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)

#StockSharesValue% PortfolioType
601
TRHCEURTABULA RASA HEALTHCARE INC
30,000$449.0M4.30%
602
XFOFXCOHEN & STEERS CLOSED END OP
38,292$448.0M4.29%
603
CRUSCIRRUS LOGIC INC
7,900$447.0M4.28%
604
NAVINAVIENT CORP
27,100$445.0M4.26%
605
HORIZON PHARMA PLC
27,394$443.0M4.24%
606
BLACKROCK NY MUN INCOME TR I
30,297$439.0M4.20%
607
ST JUDE MED INC
5,450$437.0M4.19%
608
GTGOODYEAR TIRE & RUBR CO
14,100$435.0M4.17%
609
ICHRICHOR HOLDINGS
40,000$433.0M4.15%
610
PKGPACKAGING CORP AMER
5,100$433.0M4.15%
611
DPZDOMINOS PIZZA INC
2,700$430.0M4.12%
612
CUSHING RENAISSANCE FD
24,524$425.0M4.07%
613
VCVINVESCO CALIF VALUE MUN INC
34,684$421.0M4.03%
614
FFIVF5 NETWORKS INC
2,900$420.0M4.02%
615
MNSTMONSTER BEVERAGE CORP NEW
9,229$409.0M3.92%
616
OSKOSHKOSH CORP
6,300$407.0M3.90%
617
BLACKROCK MUNIYIELD N J FD I
26,091$400.0M3.83%
618
WNCWABASH NATL CORP
25,100$397.0M3.80%
619
NORTHSTAR ASSET MGMT GROUP I
26,600$397.0M3.80%
620
FT2FIRST HORIZON NATL CORP
19,700$394.0M3.77%
621
BZUNBAOZUN INC
32,500$392.0M3.75%
622
HUNTER MARITIME ACQUISITION
38,400$390.0M3.74%
623
HUNHUNTSMAN CORP
20,313$388.0M3.72%
624
UNMUNUM GROUP
8,800$387.0M3.71%
625
MGFMFS GOVT MKTS INCOME TR
76,758$387.0M3.71%
626
DYNEGY INC NEW DEL
45,400$384.0M3.68%
627
RTN1USDRAYTHEON CO
2,700$383.0M3.67%
628
ADVANCED ACCELERATOR APPLIC
13,994$374.0M3.58%
629
ARIAD PHARMACEUTICALS INC
30,000$373.0M3.57%
630
FTNTFORTINET INC
12,300$370.0M3.54%
631
BUIBLACKROCK UTIL & INFRASTRCTU
19,897$366.0M3.51%
632
GJBSTEELCASE INC
20,300$363.0M3.48%
633
HANHAWAIIAN HOLDINGS INC
6,300$359.0M3.44%
634
BLUEBIRD BIO INC
5,800$358.0M3.43%
635
ALNYALNYLAM PHARMACEUTICALS INC
9,450$354.0M3.39%
636
FUODOLBY LABORATORIES INC
7,800$352.0M3.37%
637
APPFAPPFOLIO INC
14,763$352.0M3.37%
638
BLACKROCK MUNICIPAL BOND TR
22,864$349.0M3.34%
639
9990302DAPACHE CORP
5,500$349.0M3.34%Put
640
KLX INC
7,700$347.0M3.32%
641
FLGTFULGENT GENETICS INC
30,000$347.0M3.32%
642
TSLATESLA MTRS INC
1,600$342.0M3.28%
643
ENDO INTL PLC
20,674$341.0M3.27%
644
DREYFUS MUN INCOME INC
39,173$338.0M3.24%
645
SYNTEL INC
17,000$336.0M3.22%
646
PBFPBF ENERGY INC
12,000$335.0M3.21%
647
HTLDEXPRESS INC
31,160$335.0M3.21%
648
HEIHEICO CORP NEW
4,300$332.0M3.18%
649
PGZPRINCIPAL REAL ESTATE INCOME
20,568$328.0M3.14%
650
EATON VANCE HIGH INCOME 2021
