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
201
TSNTYSON FOODS INC
195,805$15.9B80.45%Put
202
STCSTEWART INFORMATION SVCS COR
373,499$15.8B80.07%
203
FDXFEDEX CORP
63,289$15.8B80.04%Put
204
LRCXEURLAM RESEARCH CORP
85,668$15.8B79.91%Put
205
ALNYALNYLAM PHARMACEUTICALS INC
121,735$15.5B78.38%
206
PHMPULTE GROUP INC
462,457$15.4B77.93%Put
207
RETAEURREATA PHARMACEUTICALS INC
518,091$14.7B74.35%
208
LNCLINCOLN NATL CORP IND
188,334$14.5B73.37%Put
209
FBPFIRST BANCORP P R
2,837,667$14.5B73.34%
210
COTT CORP QUE
867,011$14.4B73.20%
211
TWTRUSDTWITTER INC
591,638$14.2B71.99%Put
212
OM ASSET MGMT PLC
821,062$13.8B69.70%
213
DISCKUSDDISCOVERY COMMUNICATNS NEW
638,200$13.5B68.47%Put
214
SOHUNSOHU COM INC
307,361$13.3B67.52%
215
HOGHARLEY DAVIDSON INC
260,429$13.3B67.16%Put
216
SPRINT CORP
2,218,850$13.1B66.23%Put
217
ATVIEURACTIVISION BLIZZARD INC
205,500$13.0B65.94%Call
218
BXMTBLACKSTONE MTG TR INC
401,048$12.9B65.40%
219
XLNXEURXILINX INC
189,254$12.8B64.67%Put
220
ORTHOFIX INTL N V
233,224$12.8B64.65%
221
NLYEURANNALY CAP MGMT INC
1,065,148$12.7B64.18%
222
BHPBHP BILLITON LTD
274,238$12.6B63.92%Put
223
MILACRON HLDGS CORP
645,950$12.4B62.65%
224
BAXBAXTER INTL INC
184,155$11.9B60.33%Put
225
BENFRANKLIN RES INC
274,527$11.9B60.28%Put
226
REGNREGENERON PHARMACEUTICALS
31,378$11.8B59.78%Put
227
ETNEATON CORP PLC
147,888$11.7B59.22%Put
228
FISVFISERV INC
87,600$11.5B58.21%
229
DOWDUPONT INC
160,849$11.5B58.06%Put
230
AABAUSDALTABA INC
160,062$11.2B56.66%Put
231
AALAMERICAN AIRLS GROUP INC
212,861$11.1B56.13%Put
232
GDXJVANECK VECTORS ETF TR
323,503$11.0B55.95%Put
233
MNSTMONSTER BEVERAGE CORP NEW
171,814$10.9B55.11%
234
A4SAMERIPRISE FINL INC
63,600$10.8B54.62%
235
USBUS BANCORP DEL
200,000$10.7B54.31%Put
236
AMEAMETEK INC NEW
147,358$10.7B54.12%
237
PGRPROGRESSIVE CORP OHIO
189,454$10.7B54.07%Put
238
STTSTATE STR CORP
109,203$10.7B54.02%Put
239
FEYECHFFIREEYE INC
750,240$10.7B53.99%Put
240
PCTYPAYLOCITY HLDG CORP
224,811$10.6B53.73%
241
GDGENERAL DYNAMICS CORP
51,899$10.6B53.51%
242
ERCWELLS FARGO MULTI SECTOR INC
799,603$10.4B52.92%
243
PRUDENTIAL GLB SHT DUR HG YL
719,381$10.4B52.53%
244
GAPGAP INC DEL
300,565$10.2B51.88%Put
245
EMREMERSON ELEC CO
146,200$10.2B51.64%Put
246
UAUNDER ARMOUR INC
763,581$10.2B51.54%Put
247
UNVREURUNIVAR INC
326,288$10.1B51.19%
248
RIGTRANSOCEAN LTD
943,500$10.1B51.07%Put
249
WBAWALGREENS BOOTS ALLIANCE INC
138,134$10.0B50.84%Put
250
