Laurion Capital Management LP Q2 2017 Filing
Filed August 11, 2017
Portfolio Value
$18.3B
Holdings
1,166
Report Date
Q2 2017
Filing Type
13F-HR
All Holdings (1,166 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | ASHASHLAND GLOBAL HLDGS INC | 576,300 | $38.0B | 207.91% | |
| 102 | CMICUMMINS INC | 231,400 | $37.5B | 205.47% | Put |
| 103 | LMEURLEGG MASON INC | 972,298 | $37.1B | 203.09% | |
| 104 | JNJJOHNSON & JOHNSON | 278,300 | $36.8B | 201.52% | Put |
| 105 | UTXZUNITED TECHNOLOGIES CORP | 292,094 | $35.7B | 195.23% | Put |
| 106 | PBRPETROLEO BRASILEIRO SA PETRO | 4,444,306 | $35.5B | 194.38% | Put |
| 107 | SYFSYNCHRONY FINL | 1,177,000 | $35.1B | 192.12% | Call |
| 108 | EWAISHARES | 1,600,000 | $34.7B | 189.87% | Put |
| 109 | XLFSELECT SECTOR SPDR TR | 1,400,000 | $34.5B | 189.05% | Put |
| 110 | CLCOLGATE PALMOLIVE CO | 465,291 | $34.5B | 188.80% | Call |
| 111 | —WHOLE FOODS MKT INC | 818,900 | $34.5B | 188.76% | Put |
| 112 | BAXBAXTER INTL INC | 567,100 | $34.3B | 187.92% | Put |
| 113 | WYNNWYNN RESORTS LTD | 252,193 | $33.8B | 185.14% | Put |
| 114 | GDDYGODADDY INC | 788,525 | $33.4B | 183.09% | |
| 115 | GLWCORNING INC | 1,096,100 | $32.9B | 180.29% | Put |
| 116 | MLCOMELCO RESORT ENTERTAINMENT L | 1,440,000 | $32.3B | 176.95% | Put |
| 117 | —GOLDCORP INC NEW | 2,496,084 | $32.2B | 176.39% | Put |
| 118 | LYBLYONDELLBASELL INDUSTRIES N | 374,200 | $31.6B | 172.85% | Call |
| 119 | NTESNETEASE INC | 105,000 | $31.6B | 172.79% | Put |
| 120 | EAELECTRONIC ARTS INC | 297,311 | $31.4B | 172.04% | Put |
| 121 | QCOMQUALCOMM INC | 558,354 | $30.8B | 168.77% | Put |
| 122 | PYPLPAYPAL HLDGS INC | 572,260 | $30.7B | 168.12% | Put |
| 123 | IBNICICI BK LTD | 3,350,000 | $30.1B | 164.49% | Put |
| 124 | MDTMEDTRONIC PLC | 333,400 | $29.6B | 161.98% | Put |
| 125 | BCRUSDBARD C R INC | 90,795 | $28.7B | 157.10% | |
| 126 | ADIANALOG DEVICES INC | 366,234 | $28.5B | 155.96% | Put |
| 127 | FXIISHARES TR | 697,600 | $27.7B | 151.63% | Put |
| 128 | ORCLORACLE CORP | 545,000 | $27.3B | 149.58% | Put |
| 129 | MMM3M CO | 130,100 | $27.1B | 148.26% | Put |
| 130 | —PANERA BREAD CO | 85,800 | $27.0B | 147.77% | Call |
| 131 | TGNATEGNA INC | 1,824,761 | $26.3B | 143.92% | |
| 132 | HGVHILTON GRAND VACATIONS INC | 725,581 | $26.2B | 143.22% | |
| 133 | ADBEADOBE SYS INC | 183,408 | $25.9B | 141.98% | Put |
| 134 | BIIBBIOGEN INC | 95,323 | $25.9B | 141.59% | Put |
| 135 | AZNASTRAZENECA PLC | 752,400 | $25.6B | 140.39% | Put |
| 136 | NOMDNOMAD FOODS LTD | 1,804,829 | $25.5B | 139.39% | |
| 137 | DYHTARGET CORP | 486,700 | $25.4B | 139.30% | Call |
| 138 | ALSALLSTATE CORP | 286,998 | $25.4B | 138.93% | Put |
| 139 | ITWILLINOIS TOOL WKS INC | 176,204 | $25.2B | 138.16% | Put |
| 140 | CIKCREDIT SUISSE GROUP | 1,700,000 | $24.8B | 135.86% | Put |
| 141 | ALBALBEMARLE CORP | 232,900 | $24.6B | 134.54% | Put |
| 142 | WBAWALGREENS BOOTS ALLIANCE INC | 312,776 | $24.5B | 134.07% | Put |
| 143 | CELGCELGENE CORP | 188,200 | $24.4B | 133.79% | Put |
| 144 | KOCOCA COLA CO | 541,700 | $24.3B | 132.99% | Put |
| 145 | OXYOCCIDENTAL PETE CORP DEL | 405,778 | $24.3B | 132.98% | Put |
| 146 | HPEHEWLETT PACKARD ENTERPRISE C | 1,455,256 | $24.1B | 132.15% | Put |
| 147 | FIBKFIRST INTST BANCSYSTEM INC | 644,161 | $24.0B | 131.16% | |
| 148 | RLRALPH LAUREN CORP | 323,700 | $23.9B | 130.77% | Put |
| 149 | EWZISHARES | 681,400 | $23.3B | 127.33% | Put |
