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)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 10,607,502 | $2.8T | 14345.51% | Put |
| 2 | HYGISHARES TR | 9,138,584 | $797.4B | 4041.22% | Put |
| 3 | MARMARRIOTT INTL INC NEW | 2,504,887 | $340.0B | 1722.99% | Put |
| 4 | AAPLAPPLE INC | 1,728,402 | $292.5B | 1482.31% | Put |
| 5 | INTCINTEL CORP | 6,204,900 | $286.4B | 1451.51% | Put |
| 6 | UNHUNITEDHEALTH GROUP INC | 1,262,531 | $278.3B | 1410.55% | Put |
| 7 | TRVCCITIGROUP INC | 3,727,500 | $277.4B | 1405.62% | Put |
| 8 | MSFTMICROSOFT CORP | 3,230,364 | $276.3B | 1400.36% | Put |
| 9 | BACBANK AMER CORP | 9,355,200 | $276.2B | 1399.56% | Put |
| 10 | VVISA INC | 2,420,479 | $276.0B | 1398.62% | Put |
| 11 | BABAALIBABA GROUP HLDG LTD | 1,536,941 | $265.0B | 1343.03% | Put |
| 12 | METAFACEBOOK INC | 1,412,810 | $249.3B | 1263.44% | Put |
| 13 | GSGOLDMAN SACHS GROUP INC | 897,649 | $228.7B | 1158.93% | Put |
| 14 | BABOEING CO | 753,296 | $222.2B | 1125.82% | Put |
| 15 | JPMJPMORGAN CHASE & CO | 2,002,600 | $214.2B | 1085.31% | Put |
| 16 | AMTTD AMERITRADE HLDG CORP | 4,167,560 | $213.1B | 1079.88% | |
| 17 | GOOGLALPHABET INC | 197,199 | $207.7B | 1052.72% | Put |
| 18 | GMGENERAL MTRS CO | 4,937,353 | $202.4B | 1025.64% | Put |
| 19 | DWDMORGAN STANLEY | 3,627,400 | $190.3B | 964.55% | Put |
| 20 | AMZNAMAZON COM INC | 162,700 | $190.3B | 964.26% | Put |
| 21 | JNJJOHNSON & JOHNSON | 1,085,782 | $151.7B | 768.81% | Put |
| 22 | APCANADARKO PETE CORP | 2,676,305 | $143.6B | 727.52% | Put |
| 23 | —BARCLAYS BK PLC | 5,049,343 | $141.0B | 714.44% | Put |
| 24 | GOOGALPHABET INC | 131,300 | $137.4B | 696.29% | Put |
| 25 | NVDANVIDIA CORP | 669,506 | $129.5B | 656.53% | Put |
| 26 | HUMHUMANA INC | 518,285 | $128.6B | 651.57% | Put |
| 27 | PYPLPAYPAL HLDGS INC | 1,740,360 | $128.1B | 649.32% | Put |
| 28 | WFCWELLS FARGO CO NEW | 2,107,754 | $127.9B | 648.05% | Put |
| 29 | CATCATERPILLAR INC DEL | 810,700 | $127.8B | 647.42% | Put |
| 30 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 1,790,600 | $127.2B | 644.47% | Put |
| 31 | MUMICRON TECHNOLOGY INC | 3,020,838 | $124.2B | 629.51% | Put |
| 32 | ADBEADOBE SYS INC | 680,299 | $119.2B | 604.17% | Put |
| 33 | ABBVABBVIE INC | 1,230,600 | $119.0B | 603.13% | Put |
| 34 | —MYLAN N V | 2,749,700 | $116.3B | 589.59% | |
| 35 | FCXFREEPORT-MCMORAN INC | 6,039,900 | $114.5B | 580.35% | Put |
| 36 | FFORD MTR CO DEL | 9,029,400 | $112.8B | 571.54% | Put |
| 37 | SYYSYSCO CORP | 1,851,808 | $112.5B | 569.93% | Put |
| 38 | METMETLIFE INC | 2,208,826 | $111.7B | 565.97% | Put |
| 39 | MCDMCDONALDS CORP | 647,300 | $111.4B | 564.61% | Put |
| 40 | EOGEOG RES INC | 1,000,000 | $107.9B | 546.87% | Call |
| 41 | NFLXNETFLIX INC | 559,774 | $107.5B | 544.55% | Put |
| 42 | HDHOME DEPOT INC | 555,599 | $105.3B | 533.65% | Put |
| 43 | CMCSACOMCAST CORP NEW | 2,610,634 | $104.6B | 529.87% | Put |
| 44 | USFDUS FOODS HLDG CORP | 3,235,981 | $103.3B | 523.63% | |
| 45 | UNPUNION PAC CORP | 760,516 | $102.0B | 516.84% | Call |
| 46 | NXPINXP SEMICONDUCTORS N V | 870,181 | $101.9B | 516.36% | Put |
| 47 | TWXCHFTIME WARNER INC | 1,028,893 | $94.1B | 476.95% | Put |
| 48 | AMATAPPLIED MATLS INC | 1,775,922 | $90.8B | 460.09% | Put |
| 49 | DHID R HORTON INC | 1,776,700 | $90.7B | 459.84% | Put |
