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 |
|---|---|---|---|---|---|
| 201 | —ISTAR INC | 363,800 | $3.5B | 55.48% | Call |
| 202 | —MANITOWOC FOODSERVICE INC | 236,700 | $3.5B | 55.07% | |
| 203 | —IVY HIGH INC OPPORTUNITIES F | 266,900 | $3.4B | 53.63% | |
| 204 | ADPAUTOMATIC DATA PROCESSING IN | 37,177 | $3.3B | 52.64% | Put |
| 205 | —PANDORA MEDIA INC | 372,093 | $3.3B | 52.58% | Put |
| 206 | VGIVIRTUS GLOBAL MULTI-SEC INC | 234,054 | $3.3B | 52.36% | |
| 207 | RCLROYAL CARIBBEAN CRUISES LTD | 40,000 | $3.3B | 51.87% | Put |
| 208 | FFORD MTR CO DEL | 241,900 | $3.3B | 51.55% | Call |
| 209 | OMFONEMAIN HLDGS INC | 117,200 | $3.2B | 50.76% | Put |
| 210 | —RITE AID CORP | 390,300 | $3.2B | 50.23% | Put |
| 211 | —SHUTTERFLY INC | 68,150 | $3.2B | 49.89% | Call |
| 212 | PMMPUTNAM MANAGED MUN INCOM TR | 410,767 | $3.1B | 49.59% | |
| 213 | PDCEUSDPDC ENERGY INC | 52,834 | $3.1B | 49.58% | |
| 214 | —NATIONSTAR MTG HLDGS INC | 312,700 | $3.1B | 48.87% | |
| 215 | IPINTL PAPER CO | 75,000 | $3.1B | 48.58% | Put |
| 216 | DGDOLLAR GEN CORP NEW | 35,832 | $3.1B | 48.41% | |
| 217 | PKGPACKAGING CORP AMER | 50,400 | $3.0B | 48.05% | Call |
| 218 | BBYBEST BUY INC | 90,000 | $2.9B | 46.09% | Put |
| 219 | SLBSCHLUMBERGER LTD | 39,500 | $2.9B | 46.00% | Put |
| 220 | CMECME GROUP INC | 30,105 | $2.9B | 45.65% | |
| 221 | SLGNSILGAN HOLDINGS INC | 53,100 | $2.8B | 44.56% | |
| 222 | VVRINVESCO SR INCOME TR | 678,671 | $2.7B | 43.28% | |
| 223 | —TAILORED BRANDS INC | 150,000 | $2.7B | 42.38% | Call |
| 224 | OMCOMNICOM GROUP INC | 31,936 | $2.7B | 41.95% | |
| 225 | HTZHERTZ GLOBAL HOLDINGS INC | 250,559 | $2.6B | 41.64% | Put |
| 226 | TTWOTAKE-TWO INTERACTIVE SOFTWAR | 70,000 | $2.6B | 41.62% | Put |
| 227 | NENOBLE CORP PLC | 252,931 | $2.6B | 41.32% | Put |
| 228 | —CORNERSTONE ONDEMAND INC | 79,722 | $2.6B | 41.23% | |
| 229 | HDSUSDHD SUPPLY HLDGS INC | 78,700 | $2.6B | 41.09% | |
| 230 | AIGAMERICAN INTL GROUP INC | 48,080 | $2.6B | 41.02% | |
| 231 | ARDCARES DYNAMIC CR ALLOCATION F | 191,528 | $2.6B | 40.45% | |
| 232 | —NUVEEN PREM INCOME MUN FD 2 | 173,616 | $2.6B | 40.34% | |
| 233 | —CALPINE CORP | 167,655 | $2.5B | 40.14% | |
| 234 | SUNSUNOCO LOGISTICS PRTNRS L P | 100,000 | $2.5B | 39.57% | Call |
| 235 | WMBWILLIAMS COS INC DEL | 150,000 | $2.4B | 38.06% | Call |
| 236 | DDOMINION RES INC VA NEW | 31,700 | $2.4B | 37.58% | |
| 237 | CSIQCANADIAN SOLAR INC | 122,500 | $2.4B | 37.28% | Call |
| 238 | COFCAPITAL ONE FINL CORP | 34,000 | $2.4B | 37.20% | Call |
| 239 | KMIKINDER MORGAN INC DEL | 131,800 | $2.4B | 37.16% | Put |
| 240 | SBACSBA COMMUNICATIONS CORP | 23,000 | $2.3B | 36.37% | |
| 241 | —BUNGE LIMITED | 39,700 | $2.3B | 35.51% | |
| 242 | RFREGIONS FINL CORP NEW | 283,300 | $2.2B | 35.10% | |
| 243 | EHIWESTERN ASSET GLB HI INCOME | 243,046 | $2.2B | 34.68% | |
| 244 | DISCAUSDDISCOVERY COMMUNICATNS NEW | 73,700 | $2.1B | 33.30% | Put |
| 245 | —KATE SPADE & CO | 81,936 | $2.1B | 33.00% | |
| 246 | AMDADVANCED MICRO DEVICES INC | 717,820 | $2.0B | 32.29% | |
| 247 | —REYNOLDS AMERICAN INC | 39,700 | $2.0B | 31.52% | |
| 248 | KOCOCA COLA CO | 42,900 | $2.0B | 31.41% | |
