Laurion Capital Management LP Q3 2017 Filing
Filed November 13, 2017
Portfolio Value
$22.6B
Holdings
1,109
Report Date
Q3 2017
Filing Type
13F-HR
All Holdings (1,109 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 30,487,192 | $7.7T | 33841.58% | Put |
| 2 | MARMARRIOTT INTL INC NEW | 3,191,245 | $351.9B | 1554.68% | Put |
| 3 | TRVCCITIGROUP INC | 4,376,200 | $318.3B | 1406.48% | Put |
| 4 | CHTRCHARTER COMMUNICATIONS INC N | 828,146 | $301.0B | 1329.77% | Put |
| 5 | GMGENERAL MTRS CO | 6,075,200 | $245.3B | 1083.90% | Put |
| 6 | GSGOLDMAN SACHS GROUP INC | 1,009,600 | $239.5B | 1058.06% | Put |
| 7 | DWDMORGAN STANLEY | 4,956,500 | $238.8B | 1054.91% | Put |
| 8 | BABAALIBABA GROUP HLDG LTD | 1,371,400 | $236.9B | 1046.52% | Put |
| 9 | MSFTMICROSOFT CORP | 3,150,000 | $234.6B | 1036.73% | Put |
| 10 | JPMJPMORGAN CHASE & CO | 2,326,541 | $222.2B | 981.80% | Put |
| 11 | VVISA INC | 1,902,953 | $200.3B | 884.85% | Put |
| 12 | BACBANK AMER CORP | 7,822,600 | $198.2B | 875.84% | Put |
| 13 | WFCWELLS FARGO CO NEW | 3,323,700 | $183.3B | 809.89% | Put |
| 14 | —BARCLAYS BK PLC | 4,632,448 | $181.5B | 802.13% | Put |
| 15 | BKNGPRICELINE GRP INC | 96,876 | $177.4B | 783.61% | Put |
| 16 | INTCINTEL CORP | 4,650,341 | $177.1B | 782.43% | Put |
| 17 | —QUINTILES IMS HOLDINGS INC | 1,717,517 | $163.3B | 721.45% | |
| 18 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 2,147,300 | $155.8B | 688.23% | Put |
| 19 | EFXEQUIFAX INC | 1,454,714 | $154.2B | 681.25% | Put |
| 20 | AMZNAMAZON COM INC | 155,900 | $149.9B | 662.21% | Put |
| 21 | NXPINXP SEMICONDUCTORS N V | 1,204,797 | $136.3B | 602.01% | Put |
| 22 | METAFACEBOOK INC | 795,748 | $136.0B | 600.78% | Put |
| 23 | TECK/BTECK RESOURCES LTD | 6,328,521 | $133.5B | 589.72% | Put |
| 24 | HUMHUMANA INC | 539,012 | $131.3B | 580.22% | Put |
| 25 | NVDANVIDIA CORP | 673,333 | $120.4B | 531.86% | Put |
| 26 | CRMSALESFORCE COM INC | 1,272,353 | $118.9B | 525.18% | Put |
| 27 | PYPLPAYPAL HLDGS INC | 1,785,400 | $114.3B | 505.11% | Put |
| 28 | GOOGLALPHABET INC | 117,200 | $114.1B | 504.21% | Put |
| 29 | FFORD MTR CO DEL | 9,344,000 | $111.8B | 494.19% | Put |
| 30 | BABOEING CO | 438,500 | $111.5B | 492.52% | Put |
| 31 | SYYSYSCO CORP | 1,967,928 | $106.2B | 469.10% | Put |
| 32 | CMCSACOMCAST CORP NEW | 2,671,600 | $102.8B | 454.23% | Put |
| 33 | NCLHNORWEGIAN CRUISE LINE HLDGS | 1,898,087 | $102.6B | 453.29% | |
| 34 | AMGNAMGEN INC | 544,900 | $101.6B | 448.89% | Put |
| 35 | EOGEOG RES INC | 1,000,000 | $96.7B | 427.43% | Call |
| 36 | CELGCELGENE CORP | 654,800 | $95.5B | 421.88% | Put |
| 37 | UNHUNITEDHEALTH GROUP INC | 484,600 | $94.9B | 419.34% | Put |
| 38 | USFDUS FOODS HLDG CORP | 3,547,484 | $94.7B | 418.50% | |
| 39 | TIFEURTIFFANY & CO NEW | 1,028,186 | $94.4B | 416.95% | |
| 40 | TXNTEXAS INSTRS INC | 1,043,565 | $93.5B | 413.32% | Put |
| 41 | BENFRANKLIN RES INC | 2,090,975 | $93.1B | 411.21% | Put |
| 42 | INTUINTUIT | 649,880 | $92.4B | 408.15% | |
| 43 | GILDGILEAD SCIENCES INC | 1,140,000 | $92.4B | 408.09% | Put |
| 44 | CATCATERPILLAR INC DEL | 731,200 | $91.2B | 402.90% | Put |
| 45 | JDJD COM INC | 2,331,294 | $89.1B | 393.49% | Put |
| 46 | INCYINCYTE CORP | 762,273 | $89.0B | 393.18% | |
| 47 | SLBSCHLUMBERGER LTD | 1,263,132 | $88.1B | 389.33% | Put |
| 48 | APCANADARKO PETE CORP | 1,770,528 | $86.5B | 382.15% | Put |
