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 |
|---|---|---|---|---|---|
| 501 | —BLACKROCK MUNIYIELD INVST FD | 62,181 | $927.0M | 8.88% | |
| 502 | FBKFB FINL CORP | 35,000 | $908.0M | 8.70% | |
| 503 | MYNBLACKROCK MUNIYIELD NY QLTY | 70,791 | $898.0M | 8.60% | |
| 504 | VMWEURVMWARE INC | 11,200 | $882.0M | 8.45% | |
| 505 | —ALLIANZGI CONV & INCOME FD I | 153,458 | $876.0M | 8.39% | |
| 506 | AZOAUTOZONE INC | 1,100 | $869.0M | 8.32% | |
| 507 | WATWATERS CORP | 6,300 | $847.0M | 8.11% | |
| 508 | —ALLIANZGI CONV & INCOME FD | 130,616 | $833.0M | 7.98% | |
| 509 | TELTE CONNECTIVITY LTD | 11,800 | $818.0M | 7.83% | |
| 510 | MQYBLACKROCK MUNIYIELD QUALITY | 54,208 | $798.0M | 7.64% | |
| 511 | SDRLSEADRILL LIMITED | 234,200 | $798.0M | 7.64% | Put |
| 512 | JCENUVEEN CORE EQUITY ALPHA FUN | 61,046 | $798.0M | 7.64% | |
| 513 | BAXBAXTER INTL INC | 17,700 | $785.0M | 7.52% | Put |
| 514 | EOSEATON VANCE ENH EQTY INC FD | 61,258 | $784.0M | 7.51% | |
| 515 | HIOWESTERN ASSET HIGH INCM OPP | 157,088 | $784.0M | 7.51% | |
| 516 | HPFHANCOCK JOHN PFD INCOME FD I | 38,395 | $777.0M | 7.44% | |
| 517 | EATBRINKER INTL INC | 15,500 | $768.0M | 7.36% | |
| 518 | —AQUAVENTURE HLDGS LTD | 31,000 | $760.0M | 7.28% | |
| 519 | EBAEBAY INC | 25,495 | $757.0M | 7.25% | |
| 520 | MUJBLACKROCK MUNIHLDGS NJ QLTY | 54,151 | $753.0M | 7.21% | |
| 521 | MQTBLACKROCK MUNIY QUALITY FD I | 58,445 | $749.0M | 7.17% | |
| 522 | PYPLPAYPAL HLDGS INC | 18,809 | $742.0M | 7.11% | |
| 523 | DNREURDENBURY RES INC | 200,062 | $736.0M | 7.05% | |
| 524 | IRINGERSOLL-RAND PLC | 9,700 | $728.0M | 6.97% | |
| 525 | —ENZYMOTEC LTD | 109,913 | $720.0M | 6.90% | |
| 526 | —BLACKROCK STRATEGIC MUN TR | 52,652 | $710.0M | 6.80% | |
| 527 | —ALLIANZGI DIVERS INC & CNV F | 37,182 | $698.0M | 6.69% | |
| 528 | REGNREGENERON PHARMACEUTICALS | 1,900 | $697.0M | 6.68% | |
| 529 | —MACQUARIE FT TR GB INF UT DI | 60,120 | $687.0M | 6.58% | |
| 530 | —BLACKROCK N J MUN INCOME TR | 48,165 | $686.0M | 6.57% | |
| 531 | HOLXHOLOGIC INC | 17,100 | $686.0M | 6.57% | |
| 532 | AERAERCAP HOLDINGS NV | 16,300 | $678.0M | 6.49% | |
| 533 | PHMPULTE GROUP INC | 36,900 | $678.0M | 6.49% | |
| 534 | —PIER 1 IMPORTS INC | 78,900 | $674.0M | 6.46% | |
| 535 | VAREURVARIAN MED SYS INC | 7,500 | $673.0M | 6.45% | |
| 536 | —ATHENAHEALTH INC | 6,300 | $663.0M | 6.35% | |
| 537 | URIUNITED RENTALS INC | 6,200 | $655.0M | 6.27% | |
| 538 | AJRDEURAEROJET ROCKETDYNE HLDGS INC | 36,300 | $652.0M | 6.24% | |
| 539 | CTXSEURCITRIX SYS INC | 7,300 | $652.0M | 6.24% | |
| 540 | —APPTIO INC | 35,000 | $649.0M | 6.22% | |
| 541 | —LSC COMMUNICATIONS INC | 21,800 | $647.0M | 6.20% | |
| 542 | BBNBLACKROCK TAX MUNICPAL BD TR | 29,957 | $647.0M | 6.20% | |
| 543 | LBTYBLIBERTY GLOBAL PLC | 21,100 | $645.0M | 6.18% | |
| 544 | —DEUTSCHE MULTI-MKT INCOME TR | 75,640 | $644.0M | 6.17% | |
| 545 | AEOAMERICAN EAGLE OUTFITTERS NE | 42,000 | $637.0M | 6.10% | |
| 546 | SAICSCIENCE APPLICATNS INTL CP N | 7,500 | $636.0M | 6.09% | |
| 547 | NMTNUVEEN MASSACHUSETS QLT MUN | 47,560 | $625.0M | 5.99% | |
| 548 | —DEUTSCHE HIGH INCOME OPPORT | 43,177 | $622.0M | 5.96% | |
| 549 | —RA PHARMACEUTICALS INC | 40,000 | $608.0M | 5.82% | |
