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	$2.8B	14.34%	Put
2	HYGISHARES TR	9,138,584	$797.4M	4.04%	Put
3	MARMARRIOTT INTL INC NEW	2,504,887	$340.0M	1.72%	Put
4	AAPLAPPLE INC	1,728,402	$292.5M	1.48%	Put
5	INTCINTEL CORP	6,204,900	$286.4M	1.45%	Put
6	UNHUNITEDHEALTH GROUP INC	1,262,531	$278.3M	1.41%	Put
7	TRVCCITIGROUP INC	3,727,500	$277.4M	1.41%	Put
8	MSFTMICROSOFT CORP	3,230,364	$276.3M	1.40%	Put
9	BACBANK AMER CORP	9,355,200	$276.2M	1.40%	Put
10	VVISA INC	2,420,479	$276.0M	1.40%	Put
11	BABAALIBABA GROUP HLDG LTD	1,536,941	$265.0M	1.34%	Put
12	METAFACEBOOK INC	1,412,810	$249.3M	1.26%	Put
13	GSGOLDMAN SACHS GROUP INC	897,649	$228.7M	1.16%	Put
14	BABOEING CO	753,296	$222.2M	1.13%	Put
15	JPMJPMORGAN CHASE & CO	2,002,600	$214.2M	1.09%	Put
16	AMTTD AMERITRADE HLDG CORP	4,167,560	$213.1M	1.08%
17	GMGENERAL MTRS CO	4,937,353	$202.4M	1.03%	Put
18	DWDMORGAN STANLEY	3,627,400	$190.3M	0.96%	Put
19	JNJJOHNSON & JOHNSON	1,085,782	$151.7M	0.77%	Put
20	APCANADARKO PETE CORP	2,676,305	$143.6M	0.73%	Put
21	—BARCLAYS BK PLC	5,049,343	$141.0M	0.71%	Put
22	NVDANVIDIA CORP	669,506	$129.5M	0.66%	Put
23	HUMHUMANA INC	518,285	$128.6M	0.65%	Put
24	PYPLPAYPAL HLDGS INC	1,740,360	$128.1M	0.65%	Put
25	WFCWELLS FARGO CO NEW	2,107,754	$127.9M	0.65%	Put
26	CATCATERPILLAR INC DEL	810,700	$127.8M	0.65%	Put
27	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	1,790,600	$127.2M	0.64%	Put
28	MUMICRON TECHNOLOGY INC	3,020,838	$124.2M	0.63%	Put
29	ADBEADOBE SYS INC	680,299	$119.2M	0.60%	Put
30	ABBVABBVIE INC	1,230,600	$119.0M	0.60%	Put
31	—MYLAN N V	2,749,700	$116.3M	0.59%
32	FCXFREEPORT-MCMORAN INC	6,039,900	$114.5M	0.58%	Put
33	FFORD MTR CO DEL	9,029,400	$112.8M	0.57%	Put
34	SYYSYSCO CORP	1,851,808	$112.5M	0.57%	Put
35	METMETLIFE INC	2,208,826	$111.7M	0.57%	Put
36	MCDMCDONALDS CORP	647,300	$111.4M	0.56%	Put
37	EOGEOG RES INC	1,000,000	$107.9M	0.55%	Call
38	NFLXNETFLIX INC	559,774	$107.5M	0.54%	Put
39	HDHOME DEPOT INC	555,599	$105.3M	0.53%	Put
40	CMCSACOMCAST CORP NEW	2,610,634	$104.6M	0.53%	Put
41	USFDUS FOODS HLDG CORP	3,235,981	$103.3M	0.52%
42	UNPUNION PAC CORP	760,516	$102.0M	0.52%	Call
43	NXPINXP SEMICONDUCTORS N V	870,181	$101.9M	0.52%	Put
44	TWXCHFTIME WARNER INC	1,028,893	$94.1M	0.48%	Put
45	AMATAPPLIED MATLS INC	1,775,922	$90.8M	0.46%	Put
46	DHID R HORTON INC	1,776,700	$90.7M	0.46%	Put
47	DGDOLLAR GEN CORP NEW	948,417	$88.2M	0.45%
48	GILDGILEAD SCIENCES INC	1,140,000	$81.7M	0.41%	Put
49	TXNTEXAS INSTRS INC	760,222	$79.4M	0.40%	Put
50	IQVIQVIA HLDGS INC	808,159	$79.1M	0.40%
