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 |
|---|---|---|---|---|---|
| 201 | TSEMTOWER SEMICONDUCTOR LTD | 487,960 | $7.4B | 69.45% | |
| 202 | CAGCONAGRA FOODS INC | 157,100 | $7.4B | 69.39% | |
| 203 | —ENSCO PLC | 862,384 | $7.3B | 68.72% | Put |
| 204 | EGOELDORADO GOLD CORP NEW | 1,864,713 | $7.3B | 68.70% | |
| 205 | PRGSPROGRESS SOFTWARE CORP | 267,700 | $7.3B | 68.26% | |
| 206 | AMGAFFILIATED MANAGERS GROUP | 50,000 | $7.2B | 67.83% | Put |
| 207 | ULTAULTA SALON COSMETCS & FRAG I | 30,296 | $7.2B | 67.60% | |
| 208 | FLIRFLIR SYS INC | 227,919 | $7.2B | 67.14% | |
| 209 | TTWOTAKE-TWO INTERACTIVE SOFTWAR | 157,772 | $7.1B | 66.69% | Put |
| 210 | KMIKINDER MORGAN INC DEL | 305,890 | $7.1B | 66.33% | Put |
| 211 | 7HPHP INC | 451,700 | $7.0B | 65.77% | Put |
| 212 | —RITE AID CORP | 900,000 | $6.9B | 64.89% | Call |
| 213 | TRIPTRIPADVISOR INC | 108,825 | $6.9B | 64.47% | |
| 214 | —OMNOVA SOLUTIONS INC | 806,200 | $6.8B | 63.79% | |
| 215 | —CYPRESS SEMICONDUCTOR CORP | 559,100 | $6.8B | 63.75% | Call |
| 216 | MOSMOSAIC CO NEW | 276,100 | $6.8B | 63.33% | Put |
| 217 | —DU PONT E I DE NEMOURS & CO | 99,600 | $6.7B | 62.54% | |
| 218 | WYWEYERHAEUSER CO | 206,000 | $6.6B | 61.69% | Call |
| 219 | AFLAFLAC INC | 89,200 | $6.4B | 60.11% | Put |
| 220 | SBUXSTARBUCKS CORP | 116,200 | $6.3B | 58.98% | Call |
| 221 | SIGSIGNET JEWELERS LIMITED | 84,313 | $6.3B | 58.92% | Call |
| 222 | PLDPROLOGIS INC | 117,000 | $6.3B | 58.73% | Call |
| 223 | MCHPMICROCHIP TECHNOLOGY INC | 100,300 | $6.2B | 58.44% | Put |
| 224 | AERAERCAP HOLDINGS NV | 160,000 | $6.2B | 57.74% | |
| 225 | —MICHAEL KORS HLDGS LTD | 130,000 | $6.1B | 57.03% | Call |
| 226 | G3VGREEN PLAINS INC | 231,300 | $6.1B | 56.81% | Put |
| 227 | BLKCHFBLACKROCK INC | 16,600 | $6.0B | 56.41% | Put |
| 228 | KGCKINROSS GOLD CORP | 1,386,000 | $5.8B | 54.71% | Call |
| 229 | STXSEAGATE TECHNOLOGY PLC | 150,027 | $5.8B | 54.24% | Put |
| 230 | ERCWELLS FARGO MULTI SECTOR INC | 445,760 | $5.8B | 54.21% | |
| 231 | —LEXMARK INTL INC | 140,000 | $5.6B | 52.45% | Put |
| 232 | ACNACCENTURE PLC IRELAND | 45,500 | $5.6B | 52.12% | |
| 233 | MMTMFS MULTIMARKET INCOME TR | 908,417 | $5.5B | 51.87% | |
| 234 | ARDCARES DYNAMIC CR ALLOCATION F | 357,004 | $5.3B | 49.71% | |
| 235 | VVVVALVOLINE INC | 225,000 | $5.3B | 49.55% | |
| 236 | GEGGEO GROUP INC NEW | 220,244 | $5.2B | 49.11% | Put |
| 237 | EAELECTRONIC ARTS INC | 60,000 | $5.1B | 48.04% | Call |
| 238 | ARCOARCOS DORADOS HOLDINGS INC | 948,337 | $5.0B | 46.86% | |
| 239 | WFRDWEATHERFORD INTL PLC | 887,510 | $5.0B | 46.77% | Put |
| 240 | —YAHOO INC | 115,700 | $5.0B | 46.76% | Put |
| 241 | GLNGGOLAR LNG LTD BERMUDA | 233,900 | $5.0B | 46.49% | Put |
| 242 | ONON SEMICONDUCTOR CORP | 391,742 | $4.8B | 45.25% | |
| 243 | ADMARCHER DANIELS MIDLAND CO | 113,214 | $4.8B | 44.76% | Put |
| 244 | BGHBARINGS GLOBAL SHORT DURATIO | 254,999 | $4.8B | 44.54% | |
| 245 | EMNEASTMAN CHEM CO | 69,700 | $4.7B | 44.22% | |
| 246 | ALSALLSTATE CORP | 65,200 | $4.5B | 42.29% | Put |
| 247 | MATMATTEL INC | 148,100 | $4.5B | 42.05% | Call |
| 248 | FSLRFIRST SOLAR INC | 112,000 | $4.4B | 41.47% | Put |
| 249 | NZFNUVEEN ENHANCED MUN CREDIT O | 280,011 | $4.4B | 41.32% | |
