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 |
|---|---|---|---|---|---|
| 301 | FTFFRANKLIN LTD DURATION INC TR | 312,685 | $3.8B | 36.06% | |
| 302 | —WHITING PETE CORP NEW | 311,740 | $3.7B | 35.89% | |
| 303 | CASYCASEYS GEN STORES INC | 31,400 | $3.7B | 35.75% | |
| 304 | —ABERDEEN ASIA PACIFIC INCOM | 801,191 | $3.7B | 35.53% | |
| 305 | —CALATLANTIC GROUP INC | 108,200 | $3.7B | 35.25% | |
| 306 | ORCLORACLE CORP | 95,175 | $3.7B | 35.07% | Put |
| 307 | —NEWFIELD EXPL CO | 90,000 | $3.6B | 34.91% | Call |
| 308 | —PARSLEY ENERGY INC | 102,700 | $3.6B | 34.66% | Call |
| 309 | —PRUDENTIAL SHT DURATION HG Y | 232,848 | $3.6B | 34.52% | |
| 310 | CFGCITIZENS FINL GROUP INC | 100,000 | $3.6B | 34.13% | Call |
| 311 | AU3EURANGLOGOLD ASHANTI LTD | 336,000 | $3.5B | 33.83% | Put |
| 312 | PHTPIONEER HIGH INCOME TR | 341,452 | $3.5B | 33.39% | |
| 313 | ABTABBOTT LABS | 90,548 | $3.5B | 33.31% | |
| 314 | XEXGXEATON VANCE TAX MNGD GBL DV | 431,300 | $3.5B | 33.13% | |
| 315 | MYIBLACKROCK MUNIYIELD QLTY FD | 249,435 | $3.4B | 32.61% | |
| 316 | CSXCSX CORP | 94,600 | $3.4B | 32.56% | Put |
| 317 | —LENDINGCLUB CORP | 640,070 | $3.4B | 32.18% | Call |
| 318 | NTESNETEASE INC | 15,550 | $3.4B | 32.09% | Put |
| 319 | HAINHAIN CELESTIAL GROUP INC | 85,000 | $3.3B | 31.78% | Call |
| 320 | MATMATTEL INC | 120,000 | $3.3B | 31.67% | Call |
| 321 | ELLAUDER ESTEE COS INC | 43,200 | $3.3B | 31.65% | |
| 322 | —PAREXEL INTL CORP | 50,000 | $3.3B | 31.47% | Call |
| 323 | PFLPIMCO INCOME STRATEGY FUND | 308,609 | $3.3B | 31.24% | |
| 324 | DBLDOUBLELINE OPPORTUNISTIC CR | 138,874 | $3.2B | 30.73% | |
| 325 | EDDMORGAN STANLEY EM MKTS DM DE | 445,239 | $3.2B | 30.57% | |
| 326 | TTITETRA TECHNOLOGIES INC DEL | 633,700 | $3.2B | 30.47% | |
| 327 | OASEUROASIS PETE INC NEW | 210,000 | $3.2B | 30.45% | Call |
| 328 | CAGCONAGRA BRANDS INC | 80,300 | $3.2B | 30.42% | |
| 329 | GOFGUGGENHEIM STRATEGIC OPP FD | 157,768 | $3.1B | 29.68% | |
| 330 | BENFRANKLIN RES INC | 77,800 | $3.1B | 29.49% | Put |
| 331 | XEVVXEATON VANCE LTD DUR INCOME F | 222,353 | $3.1B | 29.22% | |
| 332 | TUSKMAMMOTH ENERGY SVCS INC | 200,000 | $3.0B | 29.12% | |
| 333 | —CLIFFS NAT RES INC | 359,100 | $3.0B | 28.93% | Put |
| 334 | ACNACCENTURE PLC IRELAND | 25,500 | $3.0B | 28.61% | |
| 335 | RHT1EURRED HAT INC | 42,673 | $3.0B | 28.49% | |
| 336 | JGHNUVEEN GLOBAL HIGH INCOME FD | 184,707 | $3.0B | 28.28% | |
| 337 | CHKPCHECK POINT SOFTWARE TECH LT | 34,900 | $2.9B | 28.24% | |
| 338 | NQPNUVEEN PENNSYLVANIA QLT MUN | 222,166 | $2.9B | 27.83% | |
| 339 | DREUSDDUKE REALTY CORP | 109,400 | $2.9B | 27.83% | |
| 340 | XEMDXWESTERN ASSET EMRG MKT DEBT | 197,431 | $2.9B | 27.81% | |
| 341 | RICEEURRICE ENERGY INC | 135,000 | $2.9B | 27.60% | Call |
| 342 | AJGGALLAGHER ARTHUR J & CO | 55,400 | $2.9B | 27.58% | |
| 343 | THQTEKLA HEALTHCARE OPPORTUNIT | 182,469 | $2.8B | 27.13% | |
| 344 | FIVNFIVE9 INC | 197,594 | $2.8B | 26.85% | |
| 345 | DPGDUFF & PHELPS GLB UTL INC FD | 180,379 | $2.8B | 26.74% | |
| 346 | —FITBIT INC | 380,367 | $2.8B | 26.67% | Put |
| 347 | USALIBERTY ALL STAR EQUITY FD | 534,408 | $2.8B | 26.42% | |
| 348 | XNCMXNUVEEN CALIFORNIA AMT QLT MU | 191,920 | $2.7B | 26.30% | |
| 349 | XPMAXPIONEER MUN HIGH INCOME ADV | 230,075 | $2.7B | 26.02% | |
