Laurion Capital Management LP Q4 2019 Filing

Filed February 13, 2020

Portfolio Value

$13.0B

Holdings

603

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (603 positions)

#StockSharesValue% PortfolioType
201
SOSOUTHERN CO
90,000$5.7B44.12%Call
202
CAGCONAGRA BRANDS INC
166,600$5.7B43.89%Put
203
EMNEASTMAN CHEMICAL CO
71,771$5.7B43.78%
204
ASMLASML HOLDING N V
18,800$5.6B42.81%Put
205
UALUNITED AIRLINES HLDGS INC
61,300$5.4B41.56%Put
206
TFCTRUIST FINL CORP
94,500$5.3B40.96%Put
207
RHPRYMAN HOSPITALITY PPTYS INC
61,034$5.3B40.70%
208
KWEBKRANESHARES TR
107,200$5.2B40.16%
209
MXIMMAXIM INTEGRATED PRODS INC
78,200$4.8B37.02%
210
UNHUNITEDHEALTH GROUP INC
16,200$4.8B36.65%Put
211
BNTXBIONTECH SE
138,200$4.7B36.03%
212
WTWWILLIS TOWERS WATSON PUB LTD
23,010$4.6B35.76%
213
EXPDEXPEDITORS INTL WASH INC
59,192$4.6B35.54%
214
SBACSBA COMMUNICATIONS CORP NEW
18,875$4.5B35.01%
215
EVRGEVERGY INC
69,100$4.5B34.61%
216
AU3EURANGLOGOLD ASHANTI LTD
200,000$4.5B34.38%Call
217
TEVATEVA PHARMACEUTICAL INDS LTD
453,900$4.4B34.23%Put
218
PXDEURPIONEER NAT RES CO
29,300$4.4B34.12%Put
219
IMMUNOMEDICS INC
208,839$4.4B34.01%
220
STESTERIS PLC
28,900$4.4B33.90%
221
PLUG 5.5 03/15/23PLUG POWER INC
3,000,000$4.4B33.83%
222
RTN1USDRAYTHEON CO
20,000$4.4B33.81%Put
223
FREQUENCY THERAPEUTICS INC
250,000$4.4B33.73%
224
APDAIR PRODS & CHEMS INC
18,626$4.4B33.68%
225
EQREQUITY RESIDENTIAL
53,800$4.4B33.50%
226
AREALEXANDRIA REAL ESTATE EQ IN
26,900$4.3B33.45%
227
FDXFEDEX CORP
28,700$4.3B33.39%Put
228
ITGARTNER INC
28,137$4.3B33.36%
229
GENNORTONLIFELOCK INC
169,300$4.3B33.25%
230
INCYINCYTE CORP
48,752$4.3B32.76%
231
WDCWESTERN DIGITAL CORP
66,983$4.3B32.71%Put
232
VFCV F CORP
42,606$4.2B32.68%
233
ZIONZIONS BANCORPORATION N A
81,000$4.2B32.37%
234
STTSTATE STR CORP
51,900$4.1B31.59%Put
235
JBHTHUNT J B TRANS SVCS INC
34,906$4.1B31.37%
236
CPTCAMDEN PPTY TR
38,153$4.0B31.15%
237
ETNEATON CORP PLC
42,499$4.0B30.98%Put
238
BDXBECTON DICKINSON & CO
14,700$4.0B30.77%Put
239
USBUS BANCORP DEL
67,100$4.0B30.61%Put
240
TXTTEXTRON INC
85,115$3.8B29.21%
241
WRBBERKLEY W R CORP
54,900$3.8B29.20%
242
NINISOURCE INC
135,100$3.8B28.94%
243
AMTAMERICAN TOWER CORP NEW
16,000$3.7B28.30%Put
244
ODFLOLD DOMINION FREIGHT LINE IN
19,234$3.6B28.09%
245
IPINTL PAPER CO
77,500$3.6B27.47%Put
246
CICIGNA CORP NEW
17,400$3.6B27.39%Put
247
CECELANESE CORP DEL
28,706$3.5B27.20%