| 250 | —CALPINE CORP | 348,665 | $4.4B | 41.32% | |
| 251 | NTAPNETAPP INC | 122,800 | $4.4B | 41.22% | Put |
| 252 | —NEWFIELD EXPL CO | 100,000 | $4.3B | 40.75% | Call |
| 253 | DTEDTE ENERGY CO | 46,000 | $4.3B | 40.40% | |
| 254 | FCXFREEPORT-MCMORAN INC | 394,023 | $4.3B | 40.12% | Put |
| 255 | —HCP INC | 105,100 | $4.0B | 37.40% | Call |
| 256 | —FMC TECHNOLOGIES INC | 133,300 | $4.0B | 37.08% | Call |
| 257 | FIVNFIVE9 INC | 251,244 | $3.9B | 36.94% | |
| 258 | COPCONOCOPHILLIPS | 90,600 | $3.9B | 36.91% | Put |
| 259 | —PARSLEY ENERGY INC | 115,500 | $3.9B | 36.29% | Call |
| 260 | —AVENUE INCOME CR STRATEGIES | 290,593 | $3.8B | 35.34% | |
| 261 | LPI1EURLAREDO PETROLEUM INC | 291,600 | $3.8B | 35.27% | Call |
| 262 | NDAQNASDAQ INC | 55,500 | $3.7B | 35.14% | Put |
| 263 | —NEUSTAR INC | 140,800 | $3.7B | 35.10% | Put |
| 264 | NTBBANK OF NT BUTTERFIELD&SON L | 150,000 | $3.7B | 34.82% | |
| 265 | COFCAPITAL ONE FINL CORP | 51,264 | $3.7B | 34.52% | Put |
| 266 | MINMFS INTER INCOME TR | 798,871 | $3.6B | 33.93% | |
| 267 | NTESNETEASE INC | 15,000 | $3.6B | 33.86% | Call |
| 268 | CTRACABOT OIL & GAS CORP | 140,000 | $3.6B | 33.86% | Call |
| 269 | —APOLLO TACTICAL INCOME FD IN | 229,550 | $3.6B | 33.36% | |
| 270 | RICEEURRICE ENERGY INC | 135,000 | $3.5B | 33.05% | Call |
| 271 | MUJBLACKROCK MUNIHLDGS NJ QLTY | 220,029 | $3.4B | 32.28% | |
| 272 | CTRPUSDCTRIP COM INTL LTD | 73,700 | $3.4B | 32.18% | |
| 273 | —BLUEBIRD BIO INC | 49,500 | $3.4B | 31.46% | |
| 274 | KIOKKR INCOME OPPORTUNITIES FD | 204,896 | $3.3B | 30.77% | |
| 275 | COSTCOSTCO WHSL CORP NEW | 20,909 | $3.2B | 29.90% | |
| 276 | UISUNISYS CORP | 325,600 | $3.2B | 29.74% | Call |
| 277 | XEADXWELLS FARGO INCOME OPPORTUNI | 378,868 | $3.2B | 29.69% | |
| 278 | BDXBECTON DICKINSON & CO | 17,600 | $3.2B | 29.66% | Put |
| 279 | AZOAUTOZONE INC | 4,100 | $3.1B | 29.53% | |
| 280 | CMECME GROUP INC | 30,005 | $3.1B | 29.40% | |
| 281 | BITBLACKROCK MULTI-SECTOR INC T | 183,512 | $3.1B | 29.37% | |
| 282 | HSTHOST HOTELS & RESORTS INC | 200,000 | $3.1B | 29.20% | Call |
| 283 | —DREYFUS HIGH YIELD STRATEGIE | 907,790 | $3.1B | 29.11% | |
| 284 | RRCRANGE RES CORP | 80,000 | $3.1B | 29.06% | Call |
| 285 | CCLCARNIVAL CORP | 62,700 | $3.1B | 28.70% | |
| 286 | TTMITTM TECHNOLOGIES INC | 263,703 | $3.0B | 28.31% | |
| 287 | SERVUSDSERVICEMASTER GLOBAL HLDGS I | 85,750 | $2.9B | 27.08% | |
| 288 | EVHEVOLENT HEALTH INC | 112,500 | $2.8B | 25.97% | |
| 289 | —GENOMIC HEALTH INC | 94,084 | $2.7B | 25.51% | |
| 290 | UALUNITED CONTL HLDGS INC | 51,300 | $2.7B | 25.23% | Put |
| 291 | INFYINFOSYS LTD | 170,000 | $2.7B | 25.15% | Put |
| 292 | MPTMEDICAL PPTYS TRUST INC | 181,000 | $2.7B | 25.06% | |
| 293 | —PATHEON N V | 90,000 | $2.7B | 25.00% | |
| 294 | FFORD MTR CO DEL | 217,100 | $2.6B | 24.56% | Call |
| 295 | NTNXNUTANIX INC | 70,000 | $2.6B | 24.28% | |
| 296 | —BLUE BUFFALO PET PRODS INC | 107,578 | $2.6B | 23.96% | |
| 297 | KOCOCA COLA CO | 60,200 | $2.5B | 23.89% | Put |
| 298 | SPWRQSUNPOWER CORP | 285,000 | $2.5B | 23.83% | Put |
| 299 | MTSIMACOM TECH SOLUTIONS HLDGS I | 60,000 | $2.5B | 23.81% | Call |
| 300 | GPOR1EURGULFPORT ENERGY CORP | 89,300 | $2.5B | 23.65% | Call |