EMNEASTMAN CHEM CO
108,213$10.0B50.80%
251
CICIGNA CORPORATION
49,300$10.0B50.74%
252
UTXZUNITED TECHNOLOGIES CORP
77,993$9.9B50.42%
253
FWONALIBERTY MEDIA CORP DELAWARE
290,428$9.9B50.28%
254
PRUPRUDENTIAL FINL INC
86,000$9.9B50.11%Put
255
GARDNER DENVER HLDGS INC
290,927$9.9B50.03%
256
ELVANTHEM INC
43,800$9.9B49.94%
257
ANDEAVOR
86,046$9.8B49.86%Put
258
KSSKOHLS CORP
181,405$9.8B49.86%Put
259
MINDBODY INC
319,850$9.7B49.36%
260
WYNEURWYNDHAM WORLDWIDE CORP
83,800$9.7B49.21%
261
AIGAMERICAN INTL GROUP INC
161,200$9.6B48.67%Put
262
SYKSTRYKER CORP
61,600$9.5B48.34%Put
263
RSGREPUBLIC SVCS INC
138,000$9.3B47.28%
264
CLCOLGATE PALMOLIVE CO
122,258$9.2B46.75%
265
MASMASCO CORP
209,358$9.2B46.62%
266
CVNACARVANA CO
480,311$9.2B46.54%
267
NOCNORTHROP GRUMMAN CORP
29,835$9.2B46.41%
268
BWXTBWX TECHNOLOGIES INC
149,945$9.1B45.96%
269
35VVEON LTD
2,341,638$9.0B45.57%
270
PG4PRINCIPAL FINL GROUP INC
127,310$9.0B45.52%
271
UNMUNUM GROUP
161,538$8.9B44.94%
272
VODVODAFONE GROUP PLC NEW
277,090$8.8B44.79%Put
273
MCHPMICROCHIP TECHNOLOGY INC
99,610$8.8B44.36%Put
274
JFRNUVEEN FLOATING RATE INCOME
775,728$8.7B44.07%
275
BBYBEST BUY INC
125,793$8.6B43.65%
276
DCHAMERICAN AXLE & MFG HLDGS IN
505,587$8.6B43.64%Put
277
PLATFORM SPECIALTY PRODS COR
864,583$8.6B43.47%
278
ITUBITAU UNIBANCO HLDG SA
650,000$8.4B42.82%Put
279
NCI BUILDING SYS INC
417,871$8.1B40.87%
280
MGMMGM RESORTS INTERNATIONAL
240,000$8.0B40.61%Put
281
OSVEURVANECK VECTORS ETF TR
306,930$8.0B40.52%Put
282
FITBFIFTH THIRD BANCORP
261,527$7.9B40.21%Put
283
HRSEURHARRIS CORP DEL
55,872$7.9B40.11%
284
LOGILOGITECH INTL S A
230,667$7.8B39.33%Put
285
CN4CONNS INC
217,963$7.7B39.27%
286
CEIXEURCONSOL ENERGY INC NEW
195,597$7.7B39.16%
287
CMECME GROUP INC
52,905$7.7B39.16%Put
288
MOMOUSDMOMO INC
315,309$7.7B39.12%Put
289
VYGRVOYAGER THERAPEUTICS INC
462,905$7.7B38.94%
290
1GSNNOVANTA INC
152,607$7.6B38.67%
291
LMEURLEGG MASON INC
179,967$7.6B38.29%
292
USALIBERTY ALL STAR EQUITY FD
1,193,400$7.5B38.10%
293
NUANEURNUANCE COMMUNICATIONS INC
459,197$7.5B38.04%
294
1RGREV GROUP INC
227,997$7.4B37.59%
295
LA QUINTA HLDGS INC
400,819$7.4B37.50%
296
NACNUVEEN CA QUALTY MUN INCOME
516,011$7.4B37.42%
297
TROWPRICE T ROWE GROUP INC
69,210$7.3B36.80%Put
298
MSCIMSCI INC
56,968$7.2B36.53%
299
DEUTSCHE MUN INCOME
597,274$7.1B36.02%
300
USX1UNITED STATES STL CORP NEW
201,246$7.1B35.89%Put
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