| 550 | HSICSCHEIN HENRY INC | 4,000 | $607.0M | 5.81% | |
| 551 | GPCGENUINE PARTS CO | 6,300 | $602.0M | 5.77% | |
| 552 | —OCEAN RIG UDW INC | 7,500 | $601.0M | 5.76% | Call |
| 553 | CMRECOSTAMARE INC | 107,218 | $600.0M | 5.75% | |
| 554 | BKNBLACKROCK INVT QUALITY MUN T | 40,776 | $599.0M | 5.74% | |
| 555 | LEALEAR CORP | 4,500 | $596.0M | 5.71% | |
| 556 | —IDERA PHARMACEUTICALS INC | 397,335 | $596.0M | 5.71% | |
| 557 | ONCBEIGENE LTD | 19,462 | $591.0M | 5.66% | |
| 558 | EMNEASTMAN CHEM CO | 7,800 | $587.0M | 5.62% | |
| 559 | CXOEURCONCHO RES INC | 4,400 | $583.0M | 5.58% | |
| 560 | —NEUBERGER BERMAN CA INT MUN | 40,704 | $582.0M | 5.57% | |
| 561 | XCHYXCALAMOS CONV & HIGH INCOME F | 55,199 | $582.0M | 5.57% | |
| 562 | YRIYAMANA GOLD INC | 204,000 | $574.0M | 5.50% | Put |
| 563 | —NEW MEDIA INVT GROUP INC | 35,900 | $574.0M | 5.50% | |
| 564 | PENNPENN NATL GAMING INC | 41,300 | $570.0M | 5.46% | |
| 565 | XPCKXPIMCO CALIF MUN INCOME FD II | 61,932 | $570.0M | 5.46% | |
| 566 | KNSLKINSALE CAP GROUP INC | 16,719 | $569.0M | 5.45% | |
| 567 | —EATON VANCE NY MUNI INCOME T | 43,674 | $569.0M | 5.45% | |
| 568 | GDGENERAL DYNAMICS CORP | 3,213 | $555.0M | 5.32% | |
| 569 | ETOEATON VANCE TX ADV GLB DIV O | 26,166 | $545.0M | 5.22% | |
| 570 | IQIINVESCO QUALITY MUNI INC TRS | 43,500 | $539.0M | 5.16% | |
| 571 | OIAINVESCO MUNI INCOME OPP TRST | 73,734 | $529.0M | 5.07% | |
| 572 | —CBS CORP NEW | 8,300 | $528.0M | 5.06% | |
| 573 | CRSPCRISPR THERAPEUTICS AG | 26,000 | $527.0M | 5.05% | |
| 574 | FQIDIGITAL RLTY TR INC | 5,200 | $511.0M | 4.89% | |
| 575 | CIFMFS INTERMEDIATE HIGH INC FD | 196,117 | $506.0M | 4.85% | |
| 576 | ZTSZOETIS INC | 9,400 | $503.0M | 4.82% | |
| 577 | BSXBOSTON SCIENTIFIC CORP | 23,200 | $502.0M | 4.81% | |
| 578 | —NUVEEN MICHIGAN QLT MUN INC | 37,552 | $501.0M | 4.80% | |
| 579 | PGRPROGRESSIVE CORP OHIO | 14,100 | $501.0M | 4.80% | |
| 580 | INCYINCYTE CORP | 5,000 | $501.0M | 4.80% | |
| 581 | —NUVEEN DIVERSIFIED DIV INCM | 44,649 | $499.0M | 4.78% | |
| 582 | SYYSYSCO CORP | 9,000 | $498.0M | 4.77% | |
| 583 | BGRBLACKROCK ENERGY & RES TR | 34,485 | $498.0M | 4.77% | |
| 584 | —MICROSEMI CORP | 9,200 | $497.0M | 4.76% | |
| 585 | OPPRIVERNORTH DOUBLELINE STRATE | 26,772 | $493.0M | 4.72% | |
| 586 | VLOVALERO ENERGY CORP NEW | 7,200 | $492.0M | 4.71% | |
| 587 | JBLUJETBLUE AIRWAYS CORP | 21,500 | $482.0M | 4.62% | |
| 588 | SWN1EURSOUTHWESTERN ENERGY CO | 44,500 | $481.0M | 4.61% | |
| 589 | BNYBLACKROCK N Y MUN INCOME TR | 34,515 | $480.0M | 4.60% | |
| 590 | SXCSUNCOKE ENERGY INC | 42,325 | $480.0M | 4.60% | |
| 591 | CHRWC H ROBINSON WORLDWIDE INC | 6,500 | $476.0M | 4.56% | |
| 592 | XLYSELECT SECTOR SPDR TR | 5,800 | $472.0M | 4.52% | Call |
| 593 | —TAILORED BRANDS INC | 18,300 | $468.0M | 4.48% | |
| 594 | 4I1PHILIP MORRIS INTL INC | 6,500 | $465.0M | 4.45% | Put |
| 595 | MSMMSC INDL DIRECT INC | 5,000 | $462.0M | 4.43% | |
| 596 | —NUVEEN CA SELECT TAX FREE PR | 31,342 | $461.0M | 4.42% | |
| 597 | —NUVEEN TX ADV TOTAL RET STRG | 40,046 | $455.0M | 4.36% | |
| 598 | AM6AMICUS THERAPEUTICS INC | 91,300 | $454.0M | 4.35% | |
| 599 | RMERESMED INC | 7,300 | $453.0M | 4.34% | |
| 600 | LUVSOUTHWEST AIRLS CO | 12,400 | $450.0M | 4.31% | Put |