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 |
|---|---|---|---|---|---|
| 401 | EXPEEXPEDIA INC DEL | 16,445 | $1.9B | 17.84% | Call |
| 402 | XJPIXNUVEEN PFD & INCOME TERM FD | 80,273 | $1.8B | 17.63% | |
| 403 | ADPAUTOMATIC DATA PROCESSING IN | 17,900 | $1.8B | 17.62% | |
| 404 | —VANECK VECTORS ETF TR | 150,000 | $1.8B | 17.61% | Call |
| 405 | TMOTHERMO FISHER SCIENTIFIC INC | 13,000 | $1.8B | 17.57% | Put |
| 406 | —PACIFIC ETHANOL INC | 192,600 | $1.8B | 17.53% | |
| 407 | CLSDUSDCLEARSIDE BIOMEDICAL INC | 204,500 | $1.8B | 17.51% | |
| 408 | XBFZXBLACKROCK CALIF MUN INCOME T | 126,007 | $1.8B | 17.49% | |
| 409 | ZGZILLOW GROUP INC | 50,000 | $1.8B | 17.46% | Call |
| 410 | —CALPINE CORP | 159,465 | $1.8B | 17.46% | |
| 411 | HQHTEKLA HEALTHCARE INVS | 85,931 | $1.8B | 17.39% | |
| 412 | AXPAMERICAN EXPRESS CO | 24,500 | $1.8B | 17.38% | Put |
| 413 | —CORINDUS VASCULAR ROBOTICS I | 2,591,186 | $1.8B | 17.34% | |
| 414 | IRTCIRHYTHM TECHNOLOGIES INC | 60,000 | $1.8B | 17.24% | |
| 415 | ARCOARCOS DORADOS HOLDINGS INC | 329,736 | $1.8B | 17.06% | |
| 416 | FBPFIRST BANCORP P R | 267,600 | $1.8B | 16.94% | |
| 417 | NATNORDIC AMERICAN TANKERS LIMI | 208,900 | $1.8B | 16.81% | |
| 418 | PTYPIMCO CORPORATE & INCOME OPP | 121,731 | $1.7B | 16.68% | |
| 419 | —DEL TACO RESTAURANTS INC | 122,400 | $1.7B | 16.56% | |
| 420 | —ATLAS FINANCIAL HOLDINGS INC | 95,400 | $1.7B | 16.49% | |
| 421 | BYMBLACKROCK MUNICIPL INC QLTY | 123,265 | $1.7B | 16.40% | |
| 422 | —TALLGRASS ENERGY GP LP | 63,600 | $1.7B | 16.32% | |
| 423 | BBG1USDBARRETT BILL CORP | 242,200 | $1.7B | 16.22% | |
| 424 | BF/BBROWN FORMAN CORP | 37,600 | $1.7B | 16.18% | |
| 425 | 2L9BLUEPRINT MEDICINES CORP | 60,106 | $1.7B | 16.15% | |
| 426 | ASNDASCENDIS PHARMA A S | 83,200 | $1.7B | 16.13% | |
| 427 | VNQVANGUARD INDEX FDS | 20,208 | $1.7B | 15.98% | |
| 428 | FDSFACTSET RESH SYS INC | 10,200 | $1.7B | 15.97% | |
| 429 | HRBBLOCK H & R INC | 69,800 | $1.6B | 15.37% | |
| 430 | —NUVEEN CONNECTICUT QLTY MUN | 130,158 | $1.6B | 15.30% | |
| 431 | MVFBLACKROCK MUNIVEST FD INC | 163,425 | $1.6B | 15.05% | |
| 432 | —DREYFUS HIGH YIELD STRATEGIE | 465,046 | $1.6B | 14.97% | |
| 433 | —LEGG MASON BW GLB INC OPP FD | 131,959 | $1.6B | 14.95% | |
| 434 | CIENCIENA CORP | 63,500 | $1.6B | 14.85% | |
| 435 | XEADXWELLS FARGO INCOME OPPORTUNI | 182,385 | $1.5B | 14.82% | |
| 436 | —WESTERN ASSET MUN DEF OPP TR | 71,629 | $1.5B | 14.81% | |
| 437 | —BLACKROCK MUNIHLDGS FD II IN | 104,835 | $1.5B | 14.75% | |
| 438 | MVTBLACKROCK MUNIVEST FD II INC | 101,018 | $1.5B | 14.75% | |
| 439 | —SHUTTERFLY INC | 54,400 | $1.5B | 14.61% | Call |
| 440 | ILMNILLUMINA INC | 11,900 | $1.5B | 14.60% | |
| 441 | CSIQCANADIAN SOLAR INC | 122,500 | $1.5B | 14.29% | Call |
| 442 | —ISTAR INC | 119,300 | $1.5B | 14.14% | Call |
| 443 | MTGMGIC INVT CORP WIS | 143,800 | $1.5B | 14.03% | |
| 444 | CHWCALAMOS GBL DYN INCOME FUND | 210,163 | $1.5B | 14.03% | |
| 445 | JBLJABIL CIRCUIT INC | 61,700 | $1.5B | 13.98% | |
| 446 | BKFIDREYFUS MUN BD INFRSTRCTR FD | 117,265 | $1.4B | 13.74% | |
| 447 | HIXWESTERN ASSET HIGH INCM FD I | 200,714 | $1.4B | 13.61% | |
| 448 | NUWNUVEEN AMT-FREE MUN VALUE FD | 86,896 | $1.4B | 13.53% | |
