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 |
|---|---|---|---|---|---|
| 301 | EXPEEXPEDIA INC DEL | 46,635 | $6.7B | 29.66% | Put |
| 302 | NUSNU SKIN ENTERPRISES INC | 108,300 | $6.7B | 29.42% | |
| 303 | ABEVAMBEV SA | 1,000,000 | $6.6B | 29.12% | |
| 304 | LYVLIVE NATION ENTERTAINMENT IN | 151,300 | $6.6B | 29.11% | |
| 305 | DATATABLEAU SOFTWARE INC | 87,500 | $6.6B | 28.95% | Call |
| 306 | PG4PRINCIPAL FINL GROUP INC | 101,298 | $6.5B | 28.80% | |
| 307 | —GTT COMMUNICATIONS INC | 205,811 | $6.5B | 28.78% | |
| 308 | LRCXEURLAM RESEARCH CORP | 34,612 | $6.4B | 28.30% | |
| 309 | HRSEURHARRIS CORP DEL | 48,062 | $6.3B | 27.96% | |
| 310 | PHKPIMCO HIGH INCOME FD | 758,797 | $6.3B | 27.89% | |
| 311 | ALBALBEMARLE CORP | 46,300 | $6.3B | 27.89% | Put |
| 312 | —IMPERVA INC | 145,100 | $6.3B | 27.82% | |
| 313 | NTAPNETAPP INC | 143,793 | $6.3B | 27.80% | Put |
| 314 | KSSKOHLS CORP | 137,433 | $6.3B | 27.72% | Put |
| 315 | PKGPACKAGING CORP AMER | 53,429 | $6.1B | 27.08% | Put |
| 316 | RSGREPUBLIC SVCS INC | 92,200 | $6.1B | 26.91% | |
| 317 | GGENPACT LIMITED | 211,123 | $6.1B | 26.82% | |
| 318 | BUDANHEUSER BUSCH INBEV SA/NV | 50,821 | $6.1B | 26.79% | Call |
| 319 | —QTS RLTY TR INC | 114,771 | $6.0B | 26.55% | |
| 320 | ROKUROKU INC | 225,000 | $6.0B | 26.39% | |
| 321 | BBTUSDBB&T CORP | 126,553 | $5.9B | 26.25% | Put |
| 322 | —ALLERGAN PLC | 28,550 | $5.9B | 25.86% | Put |
| 323 | STMSTMICROELECTRONICS N V | 300,000 | $5.8B | 25.74% | Put |
| 324 | ETSYETSY INC | 343,765 | $5.8B | 25.64% | |
| 325 | UNMUNUM GROUP | 112,128 | $5.7B | 25.33% | |
| 326 | PEPPEPSICO INC | 51,300 | $5.7B | 25.26% | Call |
| 327 | BKRBAKER HUGHES A GE CO | 155,300 | $5.7B | 25.13% | Put |
| 328 | SNPSSYNOPSYS INC | 69,704 | $5.6B | 24.80% | |
| 329 | FITBFIFTH THIRD BANCORP | 199,766 | $5.6B | 24.69% | Put |
| 330 | —DOWDUPONT INC | 80,400 | $5.6B | 24.59% | Put |
| 331 | —LEUCADIA NATL CORP | 220,204 | $5.6B | 24.57% | |
| 332 | HTEURHERSHA HOSPITALITY TR | 296,997 | $5.5B | 24.50% | |
| 333 | LVSLAS VEGAS SANDS CORP | 86,389 | $5.5B | 24.49% | Put |
| 334 | CTRACABOT OIL & GAS CORP | 207,000 | $5.5B | 24.46% | Call |
| 335 | BGBBLACKSTONE GSO STRATEGIC CR | 343,051 | $5.5B | 24.22% | |
| 336 | XPROFRANKS INTL N V | 707,110 | $5.5B | 24.12% | |
| 337 | UAUNDER ARMOUR INC | 363,140 | $5.5B | 24.10% | Put |
| 338 | STLAFIAT CHRYSLER AUTOMOBILES N | 300,000 | $5.4B | 23.74% | Call |
| 339 | DLTRDOLLAR TREE INC | 61,426 | $5.3B | 23.57% | Put |
| 340 | XLRNACCELERON PHARMA INC | 142,630 | $5.3B | 23.52% | |
| 341 | STXSEAGATE TECHNOLOGY PLC | 158,200 | $5.2B | 23.18% | Put |
| 342 | HPEHEWLETT PACKARD ENTERPRISE C | 356,500 | $5.2B | 23.17% | Put |
| 343 | ROSTROSS STORES INC | 81,100 | $5.2B | 23.14% | |
| 344 | MLMMARTIN MARIETTA MATLS INC | 25,000 | $5.2B | 22.78% | Call |
| 345 | TERTERADYNE INC | 137,982 | $5.1B | 22.73% | |
| 346 | PTENPATTERSON UTI ENERGY INC | 245,175 | $5.1B | 22.68% | Put |
| 347 | CDNSCADENCE DESIGN SYSTEM INC | 129,800 | $5.1B | 22.64% | |
| 348 | IBBISHARES TR | 15,336 | $5.1B | 22.60% | Put |
| 349 | BCSBARCLAYS PLC | 491,605 | $5.1B | 22.49% | Put |
