Laurion Capital Management LP Q4 2017 Filing

Filed February 13, 2018

Portfolio Value

$19.7B

Holdings

1,140

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (1,140 positions)

#StockSharesValue% PortfolioType
101
WYNNWYNN RESORTS LTD
267,413$45.1B228.47%Put
102
XOPUSDSPDR SERIES TRUST
1,190,900$44.3B224.39%Put
103
WYWEYERHAEUSER CO
1,250,000$44.1B223.36%Put
104
DHRDANAHER CORP DEL
456,011$42.3B214.50%Put
105
BTUPEABODY ENERGY CORP NEW
1,036,977$40.8B206.90%
106
GDXVANECK VECTORS ETF TR
1,709,370$39.7B201.32%Put
107
MDLZMONDELEZ INTL INC
921,100$39.4B199.79%Put
108
CSCOCISCO SYS INC
1,013,000$38.8B196.62%Put
109
VLOVALERO ENERGY CORP NEW
421,500$38.7B196.32%Put
110
BIDUNBAIDU INC
163,285$38.2B193.80%Put
111
AXPAMERICAN EXPRESS CO
382,700$38.0B192.61%Put
112
PBRPETROLEO BRASILEIRO SA PETRO
3,626,120$37.3B189.10%Put
113
ABTABBOTT LABS
639,400$36.5B184.92%Put
114
OMFONEMAIN HLDGS INC
1,395,313$36.3B183.78%
115
GEGENERAL ELECTRIC CO
2,063,248$36.0B182.46%Put
116
DALDELTA AIR LINES INC DEL
634,602$35.5B180.10%Put
117
TLVGRUPO TELEVISA SA
1,867,477$34.9B176.69%
118
ALSALLSTATE CORP
326,261$34.2B173.13%Put
119
GGENPACT LIMITED
1,045,832$33.2B168.23%
120
XLESELECT SECTOR SPDR TR
450,000$32.5B164.79%Put
121
CMICUMMINS INC
181,900$32.1B162.83%Put
122
EBAEBAY INC
843,774$31.8B161.38%Put
123
TTWOTAKE-TWO INTERACTIVE SOFTWAR
290,000$31.8B161.34%Call
124
LOWLOWES COS INC
341,866$31.8B161.03%Put
125
ETRAE TRADE FINANCIAL CORP
635,342$31.5B159.61%Put
126
WWEUSDWORLD WRESTLING ENTMT INC
1,020,751$31.2B158.19%
127
CBRECBRE GROUP INC
718,712$31.1B157.75%
128
CZREURCAESARS ENTMT CORP
2,454,703$31.1B157.37%
129
ADIANALOG DEVICES INC
343,000$30.5B154.76%Put
130
CIKCREDIT SUISSE GROUP
1,700,000$30.3B153.79%Put
131
GOLDCORP INC NEW
2,355,869$30.1B152.46%Put
132
CELGCELGENE CORP
287,734$30.0B152.18%Put
133
VOYAVOYA FINL INC
594,946$29.4B149.16%
134
IBNICICI BK LTD
3,000,000$29.2B147.93%Put
135
AMTAMERICAN TOWER CORP NEW
197,167$28.1B142.55%Put
136
SYFSYNCHRONY FINL
724,992$28.0B141.86%
137
MLCOMELCO RESORT ENTERTAINMENT L
955,000$27.7B140.55%Put
138
BLKCHFBLACKROCK INC
53,457$27.5B139.17%Put
139
QCOMQUALCOMM INC
422,500$27.0B137.07%Put
140
BLUEBIRD BIO INC
146,127$26.0B131.89%
141
POWERSHARES QQQ TRUST
165,800$25.8B130.88%
142
HGVHILTON GRAND VACATIONS INC
612,042$25.7B130.12%
143
NWLNEWELL BRANDS INC
814,267$25.2B127.51%Put
144
EEMISHARES TR
530,000$25.0B126.56%Put
145
TRUTRANSUNION
453,248$24.9B126.24%
146
HLIHOULIHAN LOKEY INC
547,900$24.9B126.14%
147
AWGASBURY AUTOMOTIVE GROUP INC
386,912$24.8B125.49%
148
SWKSTANLEY BLACK & DECKER INC
