Laurion Capital Management LP Q4 2016 Filing
Filed February 13, 2017
Portfolio Value
$10.4B
Holdings
765
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (765 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | —AK STL HLDG CORP | 2,777,625 | $28.4B | 271.64% | Put |
| 102 | AVGOBROADCOM LTD | 159,500 | $28.2B | 270.03% | Put |
| 103 | —SUNTRUST BKS INC | 507,191 | $27.8B | 266.45% | Put |
| 104 | DVNDEVON ENERGY CORP NEW | 602,000 | $27.5B | 263.34% | Put |
| 105 | RDS/AROYAL DUTCH SHELL PLC | 500,000 | $27.2B | 260.43% | Call |
| 106 | CUCAAVIS BUDGET GROUP | 739,043 | $27.1B | 259.62% | Put |
| 107 | CTLTEURCATALENT INC | 988,942 | $26.7B | 255.37% | |
| 108 | FDXFEDEX CORP | 141,600 | $26.4B | 252.54% | Put |
| 109 | AMDADVANCED MICRO DEVICES INC | 2,240,661 | $25.4B | 243.38% | Put |
| 110 | MARMARRIOTT INTL INC NEW | 303,600 | $25.1B | 240.42% | Put |
| 111 | CSCOCISCO SYS INC | 800,075 | $24.2B | 231.58% | Put |
| 112 | YUMCYUM CHINA HLDGS INC | 896,525 | $23.4B | 224.29% | |
| 113 | KOCOCA COLA CO | 563,200 | $23.4B | 223.67% | Put |
| 114 | NSCNORFOLK SOUTHERN CORP | 213,500 | $23.1B | 220.99% | Put |
| 115 | KMXCARMAX INC | 357,300 | $23.0B | 220.37% | Put |
| 116 | VSMEURVERSUM MATLS INC | 813,654 | $22.8B | 218.75% | |
| 117 | KMIKINDER MORGAN INC DEL | 1,079,817 | $22.4B | 214.19% | Put |
| 118 | TRVTRAVELERS COMPANIES INC | 181,300 | $22.2B | 212.58% | Put |
| 119 | STAYUSDEXTENDED STAY AMER INC | 1,352,002 | $21.8B | 209.14% | |
| 120 | RIGTRANSOCEAN LTD | 1,465,700 | $21.6B | 206.92% | Put |
| 121 | AALAMERICAN AIRLS GROUP INC | 461,880 | $21.6B | 206.56% | Put |
| 122 | CATCATERPILLAR INC DEL | 225,100 | $20.9B | 199.95% | Put |
| 123 | SLBSCHLUMBERGER LTD | 239,900 | $20.1B | 192.90% | Put |
| 124 | —LEVEL 3 COMMUNICATIONS INC | 355,300 | $20.0B | 191.80% | |
| 125 | APCANADARKO PETE CORP | 286,500 | $20.0B | 191.36% | Put |
| 126 | —AETNA INC NEW | 160,400 | $19.9B | 190.52% | Put |
| 127 | AMTTD AMERITRADE HLDG CORP | 451,900 | $19.7B | 188.71% | Put |
| 128 | NXPINXP SEMICONDUCTORS N V | 200,000 | $19.6B | 187.75% | Call |
| 129 | XLUSELECT SECTOR SPDR TR | 400,000 | $19.4B | 186.08% | Put |
| 130 | ALSALLSTATE CORP | 261,400 | $19.4B | 185.57% | Put |
| 131 | —VIMPELCOM LTD | 4,984,127 | $19.2B | 183.79% | |
| 132 | FXIISHARES TR | 539,100 | $18.7B | 179.22% | Put |
| 133 | JDJD COM INC | 729,973 | $18.6B | 177.86% | Put |
| 134 | CTLEURCENTURYLINK INC | 750,000 | $17.8B | 170.82% | Put |
| 135 | —MOBILEYE N V AMSTELVEEN | 466,800 | $17.8B | 170.43% | Put |
| 136 | VALEVALE S A | 2,318,400 | $17.7B | 169.21% | Put |
| 137 | UNPUNION PAC CORP | 170,000 | $17.6B | 168.81% | Put |
| 138 | CTRACABOT OIL & GAS CORP | 750,800 | $17.5B | 167.99% | Call |
| 139 | GWRUSDGENESEE & WYO INC | 243,300 | $16.9B | 161.74% | |
| 140 | PGPROCTER AND GAMBLE CO | 200,000 | $16.8B | 161.06% | Call |
| 141 | FEFIRSTENERGY CORP | 535,000 | $16.6B | 158.70% | Put |
| 142 | SIGSIGNET JEWELERS LIMITED | 175,464 | $16.5B | 158.41% | |
| 143 | XLFSELECT SECTOR SPDR TR | 710,300 | $16.5B | 158.17% | Put |
| 144 | DYHTARGET CORP | 226,600 | $16.4B | 156.76% | |
| 145 | —FORTERRA INC | 750,000 | $16.2B | 155.60% | |
| 146 | MBIMBIA INC | 1,517,000 | $16.2B | 155.47% | Put |
| 147 | BHCVALEANT PHARMACEUTICALS INTL | 1,115,107 | $16.2B | 155.08% | Put |
| 148 | NACNUVEEN CA QUALTY MUN INCOME | 1,087,903 | $15.4B | 147.34% | |
