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
701
SKYWSKYWEST INC
13,210$686.0M5.49%
702
MXLMAXLINEAR INC
43,861$684.0M5.48%
703
AYIACUITY BRANDS INC
5,863$679.0M5.44%
704
VMOINVESCO MUN OPPORTUNITY TR
57,341$673.0M5.39%
705
ANDEAVOR
5,100$669.0M5.36%
706
KALUKAISER ALUMINUM CORP
6,353$661.0M5.29%
707
NWBINORTHWEST BANCSHARES INC MD
37,505$652.0M5.22%
708
HB6HIBBETT SPORTS INC
28,417$651.0M5.21%
709
AKXANSYS INC
3,700$645.0M5.17%
710
FSSFEDERAL SIGNAL CORP
27,677$645.0M5.17%
711
ANFABERCROMBIE & FITCH CO
26,246$643.0M5.15%
712
JEFJEFFERIES FINL GROUP INC
28,078$638.0M5.11%
713
PNIPIMCO NEW YORK MUN FD II
59,974$635.0M5.09%
714
MELINTA THERAPEUTICS INC
99,358$631.0M5.05%
715
CONFORMIS INC
503,286$629.0M5.04%
716
W3UWESTERN UN CO
30,768$626.0M5.01%
717
ARRUSDARMOUR RESIDENTIAL REIT INC
27,368$625.0M5.01%
718
JBLUJETBLUE AIRWAYS CORP
32,516$617.0M4.94%
719
PCMPCM FUND INC
53,919$617.0M4.94%
720
FRANCESCAS HLDGS CORP
81,381$614.0M4.92%
721
COREPOINT LODGING INC
23,520$609.0M4.88%
722
KELYAKELLY SVCS INC
27,098$608.0M4.87%
723
NKENIKE INC
7,600$606.0M4.85%
724
ADPAUTOMATIC DATA PROCESSING IN
4,500$604.0M4.84%
725
CA8ACACI INTL INC
3,575$603.0M4.83%
726
VFCV F CORP
7,368$601.0M4.81%
727
ACNACCENTURE PLC IRELAND
3,660$599.0M4.80%
728
LF2PACIFIC PREMIER BANCORP
15,682$598.0M4.79%
729
LADLITHIA MTRS INC
6,320$597.0M4.78%
730
AMWDAMERICAN WOODMARK CORPORATIO
6,460$591.0M4.73%
731
DYDYCOM INDS INC
6,200$586.0M4.69%
732
LZBLA Z BOY INC
19,106$585.0M4.68%
733
NSPINSPERITY INC
6,098$581.0M4.65%
734
CBTCABOT CORP
9,417$581.0M4.65%
735
MYDBLACKROCK MUNIYIELD FD INC
42,875$571.0M4.57%
736
RPMRPM INTL INC
9,751$569.0M4.56%
737
FIXCOMFORT SYS USA INC
12,310$564.0M4.52%
738
MUSAMURPHY USA INC
7,582$563.0M4.51%
739
OIEUROWENS ILL INC
33,237$559.0M4.48%
740
VSHVISHAY INTERTECHNOLOGY INC
24,000$557.0M4.46%
741
ENBENBRIDGE INC
15,532$554.0M4.44%
742
WDCWESTERN DIGITAL CORP
7,125$552.0M4.42%
743
LENLENNAR CORP
10,500$551.0M4.41%
744
CBOECBOE GLOBAL MARKETS INC
5,253$547.0M4.38%
745
BBNBLACKROCK TAX MUNICPAL BD TR
24,601$544.0M4.36%
746
CLHCLEAN HARBORS INC
9,776$543.0M4.35%
747
MATVSCHWEITZER-MAUDUIT INTL INC
12,401$542.0M4.34%
748
SPGSIMON PPTY GROUP INC NEW
3,179$541.0M4.33%
749
MYNBLACKROCK MUNIYIELD NY QLTY
45,114$540.0M4.32%
750
ORLYO REILLY AUTOMOTIVE INC NEW
1,945$532.0M4.26%
751
