Laurion Capital Management LP Q2 2019 Filing

Filed August 13, 2019

Portfolio Value

$10.2B

Holdings

609

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (609 positions)

#StockSharesValue% PortfolioType
101
ETNEATON CORP PLC
263,051$21.9B215.70%Put
102
WABWABTEC CORP
304,000$21.8B214.79%
103
KHCKRAFT HEINZ CO
700,215$21.7B214.01%Put
104
EXASEXACT SCIENCES CORP
169,700$20.0B197.25%Put
105
SCHWTHE CHARLES SCHWAB CORPORATI
497,442$20.0B196.83%Put
106
TMOTHERMO FISHER SCIENTIFIC INC
65,100$19.1B188.25%Put
107
HUMHUMANA INC
69,600$18.5B181.82%Put
108
TMUST MOBILE US INC
248,411$18.4B181.34%Put
109
ELVANTHEM INC
62,200$17.6B172.84%Put
110
LULULULULEMON ATHLETICA INC
96,743$17.4B171.66%
111
AMATAPPLIED MATLS INC
379,900$17.1B167.99%Put
112
WDCWESTERN DIGITAL CORP
356,858$17.0B167.08%Put
113
4I1PHILIP MORRIS INTL INC
215,600$16.9B166.71%Put
114
ELLAUDER ESTEE COS INC
82,200$15.1B148.21%Put
115
BHCBAUSCH HEALTH COS INC
591,521$14.9B146.89%Put
116
AAALCOA CORP
626,452$14.7B144.39%Put
117
ADSKAUTODESK INC
88,905$14.5B142.59%Put
118
DVNDEVON ENERGY CORP NEW
501,100$14.3B140.70%Put
119
AXPAMERICAN EXPRESS CO
115,200$14.2B140.01%Put
120
CXOEURCONCHO RES INC
137,100$14.1B139.27%Put
121
NVCRNOVOCURE LTD
220,000$13.9B136.97%Call
122
SYFSYNCHRONY FINL
400,000$13.9B136.55%Put
123
TTDTHE TRADE DESK INC
59,903$13.6B134.35%Put
124
BMYBRISTOL MYERS SQUIBB CO
297,366$13.5B132.78%
125
LMTLOCKHEED MARTIN CORP
36,900$13.4B132.10%Put
126
TEAMATLASSIAN CORP PLC
102,310$13.4B131.80%Put
127
CMICUMMINS INC
76,743$13.1B129.47%Put
128
LOWLOWES COS INC
129,025$13.0B128.20%Put
129
COUPEURCOUPA SOFTWARE INC
100,000$12.7B124.66%Call
130
OXYOCCIDENTAL PETE CORP
246,719$12.4B122.14%Put
131
CHWYCHEWY INC
350,000$12.3B120.62%
132
VLOVALERO ENERGY CORP NEW
134,300$11.5B113.21%Put
133
CICIGNA CORP NEW
67,034$10.6B104.00%Put
134
MDBMONGODB INC
67,200$10.2B100.64%Put
135
PGRPROGRESSIVE CORP OHIO
125,800$10.1B98.99%Put
136
AIGAMERICAN INTL GROUP INC
188,300$10.0B98.78%Put
137
SESEA LTD
300,000$10.0B98.13%Call
138
VICIVICI PPTYS INC
451,400$9.9B97.96%
139
BAXBAXTER INTL INC
117,600$9.6B94.84%Put
140
WMBWILLIAMS COS INC DEL
321,100$9.0B88.66%Put
141
IM8NINSMED INC
350,865$9.0B88.44%
142
ROKUROKU INC
98,400$8.9B87.76%Put
143
ESTCELASTIC N V
119,194$8.9B87.62%
144
CMECME GROUP INC
45,005$8.7B86.02%
145
SMARGBPSMARTSHEET INC
180,326$8.7B85.94%
146
FCXFREEPORT-MCMORAN INC
749,985$8.7B85.73%Put
147
PSNLPERSONALIS INC
312,037$8.5B83.42%
148
CHTRCHARTER COMMUNICATIONS INC N
