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)

#StockSharesValue% PortfolioType
501
FUODOLBY LABORATORIES INC
6,100$331.0M3.10%
502
DEUTSCHE HIGH INCOME OPPORT
23,107$327.0M3.07%
503
ALSNALLISON TRANSMISSION HLDGS I
11,200$321.0M3.01%
504
PRIVATEBANCORP INC
7,000$321.0M3.01%
505
BRBROADRIDGE FINL SOLUTIONS IN
4,700$319.0M2.99%
506
TSSTOTAL SYS SVCS INC
6,700$316.0M2.96%
507
SBACSBA COMMUNICATIONS CORP
2,800$314.0M2.94%
508
CLARCOR INC
4,800$312.0M2.93%
509
FT2FIRST HORIZON NATL CORP
20,200$308.0M2.89%
510
AWCAMERICAN WTR WKS CO INC NEW
4,100$307.0M2.88%
511
SNDXSYNDAX PHARMACEUTICALS INC
20,091$305.0M2.86%
512
DOVDOVER CORP
4,100$302.0M2.83%
513
CPBCAMPBELL SOUP CO
5,500$301.0M2.82%
514
MANHMANHATTAN ASSOCS INC
5,200$300.0M2.81%
515
AMCXAMC NETWORKS INC
5,700$296.0M2.78%
516
AOSSMITH A O
3,000$296.0M2.78%
517
DHID R HORTON INC
9,800$296.0M2.78%
518
U S G CORP
11,400$295.0M2.77%
519
BURLBURLINGTON STORES INC
3,599$292.0M2.74%
520
GGENPACT LIMITED
12,100$290.0M2.72%
521
RSRELIANCE STEEL & ALUMINUM CO
3,900$281.0M2.63%
522
NIELSEN HLDGS PLC
5,200$279.0M2.62%
523
SAICSCIENCE APPLICATNS INTL CP N
4,000$277.0M2.60%
524
FLGTFULGENT GENETICS INC
30,000$277.0M2.60%
525
CDECOEUR MNG INC
23,300$276.0M2.59%
526
FLEETMATICS GROUP PLC
4,600$276.0M2.59%
527
VERIFONE SYS INC
17,500$275.0M2.58%Put
528
VTYVERINT SYS INC
7,300$275.0M2.58%
529
MCRMFS CHARTER INCOME TR
31,797$275.0M2.58%
530
CPACOPA HOLDINGS SA
3,100$273.0M2.56%
531
CELGCELGENE CORP
2,600$272.0M2.55%
532
AUDENTES THERAPEUTICS INC
15,000$267.0M2.50%
533
HANHAWAIIAN HOLDINGS INC
5,500$267.0M2.50%
534
ACTUANT CORP
11,300$263.0M2.47%
535
ENDO INTL PLC
12,974$261.0M2.45%
536
BLACKROCK N J MUN INCOME TR
16,101$260.0M2.44%
537
MTDMETTLER TOLEDO INTERNATIONAL
600$252.0M2.36%
538
VCVISTEON CORP
3,500$251.0M2.35%
539
VMCVULCAN MATLS CO
2,200$250.0M2.34%
540
BKFIDREYFUS MUN BD INFRSTRCTR FD
17,714$249.0M2.33%
541
FRANCESCAS HLDGS CORP
16,000$247.0M2.32%
542
DIVERSIFIED RSTRNT HLDGS INC
211,592$245.0M2.30%
543
NUVEEN CA DIV ADV MUNI FD 3
15,878$244.0M2.29%
544
CMICUMMINS INC
1,900$243.0M2.28%
545
AEP INDS INC
2,200$241.0M2.26%
546
PRGOPERRIGO CO PLC
2,600$240.0M2.25%
547
SATSECHOSTAR CORP
5,400$237.0M2.22%
548
LIBERTY INTERACTIVE CORP
5,900$235.0M2.20%
549
LOGMEURLOGMEIN INC
2,600$235.0M2.20%
550
WCCWESCO INTL INC
