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 |
|---|---|---|---|---|---|
| 301 | PEPPEPSICO INC | 15,800 | $1.7B | 26.21% | |
| 302 | NOCNORTHROP GRUMMAN CORP | 7,500 | $1.7B | 26.10% | |
| 303 | BBTUSDBB&T CORP | 46,000 | $1.6B | 25.66% | Put |
| 304 | —WESTERN ASSET GLB PTNRS INCO | 187,203 | $1.6B | 25.11% | |
| 305 | —APOLLO TACTICAL INCOME FD IN | 110,103 | $1.6B | 24.88% | |
| 306 | CCEPCOCA COLA EUROPEAN PARTNERS | 44,400 | $1.6B | 24.81% | |
| 307 | DKDELEK US HLDGS INC | 119,000 | $1.6B | 24.61% | Put |
| 308 | —ENZYMOTEC LTD | 188,000 | $1.6B | 24.61% | |
| 309 | —ENDO INTL PLC | 100,100 | $1.6B | 24.44% | |
| 310 | WIXWIX COM LTD | 50,600 | $1.5B | 24.05% | |
| 311 | —IVY HIGH INC OPPORTUNITIES F | 111,230 | $1.5B | 23.81% | |
| 312 | —WESTERN ASSET MGD HI INCM FD | 306,702 | $1.4B | 22.67% | |
| 313 | ORCLORACLE CORP | 35,000 | $1.4B | 22.40% | Put |
| 314 | TRVTRAVELERS COMPANIES INC | 12,000 | $1.4B | 22.36% | Call |
| 315 | —DU PONT E I DE NEMOURS & CO | 21,800 | $1.4B | 22.12% | |
| 316 | CCCHEMOURS CO | 170,000 | $1.4B | 21.93% | Call |
| 317 | —WHITING PETE CORP NEW | 150,090 | $1.4B | 21.76% | |
| 318 | BBBYEURBED BATH & BEYOND INC | 31,700 | $1.4B | 21.45% | |
| 319 | SSNCSS&C TECHNOLOGIES HLDGS INC | 48,000 | $1.3B | 21.10% | Call |
| 320 | CZREURCAESARS ENTMT CORP | 175,000 | $1.3B | 21.07% | Call |
| 321 | LVSLAS VEGAS SANDS CORP | 30,700 | $1.3B | 20.90% | Call |
| 322 | JBLJABIL CIRCUIT INC | 71,500 | $1.3B | 20.68% | |
| 323 | BF/BBROWN FORMAN CORP | 13,100 | $1.3B | 20.46% | |
| 324 | VPVINVESCO PA VALUE MUN INCOME | 89,121 | $1.3B | 20.21% | |
| 325 | —PAREXEL INTL CORP | 20,500 | $1.3B | 20.18% | |
| 326 | —QUORUM HEALTH CORP | 117,450 | $1.3B | 19.69% | |
| 327 | DNREURDENBURY RES INC | 349,962 | $1.3B | 19.66% | |
| 328 | PHMPULTE GROUP INC | 63,300 | $1.2B | 19.32% | |
| 329 | KBHKB HOME | 80,800 | $1.2B | 19.24% | |
| 330 | BIIBBIOGEN INC | 5,000 | $1.2B | 18.93% | |
| 331 | —DYNEGY INC NEW DEL | 69,800 | $1.2B | 18.83% | |
| 332 | SUPVGRUPO SUPERVIELLE S A | 93,200 | $1.2B | 18.66% | |
| 333 | GRA1EURGRACE W R & CO DEL NEW | 16,222 | $1.2B | 18.60% | |
| 334 | SEBSEABOARD CORP | 400 | $1.1B | 17.97% | |
| 335 | VMCVULCAN MATLS CO | 9,500 | $1.1B | 17.89% | |
| 336 | COKECOCA COLA BOTTLING CO CONS | 7,700 | $1.1B | 17.78% | |
| 337 | MIYBLACKROCK MUNIYLD MICH QLTY | 73,259 | $1.1B | 17.77% | |
| 338 | YRIYAMANA GOLD INC | 204,000 | $1.1B | 16.61% | Put |
| 339 | —NEVRO CORP | 1,000,000 | $1.1B | 16.53% | |
| 340 | —CIMPRESS N V | 11,300 | $1.0B | 16.36% | |
| 341 | HBC2HSBC HLDGS PLC | 32,900 | $1.0B | 16.13% | Put |
| 342 | FFORD MTR CO DEL | 82,200 | $1.0B | 15.95% | Put |
| 343 | AWMSKYWORKS SOLUTIONS INC | 16,100 | $1.0B | 15.95% | |
| 344 | —ABERDEEN ASIA PACIFIC INCOM | 200,948 | $1.0B | 15.76% | |
| 345 | 4I1PHILIP MORRIS INTL INC | 9,900 | $1.0B | 15.76% | |
| 346 | —DR PEPPER SNAPPLE GROUP INC | 10,400 | $1.0B | 15.73% | |
| 347 | MPABLACKROCK MUNIYIELD PA QLTY | 62,463 | $998.0M | 15.62% | |
| 348 | ALKALASKA AIR GROUP INC | 17,031 | $993.0M | 15.55% | |
| 349 | ISRGINTUITIVE SURGICAL INC | 1,500 | $992.0M | 15.53% | |
| 350 | WMWASTE MGMT INC DEL | 14,800 | $981.0M | 15.36% | |
