Laurion Capital Management LP Q1 2016 Filing
Filed May 13, 2016
Portfolio Value
$6.3B
Holdings
595
Report Date
Q1 2016
Filing Type
13F-HR
All Holdings (595 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | TIFEURTIFFANY & CO NEW | 174,298 | $12.8B | 201.88% | Call |
| 102 | —DOW CHEM CO | 250,000 | $12.7B | 200.70% | Put |
| 103 | —VALSPAR CORP | 117,340 | $12.6B | 198.22% | |
| 104 | XLESELECT SECTOR SPDR TR | 200,000 | $12.4B | 195.47% | Put |
| 105 | CLCOLGATE PALMOLIVE CO | 172,549 | $12.2B | 192.41% | Call |
| 106 | OXYOCCIDENTAL PETE CORP DEL | 170,000 | $11.6B | 183.63% | Call |
| 107 | WOOFOOT LOCKER INC | 179,100 | $11.6B | 182.34% | Put |
| 108 | IWMISHARES TR | 100,000 | $11.1B | 174.60% | Put |
| 109 | —CBS CORP NEW | 200,000 | $11.0B | 173.91% | Put |
| 110 | LNGCHENIERE ENERGY INC | 325,000 | $11.0B | 173.55% | Call |
| 111 | METMETLIFE INC | 247,200 | $10.9B | 171.45% | Put |
| 112 | —OMNOVA SOLUTIONS INC | 1,906,900 | $10.6B | 167.34% | |
| 113 | MRKMERCK & CO INC NEW | 200,000 | $10.6B | 167.03% | Put |
| 114 | EAELECTRONIC ARTS INC | 160,000 | $10.6B | 166.96% | Put |
| 115 | —TIVO INC | 1,103,435 | $10.5B | 165.64% | Put |
| 116 | MDLZMONDELEZ INTL INC | 255,000 | $10.2B | 161.49% | Put |
| 117 | AWIARMSTRONG WORLD INDS INC NEW | 205,823 | $10.0B | 157.15% | |
| 118 | ABXBARRICK GOLD CORP | 727,500 | $9.9B | 155.93% | Call |
| 119 | LULULULULEMON ATHLETICA INC | 140,000 | $9.5B | 149.62% | Call |
| 120 | MPCMARATHON PETE CORP | 250,000 | $9.3B | 146.71% | |
| 121 | GSGOLDMAN SACHS GROUP INC | 58,800 | $9.2B | 145.70% | Put |
| 122 | MUMICRON TECHNOLOGY INC | 879,355 | $9.2B | 145.32% | Put |
| 123 | NTAPNETAPP INC | 334,800 | $9.1B | 144.22% | Call |
| 124 | B7SBROOKDALE SR LIVING INC | 569,485 | $9.0B | 142.74% | Put |
| 125 | —BARCLAYS BK PLC | 513,300 | $9.0B | 142.67% | |
| 126 | MLMMARTIN MARIETTA MATLS INC | 54,400 | $8.7B | 136.96% | Call |
| 127 | XEVVXEATON VANCE LTD DUR INCOME F | 645,467 | $8.5B | 134.28% | |
| 128 | HOGHARLEY DAVIDSON INC | 165,000 | $8.5B | 133.68% | Put |
| 129 | HONHONEYWELL INTL INC | 75,000 | $8.4B | 132.65% | Call |
| 130 | BKRBAKER HUGHES INC | 190,000 | $8.3B | 131.45% | Put |
| 131 | XLISELECT SECTOR SPDR TR | 150,000 | $8.3B | 131.34% | Put |
| 132 | —JOHNSON CTLS INC | 210,000 | $8.2B | 129.18% | Call |
| 133 | MBIMBIA INC | 924,400 | $8.2B | 129.13% | Put |
| 134 | —DU PONT E I DE NEMOURS & CO | 129,100 | $8.2B | 129.04% | Call |
| 135 | PNRPENTAIR PLC | 149,200 | $8.1B | 127.79% | |
| 136 | —ROWAN COMPANIES PLC | 496,800 | $8.0B | 126.26% | Put |
| 137 | DEDEERE & CO | 100,000 | $7.7B | 121.52% | Put |
| 138 | VIPSVIPSHOP HLDGS LTD | 591,699 | $7.6B | 120.29% | Put |
| 139 | LVLNSPDR SERIES TRUST | 200,000 | $7.5B | 118.82% | Put |
| 140 | HYGISHARES TR | 91,899 | $7.5B | 118.49% | |
| 141 | BGBBLACKSTONE GSO STRATEGIC CR | 550,654 | $7.5B | 118.46% | |
| 142 | —MICHAEL KORS HLDGS LTD | 130,500 | $7.4B | 117.32% | Call |
| 143 | —INVESCO DYNAMIC CR OPP FD | 679,573 | $7.3B | 115.30% | |
| 144 | SNISCRIPPS NETWORKS INTERACT IN | 110,000 | $7.2B | 113.72% | Call |
| 145 | CITUSDCIT GROUP INC | 230,000 | $7.1B | 112.65% | Call |
| 146 | ROKROCKWELL AUTOMATION INC | 62,500 | $7.1B | 112.21% | Call |
| 147 | —BAXALTA INC | 175,000 | $7.1B | 111.59% | Put |
| 148 | DSLDOUBLELINE INCOME SOLUTIONS | 417,373 | $7.0B | 110.74% | |