248
TELTE CONNECTIVITY LTD
36,795$3.5B27.13%
249
ZTOZTO EXPRESS CAYMAN INC
150,000$3.5B26.96%Put
250
INTELSAT S A
492,060$3.5B26.62%
251
NTRSNORTHERN TR CORP
32,100$3.4B26.24%
252
ACMAECOM
77,677$3.4B25.78%
253
HEIHEICO CORP NEW
35,909$3.2B24.74%
254
TTMCHFTATA MTRS LTD
234,229$3.0B23.31%Put
255
NANTHEALTH INC
4,500,000$3.0B23.25%
256
DLTRDOLLAR TREE INC
31,454$3.0B22.78%Put
257
SYKSTRYKER CORP
14,015$2.9B22.64%Put
258
FISVFISERV INC
24,700$2.9B21.98%Put
259
NDAQNASDAQ INC
26,454$2.8B21.80%
260
SPTSPROUT SOCIAL INC
176,000$2.8B21.74%
261
JBLUJETBLUE AWYS CORP
150,000$2.8B21.61%Put
262
FORTY SEVEN INC
69,410$2.7B21.03%
263
PPGPPG INDS INC
20,373$2.7B20.93%
264
AWCAMERICAN WTR WKS CO INC NEW
22,013$2.7B20.81%
265
SPRINT CORPORATION
500,000$2.6B20.05%
266
MCSMARCUS CORP
81,298$2.6B19.88%
267
MOMENTA PHARMACEUTICALS INC
129,500$2.6B19.66%
268
DGDOLLAR GEN CORP NEW
16,300$2.5B19.56%
269
ESSESSEX PPTY TR INC
8,400$2.5B19.45%
270
WELLWELLTOWER INC
30,800$2.5B19.39%
271
IEXIDEX CORP
14,585$2.5B19.31%
272
AEEAMEREN CORP
32,600$2.5B19.27%
273
PFGCPERFORMANCE FOOD GROUP CO
48,600$2.5B19.25%
274
WRIGHT MED GROUP N V
81,700$2.5B19.16%
275
FICOFAIR ISAAC CORP
6,500$2.4B18.74%Call
276
AONAON PLC
11,090$2.3B17.78%
277
TRVTRAVELERS COMPANIES INC
16,280$2.2B17.16%
278
VCYTVERACYTE INC
79,727$2.2B17.13%
279
JWNUSDNORDSTROM INC
54,300$2.2B17.10%Put
280
ABMDEURABIOMED INC
12,900$2.2B16.94%Put
281
TKRTIMKEN CO
37,833$2.1B16.39%
282
BBYBEST BUY INC
24,200$2.1B16.35%Put
283
BRBROADRIDGE FINL SOLUTIONS IN
17,025$2.1B16.18%
284
GDDYGODADDY INC
29,700$2.0B15.52%
285
PAGPPLAINS GP HLDGS L P
105,884$2.0B15.45%
286
TBPHTHERAVANCE BIOPHARMA INC
77,528$2.0B15.45%
287
CTLEURCENTURYLINK INC
151,300$2.0B15.39%Put
288
MELLANOX TECHNOLOGIES LTD
16,900$2.0B15.24%
289
TPRTAPESTRY INC
73,200$2.0B15.19%Put
290
CYRUSONE INC
29,500$1.9B14.85%
291
SSNCSS&C TECHNOLOGIES HLDGS INC
31,000$1.9B14.64%
292
FMXFOMENTO ECONOMICO MEXICANO S
19,900$1.9B14.48%
293
INTERXION HOLDING N.V
22,400$1.9B14.44%
294
SYU1SYNOVUS FINL CORP
47,137$1.8B14.22%
295
SBCSABRA HEALTH CARE REIT INC
86,400$1.8B14.19%
296
IAA-WUSDIAA INC
39,116$1.8B14.17%
297
TCFTCF FINANCIAL CORPORATION NE
39,300$1.8B14.15%
298
AYAEURSTARS GROUP INC
70,421$1.8B14.14%
299
PRAHPRA HEALTH SCIENCES INC
16,400$1.8B14.03%
300
NEWREURNEW RELIC INC
27,600$1.8B13.96%
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