378.0M | 3.54% | |
| 485 | WRUSDWESTAR ENERGY INC | 6,600 | $375.0M | 3.52% | |
| 486 | —GIGAMON INC | 6,800 | $373.0M | 3.50% | |
| 487 | AIRAAR CORP | 11,900 | $373.0M | 3.50% | |
| 488 | —DSW INC | 18,000 | $369.0M | 3.46% | |
| 489 | —GNC HLDGS INC | 18,000 | $368.0M | 3.45% | |
| 490 | —DST SYS INC DEL | 3,100 | $366.0M | 3.43% | |
| 491 | WATWATERS CORP | 2,300 | $365.0M | 3.42% | |
| 492 | —SWIFT TRANSN CO | 17,000 | $365.0M | 3.42% | |
| 493 | —DEUTSCHE MUN INCOME | 25,872 | $365.0M | 3.42% | |
| 494 | EWEDWARDS LIFESCIENCES CORP | 3,000 | $362.0M | 3.39% | |
| 495 | EEFTEURONET WORLDWIDE INC | 4,400 | $360.0M | 3.38% | |
| 496 | SLG2EURSL GREEN RLTY CORP | 3,300 | $357.0M | 3.35% | |
| 497 | SELBUSDSELECTA BIOSCIENCES INC | 25,000 | $356.0M | 3.34% | |
| 498 | —NEONODE INC | 309,911 | $353.0M | 3.31% | |
| 499 | POOLPOOL CORPORATION | 3,700 | $350.0M | 3.28% | |
| 500 | UHSUNIVERSAL HLTH SVCS INC | 2,700 | $333.0M | 3.12% |