| 350 | TTMCHFTATA MTRS LTD | 161,650 | $5.1B | 22.33% | Put |
| 351 | CFGCITIZENS FINL GROUP INC | 132,825 | $5.0B | 22.22% | |
| 352 | SPGIS&P GLOBAL INC | 31,908 | $5.0B | 22.04% | |
| 353 | APPNAPPIAN CORP | 175,000 | $5.0B | 22.01% | |
| 354 | GTHXEURG1 THERAPEUTICS INC | 200,000 | $5.0B | 21.99% | |
| 355 | BBYBEST BUY INC | 86,893 | $4.9B | 21.87% | |
| 356 | VFCV F CORP | 77,797 | $4.9B | 21.85% | Call |
| 357 | PGRPROGRESSIVE CORP OHIO | 101,654 | $4.9B | 21.75% | |
| 358 | —NABRIVA THERAPEUTICS PLC | 592,400 | $4.9B | 21.44% | |
| 359 | CPBCAMPBELL SOUP CO | 103,435 | $4.8B | 21.40% | |
| 360 | IIMINVESCO VALUE MUN INCOME TR | 321,487 | $4.8B | 21.25% | |
| 361 | MRO*MARATHON OIL CORP | 345,600 | $4.7B | 20.70% | |
| 362 | RGAREINSURANCE GROUP AMER INC | 33,226 | $4.6B | 20.48% | |
| 363 | FOXATWENTY FIRST CENTY FOX INC | 179,300 | $4.6B | 20.43% | |
| 364 | CPRTCOPART INC | 134,506 | $4.6B | 20.43% | |
| 365 | PHPARKER HANNIFIN CORP | 26,157 | $4.6B | 20.23% | Put |
| 366 | KALAKALA PHARMACEUTICALS INC | 200,000 | $4.6B | 20.18% | |
| 367 | BECNUSDBEACON ROOFING SUPPLY INC | 89,015 | $4.6B | 20.16% | |
| 368 | MANMANPOWERGROUP INC | 38,636 | $4.6B | 20.11% | |
| 369 | —EPIZYME INC | 237,859 | $4.5B | 20.02% | |
| 370 | YRIYAMANA GOLD INC | 1,705,666 | $4.5B | 19.98% | Put |
| 371 | —VENATOR MATLS PLC | 200,000 | $4.5B | 19.97% | |
| 372 | —STRAIGHT PATH COMMUNICATNS I | 25,000 | $4.5B | 19.96% | Call |
| 373 | —HERTZ GLOBAL HLDGS INC | 201,200 | $4.5B | 19.88% | Put |
| 374 | NTRSNORTHERN TR CORP | 48,654 | $4.5B | 19.76% | |
| 375 | RRCRANGE RES CORP | 227,900 | $4.5B | 19.71% | Call |
| 376 | —HCP INC | 159,575 | $4.4B | 19.62% | |
| 377 | RLRALPH LAUREN CORP | 50,003 | $4.4B | 19.51% | Put |
| 378 | LLOEWS CORP | 91,700 | $4.4B | 19.39% | |
| 379 | AIZASSURANT INC | 45,499 | $4.3B | 19.20% | |
| 380 | DESPDESPEGAR COM CORP | 135,200 | $4.3B | 19.11% | |
| 381 | DCPHEURDECIPHERA PHARMACEUTICALS IN | 225,000 | $4.3B | 18.88% | |
| 382 | MPCMARATHON PETE CORP | 76,172 | $4.3B | 18.87% | Put |
| 383 | APPFAPPFOLIO INC | 88,601 | $4.2B | 18.77% | |
| 384 | AWNADVANCE AUTO PARTS INC | 42,800 | $4.2B | 18.76% | Put |
| 385 | HRLHORMEL FOODS CORP | 131,200 | $4.2B | 18.63% | |
| 386 | LULULULULEMON ATHLETICA INC | 66,933 | $4.2B | 18.41% | Put |
| 387 | TRMBTRIMBLE INC | 105,300 | $4.1B | 18.26% | |
| 388 | SFMSPROUTS FMRS MKT INC | 218,647 | $4.1B | 18.13% | |
| 389 | —WGL HLDGS INC | 48,472 | $4.1B | 18.03% | |
| 390 | CHDCHURCH & DWIGHT INC | 83,300 | $4.0B | 17.83% | |
| 391 | CMICUMMINS INC | 23,889 | $4.0B | 17.74% | |
| 392 | AGCOAGCO CORP | 53,994 | $4.0B | 17.60% | |
| 393 | —DEUTSCHE MUN INCOME | 312,684 | $4.0B | 17.56% | |
| 394 | BSXBOSTON SCIENTIFIC CORP | 136,200 | $4.0B | 17.55% | Put |
| 395 | AFGAMERICAN FINL GROUP INC OHIO | 38,400 | $4.0B | 17.55% | |
| 396 | —APPTIO INC | 213,813 | $3.9B | 17.45% | |
| 397 | —EXPRESS SCRIPTS HLDG CO | 62,300 | $3.9B | 17.43% | |
| 398 | SYU1SYNOVUS FINL CORP | 84,327 | $3.9B | 17.16% | |
| 399 | MTBM & T BK CORP | 23,963 | $3.9B | 17.05% | Put |
| 400 | AZOAUTOZONE INC | 6,400 | $3.8B | 16.83% |