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 |
|---|---|---|---|---|---|
| 201 | KMXCARMAX INC | 104,100 | $5.1B | 79.91% | |
| 202 | MCHPMICROCHIP TECHNOLOGY INC | 100,000 | $5.1B | 79.47% | Put |
| 203 | JGHNUVEEN GLOBAL HIGH INCOME FD | 349,252 | $5.0B | 78.68% | |
| 204 | —MENTOR GRAPHICS CORP | 230,600 | $4.9B | 76.76% | Put |
| 205 | —HSN INC | 100,000 | $4.9B | 76.60% | Call |
| 206 | DEODIAGEO P L C | 43,000 | $4.9B | 75.99% | Put |
| 207 | COFCAPITAL ONE FINL CORP | 75,900 | $4.8B | 75.46% | Put |
| 208 | IPINTL PAPER CO | 112,500 | $4.8B | 74.64% | Put |
| 209 | WDCWESTERN DIGITAL CORP | 99,900 | $4.7B | 73.91% | |
| 210 | VIPSVIPSHOP HLDGS LTD | 412,494 | $4.6B | 72.14% | |
| 211 | JWNUSDNORDSTROM INC | 120,200 | $4.6B | 71.62% | Put |
| 212 | EPCEDGEWELL PERS CARE CO | 53,571 | $4.5B | 70.79% | Call |
| 213 | EPREPR PPTYS | 56,000 | $4.5B | 70.73% | |
| 214 | —CALATLANTIC GROUP INC | 122,900 | $4.5B | 70.64% | |
| 215 | ITWILLINOIS TOOL WKS INC | 41,700 | $4.3B | 67.99% | Put |
| 216 | HIXWESTERN ASSET HIGH INCM FD I | 625,270 | $4.3B | 67.93% | |
| 217 | HOGHARLEY DAVIDSON INC | 95,300 | $4.3B | 67.58% | Put |
| 218 | DHRDANAHER CORP DEL | 42,584 | $4.3B | 67.33% | |
| 219 | —EQUITY ONE | 132,400 | $4.3B | 66.71% | |
| 220 | TMOTHERMO FISHER SCIENTIFIC INC | 28,773 | $4.3B | 66.55% | Call |
| 221 | PYPLPAYPAL HLDGS INC | 114,314 | $4.2B | 65.38% | Put |
| 222 | CPBCAMPBELL SOUP CO | 62,400 | $4.2B | 64.99% | |
| 223 | WBAWALGREENS BOOTS ALLIANCE INC | 49,695 | $4.1B | 64.78% | |
| 224 | HIOWESTERN ASSET HIGH INCM OPP | 836,277 | $4.1B | 64.16% | |
| 225 | NZFNUVEEN ENHANCED MUN CREDIT O | 256,099 | $4.1B | 63.83% | |
| 226 | EHIWESTERN ASSET GLB HI INCOME | 413,544 | $4.0B | 62.87% | |
| 227 | PXDEURPIONEER NAT RES CO | 26,400 | $4.0B | 62.50% | |
| 228 | JAZZJAZZ PHARMACEUTICALS PLC | 28,100 | $4.0B | 62.17% | |
| 229 | LUVSOUTHWEST AIRLS CO | 100,500 | $3.9B | 61.70% | |
| 230 | —AVENUE INCOME CR STRATEGIES | 326,812 | $3.9B | 61.29% | |
| 231 | —NEUSTAR INC | 164,600 | $3.9B | 60.59% | Put |
| 232 | ADMARCHER DANIELS MIDLAND CO | 87,600 | $3.8B | 58.82% | Put |
| 233 | GLNGGOLAR LNG LTD BERMUDA | 241,900 | $3.7B | 58.69% | Put |
| 234 | SPGIS&P GLOBAL INC | 34,900 | $3.7B | 58.60% | |
| 235 | ACADACADIA PHARMACEUTICALS INC | 112,100 | $3.6B | 56.97% | |
| 236 | PEGPUBLIC SVC ENTERPRISE GROUP | 78,000 | $3.6B | 56.92% | Call |
| 237 | SJMSMUCKER J M CO | 23,800 | $3.6B | 56.78% | |
| 238 | CMACOMERICA INC | 86,500 | $3.6B | 55.70% | Call |
| 239 | RCLROYAL CARIBBEAN CRUISES LTD | 52,800 | $3.5B | 55.50% | Put |
| 240 | STTSTATE STR CORP | 64,800 | $3.5B | 54.68% | Put |
| 241 | —SPARK THERAPEUTICS INC | 68,000 | $3.5B | 54.43% | |
| 242 | —NATIONSTAR MTG HLDGS INC | 302,500 | $3.4B | 53.32% | |
| 243 | INTUINTUIT | 30,300 | $3.4B | 52.95% | |
| 244 | HRIHERC HLDGS INC | 300,691 | $3.3B | 52.12% | Put |
| 245 | —HABIT RESTAURANTS INC | 202,959 | $3.3B | 52.04% | |
| 246 | OLNOLIN CORP | 132,300 | $3.3B | 51.44% | Call |
| 247 | —PANDORA MEDIA INC | 259,793 | $3.2B | 50.65% | Put |
| 248 | NSANATIONAL STORAGE AFFILIATES | 155,000 | $3.2B | 50.52% | |
| 249 | LMTLOCKHEED MARTIN CORP | 12,800 | $3.2B | 49.74% | |
