Laurion Capital Management LP Q2 2016 Filing
Filed August 12, 2016
Portfolio Value
$6.4B
Holdings
603
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (603 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | GMGENERAL MTRS CO | 500,000 | $14.2B | 221.52% | Call |
| 102 | SYFSYNCHRONY FINL | 550,013 | $13.9B | 217.67% | Put |
| 103 | FANGDIAMONDBACK ENERGY INC | 148,600 | $13.6B | 212.21% | Put |
| 104 | UTXZUNITED TECHNOLOGIES CORP | 127,464 | $13.1B | 204.63% | |
| 105 | DLTRDOLLAR TREE INC | 135,000 | $12.7B | 199.17% | Put |
| 106 | ABTABBOTT LABS | 320,800 | $12.6B | 197.45% | Put |
| 107 | CLCOLGATE PALMOLIVE CO | 168,200 | $12.3B | 192.75% | Call |
| 108 | MOSMOSAIC CO NEW | 450,700 | $11.8B | 184.76% | Put |
| 109 | MKTXMARKETAXESS HLDGS INC | 79,900 | $11.6B | 181.87% | |
| 110 | WSTWEST PHARMACEUTICAL SVSC INC | 153,000 | $11.6B | 181.76% | |
| 111 | TYLTYLER TECHNOLOGIES INC | 69,341 | $11.6B | 180.98% | |
| 112 | IWMISHARES TR | 100,000 | $11.5B | 179.99% | Put |
| 113 | 8CWCROWN CASTLE INTL CORP NEW | 110,100 | $11.2B | 174.82% | Put |
| 114 | FDO.FMACYS INC | 328,594 | $11.0B | 172.93% | Put |
| 115 | —LENDINGCLUB CORP | 2,567,500 | $11.0B | 172.84% | Call |
| 116 | —LINKEDIN CORP | 58,300 | $11.0B | 172.74% | Put |
| 117 | CTLTEURCATALENT INC | 474,000 | $10.9B | 170.60% | |
| 118 | MTNVAIL RESORTS INC | 78,100 | $10.8B | 169.02% | |
| 119 | CASYCASEYS GEN STORES INC | 81,500 | $10.7B | 167.79% | |
| 120 | DYHTARGET CORP | 152,800 | $10.7B | 167.01% | Put |
| 121 | MANHMANHATTAN ASSOCS INC | 164,300 | $10.5B | 164.96% | |
| 122 | —RITE AID CORP | 1,400,000 | $10.5B | 164.16% | Put |
| 123 | ATVIEURACTIVISION BLIZZARD INC | 264,600 | $10.5B | 164.16% | Put |
| 124 | MBIMBIA INC | 1,517,000 | $10.4B | 162.22% | Put |
| 125 | LULULULULEMON ATHLETICA INC | 140,000 | $10.3B | 161.88% | Call |
| 126 | —SHIRE PLC | 55,511 | $10.2B | 159.97% | Call |
| 127 | AVGOBROADCOM LTD | 130,000 | $10.2B | 159.31% | Call |
| 128 | BERYEURBERRY PLASTICS GROUP INC | 258,700 | $10.1B | 157.34% | |
| 129 | ELLAUDER ESTEE COS INC | 110,000 | $10.0B | 156.74% | Put |
| 130 | WCGEURWELLCARE HEALTH PLANS INC | 92,500 | $9.9B | 155.35% | |
| 131 | SYMCEURSYMANTEC CORP | 482,400 | $9.9B | 155.11% | Call |
| 132 | HIWHIGHWOODS PPTYS INC | 187,200 | $9.9B | 154.74% | |
| 133 | —SOVRAN SELF STORAGE INC | 93,320 | $9.8B | 153.28% | |
| 134 | PLDPROLOGIS INC | 199,000 | $9.8B | 152.78% | Call |
| 135 | ABMDEURABIOMED INC | 88,540 | $9.7B | 151.50% | |
| 136 | HCAHCA HOLDINGS INC | 125,000 | $9.6B | 150.70% | Put |
| 137 | —OMNOVA SOLUTIONS INC | 1,293,599 | $9.4B | 146.83% | |
| 138 | —BLUE BUFFALO PET PRODS INC | 400,000 | $9.3B | 146.16% | |
| 139 | GILDGILEAD SCIENCES INC | 111,600 | $9.3B | 145.75% | Put |
| 140 | —PIEDMONT NAT GAS INC | 152,300 | $9.2B | 143.34% | |
| 141 | GWREGUIDEWIRE SOFTWARE INC | 147,000 | $9.1B | 142.14% | |
| 142 | —AMSURG CORP | 117,000 | $9.1B | 142.03% | |
| 143 | MRVLMARVELL TECHNOLOGY GROUP LTD | 944,325 | $9.0B | 140.90% | Put |
| 144 | POOLPOOL CORPORATION | 95,500 | $9.0B | 140.59% | |
| 145 | FAFFIRST AMERN FINL CORP | 220,300 | $8.9B | 138.71% | |
| 146 | —SUNTRUST BKS INC | 214,600 | $8.8B | 138.00% | Put |
| 147 | MMM3M CO | 50,000 | $8.8B | 137.08% | Put |
| 148 | WELLWELLTOWER INC | 113,100 | $8.6B | 134.87% | |
| 149 | —ROWAN COMPANIES PLC | 486,100 | $8.6B | 134.40% | Put |
