Laurion Capital Management LP Q2 2018 Filing

Filed August 13, 2018

Portfolio Value

$12.5B

Holdings

1,071

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (1,071 positions)

#StockSharesValue% PortfolioType
201
UAUNDER ARMOUR INC
366,192$7.7B61.82%Put
202
RIGTRANSOCEAN LTD
571,064$7.7B61.46%Put
203
PRUPRUDENTIAL FINL INC
80,898$7.6B60.58%Call
204
FDXFEDEX CORP
33,191$7.5B60.35%Put
205
AMEAMETEK INC NEW
102,620$7.4B59.30%
206
AFLAFLAC INC
171,892$7.4B59.22%
207
DREYFUS STRATEGIC MUNS INC
960,046$7.4B58.97%
208
TALTAL ED GROUP
200,000$7.4B58.94%Put
209
GAPGAP INC DEL
226,924$7.3B58.86%Put
210
AESAES CORP
547,543$7.3B58.80%
211
GMEGAMESTOP CORP NEW
501,200$7.3B58.48%Call
212
RSGREPUBLIC SVCS INC
106,653$7.3B58.39%
213
BANDBANDWIDTH INC
191,505$7.3B58.24%
214
IIMINVESCO VALUE MUN INCOME TR
511,231$7.2B57.85%
215
WBAWALGREENS BOOTS ALLIANCE INC
119,041$7.1B57.22%Put
216
ALVAUTOLIV INC
49,386$7.1B56.64%
217
VYGRVOYAGER THERAPEUTICS INC
355,950$7.0B55.70%
218
TERTERADYNE INC
182,547$6.9B55.65%
219
DAYCERIDIAN HCM HLDG INC
200,100$6.6B53.18%
220
LLOEWS CORP
135,521$6.5B52.40%
221
HUMHUMANA INC
21,952$6.5B52.33%
222
AMGNAMGEN INC
34,994$6.5B51.73%Put
223
MYIBLACKROCK MUNIYIELD QLTY FD
502,884$6.3B50.74%
224
FISVFISERV INC
85,499$6.3B50.73%
225
MVFBLACKROCK MUNIVEST FD INC
721,551$6.3B50.62%
226
PSXPHILLIPS 66
55,593$6.2B50.00%
227
APTINYX INC
250,000$6.0B48.39%
228
NXDTNEXPOINT STRATEGIC OPORTUNT
275,126$6.0B48.36%
229
DCPHEURDECIPHERA PHARMACEUTICALS IN
152,967$6.0B48.20%
230
NBRNABORS INDUSTRIES LTD
934,444$6.0B47.97%
231
EMNEASTMAN CHEM CO
59,006$5.9B47.24%
232
RHT1EURRED HAT INC
43,900$5.9B47.23%Put
233
AQUAUSDEVOQUA WATER TECHNOLOGIES CO
287,391$5.9B47.18%
234
PHMPULTE GROUP INC
204,753$5.9B47.14%
235
BGHBARINGS GLOBAL SHORT DURATIO
311,915$5.9B46.91%
236
AALAMERICAN AIRLS GROUP INC
153,079$5.8B46.54%Put
237
IBBISHARES TR
52,653$5.8B46.30%Put
238
CRICARTER INC
52,809$5.7B45.84%
239
MVTBLACKROCK MUNIVEST FD II INC
408,529$5.7B45.83%
240
JWNUSDNORDSTROM INC
110,504$5.7B45.82%
241
SENDGRID INC
213,769$5.7B45.40%
242
CLLSCELLECTIS S A
200,000$5.7B45.31%
243
CBRECBRE GROUP INC
118,102$5.6B45.15%
244
MURMURPHY OIL CORP
166,470$5.6B45.02%
245
DREYFUS STRATEGIC MUN BD FD
724,963$5.5B43.95%
246
DOWDUPONT INC
82,060$5.4B43.32%Put
247
CIKCREDIT SUISSE GROUP
353,434$5.3B42.12%Put
248
MCOMOODYS CORP
30,801$5.3B42.08%
249
SLBSCHLUMBERGER LTD
78,059$5.2B41.91%Put
