Laurion Capital Management LP Q1 2017 Filing
Filed May 12, 2017
Portfolio Value
$13.3B
Holdings
897
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (897 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 201 | CMCSACOMCAST CORP NEW | 305,400 | $11.5B | 86.16% | Put |
| 202 | PTENPATTERSON UTI ENERGY INC | 470,000 | $11.4B | 85.62% | Call |
| 203 | —HORIZON PHARMA PLC | 750,000 | $11.1B | 83.20% | Put |
| 204 | RTN1USDRAYTHEON CO | 71,800 | $10.9B | 82.19% | Call |
| 205 | WMTWAL-MART STORES INC | 151,600 | $10.9B | 82.01% | Put |
| 206 | ALXNALEXION PHARMACEUTICALS INC | 89,000 | $10.8B | 80.98% | |
| 207 | MLMMARTIN MARIETTA MATLS INC | 49,300 | $10.8B | 80.75% | Put |
| 208 | KEYKEYCORP NEW | 601,274 | $10.7B | 80.25% | Put |
| 209 | —SHIRE PLC | 60,900 | $10.6B | 79.64% | |
| 210 | NTAPNETAPP INC | 252,694 | $10.6B | 79.39% | Put |
| 211 | HCAHCA HOLDINGS INC | 117,800 | $10.5B | 78.68% | Call |
| 212 | HWCHANCOCK HLDG CO | 224,566 | $10.2B | 76.77% | |
| 213 | UPSUNITED PARCEL SERVICE INC | 95,144 | $10.2B | 76.62% | Put |
| 214 | KSSKOHLS CORP | 255,244 | $10.2B | 76.27% | Put |
| 215 | HPEHEWLETT PACKARD ENTERPRISE C | 426,631 | $10.1B | 75.89% | Put |
| 216 | STSENSATA TECHNOLOGIES HLDG NV | 226,500 | $9.9B | 74.24% | |
| 217 | TRVTRAVELERS COMPANIES INC | 81,225 | $9.8B | 73.49% | Put |
| 218 | ZAYOEURZAYO GROUP HLDGS INC | 296,119 | $9.7B | 73.12% | Call |
| 219 | LVSLAS VEGAS SANDS CORP | 169,200 | $9.7B | 72.48% | Put |
| 220 | XLFSELECT SECTOR SPDR TR | 400,000 | $9.5B | 71.24% | Put |
| 221 | DKSDICKS SPORTING GOODS INC | 194,500 | $9.5B | 71.04% | Put |
| 222 | GAPGAP INC DEL | 380,024 | $9.2B | 69.29% | Put |
| 223 | —NUVEEN ENHANCED MUN VALUE FD | 639,373 | $9.0B | 67.38% | |
| 224 | ITUBITAU UNIBANCO HLDG SA | 735,100 | $8.9B | 66.60% | Put |
| 225 | —RADIUS HEALTH INC | 228,971 | $8.8B | 66.42% | Put |
| 226 | BLKCHFBLACKROCK INC | 22,810 | $8.7B | 65.66% | Put |
| 227 | TMHCTAYLOR MORRISON HOME CORP | 406,600 | $8.7B | 65.07% | |
| 228 | AWIARMSTRONG WORLD INDS INC NEW | 188,181 | $8.7B | 65.04% | |
| 229 | XLVSELECT SECTOR SPDR TR | 116,000 | $8.6B | 64.74% | |
| 230 | FTFFRANKLIN LTD DURATION INC TR | 717,310 | $8.6B | 64.44% | |
| 231 | JFRNUVEEN FLOATING RATE INCOME | 743,744 | $8.6B | 64.25% | |
| 232 | LUVSOUTHWEST AIRLS CO | 158,400 | $8.5B | 63.92% | Put |
| 233 | NACNUVEEN CA QUALTY MUN INCOME | 588,420 | $8.5B | 63.64% | |
| 234 | HLTHILTON WORLDWIDE HLDGS INC | 143,438 | $8.4B | 62.93% | |
| 235 | —RITE AID CORP | 1,956,887 | $8.3B | 62.42% | |
| 236 | BGHBARINGS GLOBAL SHORT DURATIO | 416,521 | $8.2B | 61.84% | |
| 237 | OECORION ENGINEERED CARBONS S A | 400,000 | $8.2B | 61.55% | |
| 238 | MBIMBIA INC | 950,000 | $8.0B | 60.40% | Call |
| 239 | S9QSPIRIT AEROSYSTEMS HLDGS INC | 136,636 | $7.9B | 59.40% | |
| 240 | PENNPENN NATL GAMING INC | 428,300 | $7.9B | 59.25% | |
| 241 | THOTHOR INDS INC | 80,781 | $7.8B | 58.28% | |
| 242 | URIUNITED RENTALS INC | 60,266 | $7.5B | 56.57% | Put |
| 243 | —ATHENE HLDG LTD | 150,000 | $7.5B | 56.28% | |
| 244 | TTDTHE TRADE DESK INC | 199,904 | $7.4B | 55.89% | |
| 245 | CLXCLOROX CO DEL | 55,000 | $7.4B | 55.66% | Put |
| 246 | MCHPMICROCHIP TECHNOLOGY INC | 100,000 | $7.4B | 55.38% | Put |
| 247 | GTGOODYEAR TIRE & RUBR CO | 202,500 | $7.3B | 54.72% | Put |