| 250 | GISGENERAL MLS INC | 43,300 | $3.1B | 48.34% | |
| 251 | HRBBLOCK H & R INC | 133,600 | $3.1B | 48.11% | |
| 252 | ERCWELLS FARGO MULTI SECTOR INC | 242,890 | $3.1B | 48.11% | |
| 253 | AONAON PLC | 28,000 | $3.1B | 47.87% | |
| 254 | CMECME GROUP INC | 30,005 | $2.9B | 45.75% | |
| 255 | —ENSCO PLC | 290,000 | $2.8B | 44.09% | Put |
| 256 | —NEW YORK REIT INC | 300,000 | $2.8B | 43.44% | Call |
| 257 | DSLDOUBLELINE INCOME SOLUTIONS | 150,513 | $2.8B | 43.24% | |
| 258 | —PARSLEY ENERGY INC | 101,200 | $2.7B | 42.86% | |
| 259 | MMTMFS MULTIMARKET INCOME TR | 451,268 | $2.7B | 42.74% | |
| 260 | OASEUROASIS PETE INC NEW | 290,000 | $2.7B | 42.41% | Put |
| 261 | —FMC TECHNOLOGIES INC | 100,000 | $2.7B | 41.75% | Call |
| 262 | KIOKKR INCOME OPPORTUNITIES FD | 175,419 | $2.6B | 41.36% | |
| 263 | —LUXOFT HLDG INC | 50,100 | $2.6B | 40.80% | |
| 264 | NVDANVIDIA CORP | 55,400 | $2.6B | 40.77% | |
| 265 | —SHUTTERFLY INC | 54,400 | $2.5B | 39.70% | Call |
| 266 | EMREMERSON ELEC CO | 48,203 | $2.5B | 39.37% | Put |
| 267 | STZCONSTELLATION BRANDS INC | 15,200 | $2.5B | 39.36% | |
| 268 | ALBALBEMARLE CORP | 31,700 | $2.5B | 39.36% | Put |
| 269 | CHKEURCHESAPEAKE ENERGY CORP | 585,000 | $2.5B | 39.20% | Put |
| 270 | SHWSHERWIN WILLIAMS CO | 8,506 | $2.5B | 39.11% | |
| 271 | RFREGIONS FINL CORP NEW | 292,300 | $2.5B | 38.93% | |
| 272 | —TIME INC NEW | 150,000 | $2.5B | 38.65% | Call |
| 273 | PLNTPLANET FITNESS INC | 130,600 | $2.5B | 38.59% | |
| 274 | ANFABERCROMBIE & FITCH CO | 137,808 | $2.5B | 38.42% | |
| 275 | PDCEUSDPDC ENERGY INC | 42,000 | $2.4B | 37.89% | |
| 276 | KRKROGER CO | 64,401 | $2.4B | 37.09% | |
| 277 | DGDOLLAR GEN CORP NEW | 24,900 | $2.3B | 36.65% | |
| 278 | MUJBLACKROCK MUNIHLDGS NJ QLTY | 140,861 | $2.3B | 35.79% | |
| 279 | NEANUVEEN FLTNG RTE INCM OPP FD | 216,051 | $2.2B | 34.71% | |
| 280 | RHT1EURRED HAT INC | 29,989 | $2.2B | 34.08% | |
| 281 | MCRMFS CHARTER INCOME TR | 255,435 | $2.2B | 33.88% | |
| 282 | —DCT INDUSTRIAL TRUST INC | 44,800 | $2.2B | 33.69% | |
| 283 | CAGCONAGRA FOODS INC | 44,900 | $2.1B | 33.61% | |
| 284 | OLLIOLLIES BARGAIN OUTLT HLDGS I | 84,100 | $2.1B | 32.77% | |
| 285 | BABOEING CO | 16,100 | $2.1B | 32.74% | |
| 286 | KOCOCA COLA CO | 45,000 | $2.0B | 31.94% | |
| 287 | TMUST MOBILE US INC | 46,000 | $2.0B | 31.15% | |
| 288 | —AMERICAN RAILCAR INDS INC | 50,000 | $2.0B | 30.90% | Put |
| 289 | XEFRXEATON VANCE SR FLTNG RTE TR | 148,931 | $1.9B | 30.50% | |
| 290 | —REYNOLDS AMERICAN INC | 36,000 | $1.9B | 30.39% | |
| 291 | EWYISHARES | 37,054 | $1.9B | 30.20% | |
| 292 | CSIQCANADIAN SOLAR INC | 122,500 | $1.9B | 28.99% | Call |
| 293 | HEIHEICO CORP NEW | 26,900 | $1.8B | 28.13% | |
| 294 | 7HPHP INC | 142,300 | $1.8B | 27.98% | Put |
| 295 | —ISTAR INC | 183,800 | $1.8B | 27.60% | |
| 296 | GBTUSDGLOBAL BLOOD THERAPEUTICS IN | 105,000 | $1.7B | 27.27% | |
| 297 | —CABELAS INC | 34,200 | $1.7B | 26.80% | |
| 298 | —FIRST TR STRATEGIC HIGH INC | 142,322 | $1.7B | 26.65% | |
| 299 | AKAMAKAMAI TECHNOLOGIES INC | 30,200 | $1.7B | 26.44% | Put |
| 300 | —SHIP FINANCE INTERNATIONAL L | 113,600 | $1.7B | 26.21% | Call |