| 249 | ALLYALLY FINL INC | 104,800 | $2.0B | 30.97% | |
| 250 | MCXMCCORMICK & CO INC | 19,300 | $1.9B | 30.31% | |
| 251 | VIAVVIAVI SOLUTIONS INC | 279,800 | $1.9B | 30.29% | |
| 252 | CYHCOMMUNITY HEALTH SYS INC NEW | 102,700 | $1.9B | 30.01% | |
| 253 | RTN1USDRAYTHEON CO | 15,400 | $1.9B | 29.82% | |
| 254 | —GRUBHUB INC | 74,500 | $1.9B | 29.55% | Call |
| 255 | ARANTERO RES CORP | 75,000 | $1.9B | 29.44% | Call |
| 256 | SEDGSOLAREDGE TECHNOLOGIES INC | 73,800 | $1.9B | 29.28% | Put |
| 257 | MMM3M CO | 11,100 | $1.9B | 29.20% | |
| 258 | —YAHOO INC | 50,000 | $1.8B | 29.06% | Put |
| 259 | —WPX ENERGY INC | 260,300 | $1.8B | 28.71% | |
| 260 | —LEGG MASON BW GLB INC OPP FD | 145,621 | $1.8B | 28.38% | |
| 261 | SDRLSEADRILL LIMITED | 533,900 | $1.8B | 27.81% | Put |
| 262 | GSMFERROGLOBE PLC | 200,000 | $1.8B | 27.81% | Call |
| 263 | LITELUMENTUM HLDGS INC | 64,600 | $1.7B | 27.50% | |
| 264 | KBHKB HOME | 121,838 | $1.7B | 27.46% | |
| 265 | WBAWALGREENS BOOTS ALLIANCE INC | 20,500 | $1.7B | 27.26% | |
| 266 | WEAWESTERN ASSET PREMIER BD FD | 136,777 | $1.7B | 27.10% | |
| 267 | —APOLLO TACTICAL INCOME FD IN | 125,165 | $1.7B | 26.88% | |
| 268 | —SODASTREAM INTERNATIONAL LTD | 119,600 | $1.7B | 26.58% | |
| 269 | BABAALIBABA GROUP HLDG LTD | 21,247 | $1.7B | 26.50% | Call |
| 270 | —WESTERN ASSET GLB PTNRS INCO | 203,527 | $1.6B | 25.76% | |
| 271 | RRCRANGE RES CORP | 50,000 | $1.6B | 25.55% | Call |
| 272 | DKSDICKS SPORTING GOODS INC | 34,400 | $1.6B | 25.38% | |
| 273 | —MEDIA GEN INC NEW | 95,136 | $1.6B | 24.50% | Call |
| 274 | GNWGENWORTH FINL INC | 552,800 | $1.5B | 23.82% | |
| 275 | PCGPG&E CORP | 25,000 | $1.5B | 23.57% | |
| 276 | —PLATFORM SPECIALTY PRODS COR | 170,100 | $1.5B | 23.09% | |
| 277 | URBNURBAN OUTFITTERS INC | 44,089 | $1.5B | 23.03% | |
| 278 | —ROVI CORP | 69,875 | $1.4B | 22.62% | |
| 279 | AU3EURANGLOGOLD ASHANTI LTD | 104,100 | $1.4B | 22.49% | Call |
| 280 | —FIRST TR STRATEGIC HIGH INC | 123,084 | $1.4B | 22.08% | |
| 281 | FULFULLER H B CO | 32,900 | $1.4B | 22.05% | |
| 282 | —WHITING PETE CORP NEW | 169,800 | $1.4B | 21.39% | |
| 283 | —BLUEBIRD BIO INC | 31,200 | $1.3B | 20.93% | |
| 284 | YELPYELP INC | 66,400 | $1.3B | 20.84% | |
| 285 | FASTFASTENAL CO | 26,700 | $1.3B | 20.65% | |
| 286 | JHIHANCOCK JOHN INVS TR | 83,424 | $1.3B | 20.33% | |
| 287 | —DSW INC | 46,300 | $1.3B | 20.20% | |
| 288 | CALMCAL MAINE FOODS INC | 23,900 | $1.2B | 19.59% | |
| 289 | —PINNACLE FOODS INC DEL | 27,489 | $1.2B | 19.38% | |
| 290 | AGIOAGIOS PHARMACEUTICALS INC | 30,000 | $1.2B | 19.23% | |
| 291 | LVSLAS VEGAS SANDS CORP | 22,070 | $1.1B | 18.01% | |
| 292 | —BROOKFIELD HIGH INCOME FD IN | 161,998 | $1.1B | 17.95% | |
| 293 | CVGWCALAVO GROWERS INC | 19,900 | $1.1B | 17.92% | |
| 294 | NWLNEWELL RUBBERMAID INC | 25,400 | $1.1B | 17.76% | |
| 295 | —DYNEGY INC NEW DEL | 77,200 | $1.1B | 17.50% | |
| 296 | —ASCENA RETAIL GROUP INC | 100,000 | $1.1B | 17.46% | Call |
| 297 | —SONIC CORP | 31,230 | $1.1B | 17.33% | |
| 298 | BWEURBABCOCK & WILCOX ENTERPRIS I | 51,320 | $1.1B | 17.33% | |
| 299 | CCCHEMOURS CO | 155,300 | $1.1B | 17.16% | |
| 300 | MMTMFS MULTIMARKET INCOME TR | 185,424 | $1.1B | 17.06% |