Laurion Capital Management LP Q1 2017 Filing

Filed May 12, 2017

Portfolio Value

$13.3B

Holdings

897

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (897 positions)

#StockSharesValue% PortfolioType
101
TRGPTARGA RES CORP
550,363$33.0B247.43%
102
ARNCCHFARCONIC INC
1,213,400$32.0B239.88%
103
KMXCARMAX INC
537,184$31.8B238.77%Call
104
VCA INC
346,812$31.7B238.17%
105
KOCOCA COLA CO
747,352$31.7B238.06%Put
106
IBNICICI BK LTD
3,650,000$31.4B235.60%Put
107
ECLECOLAB INC
250,000$31.3B235.19%Put
108
AMTTD AMERITRADE HLDG CORP
805,647$31.3B234.98%Put
109
AETNA INC NEW
236,300$30.1B226.22%Put
110
ZIONZIONS BANCORPORATION
706,192$29.7B222.61%Call
111
GDGENERAL DYNAMICS CORP
158,000$29.6B221.98%Put
112
ORCLORACLE CORP
651,476$29.1B218.13%Put
113
HDHOME DEPOT INC
196,597$28.9B216.65%Put
114
DLTRDOLLAR TREE INC
365,796$28.7B215.41%Call
115
AMDADVANCED MICRO DEVICES INC
1,957,175$28.5B213.73%Put
116
VRTXVERTEX PHARMACEUTICALS INC
258,382$28.3B212.06%
117
CVECENOVUS ENERGY INC
2,500,000$28.3B212.03%
118
AFLAFLAC INC
372,497$27.0B202.48%Put
119
CMACOMERICA INC
388,198$26.6B199.82%Put
120
AMGNAMGEN INC
161,000$26.4B198.26%Put
121
ALBALBEMARLE CORP
250,000$26.4B198.22%Put
122
RDS/AROYAL DUTCH SHELL PLC
500,000$26.4B197.88%Call
123
ETRAE TRADE FINANCIAL CORP
745,769$26.0B195.30%Put
124
COUSINS PPTYS INC
3,073,321$25.4B190.76%
125
STXSEAGATE TECHNOLOGY PLC
534,100$24.5B184.11%Put
126
JDJD COM INC
783,953$24.4B183.05%Put
127
URBNURBAN OUTFITTERS INC
1,025,800$24.4B182.93%Put
128
GOLDCORP INC NEW
1,636,900$23.9B179.25%Put
129
HGVHILTON GRAND VACATIONS INC
830,669$23.8B178.68%
130
PRUPRUDENTIAL FINL INC
220,875$23.6B176.85%Put
131
ALLERGAN PLC
93,800$22.4B168.20%Put
132
VREXVAREX IMAGING CORP
662,542$22.3B167.09%
133
CIKCREDIT SUISSE GROUP
1,500,000$22.3B167.07%Put
134
LPLALPL FINL HLDGS INC
550,866$21.9B164.68%
135
STZCONSTELLATION BRANDS INC
133,200$21.6B162.03%Call
136
DHRDANAHER CORP DEL
250,000$21.4B160.49%Call
137
WDCWESTERN DIGITAL CORP
257,600$21.3B159.55%Put
138
NEMNEWMONT MINING CORP
634,260$20.9B156.90%Put
139
SYFSYNCHRONY FINL
598,159$20.5B153.99%Call
140
BARCLAYS BK PLC
1,290,900$20.4B152.99%
141
CFGCITIZENS FINL GROUP INC
588,000$20.3B152.47%Put
142
ITWILLINOIS TOOL WKS INC
153,200$20.3B152.32%Put
143
AMHAMERICAN HOMES 4 RENT
880,700$20.2B151.77%
144
EXPRESS SCRIPTS HLDG CO
304,900$20.1B150.84%Put
145
MMM3M CO
103,900$19.9B149.20%Put
146
COPCONOCOPHILLIPS
396,500$19.8B148.42%Put
147
HESHESS CORP
405,345$19.5B146.67%Put
148
FEFIRSTENERGY CORP
611,400$19.5B146.02%Put
