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 |
|---|---|---|---|---|---|
| 101 | ALSALLSTATE CORP | 452,698 | $41.6B | 183.83% | Put |
| 102 | BMYBRISTOL MYERS SQUIBB CO | 647,500 | $41.3B | 182.35% | Put |
| 103 | AXPAMERICAN EXPRESS CO | 450,502 | $40.8B | 180.06% | Put |
| 104 | 35VVEON LTD | 9,594,568 | $40.1B | 177.20% | |
| 105 | DALDELTA AIR LINES INC DEL | 830,556 | $40.0B | 176.96% | Put |
| 106 | AFLAFLAC INC | 479,410 | $39.0B | 172.40% | Put |
| 107 | WYNNWYNN RESORTS LTD | 255,902 | $38.1B | 168.38% | Put |
| 108 | LYBLYONDELLBASELL INDUSTRIES N | 381,900 | $37.8B | 167.13% | Call |
| 109 | EAELECTRONIC ARTS INC | 315,030 | $37.2B | 164.33% | Put |
| 110 | PBRPETROLEO BRASILEIRO SA PETRO | 3,651,036 | $36.7B | 161.97% | Put |
| 111 | SHWSHERWIN WILLIAMS CO | 102,213 | $36.6B | 161.69% | Put |
| 112 | XLFSELECT SECTOR SPDR TR | 1,400,000 | $36.2B | 159.96% | Put |
| 113 | DYHTARGET CORP | 610,100 | $36.0B | 159.08% | Put |
| 114 | EWAISHARES INC | 1,600,000 | $35.9B | 158.64% | Put |
| 115 | DISDISNEY WALT CO | 364,216 | $35.9B | 158.62% | Put |
| 116 | MLCOMELCO RESORT ENTERTAINMENT L | 1,440,000 | $34.7B | 153.46% | Put |
| 117 | —SPARK THERAPEUTICS INC | 388,680 | $34.7B | 153.12% | |
| 118 | MMM3M CO | 163,400 | $34.3B | 151.55% | Put |
| 119 | COFCAPITAL ONE FINL CORP | 402,300 | $34.1B | 150.48% | Put |
| 120 | WEXWEX INC | 300,455 | $33.7B | 148.97% | |
| 121 | YUMYUM BRANDS INC | 443,764 | $32.7B | 144.32% | Put |
| 122 | SNAPSNAP INC | 2,240,106 | $32.6B | 143.91% | Call |
| 123 | AMATAPPLIED MATLS INC | 624,800 | $32.5B | 143.81% | Put |
| 124 | SYMCEURSYMANTEC CORP | 989,418 | $32.5B | 143.43% | Put |
| 125 | IWMISHARES TR | 218,900 | $32.4B | 143.32% | Put |
| 126 | TEVATEVA PHARMACEUTICAL INDS LTD | 1,804,189 | $31.8B | 140.30% | Put |
| 127 | CPTCAMDEN PPTY TR | 345,511 | $31.6B | 139.61% | |
| 128 | QCOMQUALCOMM INC | 602,487 | $31.2B | 138.00% | Put |
| 129 | XLESELECT SECTOR SPDR TR | 450,000 | $30.8B | 136.16% | Put |
| 130 | FDCFIRST DATA CORP NEW | 1,686,796 | $30.4B | 134.45% | |
| 131 | ADIANALOG DEVICES INC | 352,057 | $30.3B | 134.04% | Put |
| 132 | CSXCSX CORP | 542,500 | $29.4B | 130.06% | Put |
| 133 | IBNICICI BK LTD | 3,350,000 | $28.7B | 126.70% | Put |
| 134 | NOCNORTHROP GRUMMAN CORP | 99,535 | $28.6B | 126.55% | Put |
| 135 | ORCLORACLE CORP | 589,900 | $28.5B | 126.03% | Put |
| 136 | FDXFEDEX CORP | 126,389 | $28.5B | 125.97% | Put |
| 137 | WMTWAL-MART STORES INC | 363,600 | $28.4B | 125.54% | Put |
| 138 | —GOLDCORP INC NEW | 2,160,006 | $28.0B | 123.69% | Put |
| 139 | BCRUSDBARD C R INC | 86,895 | $27.9B | 123.05% | |
| 140 | CBRECBRE GROUP INC | 725,441 | $27.5B | 121.42% | |
| 141 | USX1UNITED STATES STL CORP NEW | 1,068,437 | $27.4B | 121.14% | Put |
| 142 | FXIISHARES TR | 612,300 | $27.0B | 119.14% | Put |
| 143 | CIKCREDIT SUISSE GROUP | 1,700,000 | $26.9B | 118.68% | Put |
| 144 | VLOVALERO ENERGY CORP NEW | 342,835 | $26.4B | 116.53% | Put |
| 145 | SRPTSAREPTA THERAPEUTICS INC | 579,207 | $26.3B | 116.08% | Put |
| 146 | VRSNVERISIGN INC | 244,886 | $26.1B | 115.11% | Put |
| 147 | ALXNALEXION PHARMACEUTICALS INC | 182,698 | $25.6B | 113.24% | Call |
| 148 | RCLROYAL CARIBBEAN CRUISES LTD | 207,843 | $24.6B | 108.86% | Put |
| 149 | —PORTOLA PHARMACEUTICALS INC | 450,118 | $24.3B | 107.45% | |