21,164$8.4B82.36%Put
149
CAGCONAGRA BRANDS INC
312,774$8.3B81.68%Put
150
DOMINION ENERGY INC
80,000$8.3B81.58%
151
BXMTBLACKSTONE MTG TR INC
230,400$8.2B80.72%
152
VCYTVERACYTE INC
277,389$7.9B77.86%
153
ZOGENIX INC
160,100$7.6B75.31%Put
154
VIABVIACOM INC NEW
252,700$7.5B74.33%Call
155
PSNPARSONS CORPORATION
201,300$7.4B73.06%
156
SHWSHERWIN WILLIAMS CO
16,000$7.3B72.19%Put
157
ADPTADAPTIVE BIOTECHNOLOGIES COR
150,000$7.2B71.34%
158
XLVSELECT SECTOR SPDR TR
77,207$7.2B70.43%
159
APCANADARKO PETE CORP
100,000$7.1B69.47%Put
160
DTILPRECISION BIOSCIENCES INC
517,784$6.9B67.55%
161
NOCNORTHROP GRUMMAN CORP
21,200$6.8B67.45%Put
162
ZTOZTO EXPRESS CAYMAN INC
355,242$6.8B66.88%Put
163
TAT&T INC
200,600$6.7B66.19%Put
164
GOOGLALPHABET INC
6,000$6.5B63.96%Put
165
STTSTATE STR CORP
115,814$6.5B63.92%Put
166
VALEVALE S A
480,202$6.5B63.55%Put
167
PINSPINTEREST INC
236,220$6.4B63.31%
168
PAYCPAYCOM SOFTWARE INC
27,900$6.3B62.29%Put
169
LEVILEVI STRAUSS & CO NEW
300,000$6.3B61.68%
170
FFORD MTR CO DEL
607,800$6.2B61.21%Call
171
JWNUSDNORDSTROM INC
188,694$6.0B59.20%Put
172
FDO.FMACYS INC
274,100$5.9B57.92%Put
173
CHNGUSDCHANGE HEALTHCARE INC
400,000$5.8B57.50%
174
GTLSCHART INDS INC
74,736$5.7B56.58%
175
CHANGE HEALTHCARE INC
100,000$5.6B55.43%
176
RCLROYAL CARIBBEAN CRUISES LTD
45,586$5.5B54.40%Put
177
STZCONSTELLATION BRANDS INC
28,054$5.5B54.39%Put
178
GISGENERAL MLS INC
104,300$5.5B53.94%Put
179
TTWOTAKE-TWO INTERACTIVE SOFTWAR
48,185$5.5B53.86%Put
180
NIONIO INC
2,090,400$5.3B52.49%Call
181
FLIRFLIR SYS INC
98,339$5.3B52.39%Put
182
INVHINVITATION HOMES INC
195,800$5.2B51.53%
183
DBXDROPBOX INC
208,427$5.2B51.41%Put
184
ZMZOOM VIDEO COMMUNICATIONS IN
58,300$5.2B50.96%
185
PANWPALO ALTO NETWORKS INC
25,100$5.1B50.36%Put
186
INTUINTUIT
19,400$5.1B49.93%Put
187
CBS CORP NEW
96,700$4.8B47.51%Put
188
TJXTJX COS INC NEW
90,500$4.8B47.11%Put
189
LYFTLYFT INC
71,950$4.7B46.55%
190
GNTXGENTEX CORP
188,749$4.6B45.74%
191
AZPNUSDASPEN TECHNOLOGY INC
35,881$4.5B43.90%
192
ITUBITAU UNIBANCO HLDG SA
462,100$4.4B42.86%Put
193
FANGDIAMONDBACK ENERGY INC
37,000$4.0B39.69%Put
194
TNDMTANDEM DIABETES CARE INC
61,962$4.0B39.36%Put
195
MHKMOHAWK INDS INC
26,800$4.0B38.91%Put
196
APDAIR PRODS & CHEMS INC
17,200$3.9B38.34%Call
197
BIOHAVEN PHARMACTL HLDG CO L
84,713$3.7B36.52%
198
GWWGRAINGER W W INC
13,700$3.7B36.18%
199
SILKSILK ROAD MEDICAL INC
75,000$3.6B35.79%
200
BBYBEST BUY INC
52,100$3.6B35.77%Put
PreviousPage 2 of 7Next