| 351 | XLNXEURXILINX INC | 20,900 | $964.0M | 15.09% | |
| 352 | —ADEPTUS HEALTH INC | 18,400 | $951.0M | 14.89% | |
| 353 | MLMMARTIN MARIETTA MATLS INC | 4,900 | $941.0M | 14.73% | |
| 354 | NVGNUVEEN ENHANCED AMT FREE MUN | 57,552 | $936.0M | 14.65% | |
| 355 | CCKCROWN HOLDINGS INC | 17,500 | $887.0M | 13.89% | |
| 356 | WTWISDOMTREE INVTS INC | 90,000 | $881.0M | 13.79% | |
| 357 | —WESTERN ASSET EMRG MKT INCM | 80,767 | $876.0M | 13.71% | |
| 358 | FDSFACTSET RESH SYS INC | 5,200 | $839.0M | 13.13% | |
| 359 | BCRUSDBARD C R INC | 3,500 | $823.0M | 12.88% | |
| 360 | BITBLACKROCK MULTI-SECTOR INC T | 47,748 | $790.0M | 12.37% | |
| 361 | RIORIO TINTO PLC | 25,000 | $783.0M | 12.26% | |
| 362 | —INTEGRATED DEVICE TECHNOLOGY | 38,700 | $779.0M | 12.20% | |
| 363 | XHNWXPIONEER DIV HIGH INCOME TRUS | 48,987 | $769.0M | 12.04% | |
| 364 | SDRLSEADRILL LIMITED | 234,100 | $758.0M | 11.87% | Put |
| 365 | HALOHALOZYME THERAPEUTICS INC | 87,300 | $753.0M | 11.79% | Call |
| 366 | UNPUNION PAC CORP | 8,600 | $750.0M | 11.74% | |
| 367 | KMIKINDER MORGAN INC DEL | 40,000 | $749.0M | 11.73% | Put |
| 368 | FRCBFIRST REP BK SAN FRANCISCO C | 10,600 | $742.0M | 11.62% | |
| 369 | —SONIC CORP | 27,400 | $741.0M | 11.60% | |
| 370 | WWDWOODWARD INC | 12,800 | $738.0M | 11.55% | |
| 371 | —CALPINE CORP | 50,055 | $738.0M | 11.55% | |
| 372 | JFRNUVEEN FLOATING RATE INCOME | 71,323 | $737.0M | 11.54% | |
| 373 | —JOHNSON CTLS INC | 16,600 | $735.0M | 11.51% | |
| 374 | HUBBHUBBELL INC | 6,900 | $728.0M | 11.40% | |
| 375 | COPCONOCOPHILLIPS | 16,600 | $724.0M | 11.33% | Put |
| 376 | THSTREEHOUSE FOODS INC | 6,895 | $708.0M | 11.08% | |
| 377 | UNHUNITEDHEALTH GROUP INC | 5,000 | $706.0M | 11.05% | Call |
| 378 | XECEURCIMAREX ENERGY CO | 5,900 | $704.0M | 11.02% | |
| 379 | —NEONODE INC | 477,440 | $697.0M | 10.91% | |
| 380 | —WESTERN ASSET WORLDWIDE INCO | 63,296 | $696.0M | 10.90% | |
| 381 | —APOLLO SR FLOATING RATE FD I | 43,764 | $691.0M | 10.82% | |
| 382 | —LEGG MASON BW GLB INC OPP FD | 53,204 | $690.0M | 10.80% | |
| 383 | MGMMGM RESORTS INTERNATIONAL | 30,100 | $681.0M | 10.66% | |
| 384 | WECWEC ENERGY GROUP INC | 10,400 | $679.0M | 10.63% | |
| 385 | CA8ACACI INTL INC | 7,500 | $678.0M | 10.61% | |
| 386 | TSCOTRACTOR SUPPLY CO | 7,300 | $666.0M | 10.43% | |
| 387 | —BIGLARI HLDGS INC | 1,600 | $645.0M | 10.10% | |
| 388 | NAVINAVIENT CORP | 53,900 | $644.0M | 10.08% | Put |
| 389 | GRMNGARMIN LTD | 15,100 | $641.0M | 10.04% | Put |
| 390 | JDJD COM INC | 30,000 | $637.0M | 9.97% | Call |
| 391 | —BIOSCRIP INC | 247,800 | $632.0M | 9.89% | |
| 392 | NTRSNORTHERN TR CORP | 9,200 | $610.0M | 9.55% | |
| 393 | DNKNDUNKIN BRANDS GROUP INC | 13,900 | $606.0M | 9.49% | |
| 394 | GPCGENUINE PARTS CO | 5,900 | $597.0M | 9.35% | |
| 395 | —BABSON CAP GLB SHT DURHGH YL | 32,799 | $586.0M | 9.17% | |
| 396 | —CIVEO CORP CDA | 325,200 | $585.0M | 9.16% | |
| 397 | VNOVORNADO RLTY TR | 5,800 | $581.0M | 9.10% | |
| 398 | MINMFS INTER INCOME TR | 124,486 | $578.0M | 9.05% | |
| 399 | DBLDOUBLELINE OPPORTUNISTIC CR | 21,534 | $577.0M | 9.03% | |
| 400 | FEFIRSTENERGY CORP | 16,500 | $576.0M | 9.02% |