Laurion Capital Management LP Q1 2018 Filing

Filed May 14, 2018

Portfolio Value

$12.4B

Holdings

1,027

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (1,027 positions)

#StockSharesValue% PortfolioType
401
AMTRUST FINL SVCS INC
204,464$2.5B20.28%Put
402
DVADAVITA INC
38,080$2.5B20.23%
403
BLACKROCK MUNIENHANCED FD IN
236,043$2.5B20.22%
404
LTHLIFEPOINT HEALTH INC
53,385$2.5B20.22%
405
TRNTRINITY INDS INC
76,822$2.5B20.20%
406
FANGDIAMONDBACK ENERGY INC
19,600$2.5B19.98%
407
PLCECHILDRENS PL INC
18,178$2.5B19.81%
408
CLGXCORELOGIC INC
54,185$2.5B19.75%
409
ONON SEMICONDUCTOR CORP
100,000$2.4B19.71%Call
410
LUVSOUTHWEST AIRLS CO
42,631$2.4B19.67%Put
411
FHIFEDERATED INVS INC PA
73,044$2.4B19.66%
412
GREENHILL & CO INC
131,531$2.4B19.61%
413
GLOCLOUGH GLOBAL OPPORTUNITIES
226,395$2.4B19.52%
414
DYDYCOM INDS INC
22,498$2.4B19.51%
415
IPGINTERPUBLIC GROUP COS INC
104,284$2.4B19.35%
416
WDCWESTERN DIGITAL CORP
25,894$2.4B19.25%
417
LVSLAS VEGAS SANDS CORP
33,200$2.4B19.23%Put
418
MMTMFS MULTIMARKET INCOME TR
409,877$2.4B19.06%
419
FAFFIRST AMERN FINL CORP
40,231$2.4B19.02%
420
NWSANEWS CORP NEW
149,303$2.4B19.01%
421
TALEND S A
48,668$2.3B18.87%
422
DNLIDENALI THERAPEUTICS INC
118,581$2.3B18.81%
423
AGSPLAYAGS INC
100,153$2.3B18.77%
424
LMEURLEGG MASON INC
57,292$2.3B18.77%
425
ELLAUDER ESTEE COS INC
15,548$2.3B18.76%
426
THGHANOVER INS GROUP INC
19,700$2.3B18.71%
427
SHOOMADDEN STEVEN LTD
52,505$2.3B18.57%
428
COLDAMERICOLD RLTY TR
120,000$2.3B18.45%
429
FTFFRANKLIN LTD DURATION INC TR
203,672$2.3B18.33%
430
MDLZMONDELEZ INTL INC
54,500$2.3B18.32%Put
431
BRISTOW GROUP INC
173,904$2.3B18.22%
432
CAHCARDINAL HEALTH INC
35,488$2.2B17.92%
433
NMTNUVEEN MASSACHUSETS QLT MUN
170,043$2.2B17.82%
434
LULULULULEMON ATHLETICA INC
24,500$2.2B17.59%
435
DBLDOUBLELINE OPPORTUNISTIC CR
101,120$2.2B17.59%
436
BLACKROCK MUNIHLDGS FD II IN
155,595$2.2B17.43%
437
CNXCNX RESOURCES CORPORATION
136,700$2.1B16.99%
438
CCCHEMOURS CO
43,270$2.1B16.99%
439
CNPCENTERPOINT ENERGY INC
76,529$2.1B16.90%
440
XGLQXCLOUGH GLOBAL EQUITY FD
157,487$2.1B16.69%
441
RTN1USDRAYTHEON CO
9,558$2.1B16.62%
442
ADVENT CLAY CONV SEC INC FD
368,282$2.1B16.61%
443
LSTRLANDSTAR SYS INC
18,500$2.0B16.35%
444
LBRTLIBERTY OILFIELD SVCS INC
120,000$2.0B16.33%
445
ROWAN COMPANIES PLC
174,724$2.0B16.24%
446
ITRIITRON INC
28,079$2.0B16.19%
447
DARDARLING INGREDIENTS INC
115,039$2.0B16.03%
448
TOLTOLL BROTHERS INC
45,529$2.0B15.87%
449