| 350 | TXTTEXTRON INC | 55,693 | $2.7B | 25.90% | Put |
| 351 | ATKRATKORE INTL GROUP INC | 111,300 | $2.7B | 25.49% | |
| 352 | BBBYEURBED BATH & BEYOND INC | 65,400 | $2.7B | 25.46% | |
| 353 | VSATVIASAT INC | 40,113 | $2.7B | 25.44% | |
| 354 | NSANATIONAL STORAGE AFFILIATES | 119,100 | $2.6B | 25.18% | |
| 355 | EHIWESTERN ASSET GLB HI INCOME | 267,027 | $2.6B | 25.14% | |
| 356 | IPGINTERPUBLIC GROUP COS INC | 111,300 | $2.6B | 24.96% | |
| 357 | CSQCALAMOS STRATEGIC TOTL RETN | 252,681 | $2.6B | 24.88% | |
| 358 | RCLROYAL CARIBBEAN CRUISES LTD | 31,509 | $2.6B | 24.76% | |
| 359 | HBANHUNTINGTON BANCSHARES INC | 195,300 | $2.6B | 24.73% | Put |
| 360 | XETYXEATON VANCE TX MGD DIV EQ IN | 247,604 | $2.6B | 24.55% | |
| 361 | COSTCOSTCO WHSL CORP NEW | 16,000 | $2.6B | 24.54% | |
| 362 | —DREYFUS STRATEGIC MUN BD FD | 315,470 | $2.5B | 24.29% | |
| 363 | XFFCXFLAHERTY&CRMN PFD SEC INCOM | 133,519 | $2.5B | 24.09% | |
| 364 | WNSNWNS HOLDINGS LTD | 89,700 | $2.5B | 23.67% | |
| 365 | ADSWADVANCED DISP SVCS INC DEL | 110,000 | $2.4B | 23.41% | |
| 366 | BRWTEMPLETON GLOBAL INCOME FD | 374,480 | $2.4B | 23.25% | |
| 367 | XLKSELECT SECTOR SPDR TR | 50,000 | $2.4B | 23.16% | Put |
| 368 | —PANDORA MEDIA INC | 185,267 | $2.4B | 23.14% | Put |
| 369 | NAVNAVISTAR INTL CORP NEW | 76,600 | $2.4B | 23.02% | Put |
| 370 | HDBHDFC BANK LTD | 39,600 | $2.4B | 23.02% | Put |
| 371 | DLTRDOLLAR TREE INC | 30,996 | $2.4B | 22.92% | Put |
| 372 | ZAYOEURZAYO GROUP HLDGS INC | 72,500 | $2.4B | 22.81% | |
| 373 | KIOKKR INCOME OPPORTUNITIES FD | 147,597 | $2.4B | 22.66% | |
| 374 | GGNGAMCO GLOBAL GOLD NAT RES & | 443,249 | $2.3B | 22.50% | |
| 375 | DHYCREDIT SUISSE HIGH YLD BND F | 873,193 | $2.3B | 22.33% | |
| 376 | ETGEATON VANCE TX ADV GLBL DIV | 165,160 | $2.3B | 22.26% | |
| 377 | —VERIFONE SYS INC | 130,900 | $2.3B | 22.23% | |
| 378 | ELFE L F BEAUTY INC | 80,000 | $2.3B | 22.17% | |
| 379 | ARCPEURVEREIT INC | 165,000 | $2.3B | 21.92% | Call |
| 380 | DISCAUSDDISCOVERY COMMUNICATNS NEW | 83,100 | $2.3B | 21.81% | Put |
| 381 | ARNCCHFARCONIC INC | 119,900 | $2.2B | 21.29% | |
| 382 | —PIONEER ENERGY SVCS CORP | 322,200 | $2.2B | 21.14% | |
| 383 | GPOR1EURGULFPORT ENERGY CORP | 101,784 | $2.2B | 21.10% | |
| 384 | AMGNAMGEN INC | 14,989 | $2.2B | 21.00% | |
| 385 | AAALCOA CORP | 77,700 | $2.2B | 20.90% | |
| 386 | COOCOOPER COS INC | 12,300 | $2.2B | 20.61% | |
| 387 | ETWEATON VANCE TXMGD GL BUYWR O | 213,052 | $2.1B | 20.54% | |
| 388 | FDO.FMACYS INC | 58,500 | $2.1B | 20.07% | |
| 389 | COPCONOCOPHILLIPS | 41,669 | $2.1B | 20.01% | |
| 390 | —IVY HIGH INC OPPORTUNITIES F | 139,610 | $2.1B | 19.75% | |
| 391 | FLCFLAHERTY & CRUMRINE TOTAL RE | 102,303 | $2.0B | 19.47% | |
| 392 | TEITEMPLETON EMERG MKTS INCOME | 185,247 | $2.0B | 19.36% | |
| 393 | —GLOBAL EAGLE ENTMT INC | 309,294 | $2.0B | 19.14% | |
| 394 | —QUANTENNA COMMUNICATIONS INC | 110,000 | $2.0B | 19.10% | |
| 395 | HDSUSDHD SUPPLY HLDGS INC | 46,700 | $2.0B | 19.01% | |
| 396 | —VANTIV INC | 33,000 | $2.0B | 18.84% | |
| 397 | XLNXEURXILINX INC | 32,415 | $2.0B | 18.74% | |
| 398 | EODWELLS FARGO GLOBAL DIVIDEND | 354,452 | $1.9B | 18.50% | |
| 399 | —REYNOLDS AMERICAN INC | 33,900 | $1.9B | 18.20% | |
| 400 | LWLAMB WESTON HLDGS INC | 50,000 | $1.9B | 18.13% |