| 150 | ORLYO REILLY AUTOMOTIVE INC NEW | 105,700 | $23.1B | 126.56% | Put |
| 151 | CVSCVS HEALTH CORP | 279,200 | $22.5B | 122.97% | Put |
| 152 | —EXPRESS SCRIPTS HLDG CO | 349,600 | $22.3B | 122.16% | Put |
| 153 | NEMNEWMONT MINING CORP | 678,368 | $22.0B | 120.27% | Put |
| 154 | ABTABBOTT LABS | 447,100 | $21.7B | 118.96% | Put |
| 155 | AU3EURANGLOGOLD ASHANTI LTD | 2,218,499 | $21.6B | 118.03% | Put |
| 156 | —BLUEBIRD BIO INC | 200,853 | $21.1B | 115.49% | |
| 157 | DHRDANAHER CORP DEL | 250,000 | $21.1B | 115.48% | Call |
| 158 | SIGSIGNET JEWELERS LIMITED | 329,900 | $20.9B | 114.20% | Put |
| 159 | ETRAE TRADE FINANCIAL CORP | 547,052 | $20.8B | 113.87% | |
| 160 | WMTWAL-MART STORES INC | 272,600 | $20.6B | 112.92% | Put |
| 161 | ZIONZIONS BANCORPORATION | 457,500 | $20.1B | 109.96% | Put |
| 162 | COPCONOCOPHILLIPS | 452,147 | $19.9B | 108.79% | Put |
| 163 | KRKROGER CO | 848,300 | $19.8B | 108.28% | Put |
| 164 | LENLENNAR CORP | 368,320 | $19.6B | 107.50% | Call |
| 165 | OPTUALTICE USA INC | 600,000 | $19.4B | 106.08% | |
| 166 | BBYBEST BUY INC | 336,507 | $19.3B | 105.60% | Put |
| 167 | IBMINTERNATIONAL BUSINESS MACHS | 123,500 | $19.0B | 103.99% | Put |
| 168 | AMTTD AMERITRADE HLDG CORP | 441,188 | $19.0B | 103.82% | |
| 169 | CARSCARS COM INC | 710,500 | $18.9B | 103.57% | |
| 170 | LNGCHENIERE ENERGY INC | 388,314 | $18.9B | 103.53% | Put |
| 171 | —SPRINT CORP | 2,215,049 | $18.2B | 99.54% | Put |
| 172 | JDJD COM INC | 461,730 | $18.1B | 99.12% | Put |
| 173 | ALKALASKA AIR GROUP INC | 200,854 | $18.0B | 98.68% | Put |
| 174 | COFCAPITAL ONE FINL CORP | 217,900 | $18.0B | 98.55% | Put |
| 175 | TWTRUSDTWITTER INC | 1,000,000 | $17.9B | 97.81% | Call |
| 176 | WUBAUSD58 COM INC | 400,000 | $17.6B | 96.58% | Put |
| 177 | IRINGERSOLL-RAND PLC | 192,967 | $17.6B | 96.53% | Put |
| 178 | AWMSKYWORKS SOLUTIONS INC | 183,093 | $17.6B | 96.16% | Put |
| 179 | KGCKINROSS GOLD CORP | 4,269,020 | $17.4B | 95.11% | Put |
| 180 | STAYUSDEXTENDED STAY AMER INC | 892,763 | $17.3B | 94.61% | |
| 181 | —TWENTY FIRST CENTY FOX INC | 607,200 | $17.2B | 94.19% | Put |
| 182 | BFAMBRIGHT HORIZONS FAM SOL IN D | 222,395 | $17.2B | 93.99% | |
| 183 | —PORTOLA PHARMACEUTICALS INC | 302,500 | $17.0B | 93.00% | Put |
| 184 | BIDUNBAIDU INC | 92,400 | $16.5B | 90.46% | Put |
| 185 | UAUNDER ARMOUR INC | 808,390 | $16.3B | 89.20% | Put |
| 186 | TSNTYSON FOODS INC | 246,316 | $15.4B | 84.44% | Put |
| 187 | LLYLILLY ELI & CO | 185,800 | $15.3B | 83.70% | Put |
| 188 | MRVLMARVELL TECHNOLOGY GROUP LTD | 913,000 | $15.1B | 82.56% | Call |
| 189 | TMHCTAYLOR MORRISON HOME CORP | 625,901 | $15.0B | 82.26% | |
| 190 | JNPJUNIPER NETWORKS INC | 528,275 | $14.7B | 80.62% | |
| 191 | AFLAFLAC INC | 188,000 | $14.6B | 79.94% | |
| 192 | AZOAUTOZONE INC | 25,200 | $14.4B | 78.68% | Put |
| 193 | WMWASTE MGMT INC DEL | 194,519 | $14.3B | 78.10% | |
| 194 | BENFRANKLIN RES INC | 318,359 | $14.3B | 78.04% | Put |
| 195 | HESHESS CORP | 324,800 | $14.3B | 78.00% | Put |
| 196 | REGNREGENERON PHARMACEUTICALS | 28,978 | $14.2B | 77.90% | Put |
| 197 | ANETEURARISTA NETWORKS INC | 93,800 | $14.1B | 76.91% | Call |
| 198 | WDCWESTERN DIGITAL CORP | 158,400 | $14.0B | 76.81% | Put |
| 199 | FITBFIFTH THIRD BANCORP | 519,583 | $13.5B | 73.83% | Put |
| 200 | NOCNORTHROP GRUMMAN CORP | 52,355 | $13.4B | 73.57% | Put |