250
NACNUVEEN CA QUALTY MUN INCOME
385,870$5.2B41.28%
251
MLCOMELCO RESORT ENTERTAINMENT L
183,998$5.2B41.26%Put
252
AKBAAKEBIA THERAPEUTICS INC
515,507$5.1B41.20%
253
NRANRG ENERGY INC
166,646$5.1B40.97%Put
254
TMKTORCHMARK CORP
61,892$5.0B40.35%
255
WGL HLDGS INC
56,466$5.0B40.13%
256
LNCLINCOLN NATL CORP IND
79,776$5.0B39.77%
257
DHRDANAHER CORP DEL
50,035$4.9B39.54%
258
CZREURCAESARS ENTMT CORP
459,701$4.9B39.39%
259
CMECME GROUP INC
30,005$4.9B39.38%
260
PCGPG&E CORP
114,086$4.9B38.89%
261
EXELA TECHNOLOGIES INC
1,007,529$4.8B38.33%
262
NSCNORFOLK SOUTHERN CORP
31,437$4.7B37.98%
263
LYBLYONDELLBASELL INDUSTRIES N
43,180$4.7B37.98%
264
PBCTEURPEOPLES UNITED FINANCIAL INC
261,848$4.7B37.94%
265
MAGENTA THERAPEUTICS INC
350,000$4.7B37.84%
266
XOMEXXON MOBIL CORP
56,392$4.7B37.37%Put
267
WATWATERS CORP
23,992$4.6B37.20%
268
BLACKROCK MUNIENHANCED FD IN
436,032$4.6B36.77%
269
VAREURVARIAN MED SYS INC
40,243$4.6B36.65%
270
KRKROGER CO
160,439$4.6B36.56%Put
271
CARBON BLACK INC
175,000$4.5B36.44%
272
CIKCREDIT SUISSE ASSET MGMT INC
1,437,018$4.5B36.37%
273
DFSEURDISCOVER FINL SVCS
64,369$4.5B36.29%
274
NOCNORTHROP GRUMMAN CORP
14,563$4.5B35.88%
275
FISFIDELITY NATL INFORMATION SV
42,221$4.5B35.84%
276
BLACKROCK MUNIYIELD INVST FD
326,217$4.5B35.79%
277
RHIROBERT HALF INTL INC
68,536$4.5B35.72%
278
ZIONZIONS BANCORPORATION
84,104$4.4B35.50%Put
279
BIIBBIOGEN INC
15,200$4.4B35.33%Put
280
APOLLO TACTICAL INCOME FD IN
282,642$4.4B35.31%
281
BVBRIGHTVIEW HLDGS INC
200,000$4.4B35.16%
282
TTMCHFTATA MTRS LTD
224,250$4.4B35.12%Put
283
SYU1SYNOVUS FINL CORP
82,852$4.4B35.05%
284
JECUSDJACOBS ENGR GROUP INC DEL
68,752$4.4B34.96%
285
EXPEEXPEDIA GROUP INC
35,285$4.2B33.96%Put
286
ETRENTERGY CORP NEW
52,222$4.2B33.78%
287
AMGAFFILIATED MANAGERS GROUP
28,108$4.2B33.47%
288
OKEONEOK INC NEW
59,700$4.2B33.39%Call
289
NTAPNETAPP INC
52,674$4.1B33.12%
290
NAZNUVEEN ARIZONA QLTY MUN INC
321,651$4.1B32.89%
291
TRVTRAVELERS COMPANIES INC
33,065$4.0B32.39%
292
CTXSEURCITRIX SYS INC
38,425$4.0B32.26%
293
ELVANTHEM INC
16,816$4.0B32.06%
294
BRBROADRIDGE FINL SOLUTIONS IN
34,628$4.0B31.92%
295
SUN HYDRAULICS CORP
82,619$4.0B31.88%
296
BBTUSDBB&T CORP
78,380$4.0B31.66%
297
KOCOCA COLA CO
90,000$3.9B31.61%Put
298
VECTREN CORP
54,949$3.9B31.44%
299
JLLJONES LANG LASALLE INC
23,614$3.9B31.39%
300
SCANA CORP NEW
101,650$3.9B31.36%
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