Laurion Capital Management LP Q3 2016 Filing
Filed November 10, 2016
Portfolio Value
$10.7B
Holdings
619
Report Date
Q3 2016
Filing Type
13F-HR
All Holdings (619 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | —TRAVELPORT WORLDWIDE LTD | 1,546,900 | $23.3B | 217.98% | Call |
| 102 | CHKEURCHESAPEAKE ENERGY CORP | 3,706,310 | $23.2B | 217.88% | Put |
| 103 | UPSUNITED PARCEL SERVICE INC | 205,248 | $22.4B | 210.45% | Call |
| 104 | WFCWELLS FARGO & CO NEW | 502,400 | $22.2B | 208.56% | Put |
| 105 | SRCLSTERICYCLE INC | 275,000 | $22.0B | 206.63% | Call |
| 106 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 452,898 | $21.6B | 202.59% | Put |
| 107 | METMETLIFE INC | 477,900 | $21.2B | 199.06% | Put |
| 108 | MAMASTERCARD INCORPORATED | 207,900 | $21.2B | 198.39% | Put |
| 109 | CTLEURCENTURYLINK INC | 750,000 | $20.6B | 192.89% | Put |
| 110 | CUCAAVIS BUDGET GROUP | 591,743 | $20.2B | 189.80% | Put |
| 111 | MRKMERCK & CO INC | 319,400 | $19.9B | 186.90% | Put |
| 112 | —QUINTILES TRANSNATIO HLDGS I | 242,900 | $19.7B | 184.61% | |
| 113 | —SPRINT CORP | 2,959,100 | $19.6B | 183.94% | |
| 114 | GMGENERAL MTRS CO | 616,600 | $19.6B | 183.67% | Put |
| 115 | NKENIKE INC | 360,000 | $19.0B | 177.72% | Put |
| 116 | HLFHERBALIFE LTD | 301,342 | $18.7B | 175.14% | Put |
| 117 | —HERTZ GLOBAL HLDGS INC | 453,062 | $18.2B | 170.58% | Put |
| 118 | —ENCANA CORP | 1,724,947 | $18.1B | 169.32% | |
| 119 | WSMWILLIAMS SONOMA INC | 350,000 | $17.9B | 167.62% | Call |
| 120 | PPGPPG INDS INC | 170,000 | $17.6B | 164.74% | Call |
| 121 | WUBAUSD58 COM INC | 361,100 | $17.2B | 161.35% | Put |
| 122 | HESHESS CORP | 320,200 | $17.2B | 160.97% | Put |
| 123 | MUMICRON TECHNOLOGY INC | 960,513 | $17.1B | 160.13% | Put |
| 124 | ACHCACADIA HEALTHCARE COMPANY IN | 342,279 | $17.0B | 159.01% | |
| 125 | MDLZMONDELEZ INTL INC | 381,000 | $16.7B | 156.82% | Put |
| 126 | APHAMPHENOL CORP NEW | 255,000 | $16.6B | 155.21% | Call |
| 127 | —LENDINGCLUB CORP | 2,567,500 | $15.9B | 148.76% | Call |
| 128 | PNCPNC FINL SVCS GROUP INC | 174,100 | $15.7B | 147.06% | Put |
| 129 | GAPGAP INC DEL | 700,000 | $15.6B | 145.96% | Put |
| 130 | LBTYBLIBERTY GLOBAL PLC | 450,500 | $15.4B | 144.37% | Put |
| 131 | MBTGBPMOBILE TELESYSTEMS PJSC | 2,000,000 | $15.3B | 143.07% | |
| 132 | VIABVIACOM INC NEW | 400,000 | $15.2B | 142.88% | Put |
| 133 | MMM3M CO | 84,700 | $14.9B | 139.96% | Put |
| 134 | —AK STL HLDG CORP | 3,081,825 | $14.9B | 139.57% | Put |
| 135 | HPEHEWLETT PACKARD ENTERPRISE C | 635,000 | $14.4B | 135.45% | Put |
| 136 | 4I1PHILIP MORRIS INTL INC | 148,300 | $14.4B | 135.19% | Put |
| 137 | —FITBIT INC | 966,567 | $14.3B | 134.49% | Put |
| 138 | EPCEDGEWELL PERS CARE CO | 179,951 | $14.3B | 134.17% | Call |
| 139 | —MEDIA GEN INC NEW | 754,800 | $13.9B | 130.42% | |
| 140 | —TERRAFORM PWR INC | 1,000,000 | $13.9B | 130.42% | Put |
| 141 | —PLATFORM SPECIALTY PRODS COR | 1,685,616 | $13.7B | 128.17% | |
| 142 | ZBHZIMMER BIOMET HLDGS INC | 102,551 | $13.3B | 125.01% | |
| 143 | HUMHUMANA INC | 75,000 | $13.3B | 124.39% | Put |
| 144 | OXYOCCIDENTAL PETE CORP DEL | 180,100 | $13.1B | 123.13% | Call |
| 145 | NUENUCOR CORP | 264,500 | $13.1B | 122.64% | Put |
| 146 | —ROWAN COMPANIES PLC | 853,650 | $12.9B | 121.33% | Put |
| 147 | —PANDORA MEDIA INC | 900,243 | $12.9B | 120.95% | Put |
| 148 | BABAALIBABA GROUP HLDG LTD | 120,000 | $12.7B | 119.03% | Put |
