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 |
|---|---|---|---|---|---|
| 201 | CCEPCOCA COLA EUROPEAN PARTNERS | 48,800 | $8.6B | 82.63% | Call |
| 202 | BBTUSDBB&T CORP | 182,157 | $8.6B | 82.04% | Put |
| 203 | —ENSCO PLC | 880,200 | $8.6B | 81.95% | Put |
| 204 | VVISA INC | 109,200 | $8.5B | 81.60% | Put |
| 205 | MBTGBPMOBILE TELESYSTEMS PJSC | 931,300 | $8.5B | 81.26% | |
| 206 | BGHBARINGS GLOBAL SHORT DURATIO | 440,292 | $8.5B | 81.10% | |
| 207 | —YADKIN FINL CORP | 246,700 | $8.5B | 80.95% | |
| 208 | TIFEURTIFFANY & CO NEW | 108,900 | $8.4B | 80.76% | Call |
| 209 | FISFIDELITY NATL INFORMATION SV | 109,451 | $8.3B | 79.30% | Put |
| 210 | AFLAFLAC INC | 118,100 | $8.2B | 78.72% | Put |
| 211 | —CONSOL ENERGY INC | 450,000 | $8.2B | 78.58% | Call |
| 212 | GILDGILEAD SCIENCES INC | 113,300 | $8.1B | 77.71% | Put |
| 213 | —OCWEN FINL CORP | 1,500,000 | $8.1B | 77.44% | Call |
| 214 | PSXPHILLIPS 66 | 93,300 | $8.1B | 77.22% | Put |
| 215 | 8CWCROWN CASTLE INTL CORP NEW | 91,400 | $7.9B | 75.96% | Call |
| 216 | —GOLDCORP INC NEW | 583,000 | $7.9B | 75.94% | Put |
| 217 | —ALERE INC | 200,000 | $7.8B | 74.65% | Put |
| 218 | TEVATEVA PHARMACEUTICAL INDS LTD | 214,405 | $7.8B | 74.46% | Put |
| 219 | VIPSVIPSHOP HLDGS LTD | 705,494 | $7.8B | 74.39% | |
| 220 | MTARCELORMITTAL SA LUXEMBOURG | 1,060,316 | $7.7B | 74.13% | Put |
| 221 | VMOINVESCO MUN OPPORTUNITY TR | 601,857 | $7.7B | 73.44% | |
| 222 | KEYKEYCORP NEW | 411,900 | $7.5B | 72.07% | Put |
| 223 | WYNEURWYNDHAM WORLDWIDE CORP | 97,300 | $7.4B | 71.17% | Put |
| 224 | HDHOME DEPOT INC | 55,409 | $7.4B | 71.16% | Put |
| 225 | —RITE AID CORP | 900,000 | $7.4B | 71.03% | Call |
| 226 | PBRPETROLEO BRASILEIRO SA PETRO | 732,900 | $7.4B | 70.95% | Put |
| 227 | MAMASTERCARD INCORPORATED | 71,000 | $7.3B | 70.23% | Put |
| 228 | ALVAUTOLIV INC | 64,500 | $7.3B | 69.90% | |
| 229 | ITWILLINOIS TOOL WKS INC | 58,359 | $7.1B | 68.45% | Put |
| 230 | —HARMAN INTL INDS INC | 64,100 | $7.1B | 68.24% | |
| 231 | —YAHOO INC | 180,200 | $7.0B | 66.73% | Put |
| 232 | BKBANK NEW YORK MELLON CORP | 145,773 | $6.9B | 66.16% | Put |
| 233 | CICIGNA CORPORATION | 51,400 | $6.9B | 65.67% | |
| 234 | TTWOTAKE-TWO INTERACTIVE SOFTWAR | 135,872 | $6.7B | 64.14% | Put |
| 235 | AMTAMERICAN TOWER CORP NEW | 62,600 | $6.6B | 63.37% | Put |
| 236 | SBUXSTARBUCKS CORP | 118,600 | $6.6B | 63.07% | Call |
| 237 | MCHPMICROCHIP TECHNOLOGY INC | 100,000 | $6.4B | 61.45% | Put |
| 238 | DGXQUEST DIAGNOSTICS INC | 68,600 | $6.3B | 60.38% | Call |
| 239 | HALHALLIBURTON CO | 116,100 | $6.3B | 60.15% | Put |
| 240 | SIRIEURSIRIUS XM HLDGS INC | 1,400,200 | $6.2B | 59.68% | |
| 241 | —HERTZ GLOBAL HLDGS INC | 287,673 | $6.2B | 59.40% | Put |
| 242 | —MONSANTO CO NEW | 58,200 | $6.1B | 58.65% | Put |
| 243 | MRO*MARATHON OIL CORP | 348,996 | $6.0B | 57.86% | Put |
| 244 | CDKCDK GLOBAL INC | 100,000 | $6.0B | 57.17% | Call |
| 245 | —OMNOVA SOLUTIONS INC | 588,000 | $5.9B | 56.32% | |
| 246 | DATATABLEAU SOFTWARE INC | 87,500 | $5.9B | 56.25% | Call |
| 247 | PFNPIMCO INCOME STRATEGY FUND I | 615,397 | $5.8B | 55.94% | |
| 248 | —WILDHORSE RESOURCE DEV CORP | 400,000 | $5.8B | 55.94% | |
| 249 | LBEURL BRANDS INC | 88,100 | $5.8B | 55.56% | Put |