| 248 | —PINNACLE FOODS INC DEL | 123,400 | $7.1B | 53.60% | Put |
| 249 | ELFE L F BEAUTY INC | 243,634 | $7.0B | 52.67% | |
| 250 | —CLIFFS NAT RES INC | 805,597 | $6.6B | 49.65% | Put |
| 251 | HYGISHARES TR | 75,000 | $6.6B | 49.42% | Call |
| 252 | —YAHOO INC | 139,817 | $6.5B | 48.70% | Call |
| 253 | HLFHERBALIFE LTD | 111,250 | $6.5B | 48.55% | Put |
| 254 | NOCNORTHROP GRUMMAN CORP | 26,850 | $6.4B | 47.93% | Put |
| 255 | GEGENERAL ELECTRIC CO | 213,900 | $6.4B | 47.85% | Put |
| 256 | —IHS MARKIT LTD | 151,800 | $6.4B | 47.80% | |
| 257 | XPROFRANKS INTL N V | 596,948 | $6.3B | 47.36% | |
| 258 | AMCAMC ENTMT HLDGS INC | 200,000 | $6.3B | 47.21% | Call |
| 259 | 9990302DAPACHE CORP | 121,004 | $6.2B | 46.67% | Put |
| 260 | MOALTRIA GROUP INC | 85,700 | $6.1B | 45.94% | Put |
| 261 | APAMARTISAN PARTNERS ASSET MGMT | 221,330 | $6.1B | 45.85% | |
| 262 | INFYINFOSYS LTD | 384,000 | $6.1B | 45.54% | Put |
| 263 | REGNREGENERON PHARMACEUTICALS | 15,458 | $6.0B | 44.97% | Put |
| 264 | KSUEURKANSAS CITY SOUTHERN | 68,904 | $5.9B | 44.35% | |
| 265 | —POWERSHARES ETF TRUST II | 250,500 | $5.8B | 43.73% | Put |
| 266 | RICEEURRICE ENERGY INC | 240,600 | $5.7B | 42.80% | |
| 267 | FHBFIRST HAWAIIAN INC | 186,994 | $5.6B | 41.99% | |
| 268 | PEPPEPSICO INC | 50,000 | $5.6B | 41.98% | Call |
| 269 | IRINGERSOLL-RAND PLC | 68,000 | $5.5B | 41.51% | Put |
| 270 | HOGHARLEY DAVIDSON INC | 89,964 | $5.4B | 40.85% | Put |
| 271 | KEYSKEYSIGHT TECHNOLOGIES INC | 150,100 | $5.4B | 40.72% | |
| 272 | XOMEXXON MOBIL CORP | 65,000 | $5.3B | 40.01% | Call |
| 273 | VYXNCR CORP NEW | 116,049 | $5.3B | 39.79% | |
| 274 | TMOTHERMO FISHER SCIENTIFIC INC | 34,000 | $5.2B | 39.19% | Call |
| 275 | AU3EURANGLOGOLD ASHANTI LTD | 480,000 | $5.2B | 38.80% | Put |
| 276 | —ARCH COAL INC | 74,964 | $5.2B | 38.79% | |
| 277 | TMUST MOBILE US INC | 80,000 | $5.2B | 38.78% | Call |
| 278 | TTMCHFTATA MTRS LTD | 144,650 | $5.2B | 38.71% | Put |
| 279 | —TIVITY HEALTH INC | 174,559 | $5.1B | 38.13% | |
| 280 | BCSBARCLAYS PLC | 451,500 | $5.1B | 38.09% | Put |
| 281 | STTSTATE STR CORP | 63,500 | $5.1B | 37.93% | Put |
| 282 | SOSOUTHERN CO | 100,000 | $5.0B | 37.36% | Call |
| 283 | —WILDHORSE RESOURCE DEV CORP | 400,000 | $5.0B | 37.35% | |
| 284 | MTBM & T BK CORP | 31,397 | $4.9B | 36.45% | Put |
| 285 | SRESEMPRA ENERGY | 43,600 | $4.8B | 36.16% | |
| 286 | VSMEURVERSUM MATLS INC | 155,135 | $4.7B | 35.63% | |
| 287 | MQTBLACKROCK MUNIY QUALITY FD I | 369,179 | $4.7B | 35.44% | |
| 288 | DATATABLEAU SOFTWARE INC | 93,600 | $4.6B | 34.81% | Call |
| 289 | COSTCOSTCO WHSL CORP NEW | 27,400 | $4.6B | 34.49% | Put |
| 290 | YRIYAMANA GOLD INC | 1,639,051 | $4.5B | 33.96% | Put |
| 291 | —ASCENA RETAIL GROUP INC | 1,050,000 | $4.5B | 33.57% | Call |
| 292 | MIYBLACKROCK MUNIYLD MICH QLTY | 327,989 | $4.5B | 33.48% | |
| 293 | VKQINVESCO MUN TR | 355,510 | $4.5B | 33.44% | |
| 294 | ATKRATKORE INTL GROUP INC | 169,468 | $4.5B | 33.43% | |
| 295 | MACMACERICH CO | 66,700 | $4.3B | 32.24% | Call |
| 296 | —C&J ENERGY SVCS INC NEW | 124,907 | $4.3B | 31.92% | |
| 297 | —BMC STK HLDGS INC | 185,000 | $4.2B | 31.38% | |
| 298 | CTLTEURCATALENT INC | 147,492 | $4.2B | 31.35% | |
| 299 | COHRII VI INC | 114,810 | $4.1B | 31.07% | Call |
| 300 | ADSKAUTODESK INC | 46,667 | $4.0B | 30.28% |