33,043$328.0M3.14%
651
AGXARGAN INC
4,600$325.0M3.11%
652
ALPINE TOTAL DYNAMIC DIVID F
42,136$319.0M3.06%
653
CGNXCOGNEX CORP
5,000$318.0M3.05%
654
CNCCENTENE CORP DEL
5,600$316.0M3.03%
655
GGGGRACO INC
3,800$316.0M3.03%
656
NAZNUVEEN ARIZONA QLTY MUN INC
22,016$308.0M2.95%
657
VALIDUS HOLDINGS LTD
5,600$308.0M2.95%
658
CRLCHARLES RIV LABS INTL INC
4,032$307.0M2.94%
659
XHIEXMILLER HOWARD HIGH INC EQTY
24,731$306.0M2.93%
660
ANETEURARISTA NETWORKS INC
3,150$305.0M2.92%
661
SRPTSAREPTA THERAPEUTICS INC
11,000$302.0M2.89%
662
SIXEURSIX FLAGS ENTMT CORP NEW
5,000$300.0M2.87%
663
GUGGENHEIM ENHANCED EQUITY S
18,289$295.0M2.83%
664
BCRUSDBARD C R INC
1,300$292.0M2.80%
665
SESPECTRA ENERGY CORP
7,100$292.0M2.80%
666
JECUSDJACOBS ENGR GROUP INC DEL
5,100$291.0M2.79%
667
OCOWENS CORNING NEW
5,597$289.0M2.77%
668
AFWALIGN TECHNOLOGY INC
3,000$288.0M2.76%
669
RESRPC INC
14,500$287.0M2.75%
670
WCCWESCO INTL INC
4,300$286.0M2.74%
671
AUDCAUDIOCODES LTD
44,860$285.0M2.73%
672
DLTHDULUTH HLDGS INC
11,200$284.0M2.72%
673
IDXXIDEXX LABS INC
2,400$281.0M2.69%
674
CETCENTRAL SECS CORP
12,832$280.0M2.68%
675
AEPAMERICAN ELEC PWR INC
4,400$277.0M2.65%
676
SGENEURSEATTLE GENETICS INC
5,250$277.0M2.65%
677
SYU1SYNOVUS FINL CORP
6,700$275.0M2.63%
678
NATIONSTAR MTG HLDGS INC
15,005$271.0M2.60%
679
MEIMETHODE ELECTRS INC
6,500$269.0M2.58%
680
JACKJACK IN THE BOX INC
2,400$268.0M2.57%
681
CBRLCRACKER BARREL OLD CTRY STOR
1,600$267.0M2.56%
682
IPINTL PAPER CO
3,200$265.0M2.54%Put
683
HELEHELEN OF TROY CORP LTD
3,100$262.0M2.51%
684
SONIC CORP
9,900$262.0M2.51%
685
INTERSIL CORP
11,700$261.0M2.50%
686
BBYBEST BUY INC
6,100$260.0M2.49%
687
CFRCULLEN FROST BANKERS INC
2,900$256.0M2.45%
688
DVAXDYNAVAX TECHNOLOGIES CORP
64,617$255.0M2.44%
689
AYIACUITY BRANDS INC
1,100$254.0M2.43%
690
BPOPPOPULAR INC
5,600$245.0M2.35%
691
ELSEQUITY LIFESTYLE PPTYS INC
3,356$242.0M2.32%
692
ABMDEURABIOMED INC
2,140$241.0M2.31%
693
GNC HLDGS INC
21,700$240.0M2.30%
694
JNPJUNIPER NETWORKS INC
8,400$237.0M2.27%
695
B/E AEROSPACE INC
3,900$235.0M2.25%
696
UMBFUMB FINL CORP
3,000$231.0M2.21%
697
HPEHEWLETT PACKARD ENTERPRISE C
10,000$231.0M2.21%Put
698
CHEMTURA CORP
6,900$229.0M2.19%
699
NUANEURNUANCE COMMUNICATIONS INC
15,300$228.0M2.18%
700
LIFELOCK INC
9,442$226.0M2.16%
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