| 250 | NDAQNASDAQ INC | 85,603 | $5.7B | 55.03% | Put |
| 251 | EQTEQT CORP | 87,500 | $5.7B | 54.82% | Call |
| 252 | —CYPRESS SEMICONDUCTOR CORP | 500,000 | $5.7B | 54.79% | Call |
| 253 | INFYINFOSYS LTD | 384,000 | $5.7B | 54.55% | Put |
| 254 | MOSMOSAIC CO NEW | 192,600 | $5.6B | 54.11% | Put |
| 255 | —MICHAEL KORS HLDGS LTD | 130,000 | $5.6B | 53.51% | Call |
| 256 | —NUVEEN ENHANCED MUN VALUE FD | 397,243 | $5.6B | 53.26% | |
| 257 | SWKSTANLEY BLACK & DECKER INC | 48,410 | $5.6B | 53.18% | Put |
| 258 | NOMDNOMAD HLDGS LTD | 576,420 | $5.5B | 52.83% | |
| 259 | SKTTANGER FACTORY OUTLET CTRS I | 150,000 | $5.4B | 51.41% | Call |
| 260 | —TRIVAGO N V | 450,000 | $5.3B | 50.65% | |
| 261 | LENLENNAR CORP | 123,100 | $5.3B | 50.61% | Call |
| 262 | DISHDISH NETWORK CORP | 91,100 | $5.3B | 50.55% | Put |
| 263 | —NIELSEN HLDGS PLC | 125,000 | $5.2B | 50.23% | Call |
| 264 | MLMMARTIN MARIETTA MATLS INC | 23,600 | $5.2B | 50.07% | Put |
| 265 | HOGHARLEY DAVIDSON INC | 89,550 | $5.2B | 50.04% | Put |
| 266 | CWHCAMPING WORLD HLDGS INC | 160,000 | $5.2B | 49.94% | |
| 267 | —EXTRACTION OIL AND GAS INC | 260,000 | $5.2B | 49.90% | |
| 268 | SYMCEURSYMANTEC CORP | 217,000 | $5.2B | 49.65% | Call |
| 269 | XLRNACCELERON PHARMA INC | 202,738 | $5.2B | 49.56% | |
| 270 | REEVEREST RE GROUP LTD | 23,900 | $5.2B | 49.54% | |
| 271 | ASIXADVANSIX INC | 233,133 | $5.2B | 49.44% | |
| 272 | FSLRFIRST SOLAR INC | 160,000 | $5.1B | 49.17% | Put |
| 273 | NMZNUVEEN MUN HIGH INCOME OPP F | 398,190 | $5.1B | 48.86% | |
| 274 | TEXTEREX CORP NEW | 161,640 | $5.1B | 48.82% | |
| 275 | CHKEURCHESAPEAKE ENERGY CORP | 725,000 | $5.1B | 48.75% | Put |
| 276 | LVLNSPDR SERIES TRUST | 200,000 | $5.1B | 48.73% | Put |
| 277 | —GREAT PLAINS ENERGY INC | 100,000 | $5.1B | 48.47% | |
| 278 | BKRBAKER HUGHES INC | 76,700 | $5.0B | 47.73% | |
| 279 | —HCP INC | 164,000 | $4.9B | 46.68% | Call |
| 280 | MIYBLACKROCK MUNIYLD MICH QLTY | 357,600 | $4.9B | 46.55% | |
| 281 | UISUNISYS CORP | 325,000 | $4.9B | 46.54% | Call |
| 282 | —PRUDENTIAL GLB SHT DUR HG YL | 319,891 | $4.8B | 45.62% | |
| 283 | EAELECTRONIC ARTS INC | 60,000 | $4.7B | 45.27% | Call |
| 284 | NTBBANK OF NT BUTTERFIELD&SON L | 150,000 | $4.7B | 45.17% | |
| 285 | —APOLLO TACTICAL INCOME FD IN | 305,214 | $4.7B | 45.10% | |
| 286 | —AVENUE INCOME CR STRATEGIES | 323,390 | $4.3B | 41.60% | |
| 287 | PEPPEPSICO INC | 40,700 | $4.3B | 40.78% | Put |
| 288 | STLAFIAT CHRYSLER AUTOMOBILES N | 466,700 | $4.3B | 40.76% | |
| 289 | —OM ASSET MGMT PLC | 288,100 | $4.2B | 40.01% | |
| 290 | CVSCVS HEALTH CORP | 52,820 | $4.2B | 39.92% | Put |
| 291 | —NEUSTAR INC | 124,600 | $4.2B | 39.86% | Put |
| 292 | SNDSMART SAND INC | 250,000 | $4.1B | 39.63% | |
| 293 | AXIACENTRAIS ELETRICAS BRASILEIR | 594,088 | $4.1B | 39.49% | |
| 294 | CZREURCAESARS ENTMT CORP | 175,000 | $4.1B | 39.49% | Call |
| 295 | WMTWAL-MART STORES INC | 58,980 | $4.1B | 39.05% | Put |
| 296 | COHRII VI INC | 136,800 | $4.1B | 38.85% | Call |
| 297 | MHIPIONEER MUN HIGH INCOME TR | 336,324 | $4.0B | 38.24% | |
| 298 | GOLFACUSHNET HOLDINGS CORP | 200,000 | $3.9B | 37.76% | |
| 299 | GDSGDS HLDGS LTD | 450,000 | $3.9B | 37.07% | |
| 300 | —BMC STK HLDGS INC | 195,900 | $3.8B | 36.59% |