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 |
|---|---|---|---|---|---|
| 201 | —ANDEAVOR | 139,300 | $14.4B | 63.49% | Call |
| 202 | —INVESCO DYNAMIC CR OPP FD | 1,185,042 | $14.1B | 62.41% | |
| 203 | FDDFIRST TR HIGH INCOME L/S FD | 823,449 | $14.0B | 61.92% | |
| 204 | BKBANK NEW YORK MELLON CORP | 261,500 | $13.9B | 61.26% | Put |
| 205 | NUANEURNUANCE COMMUNICATIONS INC | 875,950 | $13.8B | 60.84% | |
| 206 | IRINGERSOLL-RAND PLC | 153,338 | $13.7B | 60.41% | |
| 207 | IBMINTERNATIONAL BUSINESS MACHS | 93,000 | $13.5B | 59.61% | Put |
| 208 | WWAYFAIR INC | 200,000 | $13.5B | 59.56% | Call |
| 209 | HOGHARLEY DAVIDSON INC | 276,229 | $13.3B | 58.85% | Put |
| 210 | LBEURL BRANDS INC | 313,825 | $13.1B | 57.70% | Call |
| 211 | ITUBITAU UNIBANCO HLDG SA | 950,000 | $13.0B | 57.51% | Put |
| 212 | GDXJVANECK VECTORS ETF TR | 385,800 | $13.0B | 57.26% | Put |
| 213 | —PQ GROUP HLDGS INC | 750,000 | $12.9B | 57.16% | |
| 214 | ERCWELLS FARGO MULTI SECTOR INC | 960,477 | $12.9B | 56.95% | |
| 215 | FEYECHFFIREEYE INC | 767,000 | $12.9B | 56.83% | Put |
| 216 | REGNREGENERON PHARMACEUTICALS | 28,478 | $12.7B | 56.26% | Put |
| 217 | —JUNO THERAPEUTICS INC | 280,589 | $12.6B | 55.61% | |
| 218 | WYNEURWYNDHAM WORLDWIDE CORP | 118,994 | $12.5B | 55.42% | Put |
| 219 | FMCF M C CORP | 139,500 | $12.5B | 55.06% | Put |
| 220 | RIGTRANSOCEAN LTD | 1,155,800 | $12.4B | 54.95% | Put |
| 221 | CMACOMERICA INC | 161,900 | $12.3B | 54.55% | Put |
| 222 | GAPGAP INC DEL | 410,647 | $12.1B | 53.58% | Put |
| 223 | ETRAE TRADE FINANCIAL CORP | 274,204 | $12.0B | 52.83% | |
| 224 | ROKROCKWELL AUTOMATION INC | 66,800 | $11.9B | 52.60% | Put |
| 225 | OECORION ENGINEERED CARBONS S A | 520,744 | $11.7B | 51.66% | |
| 226 | STTSTATE STR CORP | 121,884 | $11.6B | 51.46% | Put |
| 227 | A4SAMERIPRISE FINL INC | 76,500 | $11.4B | 50.20% | Put |
| 228 | —ALERE INC | 219,670 | $11.2B | 49.49% | |
| 229 | LLYLILLY ELI & CO | 130,000 | $11.1B | 49.14% | Put |
| 230 | ETNEATON CORP PLC | 144,800 | $11.1B | 49.13% | Put |
| 231 | BHPBHP BILLITON LTD | 274,238 | $11.1B | 49.11% | Put |
| 232 | SCHWSCHWAB CHARLES CORP NEW | 253,740 | $11.1B | 49.04% | Call |
| 233 | NVCRNOVOCURE LTD | 556,962 | $11.1B | 48.85% | |
| 234 | STAYUSDEXTENDED STAY AMER INC | 550,000 | $11.0B | 48.60% | Call |
| 235 | BLDRBUILDERS FIRSTSOURCE INC | 611,056 | $11.0B | 48.57% | |
| 236 | BAXBAXTER INTL INC | 171,500 | $10.8B | 47.55% | |
| 237 | GTGOODYEAR TIRE & RUBR CO | 319,819 | $10.6B | 46.99% | Put |
| 238 | ABTABBOTT LABS | 197,500 | $10.5B | 46.56% | Put |
| 239 | ASNDASCENDIS PHARMA A S | 283,330 | $10.3B | 45.38% | |
| 240 | HIGHARTFORD FINL SVCS GROUP INC | 180,000 | $10.0B | 44.08% | |
| 241 | RTN1USDRAYTHEON CO | 53,100 | $9.9B | 43.77% | |
| 242 | ANETEURARISTA NETWORKS INC | 52,200 | $9.9B | 43.73% | |
| 243 | CCLCARNIVAL CORP | 148,820 | $9.6B | 42.46% | |
| 244 | EMNEASTMAN CHEM CO | 106,113 | $9.6B | 42.43% | |
| 245 | VNOVORNADO RLTY TR | 124,800 | $9.6B | 42.39% | Put |
| 246 | TRUTRANSUNION | 200,024 | $9.5B | 41.77% | |
| 247 | JNPJUNIPER NETWORKS INC | 338,600 | $9.4B | 41.64% | |
| 248 | —CAPITAL BK FINL CORP | 225,718 | $9.3B | 40.94% | |