| 49 | ADBEADOBE SYS INC | 571,283 | $85.2B | 376.55% | Put |
| 50 | FWONALIBERTY MEDIA CORP DELAWARE | 2,180,398 | $83.1B | 366.95% | |
| 51 | TWXCHFTIME WARNER INC | 809,694 | $83.0B | 366.53% | Put |
| 52 | HSYHERSHEY CO | 752,801 | $82.2B | 363.11% | |
| 53 | NFLXNETFLIX INC | 452,930 | $82.1B | 362.92% | Put |
| 54 | EEMISHARES TR | 1,780,000 | $79.8B | 352.42% | Put |
| 55 | FCXFREEPORT-MCMORAN INC | 5,675,803 | $79.7B | 352.09% | Put |
| 56 | BTUPEABODY ENERGY CORP NEW | 2,693,154 | $78.1B | 345.20% | |
| 57 | LUVSOUTHWEST AIRLS CO | 1,381,254 | $77.3B | 341.65% | Put |
| 58 | BIDUNBAIDU INC | 308,826 | $76.5B | 337.97% | Put |
| 59 | GQ9SPDR GOLD TRUST | 600,000 | $72.9B | 322.31% | Put |
| 60 | VALEVALE S A | 7,235,743 | $72.9B | 321.94% | Put |
| 61 | TMUST MOBILE US INC | 1,180,294 | $72.8B | 321.56% | Put |
| 62 | COSTCOSTCO WHSL CORP NEW | 441,458 | $72.5B | 320.45% | Put |
| 63 | AVGOBROADCOM LTD | 297,475 | $72.2B | 318.79% | Put |
| 64 | HALHALLIBURTON CO | 1,532,296 | $70.5B | 311.64% | Put |
| 65 | GOOGALPHABET INC | 73,300 | $70.3B | 310.63% | Put |
| 66 | SBUXSTARBUCKS CORP | 1,219,997 | $65.5B | 289.52% | Put |
| 67 | MUMICRON TECHNOLOGY INC | 1,666,031 | $65.5B | 289.51% | Put |
| 68 | CVXCHEVRON CORP NEW | 546,900 | $64.3B | 283.93% | Put |
| 69 | —AETNA INC NEW | 393,499 | $62.6B | 276.46% | Put |
| 70 | HGVHILTON GRAND VACATIONS INC | 1,571,218 | $60.7B | 268.18% | |
| 71 | MRKMERCK & CO INC | 940,353 | $60.2B | 266.04% | Put |
| 72 | ABXBARRICK GOLD CORP | 3,655,351 | $58.8B | 259.88% | Put |
| 73 | ASHASHLAND GLOBAL HLDGS INC | 893,533 | $58.4B | 258.16% | Call |
| 74 | AAPLAPPLE INC | 374,600 | $57.7B | 255.09% | Put |
| 75 | WBAWALGREENS BOOTS ALLIANCE INC | 730,400 | $56.4B | 249.20% | Put |
| 76 | ABBVABBVIE INC | 632,096 | $56.2B | 248.18% | Put |
| 77 | BACVERIZON COMMUNICATIONS INC | 1,130,200 | $55.9B | 247.14% | Put |
| 78 | CVSCVS HEALTH CORP | 683,326 | $55.6B | 245.52% | Put |
| 79 | CSGPCOSTAR GROUP INC | 206,700 | $55.4B | 244.99% | |
| 80 | PRAHPRA HEALTH SCIENCES INC | 716,436 | $54.6B | 241.11% | |
| 81 | —LEVEL 3 COMMUNICATIONS INC | 991,919 | $52.9B | 233.55% | Call |
| 82 | TSLATESLA INC | 152,947 | $52.2B | 230.51% | Put |
| 83 | MAMASTERCARD INCORPORATED | 366,200 | $51.7B | 228.46% | Put |
| 84 | GDDYGODADDY INC | 1,182,014 | $51.4B | 227.23% | |
| 85 | ADSKAUTODESK INC | 451,176 | $50.6B | 223.79% | Put |
| 86 | JNJJOHNSON & JOHNSON | 375,000 | $48.8B | 215.41% | Put |
| 87 | PFEPFIZER INC | 1,353,884 | $48.3B | 213.56% | Put |
| 88 | UNPUNION PAC CORP | 415,131 | $48.1B | 212.71% | Call |
| 89 | BWXTBWX TECHNOLOGIES INC | 856,070 | $48.0B | 211.89% | |
| 90 | BIIBBIOGEN INC | 152,731 | $47.8B | 211.30% | Put |
| 91 | XOPUSDSPDR SERIES TRUST | 1,395,121 | $47.6B | 210.14% | Put |
| 92 | MDLZMONDELEZ INTL INC | 1,151,500 | $46.8B | 206.87% | Put |
| 93 | DEDEERE & CO | 370,600 | $46.5B | 205.65% | Put |
| 94 | NOWSERVICENOW INC | 391,009 | $46.0B | 203.05% | Put |
| 95 | PNCPNC FINL SVCS GROUP INC | 327,380 | $44.1B | 194.93% | Put |
| 96 | ZIONZIONS BANCORPORATION | 927,500 | $43.8B | 193.35% | Put |
| 97 | ECLECOLAB INC | 339,869 | $43.7B | 193.13% | Put |
| 98 | GDXVANECK VECTORS ETF TR | 1,869,787 | $42.9B | 189.68% | Put |
| 99 | WYWEYERHAEUSER CO | 1,250,000 | $42.5B | 187.95% | Put |
| 100 | STZCONSTELLATION BRANDS INC | 212,500 | $42.4B | 187.27% | Call |
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