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)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IWMISHARES TR | 5,510,000 | $902.4B | 7226.44% | Put |
| 2 | SPYSPDR S&P 500 ETF TR | 3,132,700 | $849.8B | 6805.72% | Put |
| 3 | HYGISHARES TR | 8,188,400 | $696.7B | 5579.10% | Put |
| 4 | MARMARRIOTT INTL INC NEW | 4,273,113 | $541.0B | 4332.27% | Put |
| 5 | AABAUSDALTABA INC | 3,722,282 | $272.5B | 2182.31% | Call |
| 6 | AAPLAPPLE INC | 1,199,189 | $222.0B | 1777.69% | Put |
| 7 | METAFACEBOOK INC | 1,045,500 | $203.2B | 1626.96% | Put |
| 8 | LULULULULEMON ATHLETICA INC | 1,606,478 | $200.6B | 1606.21% | |
| 9 | UNHUNITEDHEALTH GROUP INC | 761,700 | $186.9B | 1496.57% | Put |
| 10 | NVDANVIDIA CORP | 676,572 | $160.3B | 1283.56% | Put |
| 11 | BABOEING CO | 457,860 | $153.6B | 1230.19% | Put |
| 12 | WPWORLDPAY INC | 1,855,805 | $151.8B | 1215.40% | |
| 13 | ADBEADOBE SYS INC | 571,800 | $139.4B | 1116.42% | Put |
| 14 | MSFTMICROSOFT CORP | 1,377,800 | $135.9B | 1088.07% | Put |
| 15 | GOOGLALPHABET INC | 118,200 | $133.5B | 1068.86% | Put |
| 16 | INTCINTEL CORP | 2,653,991 | $131.9B | 1056.56% | Put |
| 17 | NDQINVESCO QQQ TR | 746,137 | $128.1B | 1025.66% | |
| 18 | PHPARKER HANNIFIN CORP | 805,270 | $125.5B | 1005.06% | Put |
| 19 | TRVCCITIGROUP INC | 1,870,244 | $125.2B | 1002.29% | Put |
| 20 | BACBANK AMER CORP | 4,293,782 | $121.0B | 969.34% | Put |
| 21 | CATCATERPILLAR INC DEL | 890,558 | $120.8B | 967.59% | Put |
| 22 | DWDMORGAN STANLEY | 2,513,499 | $119.1B | 954.09% | Put |
| 23 | TXNTEXAS INSTRS INC | 1,028,809 | $113.4B | 908.34% | Put |
| 24 | PYPLPAYPAL HLDGS INC | 1,355,600 | $112.9B | 903.95% | Put |
| 25 | JPMJPMORGAN CHASE & CO | 1,034,122 | $107.8B | 862.93% | Put |
| 26 | ABBVABBVIE INC | 1,139,215 | $105.5B | 845.26% | Put |
| 27 | XYZSQUARE INC | 1,697,500 | $104.6B | 837.94% | Put |
| 28 | MMM3M CO | 523,370 | $103.0B | 824.51% | Put |
| 29 | GOOGALPHABET INC | 88,368 | $98.6B | 789.57% | Put |
| 30 | JNJJOHNSON & JOHNSON | 804,871 | $97.7B | 782.10% | Put |
| 31 | AMZNAMAZON COM INC | 55,200 | $93.8B | 751.41% | Put |
| 32 | DEDEERE & CO | 668,560 | $93.5B | 748.48% | Put |
| 33 | BABAALIBABA GROUP HLDG LTD | 498,900 | $92.6B | 741.29% | Put |
| 34 | GSGOLDMAN SACHS GROUP INC | 409,434 | $90.3B | 723.23% | Put |
| 35 | CRMSALESFORCE COM INC | 640,695 | $87.4B | 699.83% | Put |