149
TWTRUSDTWITTER INC
1,297,988$19.4B145.64%Put
150
B/E AEROSPACE INC
299,955$19.2B144.33%
151
EBAEBAY INC
562,295$18.9B141.68%Put
152
CELGCELGENE CORP
151,600$18.9B141.59%Put
153
MAMASTERCARD INCORPORATED
162,400$18.3B137.10%Put
154
AVGOBROADCOM LTD
81,900$17.9B134.60%Put
155
FMCF M C CORP
255,500$17.8B133.45%
156
SYYSYSCO CORP
340,000$17.7B132.50%Put
157
SPRINT CORP
2,009,000$17.4B130.88%Call
158
CITUSDCIT GROUP INC
403,874$17.3B130.14%Put
159
PYPLPAYPAL HLDGS INC
401,709$17.3B129.71%Put
160
BIDUNBAIDU INC
99,550$17.2B128.91%Put
161
FDXFEDEX CORP
87,700$17.1B128.46%Put
162
ULTAULTA BEAUTY INC
60,000$17.1B128.45%Call
163
ETNEATON CORP PLC
228,664$17.0B127.26%Put
164
GLWCORNING INC
622,800$16.8B126.21%Put
165
TRNTRINITY INDS INC
631,920$16.8B125.93%Put
166
CMECME GROUP INC
139,016$16.5B123.95%Put
167
ADBEADOBE SYS INC
125,500$16.3B122.58%Put
168
KGCKINROSS GOLD CORP
4,505,100$15.8B118.69%Put
169
IWMISHARES TR
115,000$15.8B118.67%Put
170
SNAPSNAP INC
700,000$15.8B118.37%
171
AALAMERICAN AIRLS GROUP INC
371,700$15.7B118.01%Put
172
DELLDELL TECHNOLOGIES INC
242,916$15.6B116.83%
173
MCOMOODYS CORP
135,000$15.1B113.52%Call
174
TSNTYSON FOODS INC
243,800$15.0B112.92%Put
175
DEDEERE & CO
137,900$15.0B112.67%Put
176
PBRPETROLEO BRASILEIRO SA PETRO
1,548,331$15.0B112.61%Put
177
TTMITTM TECHNOLOGIES INC
918,087$14.8B111.14%
178
LNCLINCOLN NATL CORP IND
225,996$14.8B111.02%Put
179
LAURLAUREATE EDUCATION INC
1,000,000$14.3B107.10%
180
PANDORA MEDIA INC
1,203,803$14.2B106.71%Put
181
WUBAUSD58 COM INC
400,000$14.2B106.25%Put
182
CATCATERPILLAR INC DEL
151,194$14.0B105.26%Put
183
BKUBANKUNITED INC
373,662$13.9B104.63%
184
UAUNDER ARMOUR INC
757,100$13.9B103.99%Put
185
ALSALLSTATE CORP
166,700$13.6B101.96%Put
186
FEYECHFFIREEYE INC
1,070,267$13.5B101.30%Put
187
ABTABBOTT LABS
302,590$13.4B100.85%Put
188
BBTUSDBB&T CORP
298,282$13.3B100.08%Put
189
PHPARKER HANNIFIN CORP
82,502$13.2B99.28%Put
190
4I1PHILIP MORRIS INTL INC
116,211$13.1B98.47%Put
191
QCOMQUALCOMM INC
225,000$12.9B96.83%Put
192
UAAUNDER ARMOUR INC
651,500$12.9B96.72%Put
193
HONHONEYWELL INTL INC
99,600$12.4B93.35%Put
194
TEVATEVA PHARMACEUTICAL INDS LTD
385,079$12.4B92.75%Put
195
RIGTRANSOCEAN LTD
985,700$12.3B92.11%Put
196
ADIANALOG DEVICES INC
149,076$12.2B91.70%Put
197
DELPHI AUTOMOTIVE PLC
150,000$12.1B90.62%Put
198
MCDMCDONALDS CORP
92,239$12.0B89.73%Put
199
AWMSKYWORKS SOLUTIONS INC
121,400$11.9B89.26%Put
200
BHPBHP BILLITON LTD
322,200$11.7B87.84%Put
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