144,153$24.5B123.97%Put
149
MPCMARATHON PETE CORP
366,753$24.2B122.63%Put
150
BIIBBIOGEN INC
75,923$24.2B122.58%Put
151
ORCLORACLE CORP
505,000$23.9B121.00%Put
152
RHT1EURRED HAT INC
197,262$23.7B120.07%Put
153
OXYOCCIDENTAL PETE CORP DEL
309,222$22.8B115.43%Put
154
IBMINTERNATIONAL BUSINESS MACHS
147,555$22.6B114.72%Put
155
PHPARKER HANNIFIN CORP
110,435$22.0B111.70%Put
156
ELLAUDER ESTEE COS INC
171,667$21.8B110.70%Put
157
BANK AMER CORP
1,235,940$21.7B109.99%
158
NEMNEWMONT MINING CORP
578,000$21.7B109.91%Put
159
CECELANESE CORP DEL
202,156$21.6B109.70%
160
AU3EURANGLOGOLD ASHANTI LTD
2,122,652$21.6B109.62%Put
161
ZIONZIONS BANCORPORATION
421,914$21.4B108.69%Put
162
COPCONOCOPHILLIPS
390,000$21.4B108.49%Put
163
LBRDKLIBERTY BROADBAND CORP
250,000$21.3B107.89%Call
164
FRCBFIRST REP BK SAN FRANCISCO C
241,400$20.9B105.99%
165
SUNTRUST BKS INC
319,032$20.6B104.43%Put
166
LLYLILLY ELI & CO
237,464$20.1B101.63%Put
167
TEVATEVA PHARMACEUTICAL INDS LTD
1,039,718$19.7B99.85%Put
168
PPGPPG INDS INC
165,567$19.3B98.02%
169
UALUNITED CONTL HLDGS INC
285,180$19.2B97.41%Put
170
CMACOMERICA INC
219,900$19.1B96.74%Put
171
WMTWAL-MART STORES INC
190,212$18.8B95.19%Put
172
ARCH COAL INC
199,286$18.6B94.08%
173
EWAISHARES INC
800,000$18.5B93.94%Put
174
CNCEEURCONCERT PHARMACEUTICALS INC
711,540$18.4B93.29%
175
MONSANTO CO NEW
157,059$18.3B92.95%
176
SHWSHERWIN WILLIAMS CO
44,700$18.3B92.88%Put
177
GLWCORNING INC
570,738$18.3B92.53%
178
ITGRINTEGER HLDGS CORP
401,809$18.2B92.24%
179
IRINGERSOLL-RAND PLC
203,200$18.1B91.85%Put
180
JDJD COM INC
434,500$18.0B91.21%Put
181
XOMEXXON MOBIL CORP
214,038$17.9B90.72%Put
182
KOCOCA COLA CO
390,000$17.9B90.68%Put
183
TMHCTAYLOR MORRISON HOME CORP
730,211$17.9B90.55%
184
VMWEURVMWARE INC
141,930$17.8B90.14%Put
185
BDXBECTON DICKINSON & CO
83,076$17.8B90.13%Put
186
WMWASTE MGMT INC DEL
205,800$17.8B90.00%
187
SCHWSCHWAB CHARLES CORP NEW
338,974$17.4B88.25%Call
188
FT2FIRST HORIZON NATL CORP
869,676$17.4B88.10%
189
HESHESS CORP
365,880$17.4B88.02%Put
190
ANETEURARISTA NETWORKS INC
72,800$17.1B86.91%
191
QSRRESTAURANT BRANDS INTL INC
278,086$17.1B86.64%
192
GMS1EURGMS INC
448,570$16.9B85.56%
193
KGCKINROSS GOLD CORP
3,830,121$16.5B83.85%Put
194
LBEURL BRANDS INC
274,071$16.5B83.64%Call
195
FNVFRANCO NEVADA CORP
204,689$16.4B82.94%Put
196
GOLFACUSHNET HOLDINGS CORP
772,007$16.3B82.47%
197
BKBANK NEW YORK MELLON CORP
301,406$16.2B82.27%Put
198
VRSNVERISIGN INC
140,523$16.1B81.50%Put
199
WWAYFAIR INC
200,000$16.1B81.36%Call
200
TECK/BTECK RESOURCES LTD
610,512$16.0B80.97%Put
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