| 449 | TNETTRINET GROUP INC | 55,100 | $1.4B | 13.52% | |
| 450 | AESAES CORP | 120,400 | $1.4B | 13.40% | |
| 451 | NEMNEWMONT MINING CORP | 41,000 | $1.4B | 13.38% | Put |
| 452 | NXJNUVEEN NEW JERSEY QULT MUN F | 105,048 | $1.4B | 13.24% | |
| 453 | ALKALASKA AIR GROUP INC | 15,500 | $1.4B | 13.17% | Put |
| 454 | CRMSALESFORCE COM INC | 20,000 | $1.4B | 13.11% | Put |
| 455 | PPLPPL CORP | 40,200 | $1.4B | 13.11% | |
| 456 | MCRMFS CHARTER INCOME TR | 159,127 | $1.4B | 12.99% | |
| 457 | LGFEURLIONS GATE ENTMNT CORP | 50,000 | $1.3B | 12.88% | |
| 458 | —ALLIANZGI NFJ DIVID INT & PR | 102,813 | $1.3B | 12.41% | |
| 459 | —EXCO RESOURCES INC | 1,435,351 | $1.3B | 12.01% | |
| 460 | DMOWESTERN ASSET MTG DEF OPPTY | 54,889 | $1.3B | 11.98% | |
| 461 | COUPEURCOUPA SOFTWARE INC | 50,000 | $1.3B | 11.98% | |
| 462 | —COACH INC | 35,500 | $1.2B | 11.91% | |
| 463 | ESNTESSENT GROUP LTD | 37,900 | $1.2B | 11.75% | |
| 464 | RCSPIMCO STRATEGIC INCOME FD IN | 139,618 | $1.2B | 11.75% | |
| 465 | JFRNUVEEN FLOATING RATE INCOME | 104,772 | $1.2B | 11.71% | |
| 466 | FCXFREEPORT-MCMORAN INC | 92,400 | $1.2B | 11.67% | Put |
| 467 | —ALPINE GLOBAL PREMIER PPTYS | 235,475 | $1.2B | 11.57% | |
| 468 | PMLPIMCO MUN INCOME FD II | 98,050 | $1.2B | 11.47% | |
| 469 | —LINEAR TECHNOLOGY CORP | 19,200 | $1.2B | 11.46% | |
| 470 | NANNUVEEN NEW YORK QLT MUN INC | 88,546 | $1.2B | 11.38% | |
| 471 | RVTROYCE VALUE TR INC | 87,835 | $1.2B | 11.26% | |
| 472 | BFKBLACKROCK MUN INCOME TR | 84,621 | $1.2B | 11.22% | |
| 473 | —ASCENA RETAIL GROUP INC | 188,500 | $1.2B | 11.18% | |
| 474 | LMTLOCKHEED MARTIN CORP | 4,600 | $1.1B | 11.01% | |
| 475 | —NUVEEN OHIO QLTY MUN INCOME | 78,647 | $1.1B | 10.95% | |
| 476 | —NUVEEN TAX ADVANTAGED DIV GR | 79,942 | $1.1B | 10.67% | |
| 477 | EVBGEUREVERBRIDGE INC | 60,000 | $1.1B | 10.60% | |
| 478 | HPIHANCOCK JOHN PFD INCOME FD | 54,188 | $1.1B | 10.56% | |
| 479 | SERVUSDSERVICEMASTER GLOBAL HLDGS I | 29,100 | $1.1B | 10.50% | |
| 480 | FEYECHFFIREEYE INC | 91,650 | $1.1B | 10.45% | Put |
| 481 | MPABLACKROCK MUNIYIELD PA QLTY | 76,792 | $1.1B | 10.37% | |
| 482 | PNRPENTAIR PLC | 19,300 | $1.1B | 10.36% | |
| 483 | —BLACKROCK MUNIENHANCED FD IN | 95,734 | $1.1B | 10.33% | |
| 484 | XEVMXEATON VANCE CALIF MUN BD FD | 94,761 | $1.1B | 10.33% | |
| 485 | EWYISHARES | 20,099 | $1.1B | 10.25% | |
| 486 | PCTYPAYLOCITY HLDG CORP | 35,500 | $1.1B | 10.20% | |
| 487 | ISRGINTUITIVE SURGICAL INC | 1,600 | $1.0B | 9.72% | |
| 488 | VTNINVESCO TR INVT GRADE NY MUN | 76,164 | $1.0B | 9.68% | |
| 489 | PCARPACCAR INC | 15,600 | $997.0M | 9.55% | |
| 490 | VKQINVESCO MUN TR | 81,073 | $994.0M | 9.52% | |
| 491 | UALUNITED CONTL HLDGS INC | 13,600 | $991.0M | 9.49% | |
| 492 | DALDELTA AIR LINES INC DEL | 20,100 | $989.0M | 9.47% | |
| 493 | ERCWELLS FARGO MULTI SECTOR INC | 76,063 | $976.0M | 9.35% | |
| 494 | MDTMEDTRONIC PLC | 13,700 | $974.0M | 9.33% | Put |
| 495 | GPNGLOBAL PMTS INC | 14,000 | $972.0M | 9.31% | |
| 496 | CECELANESE CORP DEL | 12,300 | $969.0M | 9.28% | |
| 497 | BLBLACKLINE INC | 35,000 | $967.0M | 9.26% | |
| 498 | DOVDOVER CORP | 12,900 | $967.0M | 9.26% | |
| 499 | PEOADAM NAT RES FD INC | 47,306 | $954.0M | 9.14% | |
| 500 | THWTEKLA WORLD HEALTHCARE FD | 74,080 | $951.0M | 9.11% |