| 149 | ORCLORACLE CORP | 318,500 | $12.5B | 117.30% | Put |
| 150 | CLCOLGATE PALMOLIVE CO | 168,200 | $12.5B | 116.91% | Call |
| 151 | ETRAE TRADE FINANCIAL CORP | 425,024 | $12.4B | 116.04% | |
| 152 | CMCSACOMCAST CORP NEW | 182,500 | $12.1B | 113.51% | Put |
| 153 | VALEVALE S A | 2,199,940 | $12.1B | 113.45% | Put |
| 154 | AALAMERICAN AIRLS GROUP INC | 324,500 | $11.9B | 111.38% | Put |
| 155 | MBIMBIA INC | 1,517,000 | $11.8B | 110.80% | Put |
| 156 | CRMSALESFORCE COM INC | 164,380 | $11.7B | 109.93% | |
| 157 | WDCWESTERN DIGITAL CORP | 200,000 | $11.7B | 109.64% | Put |
| 158 | GOOGALPHABET INC | 14,000 | $10.9B | 102.03% | Put |
| 159 | MDTMEDTRONIC PLC | 125,600 | $10.9B | 101.74% | Put |
| 160 | DATATABLEAU SOFTWARE INC | 196,250 | $10.8B | 101.70% | Call |
| 161 | YYEURYY INC | 203,177 | $10.8B | 101.49% | |
| 162 | AVGOBROADCOM LTD | 130,000 | $10.7B | 100.54% | Call |
| 163 | POT1EURPOTASH CORP SASK INC | 650,000 | $10.6B | 99.46% | Put |
| 164 | AMDADVANCED MICRO DEVICES INC | 1,529,000 | $10.6B | 99.06% | Call |
| 165 | ZAYOEURZAYO GROUP HLDGS INC | 355,000 | $10.5B | 98.89% | Put |
| 166 | BGBBLACKSTONE GSO STRATEGIC CR | 704,909 | $10.5B | 98.60% | |
| 167 | EBAEBAY INC | 317,195 | $10.4B | 97.84% | Put |
| 168 | ROLROLLINS INC | 356,000 | $10.4B | 97.73% | |
| 169 | —VWR CORP | 355,143 | $10.1B | 94.43% | |
| 170 | —CONSOL ENERGY INC | 520,000 | $10.0B | 93.61% | Call |
| 171 | ENSENERSYS | 143,143 | $9.9B | 92.86% | |
| 172 | SYU1SYNOVUS FINL CORP | 302,600 | $9.8B | 92.29% | Put |
| 173 | DLTRDOLLAR TREE INC | 124,420 | $9.8B | 92.08% | Put |
| 174 | SLBSCHLUMBERGER LTD | 122,153 | $9.6B | 90.06% | Put |
| 175 | 5TCTRUECAR INC | 1,000,000 | $9.4B | 88.51% | Call |
| 176 | NCLHNORWEGIAN CRUISE LINE HLDGS | 250,000 | $9.4B | 88.37% | Put |
| 177 | —MENTOR GRAPHICS CORP | 356,400 | $9.4B | 88.35% | Put |
| 178 | BIDUNBAIDU INC | 50,000 | $9.1B | 85.36% | Put |
| 179 | BAXBAXTER INTL INC | 189,700 | $9.0B | 84.65% | Put |
| 180 | RIGTRANSOCEAN LTD | 815,700 | $8.7B | 81.52% | Call |
| 181 | TIFEURTIFFANY & CO NEW | 119,100 | $8.7B | 81.10% | Put |
| 182 | LNCLINCOLN NATL CORP IND | 183,300 | $8.6B | 80.73% | Put |
| 183 | 8CWCROWN CASTLE INTL CORP NEW | 90,900 | $8.6B | 80.29% | Call |
| 184 | LULULULULEMON ATHLETICA INC | 140,000 | $8.5B | 80.04% | Call |
| 185 | MARMARRIOTT INTL INC NEW | 126,700 | $8.5B | 79.99% | Put |
| 186 | LVLNSPDR SERIES TRUST | 200,000 | $8.5B | 79.26% | Put |
| 187 | DSLDOUBLELINE INCOME SOLUTIONS | 440,346 | $8.4B | 79.06% | |
| 188 | BKBANK NEW YORK MELLON CORP | 205,200 | $8.2B | 76.72% | |
| 189 | XNEAXNUVEEN AMT FREE QLTY MUN INC | 555,544 | $8.1B | 76.05% | |
| 190 | —AVEXIS INC | 194,980 | $8.0B | 75.33% | |
| 191 | HYGISHARES TR | 91,899 | $8.0B | 75.18% | |
| 192 | NADNUVEEN QUALITY MUNCP INCOME | 523,491 | $7.9B | 73.96% | |
| 193 | FTVFORTIVE CORP | 154,244 | $7.9B | 73.61% | |
| 194 | OLLIOLLIES BARGAIN OUTLT HLDGS I | 297,795 | $7.8B | 73.18% | |
| 195 | PKGPACKAGING CORP AMER | 95,000 | $7.7B | 72.38% | Call |
| 196 | —SUNTRUST BKS INC | 176,000 | $7.7B | 72.28% | Put |
| 197 | CSXCSX CORP | 252,200 | $7.7B | 72.12% | Put |
| 198 | TAPMOLSON COORS BREWING CO | 69,050 | $7.6B | 71.08% | Put |
| 199 | ATVIEURACTIVISION BLIZZARD INC | 169,700 | $7.5B | 70.47% | Put |
| 200 | TOLTOLL BROTHERS INC | 250,000 | $7.5B | 69.99% | Call |