51	HONHONEYWELL INTL INC	514,200	$78.9M	0.40%	Put
52	MRKMERCK & CO INC	1,399,481	$78.7M	0.40%	Put
53	VALEVALE S A	6,364,007	$77.8M	0.39%	Put
54	AFLAFLAC INC	886,675	$77.8M	0.39%
55	CHTRCHARTER COMMUNICATIONS INC N	228,328	$76.7M	0.39%	Put
56	COSTCOSTCO WHSL CORP NEW	406,352	$75.6M	0.38%	Put
57	SLBSCHLUMBERGER LTD	1,105,482	$74.5M	0.38%	Put
58	NCLHNORWEGIAN CRUISE LINE HLDGS	1,385,944	$73.8M	0.37%
59	STZCONSTELLATION BRANDS INC	320,000	$73.1M	0.37%	Put
60	SBUXSTARBUCKS CORP	1,246,408	$71.6M	0.36%	Put
61	ASHASHLAND GLOBAL HLDGS INC	993,128	$70.7M	0.36%	Call
62	DISDISNEY WALT CO	654,260	$70.3M	0.36%	Put
63	JECUSDJACOBS ENGR GROUP INC DEL	1,061,280	$70.0M	0.35%
64	COFCAPITAL ONE FINL CORP	700,200	$69.7M	0.35%	Put
65	HALHALLIBURTON CO	1,420,000	$69.4M	0.35%	Put
66	OECORION ENGINEERED CARBONS S A	2,679,653	$68.6M	0.35%
67	PNCPNC FINL SVCS GROUP INC	459,900	$66.4M	0.34%	Put
68	MAMASTERCARD INCORPORATED	431,751	$65.3M	0.33%	Put
69	ABXBARRICK GOLD CORP	4,468,186	$64.7M	0.33%	Put
70	SNPSSYNOPSYS INC	751,040	$64.0M	0.32%	Put
71	BKIEURBLACK KNIGHT INC	1,448,504	$64.0M	0.32%
72	TAT&T INC	1,580,000	$61.4M	0.31%	Put
73	EWZISHARES INC	1,500,200	$60.7M	0.31%	Put
74	AMGNAMGEN INC	346,400	$60.2M	0.31%	Put
75	HHYATT HOTELS CORP	816,912	$60.1M	0.30%
76	GDDYGODADDY INC	1,153,393	$58.0M	0.29%
77	CVXCHEVRON CORP NEW	455,190	$57.0M	0.29%	Put
78	SPGIS&P GLOBAL INC	328,441	$55.6M	0.28%	Put
79	CRMSALESFORCE COM INC	543,977	$55.6M	0.28%	Put
80	AVGOBROADCOM LTD	213,658	$54.9M	0.28%	Put
81	MMM3M CO	230,920	$54.4M	0.28%	Put
82	—DELPHI TECHNOLOGIES PLC	1,018,618	$53.4M	0.27%
83	DEDEERE & CO	340,001	$53.2M	0.27%	Put
84	MACMACERICH CO	800,000	$52.5M	0.27%	Put
85	—NIELSEN HLDGS PLC	1,438,220	$52.4M	0.27%
86	TRVTRAVELERS COMPANIES INC	379,251	$51.4M	0.26%	Put
87	PKPARK HOTELS RESORTS INC	1,788,503	$51.4M	0.26%
88	ADSKAUTODESK INC	477,331	$50.0M	0.25%	Put
89	EQIXEQUINIX INC	110,000	$49.9M	0.25%	Call
90	BACVERIZON COMMUNICATIONS INC	925,000	$49.0M	0.25%	Put
91	BMYBRISTOL MYERS SQUIBB CO	797,748	$48.9M	0.25%	Put
92	PFEPFIZER INC	1,333,300	$48.3M	0.24%	Put
93	BKRBAKER HUGHES A GE CO	1,494,009	$47.3M	0.24%
94	—ARRIS INTL INC	1,792,316	$46.0M	0.23%
95	ITWILLINOIS TOOL WKS INC	272,431	$45.5M	0.23%	Put
96	TMUST MOBILE US INC	713,393	$45.3M	0.23%	Put
97	WYNNWYNN RESORTS LTD	267,413	$45.1M	0.23%	Put
98	XOPUSDSPDR SERIES TRUST	1,190,900	$44.3M	0.22%	Put
99	WYWEYERHAEUSER CO	1,250,000	$44.1M	0.22%	Put
100	DHRDANAHER CORP DEL	456,011	$42.3M	0.21%	Put

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