| 249 | —TAUBMAN CTRS INC | 184,497 | $9.2B | 40.52% | |
| 250 | POSTPOST HLDGS INC | 103,500 | $9.1B | 40.37% | Put |
| 251 | GDGENERAL DYNAMICS CORP | 44,299 | $9.1B | 40.24% | |
| 252 | LOWLOWES COS INC | 111,500 | $8.9B | 39.39% | |
| 253 | FISVFISERV INC | 68,700 | $8.9B | 39.15% | |
| 254 | NEENEXTERA ENERGY INC | 60,400 | $8.9B | 39.11% | |
| 255 | VODVODAFONE GROUP PLC NEW | 309,681 | $8.8B | 38.94% | Put |
| 256 | KRKROGER CO | 437,156 | $8.8B | 38.75% | Put |
| 257 | OMCOMNICOM GROUP INC | 118,400 | $8.8B | 38.75% | |
| 258 | FEFIRSTENERGY CORP | 283,522 | $8.7B | 38.62% | |
| 259 | ITCIEURINTRA CELLULAR THERAPIES INC | 550,000 | $8.7B | 38.35% | |
| 260 | BBBYEURBED BATH & BEYOND INC | 364,500 | $8.6B | 37.80% | |
| 261 | PGPROCTER AND GAMBLE CO | 94,000 | $8.6B | 37.79% | Put |
| 262 | STNGSCORPIO TANKERS INC | 2,480,826 | $8.5B | 37.60% | |
| 263 | —C&J ENERGY SVCS INC NEW | 280,659 | $8.4B | 37.16% | |
| 264 | DCHAMERICAN AXLE & MFG HLDGS IN | 478,198 | $8.4B | 37.15% | Put |
| 265 | MOALTRIA GROUP INC | 132,200 | $8.4B | 37.05% | Put |
| 266 | LNCLINCOLN NATL CORP IND | 113,969 | $8.4B | 37.00% | Call |
| 267 | GEGENERAL ELECTRIC CO | 344,600 | $8.3B | 36.81% | Put |
| 268 | MBIMBIA INC | 950,000 | $8.3B | 36.52% | Call |
| 269 | OPTUALTICE USA INC | 300,000 | $8.2B | 36.20% | |
| 270 | RHT1EURRED HAT INC | 73,733 | $8.2B | 36.12% | |
| 271 | AMTTD AMERITRADE HLDG CORP | 165,935 | $8.1B | 35.78% | |
| 272 | DTEDTE ENERGY CO | 75,288 | $8.1B | 35.71% | |
| 273 | LMTLOCKHEED MARTIN CORP | 25,200 | $7.8B | 34.54% | Call |
| 274 | TMOTHERMO FISHER SCIENTIFIC INC | 40,900 | $7.7B | 34.19% | Put |
| 275 | OSVEURVANECK VECTORS ETF TR | 294,100 | $7.7B | 33.88% | Put |
| 276 | —CBS CORP NEW | 129,468 | $7.5B | 33.18% | |
| 277 | ELVANTHEM INC | 39,400 | $7.5B | 33.05% | |
| 278 | DHID R HORTON INC | 183,801 | $7.3B | 32.43% | |
| 279 | —SUCAMPO PHARMACEUTICALS INC | 621,128 | $7.3B | 32.38% | |
| 280 | LOGILOGITECH INTL S A | 200,000 | $7.3B | 32.22% | Put |
| 281 | CCCHEMOURS CO | 143,466 | $7.3B | 32.08% | |
| 282 | SWKSTANLEY BLACK & DECKER INC | 47,900 | $7.2B | 31.95% | |
| 283 | —L3 TECHNOLOGIES INC | 38,200 | $7.2B | 31.80% | |
| 284 | DISCKUSDDISCOVERY COMMUNICATNS NEW | 353,700 | $7.2B | 31.66% | |
| 285 | —IHS MARKIT LTD | 162,539 | $7.2B | 31.66% | Put |
| 286 | 7HPHP INC | 357,619 | $7.1B | 31.54% | Put |
| 287 | DISHDISH NETWORK CORP | 131,579 | $7.1B | 31.53% | Put |
| 288 | —TWENTY FIRST CENTY FOX INC | 269,850 | $7.1B | 31.45% | Put |
| 289 | KLACKLA-TENCOR CORP | 66,927 | $7.1B | 31.35% | |
| 290 | XRXCHFXEROX CORP | 212,105 | $7.1B | 31.20% | Put |
| 291 | PCGPG&E CORP | 103,058 | $7.0B | 31.00% | |
| 292 | —CAI INTERNATIONAL INC | 229,346 | $7.0B | 30.73% | |
| 293 | UAAUNDER ARMOUR INC | 420,000 | $6.9B | 30.58% | Put |
| 294 | DGXQUEST DIAGNOSTICS INC | 73,600 | $6.9B | 30.45% | |
| 295 | TTCTORO CO | 111,000 | $6.9B | 30.44% | |
| 296 | ATRCATRICURE INC | 307,209 | $6.9B | 30.36% | |
| 297 | EXPDEXPEDITORS INTL WASH INC | 114,496 | $6.9B | 30.28% | |
| 298 | TOLTOLL BROTHERS INC | 163,705 | $6.8B | 30.00% | Call |
| 299 | HLFHERBALIFE LTD | 100,000 | $6.8B | 29.97% | Put |
| 300 | —FINANCIAL ENGINES INC | 194,888 | $6.8B | 29.92% |