| 150 | BKRBAKER HUGHES INC | 190,000 | $8.6B | 134.24% | Put |
| 151 | —AETNA INC NEW | 69,906 | $8.5B | 133.67% | |
| 152 | —CYRUSONE INC | 153,200 | $8.5B | 133.49% | |
| 153 | BURLBURLINGTON STORES INC | 126,699 | $8.5B | 132.32% | |
| 154 | MUMICRON TECHNOLOGY INC | 600,000 | $8.3B | 129.25% | Put |
| 155 | —DIAMOND RESORTS INTL INC | 273,006 | $8.2B | 128.05% | Put |
| 156 | MNSTMONSTER BEVERAGE CORP NEW | 50,000 | $8.0B | 125.81% | Put |
| 157 | GMEGAMESTOP CORP NEW | 300,000 | $8.0B | 124.84% | Put |
| 158 | NBIXNEUROCRINE BIOSCIENCES INC | 173,300 | $7.9B | 123.30% | |
| 159 | NTESNETEASE INC | 40,500 | $7.8B | 122.50% | Call |
| 160 | G3VGREEN PLAINS INC | 395,370 | $7.8B | 122.06% | |
| 161 | HYGISHARES TR | 91,899 | $7.8B | 121.85% | |
| 162 | EEFTEURONET WORLDWIDE INC | 112,200 | $7.8B | 121.53% | |
| 163 | MDTMEDTRONIC PLC | 88,900 | $7.7B | 120.77% | Put |
| 164 | LVLNSPDR SERIES TRUST | 200,000 | $7.7B | 120.08% | Put |
| 165 | TXNTEXAS INSTRS INC | 121,300 | $7.6B | 118.97% | Call |
| 166 | —TWENTY FIRST CENTY FOX INC | 275,000 | $7.4B | 116.46% | |
| 167 | XEADXWELLS FARGO INCOME OPPORTUNI | 936,652 | $7.4B | 115.85% | |
| 168 | —INVESCO DYNAMIC CR OPP FD | 666,932 | $7.3B | 115.07% | |
| 169 | DVNDEVON ENERGY CORP NEW | 200,000 | $7.3B | 113.50% | Put |
| 170 | —CONSOL ENERGY INC | 450,000 | $7.2B | 113.36% | Call |
| 171 | GSMFERROGLOBE PLC | 829,058 | $7.1B | 111.75% | |
| 172 | —MARKETO INC | 200,300 | $7.0B | 109.18% | Call |
| 173 | DISCAUSDDISCOVERY COMMUNICATNS NEW | 275,000 | $6.9B | 108.62% | Put |
| 174 | ADBEADOBE SYS INC | 72,203 | $6.9B | 108.27% | Put |
| 175 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 260,000 | $6.8B | 106.77% | Call |
| 176 | KGCKINROSS GOLD CORP | 1,386,000 | $6.8B | 106.11% | Call |
| 177 | LIVNLIVANOVA PLC | 132,000 | $6.6B | 103.80% | |
| 178 | —FEI CO | 62,000 | $6.6B | 103.75% | |
| 179 | TIFEURTIFFANY & CO NEW | 108,900 | $6.6B | 103.39% | Call |
| 180 | CMCSACOMCAST CORP NEW | 101,000 | $6.6B | 103.08% | Put |
| 181 | SBUXSTARBUCKS CORP | 115,000 | $6.6B | 102.84% | Call |
| 182 | TRSTRIMAS CORP | 361,900 | $6.5B | 101.98% | |
| 183 | —MICHAEL KORS HLDGS LTD | 130,000 | $6.4B | 100.70% | Call |
| 184 | AERAERCAP HOLDINGS NV | 190,000 | $6.4B | 99.91% | |
| 185 | ARDCARES DYNAMIC CR ALLOCATION F | 450,511 | $6.2B | 96.99% | |
| 186 | BABAALIBABA GROUP HLDG LTD | 75,700 | $6.0B | 94.28% | Call |
| 187 | —IMPRIVATA INC | 429,600 | $6.0B | 94.15% | |
| 188 | SLBSCHLUMBERGER LTD | 75,314 | $6.0B | 93.24% | Put |
| 189 | SRISTONERIDGE INC | 395,388 | $5.9B | 92.48% | |
| 190 | WEAWESTERN ALLIANCE BANCORP | 180,600 | $5.9B | 92.32% | |
| 191 | MATMATTEL INC | 180,800 | $5.7B | 88.56% | Call |
| 192 | SUISUN CMNTYS INC | 72,940 | $5.6B | 87.51% | |
| 193 | CHKPCHECK POINT SOFTWARE TECH LT | 70,000 | $5.6B | 87.33% | Call |
| 194 | LNCLINCOLN NATL CORP IND | 140,677 | $5.5B | 85.37% | Put |
| 195 | AMDADVANCED MICRO DEVICES INC | 1,056,399 | $5.4B | 85.01% | Call |
| 196 | ODPEUROFFICE DEPOT INC | 1,606,800 | $5.3B | 83.27% | Put |
| 197 | ADPAUTOMATIC DATA PROCESSING IN | 57,605 | $5.3B | 82.85% | Put |
| 198 | —CYPRESS SEMICONDUCTOR CORP | 500,000 | $5.3B | 82.58% | Call |
| 199 | ICEINTERCONTINENTAL EXCHANGE IN | 20,500 | $5.2B | 82.14% | |
| 200 | —TIVO INC | 520,735 | $5.2B | 80.70% | Put |