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
301
MTHMERITAGE HOMES CORP
138,226$7.1B35.86%
302
DLTRDOLLAR TREE INC
65,726$7.1B35.74%Put
303
PEOEXELON CORP
178,300$7.0B35.61%
304
MBIMBIA INC
950,000$7.0B35.24%Call
305
PGPROCTER AND GAMBLE CO
75,000$6.9B34.92%Put
306
HIGHARTFORD FINL SVCS GROUP INC
122,301$6.9B34.88%
307
GTGOODYEAR TIRE & RUBR CO
211,219$6.8B34.59%Put
308
OMCOMNICOM GROUP INC
93,025$6.8B34.33%
309
SENDGRID INC
282,500$6.8B34.32%
310
HQHTEKLA HEALTHCARE INVS
299,344$6.8B34.21%
311
NDAQNASDAQ INC
87,684$6.7B34.14%
312
MCOMOODYS CORP
45,393$6.7B33.96%Put
313
XPROFRANKS INTL N V
981,820$6.5B33.09%
314
TERTERADYNE INC
155,422$6.5B32.98%
315
CTRACABOT OIL & GAS CORP
225,000$6.4B32.61%Call
316
BBG1USDBARRETT BILL CORP
1,244,010$6.4B32.34%
317
BIOVERATIV INC
117,266$6.3B32.04%
318
EXPOEXPONENT INC
88,756$6.3B31.98%
319
GLOCLOUGH GLOBAL OPPORTUNITIES
576,939$6.3B31.81%
320
DATATABLEAU SOFTWARE INC
89,600$6.2B31.42%Call
321
AGCOAGCO CORP
86,194$6.2B31.20%
322
TELLEURTELLURIAN INC NEW
631,907$6.2B31.19%
323
CCLCARNIVAL CORP
91,856$6.1B30.89%
324
YRIYAMANA GOLD INC
1,946,075$6.1B30.77%Put
325
UAAUNDER ARMOUR INC
420,200$6.1B30.73%Put
326
RLRALPH LAUREN CORP
58,462$6.1B30.72%Put
327
TSSTOTAL SYS SVCS INC
76,201$6.0B30.54%
328
MICHAEL KORS HLDGS LTD
95,369$6.0B30.42%
329
PEPPEPSICO INC
50,000$6.0B30.39%Call
330
ADXADAMS DIVERSIFIED EQUITY FD
398,527$6.0B30.36%
331
LLOEWS CORP
119,104$6.0B30.20%
332
BLACKROCK MUNIYIELD CALI QLT
404,796$5.9B30.07%
333
NATNORDIC AMERICAN TANKERS LIMI
2,406,377$5.9B30.00%
334
FBINFORTUNE BRANDS HOME & SEC IN
86,401$5.9B29.97%
335
RGAREINSURANCE GROUP AMER INC
37,826$5.9B29.89%
336
C&J ENERGY SVCS INC NEW
174,061$5.8B29.52%
337
FMCF M C CORP
61,224$5.8B29.37%Put
338
SG7SAGE THERAPEUTICS INC
35,052$5.8B29.26%
339
LADRLADDER CAP CORP
422,462$5.8B29.18%
340
MCKMCKESSON CORP
36,700$5.7B29.00%
341
DISCAUSDDISCOVERY COMMUNICATNS NEW
254,600$5.7B28.88%
342
4I1PHILIP MORRIS INTL INC
53,917$5.7B28.87%Put
343
GSATUSDGLOBALSTAR INC
4,337,944$5.7B28.80%
344
CDNSCADENCE DESIGN SYSTEM INC
135,400$5.7B28.69%
345
BRBROADRIDGE FINL SOLUTIONS IN
62,414$5.7B28.65%
346
ACCUSDAMERICAN CAMPUS CMNTYS INC
136,667$5.6B28.42%
347
XLFSELECT SECTOR SPDR TR
200,000$5.6B28.29%Put
348
LVSLAS VEGAS SANDS CORP
79,889$5.6B28.14%Put
349
MLMMARTIN MARIETTA MATLS INC
25,000$5.5B28.00%Call
350
2L9BLUEPRINT MEDICINES CORP
72,962$5.5B27.88%
351