SONIC CORP
77,844$2.0B15.83%
450
ANDEAVOR
19,497$2.0B15.80%
451
NEUBERGER BERMAN CA INT MUN
152,236$2.0B15.78%
452
DEUTSCHE MULTI-MKT INCOME TR
222,197$2.0B15.72%
453
CROXCROCS INC
119,822$1.9B15.69%
454
LABORATORY CORP AMER HLDGS
12,000$1.9B15.64%
455
AWGASBURY AUTOMOTIVE GROUP INC
28,600$1.9B15.56%
456
SA2DSANDRIDGE ENERGY INC
131,436$1.9B15.37%
457
NOVEURNATIONAL OILWELL VARCO INC
51,634$1.9B15.32%
458
RJFRAYMOND JAMES FINANCIAL INC
21,168$1.9B15.25%
459
CXEMFS HIGH INCOME MUN TR
381,935$1.9B15.14%
460
WKCWORLD FUEL SVCS CORP
76,171$1.9B15.07%
461
MUSAMURPHY USA INC
25,680$1.9B15.07%
462
NZFNUVEEN MUNICIPAL CREDIT INC
131,726$1.9B15.01%
463
CARDTRONICS PLC
83,211$1.9B14.95%
464
BF/BBROWN FORMAN CORP
33,781$1.8B14.81%
465
PGRPROGRESSIVE CORP OHIO
30,119$1.8B14.79%
466
KLACKLA-TENCOR CORP
16,758$1.8B14.72%
467
NINEQNINE ENERGY SVC INC
75,000$1.8B14.71%
468
MVTBLACKROCK MUNIVEST FD II INC
126,410$1.8B14.62%
469
LYBLYONDELLBASELL INDUSTRIES N
17,126$1.8B14.58%
470
SLGNSILGAN HOLDINGS INC
64,640$1.8B14.50%
471
MAGELLAN HEALTH INC
16,790$1.8B14.49%
472
NKENIKE INC
27,000$1.8B14.46%
473
BBBYEURBED BATH & BEYOND INC
85,432$1.8B14.45%
474
STTSTATE STR CORP
17,610$1.8B14.15%
475
CALYCALLAWAY GOLF CO
106,860$1.7B14.08%
476
MQYBLACKROCK MUNIYIELD QUALITY
123,871$1.7B14.04%
477
L3 TECHNOLOGIES INC
8,358$1.7B14.00%
478
UMPQUSDUMPQUA HLDGS CORP
81,016$1.7B13.98%
479
BLACKROCK MUNIHOLDNGS QLTY I
138,297$1.7B13.95%
480
ASCARDMORE SHIPPING CORP
227,820$1.7B13.95%
481
NEXA RES S A
98,491$1.7B13.90%
482
FTVFORTIVE CORP
22,234$1.7B13.89%
483
GLOBGLOBANT S A
32,789$1.7B13.62%
484
TTCTORO CO
26,826$1.7B13.50%
485
LADLITHIA MTRS INC
16,563$1.7B13.42%
486
NATNORDIC AMERICAN TANKERS LIMI
854,688$1.7B13.36%
487
PDCOEURPATTERSON COMPANIES INC
74,297$1.7B13.31%
488
SLABSILICON LABORATORIES INC
18,352$1.6B13.29%
489
POLYONE CORP
38,730$1.6B13.27%
490
STLDSTEEL DYNAMICS INC
37,208$1.6B13.25%
491
XLVSELECT SECTOR SPDR TR
20,100$1.6B13.18%
492
FDDFIRST TR HIGH INCOME L/S FD
108,627$1.6B13.17%
493
RRCRANGE RES CORP
112,182$1.6B13.14%
494
TEVATEVA PHARMACEUTICAL INDS LTD
95,218$1.6B13.11%Put
495
SLDBSOLID BIOSCIENCES INC
216,200$1.6B13.07%
496
WSMWILLIAMS SONOMA INC
30,702$1.6B13.05%
497
DGXQUEST DIAGNOSTICS INC
16,128$1.6B13.04%
498
MOSMOSAIC CO NEW
66,618$1.6B13.03%
499
8CWCROWN CASTLE INTL CORP NEW
14,700$1.6B12.98%Put
500
MSMMSC INDL DIRECT INC
17,498$1.6B12.93%
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