| 149 | EXPEAGLE MATERIALS INC | 100,000 | $7.0B | 110.66% | Call |
| 150 | SBUXSTARBUCKS CORP | 115,000 | $6.9B | 108.37% | Call |
| 151 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 260,000 | $6.8B | 107.52% | Call |
| 152 | XEADXWELLS FARGO INCOME OPPORTUNI | 892,354 | $6.8B | 106.62% | |
| 153 | BABOEING CO | 50,000 | $6.3B | 100.18% | Put |
| 154 | CHKPCHECK POINT SOFTWARE TECH LT | 70,000 | $6.1B | 96.65% | Call |
| 155 | —AMERICAN RAILCAR INDS INC | 150,000 | $6.1B | 96.44% | Put |
| 156 | MIC2EURMACQUARIE INFRASTRUCTURE COR | 90,000 | $6.1B | 95.81% | Put |
| 157 | YUMYUM BRANDS INC | 73,200 | $6.0B | 94.56% | Put |
| 158 | —ENSCO PLC | 575,230 | $6.0B | 94.15% | Put |
| 159 | FCXFREEPORT-MCMORAN INC | 572,500 | $5.9B | 93.44% | Put |
| 160 | EXPEEXPEDIA INC DEL | 54,800 | $5.9B | 93.27% | Call |
| 161 | TSLATESLA MTRS INC | 25,000 | $5.7B | 90.66% | Call |
| 162 | CNCCENTENE CORP DEL | 90,000 | $5.5B | 87.46% | Put |
| 163 | AVGOBROADCOM CORP-CL A | 100,000 | $5.5B | 87.00% | Call |
| 164 | —GCP APPLIED TECHNOLOGIES INC | 271,995 | $5.4B | 85.61% | |
| 165 | —AK STL HLDG CORP | 1,300,725 | $5.4B | 84.79% | Call |
| 166 | HIOWESTERN ASSET HIGH INCM OPP | 1,141,776 | $5.4B | 84.52% | |
| 167 | —LEVEL 3 COMMUNICATIONS INC | 100,000 | $5.3B | 83.42% | Call |
| 168 | MRO*MARATHON OIL CORP | 472,000 | $5.3B | 82.99% | Put |
| 169 | —HSN INC | 100,000 | $5.2B | 82.57% | Call |
| 170 | JGHNUVEEN GLOBAL HIGH INCOME FD | 376,558 | $5.2B | 82.44% | |
| 171 | WMTWAL-MART STORES INC | 75,000 | $5.1B | 81.08% | Put |
| 172 | MATMATTEL INC | 152,700 | $5.1B | 81.02% | Call |
| 173 | IVZINVESCO LTD | 165,562 | $5.1B | 80.40% | |
| 174 | —CONSOL ENERGY INC | 450,000 | $5.1B | 80.20% | Call |
| 175 | WFRDWEATHERFORD INTL PLC | 650,000 | $5.1B | 79.82% | Put |
| 176 | CHKEURCHESAPEAKE ENERGY CORP | 1,216,900 | $5.0B | 79.14% | Put |
| 177 | —LENDINGCLUB CORP | 601,661 | $5.0B | 78.83% | |
| 178 | NDAQNASDAQ INC | 74,937 | $5.0B | 78.51% | |
| 179 | NVDANVIDIA CORP | 138,800 | $4.9B | 78.05% | |
| 180 | NMZNUVEEN MUN HIGH INCOME OPP F | 345,459 | $4.8B | 76.24% | |
| 181 | ROLROLLINS INC | 175,000 | $4.7B | 74.91% | |
| 182 | SYYSYSCO CORP | 100,000 | $4.7B | 73.76% | Put |
| 183 | VKQINVESCO MUN TR | 341,375 | $4.5B | 71.77% | |
| 184 | GLNGGOLAR LNG LTD BERMUDA | 251,900 | $4.5B | 71.45% | Put |
| 185 | —RADIUS HEALTH INC | 139,000 | $4.4B | 68.98% | Call |
| 186 | KIOKKR INCOME OPPORTUNITIES FD | 295,391 | $4.3B | 67.19% | |
| 187 | ERCWELLS FARGO MULTI SECTOR INC | 344,976 | $4.2B | 66.55% | |
| 188 | —NEUSTAR INC | 165,400 | $4.1B | 64.24% | Put |
| 189 | —WESTERN ASSET MGD HI INCM FD | 895,519 | $4.0B | 62.62% | |
| 190 | NRKNUVEEN NY AMT FREE MUN INCOM | 286,118 | $3.8B | 60.69% | |
| 191 | ARCPEURVEREIT INC | 430,000 | $3.8B | 60.22% | Call |
| 192 | FANGDIAMONDBACK ENERGY INC | 48,600 | $3.8B | 59.21% | Call |
| 193 | WSMWILLIAMS SONOMA INC | 67,800 | $3.7B | 58.58% | |
| 194 | MCRMFS CHARTER INCOME TR | 453,687 | $3.7B | 58.21% | |
| 195 | SUSUNCOR ENERGY INC NEW | 130,100 | $3.6B | 57.11% | Call |
| 196 | —AVENUE INCOME CR STRATEGIES | 326,754 | $3.6B | 56.52% | |
| 197 | —GENERAL GROWTH PPTYS INC NEW | 120,000 | $3.6B | 56.32% | Call |
| 198 | —NEW YORK REIT INC | 350,000 | $3.5B | 55.80% | Put |
| 199 | RIORIO TINTO PLC | 125,000 | $3.5B | 55.78% | Call |
| 200 | LPLALPL FINL HLDGS INC | 142,450 | $3.5B | 55.77% |