| 149 | AMATAPPLIED MATLS INC | 468,400 | $15.1B | 144.77% | Put |
| 150 | —ATHENE HLDG LTD | 309,280 | $14.8B | 142.16% | |
| 151 | JWNUSDNORDSTROM INC | 309,100 | $14.8B | 141.89% | Put |
| 152 | CMCSACOMCAST CORP NEW | 212,200 | $14.7B | 140.35% | Put |
| 153 | CMACOMERICA INC | 213,660 | $14.6B | 139.39% | Put |
| 154 | —TESORO CORP | 162,500 | $14.2B | 136.09% | Put |
| 155 | MCKMCKESSON CORP | 100,900 | $14.2B | 135.73% | Call |
| 156 | VIABVIACOM INC NEW | 400,000 | $14.0B | 134.48% | Put |
| 157 | FETUSDFORUM ENERGY TECHNOLOGIES IN | 622,700 | $13.7B | 131.21% | |
| 158 | NKENIKE INC | 268,000 | $13.6B | 130.48% | Put |
| 159 | IWMISHARES TR | 100,000 | $13.5B | 129.16% | Put |
| 160 | CYHCOMMUNITY HEALTH SYS INC NEW | 2,350,685 | $13.1B | 125.87% | Put |
| 161 | —QUINTILES IMS HOLDINGS INC | 172,400 | $13.1B | 125.58% | |
| 162 | FITBFIFTH THIRD BANCORP | 482,800 | $13.0B | 124.68% | Put |
| 163 | KGCKINROSS GOLD CORP | 1,386,000 | $12.9B | 123.46% | Call |
| 164 | LLYLILLY ELI & CO | 174,900 | $12.9B | 123.21% | Put |
| 165 | POT1EURPOTASH CORP SASK INC | 709,900 | $12.8B | 123.01% | Put |
| 166 | DSLDOUBLELINE INCOME SOLUTIONS | 666,131 | $12.7B | 121.16% | |
| 167 | 5TCTRUECAR INC | 1,000,000 | $12.5B | 119.73% | Call |
| 168 | BUDANHEUSER BUSCH INBEV SA/NV | 115,900 | $12.2B | 117.05% | Call |
| 169 | HLTHILTON WORLDWIDE HLDGS INC | 444,323 | $12.1B | 115.76% | |
| 170 | BIIBBIOGEN INC | 42,344 | $12.0B | 115.01% | Call |
| 171 | ZTOZTO EXPRESS CAYMAN INC | 976,029 | $11.8B | 112.84% | |
| 172 | WUBAUSD58 COM INC | 417,500 | $11.7B | 111.97% | Put |
| 173 | UBSIUNITED BANKSHARES INC WEST V | 250,800 | $11.6B | 111.10% | |
| 174 | BHPBHP BILLITON LTD | 322,200 | $11.5B | 110.42% | Put |
| 175 | —ROWAN COMPANIES PLC | 605,700 | $11.4B | 109.58% | Put |
| 176 | BLKCHFBLACKROCK INC | 29,854 | $11.4B | 108.80% | Put |
| 177 | NUENUCOR CORP | 184,600 | $11.0B | 105.25% | Put |
| 178 | LOWLOWES COS INC | 154,028 | $11.0B | 104.92% | Call |
| 179 | CTRPUSDCTRIP COM INTL LTD | 272,500 | $10.9B | 104.40% | Put |
| 180 | —CORNERSTONE ONDEMAND INC | 254,538 | $10.8B | 103.15% | Call |
| 181 | CIKCREDIT SUISSE GROUP | 750,000 | $10.7B | 102.80% | Call |
| 182 | PHPARKER HANNIFIN CORP | 76,200 | $10.7B | 102.18% | Put |
| 183 | BMYBRISTOL MYERS SQUIBB CO | 177,100 | $10.3B | 99.13% | Put |
| 184 | KHCKRAFT HEINZ CO | 118,000 | $10.3B | 98.67% | Put |
| 185 | —DELPHI AUTOMOTIVE PLC | 150,000 | $10.1B | 96.77% | Put |
| 186 | IBNICICI BK LTD | 1,330,000 | $10.0B | 95.42% | Put |
| 187 | YUMYUM BRANDS INC | 85,800 | $9.9B | 95.19% | Put |
| 188 | STZCONSTELLATION BRANDS INC | 63,800 | $9.8B | 93.69% | Call |
| 189 | ARDCARES DYNAMIC CR ALLOCATION F | 645,666 | $9.7B | 93.26% | |
| 190 | NTAPNETAPP INC | 274,800 | $9.7B | 92.83% | Put |
| 191 | PLDPROLOGIS INC | 183,500 | $9.7B | 92.78% | Call |
| 192 | CMGCHIPOTLE MEXICAN GRILL INC | 25,600 | $9.7B | 92.52% | Put |
| 193 | SPGSIMON PPTY GROUP INC NEW | 54,300 | $9.6B | 92.40% | Call |
| 194 | ROSTROSS STORES INC | 145,900 | $9.6B | 91.67% | |
| 195 | 7HPHP INC | 641,500 | $9.5B | 91.18% | Put |
| 196 | ABBVABBVIE INC | 148,100 | $9.3B | 88.84% | Put |
| 197 | LULULULULEMON ATHLETICA INC | 140,000 | $9.1B | 87.15% | Call |
| 198 | MMM3M CO | 50,000 | $8.9B | 85.51% | Put |
| 199 | HLFHERBALIFE LTD | 181,400 | $8.7B | 83.65% | Put |
| 200 | LVSLAS VEGAS SANDS CORP | 162,902 | $8.7B | 83.34% | Put |