3,800$234.0M2.19%
551
CVSCVS HEALTH CORP
2,600$231.0M2.17%
552
XEVGXEATON VANCE SH TM DR DIVR IN
16,771$230.0M2.16%
553
LIBERTY INTERACTIVE CORP
11,496$230.0M2.16%
554
NACNUVEEN CA DIVIDEND ADV MUN F
13,886$228.0M2.14%
555
CRLCHARLES RIV LABS INTL INC
2,732$228.0M2.14%
556
HTLDEXPRESS INC
19,260$227.0M2.13%
557
AVTAVNET INC
5,500$226.0M2.12%
558
WSTWEST PHARMACEUTICAL SVSC INC
3,032$226.0M2.12%
559
AWNADVANCE AUTO PARTS INC
1,500$224.0M2.10%
560
ASPSALTISOURCE PORTFOLIO SOLNS S
6,900$224.0M2.10%
561
ENVISION HEALTHCARE HLDGS IN
10,000$223.0M2.09%
562
FISVFISERV INC
2,237$223.0M2.09%
563
IDIINTERDIGITAL INC
2,800$222.0M2.08%
564
HSYHERSHEY CO
2,300$220.0M2.06%
565
UEOWESTLAKE CHEM CORP
4,100$219.0M2.05%
566
LSTRLANDSTAR SYS INC
3,200$218.0M2.04%
567
JWNUSDNORDSTROM INC
4,200$217.0M2.03%Put
568
BNEDBARNES & NOBLE INC
19,100$216.0M2.03%
569
WBC1EURWABCO HLDGS INC
1,900$216.0M2.03%
570
XECEURCIMAREX ENERGY CO
1,600$215.0M2.02%
571
RAND LOGISTICS INC
283,868$213.0M2.00%
572
TQJSIGNATURE BK NEW YORK N Y
1,800$213.0M2.00%
573
HARMAN INTL INDS INC
2,500$211.0M1.98%
574
ORIOLD REP INTL CORP
12,000$211.0M1.98%
575
ITTITT INC
5,900$211.0M1.98%
576
BUFFALO WILD WINGS INC
1,500$211.0M1.98%
577
A4SAMERIPRISE FINL INC
2,100$210.0M1.97%
578
BPOPPOPULAR INC
5,500$210.0M1.97%
579
DGDOLLAR GEN CORP NEW
3,000$210.0M1.97%
580
EX9EXELIXIS INC
16,300$208.0M1.95%
581
PBYIPUMA BIOTECHNOLOGY INC
3,100$208.0M1.95%
582
TAUBMAN CTRS INC
2,800$208.0M1.95%
583
PNIPIMCO NEW YORK MUN FD II
15,311$206.0M1.93%
584
KATE SPADE & CO
11,991$205.0M1.92%
585
JLLJONES LANG LASALLE INC
1,800$205.0M1.92%
586
TERTERADYNE INC
9,500$205.0M1.92%
587
CEPHEID
3,900$205.0M1.92%
588
T77LENDINGTREE INC NEW
2,100$204.0M1.91%
589
HLHECLA MNG CO
35,800$204.0M1.91%
590
NTRSNORTHERN TR CORP
3,000$204.0M1.91%
591
TXRHTEXAS ROADHOUSE INC
5,201$203.0M1.90%
592
MIKUSDMICHAELS COS INC
8,400$203.0M1.90%
593
INTERSIL CORP
9,200$202.0M1.89%
594
FEFIRSTENERGY CORP
6,100$202.0M1.89%
595
VMOINVESCO MUN OPPORTUNITY TR
14,206$202.0M1.89%
596
XHNWXPIONEER DIV HIGH INCOME TRUS
12,363$202.0M1.89%
597
TSCOTRACTOR SUPPLY CO
3,000$202.0M1.89%
598
MALLINCKRODT PUB LTD CO
2,900$202.0M1.89%
599
MIGAMICROSTRATEGY INC
1,200$201.0M1.88%
600
LPXLOUISIANA PAC CORP
10,700$201.0M1.88%
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