DNKNDUNKIN BRANDS GROUP INC
7,681$530.0M4.24%
752
PKGPACKAGING CORP AMER
4,729$529.0M4.24%
753
MRSHMARSH & MCLENNAN COS INC
6,426$527.0M4.22%
754
BOFI HLDG INC
12,803$524.0M4.20%
755
PRGSPROGRESS SOFTWARE CORP
13,240$514.0M4.12%
756
NUVEEN HGH INC DEC18 TRGT TR
51,100$505.0M4.04%
757
FBKFB FINL CORP
12,400$505.0M4.04%
758
MUCBLACKROCK MUNIHLDNGS CALI QL
38,091$502.0M4.02%
759
MSIMOTOROLA SOLUTIONS INC
4,299$500.0M4.00%
760
MHKMOHAWK INDS INC
2,333$500.0M4.00%
761
UTXZUNITED TECHNOLOGIES CORP
4,001$500.0M4.00%
762
XLNXEURXILINX INC
7,659$500.0M4.00%
763
ARRIS INTL INC
20,383$498.0M3.99%
764
AIGAMERICAN INTL GROUP INC
9,400$498.0M3.99%
765
TROWPRICE T ROWE GROUP INC
4,269$496.0M3.97%
766
ERCWELLS FARGO MULTI SECTOR INC
39,471$493.0M3.95%
767
GSATUSDGLOBALSTAR INC
1,005,270$492.0M3.94%
768
CHECHEMED CORP NEW
1,529$492.0M3.94%
769
TTEKTETRA TECH INC NEW
8,394$491.0M3.93%
770
MKSIMKS INSTRUMENT INC
5,128$491.0M3.93%
771
GRBKGREEN BRICK PARTNERS INC
50,000$490.0M3.92%
772
ZTSZOETIS INC
5,660$483.0M3.87%
773
SWKSTANLEY BLACK & DECKER INC
3,600$478.0M3.83%
774
CAPSTEAD MTG CORP
53,100$475.0M3.80%
775
CHS1USDCHICOS FAS INC
58,188$474.0M3.80%
776
ULTAULTA BEAUTY INC
2,032$474.0M3.80%
777
SFNCSIMMONS 1ST NATL CORP
15,842$474.0M3.80%
778
PXDEURPIONEER NAT RES CO
2,500$473.0M3.79%
779
MTHMERITAGE HOMES CORP
10,577$465.0M3.72%
780
CAMPEURCALAMP CORP
19,830$465.0M3.72%
781
KLACKLA-TENCOR CORP
4,520$463.0M3.71%
782
QLYSQUALYS INC
5,464$461.0M3.69%
783
MDTMEDTRONIC PLC
5,377$460.0M3.68%
784
AMCXAMC NETWORKS INC
7,372$459.0M3.68%
785
EXTERRAN CORP
18,337$459.0M3.68%
786
DORMDORMAN PRODUCTS INC
6,685$457.0M3.66%
787
TPHTRI POINTE GROUP INC
27,732$454.0M3.64%
788
ENSCO PLC
62,392$453.0M3.63%
789
TPRTAPESTRY INC
9,700$453.0M3.63%
790
FANGDIAMONDBACK ENERGY INC
3,446$453.0M3.63%
791
NLSUSDNAUTILUS INC
28,807$452.0M3.62%
792
CMTLCOMTECH TELECOMMUNICATIONS C
14,183$452.0M3.62%
793
HIGHARTFORD FINL SVCS GROUP INC
8,800$450.0M3.60%
794
PUMPPROPETRO HLDG CORP
28,700$450.0M3.60%
795
APARTMENT INVT & MGMT CO
10,500$444.0M3.56%
796
MYEMYERS INDS INC
22,900$440.0M3.52%
797
PROVIDENCE SVC CORP
5,578$438.0M3.51%
798
SPPIUSDSPECTRUM PHARMACEUTICALS INC
20,877$438.0M3.51%
799
FMYFIRST TRUST MORTGAGE INCM FD
32,864$437.0M3.50%
800
DPZDOMINOS PIZZA INC
1,536$433.0M3.47%
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