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 |
|---|---|---|---|---|---|
| 301 | RFREGIONS FINL CORP NEW | 255,400 | $2.5B | 23.64% | |
| 302 | —SHUTTERFLY INC | 56,200 | $2.5B | 23.51% | Call |
| 303 | PGRPROGRESSIVE CORP OHIO | 79,200 | $2.5B | 23.39% | |
| 304 | DOEURDIAMOND OFFSHORE DRILLING IN | 140,000 | $2.5B | 23.11% | Call |
| 305 | GTLSCHART INDS INC | 75,000 | $2.5B | 23.08% | Put |
| 306 | CERNCHFCERNER CORP | 39,743 | $2.5B | 23.01% | |
| 307 | OASEUROASIS PETE INC NEW | 210,000 | $2.4B | 22.59% | Call |
| 308 | —OCLARO INC | 280,607 | $2.4B | 22.49% | |
| 309 | —CORNERSTONE ONDEMAND INC | 52,122 | $2.4B | 22.45% | |
| 310 | MCOMOODYS CORP | 22,000 | $2.4B | 22.34% | Call |
| 311 | EDGGOLD FIELDS LTD NEW | 487,358 | $2.4B | 22.16% | |
| 312 | JBLJABIL CIRCUIT INC | 107,400 | $2.3B | 21.97% | |
| 313 | IIMINVESCO VALUE MUN INCOME TR | 142,791 | $2.3B | 21.91% | |
| 314 | KRKROGER CO | 78,300 | $2.3B | 21.79% | |
| 315 | CITCINTAS CORP | 20,500 | $2.3B | 21.64% | |
| 316 | ELFE L F BEAUTY INC | 80,000 | $2.3B | 21.10% | |
| 317 | DISCAUSDDISCOVERY COMMUNICATNS NEW | 82,400 | $2.2B | 20.80% | Put |
| 318 | STZCONSTELLATION BRANDS INC | 13,200 | $2.2B | 20.61% | |
| 319 | —COMMERCEHUB INC | 137,782 | $2.2B | 20.55% | |
| 320 | STTSTATE STR CORP | 31,000 | $2.2B | 20.24% | Put |
| 321 | —HOUGHTON MIFFLIN HARCOURT CO | 160,912 | $2.2B | 20.23% | |
| 322 | EWYISHARES | 37,054 | $2.2B | 20.20% | |
| 323 | SRISTONERIDGE INC | 115,487 | $2.1B | 19.92% | |
| 324 | FDCFIRST DATA CORP NEW | 160,000 | $2.1B | 19.75% | Call |
| 325 | —ARRIS INTL INC | 72,700 | $2.1B | 19.31% | |
| 326 | LMTLOCKHEED MARTIN CORP | 8,400 | $2.0B | 18.88% | |
| 327 | POSTPOST HLDGS INC | 26,050 | $2.0B | 18.85% | Call |
| 328 | ARANTERO RES CORP | 73,300 | $2.0B | 18.52% | Call |
| 329 | WWEUSDWORLD WRESTLING ENTMT INC | 92,280 | $2.0B | 18.42% | |
| 330 | —REYNOLDS AMERICAN INC | 39,800 | $1.9B | 17.60% | |
| 331 | —KITE PHARMA INC | 33,300 | $1.9B | 17.44% | |
| 332 | —INFOBLOX INC | 70,000 | $1.8B | 17.31% | Call |
| 333 | OSKOSHKOSH CORP | 32,900 | $1.8B | 17.27% | |
| 334 | PFNPIMCO INCOME STRATEGY FUND I | 193,014 | $1.8B | 17.24% | |
| 335 | MVFBLACKROCK MUNIVEST FD INC | 173,588 | $1.8B | 17.19% | |
| 336 | CMGCHIPOTLE MEXICAN GRILL INC | 4,300 | $1.8B | 17.07% | Put |
| 337 | URBNURBAN OUTFITTERS INC | 52,700 | $1.8B | 17.05% | |
| 338 | ITWILLINOIS TOOL WKS INC | 15,100 | $1.8B | 16.97% | Put |
| 339 | LXRXLEXICON PHARMACEUTICALS INC | 100,000 | $1.8B | 16.94% | Call |
| 340 | ACTGACACIA RESH CORP | 275,134 | $1.8B | 16.82% | |
| 341 | VGIVIRTUS GLOBAL MULTI-SEC INC | 112,404 | $1.8B | 16.74% | |
| 342 | PFLPIMCO INCOME STRATEGY FUND | 163,758 | $1.8B | 16.42% | |
| 343 | BBTUSDBB&T CORP | 46,300 | $1.7B | 16.38% | Call |
| 344 | ZGZILLOW GROUP INC | 50,600 | $1.7B | 16.35% | Call |
| 345 | FDO.FMACYS INC | 46,700 | $1.7B | 16.22% | |
| 346 | DVAXDYNAVAX TECHNOLOGIES CORP | 163,620 | $1.7B | 16.10% | Call |
| 347 | DHYCREDIT SUISSE HIGH YLD BND F | 665,621 | $1.7B | 16.10% | |
| 348 | NMZNUVEEN MUN HIGH INCOME OPP F | 116,618 | $1.7B | 15.86% | |
| 349 | CSIQCANADIAN SOLAR INC | 122,500 | $1.7B | 15.78% | Call |