XEVVXEATON VANCE LTD DUR INCOME F
402,813$5.5B27.86%
352
L3 TECHNOLOGIES INC
27,700$5.5B27.77%
353
ESRTEMPIRE ST RLTY TR INC
266,646$5.5B27.74%
354
7HPHP INC
259,863$5.5B27.67%Put
355
FOREST CITY RLTY TR INC
226,291$5.5B27.63%
356
FEFIRSTENERGY CORP
177,900$5.4B27.60%
357
URIUNITED RENTALS INC
31,627$5.4B27.55%Put
358
MEDMEDIFAST INC
77,177$5.4B27.31%
359
STLAFIAT CHRYSLER AUTOMOBILES N
300,000$5.4B27.12%Call
360
LEISURE ACQUISITION CORP
529,290$5.3B26.77%
361
W3UWESTERN UN CO
270,600$5.1B26.07%
362
DOVDOVER CORP
50,830$5.1B26.01%
363
TRMBTRIMBLE INC
126,000$5.1B25.95%
364
FOXATWENTY FIRST CENTY FOX INC
150,000$5.1B25.94%Put
365
TTMCHFTATA MTRS LTD
154,150$5.1B25.84%Put
366
EYENATIONAL VISION HLDGS INC
124,800$5.1B25.68%
367
ASCARDMORE SHIPPING CORP
633,334$5.1B25.68%
368
OPPRIVERNORTH DOUBLELINE STRATE
273,557$5.0B25.48%
369
HPEHEWLETT PACKARD ENTERPRISE C
350,000$5.0B25.47%Put
370
CONFORMIS INC
2,085,588$5.0B25.16%
371
PWRQUANTA SVCS INC
126,821$5.0B25.14%
372
AIZASSURANT INC
48,999$4.9B25.04%
373
DCPHEURDECIPHERA PHARMACEUTICALS IN
217,800$4.9B25.02%
374
EWBCEAST WEST BANCORP INC
80,900$4.9B24.94%
375
SYMCEURSYMANTEC CORP
174,692$4.9B24.84%Put
376
IBBISHARES TR
45,000$4.8B24.35%Put
377
RCLROYAL CARIBBEAN CRUISES LTD
40,083$4.8B24.23%Put
378
ARWARROW ELECTRS INC
59,410$4.8B24.21%
379
RSP PERMIAN INC
116,800$4.8B24.08%Call
380
CVSCVS HEALTH CORP
64,513$4.7B23.71%Put
381
TMKTORCHMARK CORP
51,532$4.7B23.69%
382
BLACKROCK MUNIHLDS INVSTM QL
319,479$4.7B23.67%
383
LNWOSCIENTIFIC GAMES CORP
90,553$4.6B23.54%Call
384
XJQCXNUVEEN CR STRATEGIES INCM FD
564,404$4.6B23.51%
385
AESAES CORP
427,300$4.6B23.45%
386
FXIISHARES TR
100,000$4.6B23.40%Put
387
EXPEEXPEDIA INC DEL
38,541$4.6B23.39%Put
388
MRSHMARSH & MCLENNAN COS INC
56,645$4.6B23.36%
389
BASIC ENERGY SVCS INC NEW
196,435$4.6B23.36%
390
PRTY1EURPARTY CITY HOLDCO INC
328,095$4.6B23.20%
391
MANMANPOWERGROUP INC
36,236$4.6B23.16%
392
XPMAXPIONEER MUN HIGH INCOME ADV
397,357$4.5B22.90%
393
ADVENT CLAY CONV SEC INC FD
752,600$4.5B22.85%
394
ALLERGAN PLC
27,500$4.5B22.80%Put
395
BCSBARCLAYS PLC
412,467$4.5B22.78%Put
396
AMGAFFILIATED MANAGERS GROUP
21,900$4.5B22.78%
397
TOLTOLL BROTHERS INC
92,905$4.5B22.61%
398
HERTZ GLOBAL HLDGS INC
200,000$4.4B22.40%Put
399
PRAHPRA HEALTH SCIENCES INC
48,190$4.4B22.24%
400
DPGDUFF & PHELPS GLB UTL INC FD
282,291$4.4B22.20%
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