| 50 | DGDOLLAR GEN CORP NEW | 948,417 | $88.2B | 447.04% | |
| 51 | GILDGILEAD SCIENCES INC | 1,140,000 | $81.7B | 413.89% | Put |
| 52 | TXNTEXAS INSTRS INC | 760,222 | $79.4B | 402.37% | Put |
| 53 | IQVIQVIA HLDGS INC | 808,159 | $79.1B | 400.95% | |
| 54 | HONHONEYWELL INTL INC | 514,200 | $78.9B | 399.64% | Put |
| 55 | MRKMERCK & CO INC | 1,399,481 | $78.7B | 399.08% | Put |
| 56 | AFLAFLAC INC | 886,675 | $77.8B | 394.44% | |
| 57 | VALEVALE S A | 6,364,007 | $77.8B | 394.44% | Put |
| 58 | CHTRCHARTER COMMUNICATIONS INC N | 228,328 | $76.7B | 388.75% | Put |
| 59 | COSTCOSTCO WHSL CORP NEW | 406,352 | $75.6B | 383.28% | Put |
| 60 | SLBSCHLUMBERGER LTD | 1,105,482 | $74.5B | 377.55% | Put |
| 61 | NCLHNORWEGIAN CRUISE LINE HLDGS | 1,385,944 | $73.8B | 374.01% | |
| 62 | STZCONSTELLATION BRANDS INC | 320,000 | $73.1B | 370.67% | Put |
| 63 | SBUXSTARBUCKS CORP | 1,246,408 | $71.6B | 362.76% | Put |
| 64 | ASHASHLAND GLOBAL HLDGS INC | 993,128 | $70.7B | 358.35% | Call |
| 65 | DISDISNEY WALT CO | 654,260 | $70.3B | 356.47% | Put |
| 66 | JECUSDJACOBS ENGR GROUP INC DEL | 1,061,280 | $70.0B | 354.76% | |
| 67 | COFCAPITAL ONE FINL CORP | 700,200 | $69.7B | 353.37% | Put |
| 68 | HALHALLIBURTON CO | 1,420,000 | $69.4B | 351.68% | Put |
| 69 | OECORION ENGINEERED CARBONS S A | 2,679,653 | $68.6B | 347.65% | |
| 70 | PNCPNC FINL SVCS GROUP INC | 459,900 | $66.4B | 336.28% | Put |
| 71 | MAMASTERCARD INCORPORATED | 431,751 | $65.3B | 331.18% | Put |
| 72 | ABXBARRICK GOLD CORP | 4,468,186 | $64.7B | 327.67% | Put |
| 73 | SNPSSYNOPSYS INC | 751,040 | $64.0B | 324.43% | Put |
| 74 | BKIEURBLACK KNIGHT INC | 1,448,504 | $64.0B | 324.10% | |
| 75 | TAT&T INC | 1,580,000 | $61.4B | 311.32% | Put |
| 76 | EWZISHARES INC | 1,500,200 | $60.7B | 307.53% | Put |
| 77 | AMGNAMGEN INC | 346,400 | $60.2B | 305.28% | Put |
| 78 | HHYATT HOTELS CORP | 816,912 | $60.1B | 304.45% | |
| 79 | GDDYGODADDY INC | 1,153,393 | $58.0B | 293.90% | |
| 80 | CVXCHEVRON CORP NEW | 455,190 | $57.0B | 288.79% | Put |
| 81 | SPGIS&P GLOBAL INC | 328,441 | $55.6B | 281.96% | Put |
| 82 | CRMSALESFORCE COM INC | 543,977 | $55.6B | 281.82% | Put |
| 83 | AVGOBROADCOM LTD | 213,658 | $54.9B | 278.17% | Put |
| 84 | MMM3M CO | 230,920 | $54.4B | 275.43% | Put |
| 85 | BKNGPRICELINE GRP INC | 30,935 | $53.8B | 272.43% | Put |
| 86 | —DELPHI TECHNOLOGIES PLC | 1,018,618 | $53.4B | 270.86% | |
| 87 | DEDEERE & CO | 340,001 | $53.2B | 269.68% | Put |
| 88 | MACMACERICH CO | 800,000 | $52.5B | 266.28% | Put |
| 89 | —NIELSEN HLDGS PLC | 1,438,220 | $52.4B | 265.30% | |
| 90 | TRVTRAVELERS COMPANIES INC | 379,251 | $51.4B | 260.69% | Put |
| 91 | PKPARK HOTELS RESORTS INC | 1,788,503 | $51.4B | 260.58% | |
| 92 | ADSKAUTODESK INC | 477,331 | $50.0B | 253.58% | Put |
| 93 | EQIXEQUINIX INC | 110,000 | $49.9B | 252.65% | Call |
| 94 | BACVERIZON COMMUNICATIONS INC | 925,000 | $49.0B | 248.13% | Put |
| 95 | BMYBRISTOL MYERS SQUIBB CO | 797,748 | $48.9B | 247.74% | Put |
| 96 | PFEPFIZER INC | 1,333,300 | $48.3B | 244.74% | Put |
| 97 | BKRBAKER HUGHES A GE CO | 1,494,009 | $47.3B | 239.55% | |
| 98 | —ARRIS INTL INC | 1,792,316 | $46.0B | 233.34% | |
| 99 | ITWILLINOIS TOOL WKS INC | 272,431 | $45.5B | 230.36% | Put |
| 100 | TMUST MOBILE US INC | 713,393 | $45.3B | 229.61% | Put |
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