| 350 | EXPEEXPEDIA INC DEL | 14,353 | $1.7B | 15.70% | |
| 351 | —SHIP FINANCE INTERNATIONAL L | 113,600 | $1.7B | 15.69% | Call |
| 352 | PHTPIONEER HIGH INCOME TR | 157,924 | $1.7B | 15.56% | |
| 353 | ALLYALLY FINL INC | 84,600 | $1.6B | 15.44% | |
| 354 | TMOTHERMO FISHER SCIENTIFIC INC | 9,835 | $1.6B | 14.66% | Call |
| 355 | KMXCARMAX INC | 28,700 | $1.5B | 14.35% | |
| 356 | WDAYWORKDAY INC | 16,300 | $1.5B | 14.02% | |
| 357 | SG7SAGE THERAPEUTICS INC | 32,300 | $1.5B | 13.94% | |
| 358 | PEPPEPSICO INC | 13,600 | $1.5B | 13.87% | |
| 359 | AUDCAUDIOCODES LTD | 260,360 | $1.4B | 13.03% | |
| 360 | DALDELTA AIR LINES INC DEL | 33,400 | $1.3B | 12.32% | Put |
| 361 | CZREURCAESARS ENTMT CORP | 175,000 | $1.3B | 12.23% | Call |
| 362 | —INTERXION HOLDING N.V | 35,700 | $1.3B | 12.12% | |
| 363 | STLAFIAT CHRYSLER AUTOMOBILES N | 200,000 | $1.3B | 12.00% | |
| 364 | —MIMECAST LTD | 66,401 | $1.3B | 11.91% | |
| 365 | NAVNAVISTAR INTL CORP NEW | 55,000 | $1.3B | 11.80% | Put |
| 366 | —LABORATORY CORP AMER HLDGS | 9,000 | $1.2B | 11.60% | Call |
| 367 | SEBSEABOARD CORP | 357 | $1.2B | 11.51% | |
| 368 | PYPLPAYPAL HLDGS INC | 29,514 | $1.2B | 11.34% | Put |
| 369 | TRSTRIMAS CORP | 64,941 | $1.2B | 11.34% | |
| 370 | —EXCO RESOURCES INC | 1,122,837 | $1.2B | 11.26% | |
| 371 | —LINEAR TECHNOLOGY CORP | 20,124 | $1.2B | 11.19% | |
| 372 | —IVY HIGH INC OPPORTUNITIES F | 80,505 | $1.2B | 10.86% | |
| 373 | —COACH INC | 31,600 | $1.2B | 10.83% | |
| 374 | —THL CR SR LN FD | 68,884 | $1.1B | 10.65% | |
| 375 | —LEUCADIA NATL CORP | 58,800 | $1.1B | 10.50% | |
| 376 | AU3EURANGLOGOLD ASHANTI LTD | 70,000 | $1.1B | 10.44% | Put |
| 377 | —COMMERCEHUB INC | 68,994 | $1.1B | 10.22% | |
| 378 | —PIMCO INCOME OPPORTUNITY FD | 46,866 | $1.1B | 10.17% | |
| 379 | PPLPPL CORP | 31,200 | $1.1B | 10.12% | |
| 380 | —ENZYMOTEC LTD | 152,813 | $1.1B | 10.03% | |
| 381 | —PDC ENERGY INC | 1,000,000 | $1.1B | 9.97% | |
| 382 | LRCXEURLAM RESEARCH CORP | 11,000 | $1.0B | 9.77% | |
| 383 | AEPAMERICAN ELEC PWR INC | 16,200 | $1.0B | 9.75% | |
| 384 | —AMERICAN RAILCAR INDS INC | 25,046 | $1.0B | 9.74% | |
| 385 | NAVINAVIENT CORP | 71,600 | $1.0B | 9.71% | Put |
| 386 | ADPAUTOMATIC DATA PROCESSING IN | 11,600 | $1.0B | 9.59% | |
| 387 | HBANHUNTINGTON BANCSHARES INC | 103,100 | $1.0B | 9.54% | |
| 388 | ILMNILLUMINA INC | 5,600 | $1.0B | 9.54% | |
| 389 | ISRGINTUITIVE SURGICAL INC | 1,400 | $1.0B | 9.52% | |
| 390 | ARRYEURARRAY BIOPHARMA INC | 150,000 | $1.0B | 9.50% | |
| 391 | EVBGEUREVERBRIDGE INC | 60,000 | $1.0B | 9.49% | |
| 392 | —GRIDSUM HLDG INC | 60,000 | $1.0B | 9.48% | |
| 393 | PHPARKER HANNIFIN CORP | 8,000 | $1.0B | 9.41% | |
| 394 | CTXSEURCITRIX SYS INC | 11,700 | $997.0M | 9.35% | |
| 395 | OMCOMNICOM GROUP INC | 11,400 | $969.0M | 9.09% | |
| 396 | SWKSTANLEY BLACK & DECKER INC | 7,800 | $959.0M | 8.99% | |
| 397 | BBNBLACKROCK TAX MUNICPAL BD TR | 39,727 | $952.0M | 8.93% | |
| 398 | AKAMAKAMAI TECHNOLOGIES INC | 17,900 | $949.0M | 8.90% | Put |
| 399 | FHBFIRST HAWAIIAN INC | 34,900 | $937.0M | 8.78% | |
| 400 | —MINDBODY INC | 46,835 | $921.0M | 8.63% |