| 150 | YUMCYUM CHINA HLDGS INC | 604,888 | $24.2B | 106.82% | |
| 151 | NTESNETEASE INC | 91,312 | $24.1B | 106.44% | Put |
| 152 | EBAEBAY INC | 621,262 | $23.9B | 105.58% | Put |
| 153 | —SUNTRUST BKS INC | 396,436 | $23.7B | 104.70% | Put |
| 154 | UALUNITED CONTL HLDGS INC | 389,130 | $23.7B | 104.68% | Put |
| 155 | FDO.FMACYS INC | 1,082,000 | $23.6B | 104.31% | Put |
| 156 | CICIGNA CORPORATION | 125,400 | $23.4B | 103.58% | Put |
| 157 | EWZISHARES INC | 543,067 | $22.6B | 100.03% | Put |
| 158 | XOMEXXON MOBIL CORP | 274,300 | $22.5B | 99.36% | Put |
| 159 | STCSTEWART INFORMATION SVCS COR | 589,870 | $22.3B | 98.41% | |
| 160 | CSCOCISCO SYS INC | 655,357 | $22.0B | 97.39% | Put |
| 161 | OXYOCCIDENTAL PETE CORP DEL | 342,605 | $22.0B | 97.20% | Put |
| 162 | NEMNEWMONT MINING CORP | 578,000 | $21.7B | 95.79% | Put |
| 163 | NSCNORFOLK SOUTHERN CORP | 163,375 | $21.6B | 95.45% | Put |
| 164 | DHRDANAHER CORP DEL | 250,000 | $21.4B | 94.75% | Call |
| 165 | AWMSKYWORKS SOLUTIONS INC | 205,460 | $20.9B | 92.50% | Put |
| 166 | KOCOCA COLA CO | 458,546 | $20.6B | 91.20% | Put |
| 167 | FRCBFIRST REP BK SAN FRANCISCO C | 197,500 | $20.6B | 91.16% | |
| 168 | COPCONOCOPHILLIPS | 409,800 | $20.5B | 90.63% | Put |
| 169 | PRUPRUDENTIAL FINL INC | 192,686 | $20.5B | 90.52% | Put |
| 170 | TWTRUSDTWITTER INC | 1,200,000 | $20.2B | 89.45% | Call |
| 171 | AU3EURANGLOGOLD ASHANTI LTD | 2,092,880 | $19.4B | 85.91% | Put |
| 172 | CECELANESE CORP DEL | 181,800 | $19.0B | 83.75% | |
| 173 | METMETLIFE INC | 360,100 | $18.7B | 82.66% | Put |
| 174 | HDHOME DEPOT INC | 112,919 | $18.5B | 81.60% | Put |
| 175 | —MONSANTO CO NEW | 154,008 | $18.5B | 81.53% | |
| 176 | USBUS BANCORP DEL | 343,300 | $18.4B | 81.28% | Put |
| 177 | WDCWESTERN DIGITAL CORP | 212,423 | $18.4B | 81.10% | Put |
| 178 | RXNEURREXNORD CORP NEW | 714,242 | $18.1B | 80.19% | |
| 179 | AIGAMERICAN INTL GROUP INC | 289,827 | $17.8B | 78.62% | Put |
| 180 | HESHESS CORP | 379,266 | $17.8B | 78.58% | Put |
| 181 | CLCOLGATE PALMOLIVE CO | 243,695 | $17.8B | 78.44% | |
| 182 | AABAUSDALTABA INC | 260,000 | $17.2B | 76.09% | Put |
| 183 | —SPRINT CORP | 2,212,550 | $17.2B | 76.06% | Put |
| 184 | —FIBRIA CELULOSE S A | 1,269,532 | $17.2B | 75.95% | |
| 185 | UTXZUNITED TECHNOLOGIES CORP | 146,620 | $17.0B | 75.20% | Put |
| 186 | MCDMCDONALDS CORP | 106,000 | $16.6B | 73.38% | Put |
| 187 | CMECME GROUP INC | 121,875 | $16.5B | 73.07% | Put |
| 188 | WMWASTE MGMT INC DEL | 210,900 | $16.5B | 72.93% | Put |
| 189 | KGCKINROSS GOLD CORP | 3,882,668 | $16.5B | 72.74% | Put |
| 190 | MCHPMICROCHIP TECHNOLOGY INC | 181,817 | $16.3B | 72.13% | Put |
| 191 | AALAMERICAN AIRLS GROUP INC | 340,723 | $16.2B | 71.49% | Put |
| 192 | MRVLMARVELL TECHNOLOGY GROUP LTD | 900,800 | $16.1B | 71.24% | Call |
| 193 | ITWILLINOIS TOOL WKS INC | 107,800 | $16.0B | 70.48% | Put |
| 194 | TSNTYSON FOODS INC | 219,665 | $15.5B | 68.37% | Put |
| 195 | AMTAMERICAN TOWER CORP NEW | 111,977 | $15.3B | 67.62% | Put |
| 196 | —MILACRON HLDGS CORP | 899,107 | $15.2B | 66.98% | |
| 197 | HHYATT HOTELS CORP | 242,084 | $15.0B | 66.09% | |
| 198 | UPSUNITED PARCEL SERVICE INC | 123,300 | $14.8B | 65.42% | Put |
| 199 | GLWCORNING INC | 492,734 | $14.7B | 65.14% | Put |
| 200 | NZFNUVEEN MUNICIPAL CREDIT INC | 948,896 | $14.4B | 63.77% |