| 36 | HDHOME DEPOT INC | 435,300 | $84.9B | 680.12% | Put |
| 37 | VVISA INC | 610,702 | $80.9B | 647.76% | Put |
| 38 | MAMASTERCARD INCORPORATED | 403,600 | $79.3B | 635.17% | Put |
| 39 | COSTCOSTCO WHSL CORP NEW | 366,252 | $76.5B | 612.95% | Put |
| 40 | CSCOCISCO SYS INC | 1,767,900 | $76.1B | 609.20% | Put |
| 41 | VLOVALERO ENERGY CORP NEW | 671,446 | $74.4B | 595.96% | Put |
| 42 | PNCPNC FINL SVCS GROUP INC | 514,719 | $69.5B | 556.89% | Put |
| 43 | OXYOCCIDENTAL PETE CORP DEL | 813,588 | $68.1B | 545.21% | Put |
| 44 | HESHESS CORP | 997,100 | $66.7B | 534.13% | Put |
| 45 | FCXFREEPORT-MCMORAN INC | 3,744,209 | $64.6B | 517.55% | Put |
| 46 | NFLXNETFLIX INC | 163,500 | $64.0B | 512.52% | Put |
| 47 | —BARCLAYS BK PLC | 1,709,300 | $63.2B | 506.49% | Put |
| 48 | LOWLOWES COS INC | 643,952 | $61.5B | 492.84% | Put |
| 49 | —DR PEPPER SNAPPLE GROUP INC | 492,134 | $60.0B | 480.82% | |
| 50 | COFCAPITAL ONE FINL CORP | 636,775 | $58.5B | 468.63% | Put |
| 51 | EMREMERSON ELEC CO | 844,401 | $58.4B | 467.54% | Put |
| 52 | GDDYGODADDY INC | 816,077 | $57.6B | 461.40% | |
| 53 | CMACOMERICA INC | 598,172 | $54.4B | 435.54% | Put |
| 54 | EBAEBAY INC | 1,463,993 | $53.1B | 425.11% | Put |
| 55 | QVCAUSDQURATE RETAIL INC | 2,442,749 | $51.8B | 415.11% | |
| 56 | —AXA EQUITABLE HLDGS INC | 2,500,000 | $51.5B | 412.63% | |
| 57 | METMETLIFE INC | 1,038,605 | $45.3B | 362.66% | Put |
| 58 | AXPAMERICAN EXPRESS CO | 460,498 | $45.1B | 361.39% | Put |
| 59 | FFORD MTR CO DEL | 3,786,077 | $41.9B | 335.65% | Put |
| 60 | WFCWELLS FARGO CO NEW | 718,200 | $39.8B | 318.86% | Put |
| 61 | XOPUSDSPDR SERIES TRUST | 920,900 | $39.7B | 317.56% | Put |
| 62 | GMGENERAL MTRS CO | 987,040 | $38.9B | 311.43% | Put |
| 63 | —CARRIZO OIL & GAS INC | 1,390,311 | $38.7B | 310.07% | |
| 64 | SFMSPROUTS FMRS MKT INC | 1,752,324 | $38.7B | 309.71% | |
| 65 | BKNGBOOKING HLDGS INC | 18,935 | $38.4B | 307.37% | Put |
| 66 | REGREGENCY CTRS CORP | 614,034 | $38.1B | 305.27% | |
| 67 | IQVIQVIA HLDGS INC | 378,318 | $37.8B | 302.42% | |
| 68 | VRSNVERISIGN INC | 274,712 | $37.8B | 302.31% | Put |
| 69 | CMCSACOMCAST CORP NEW | 1,115,974 | $36.6B | 293.23% | Put |
| 70 | GOOSCANADA GOOSE HOLDINGS INC | 598,456 | $35.2B | 282.04% | |
| 71 | BKIEURBLACK KNIGHT INC | 614,370 | $32.9B | 263.47% | |
| 72 | CSXCSX CORP | 497,394 | $31.7B | 254.05% | Put |
| 73 | APY1USDAPERGY CORP | 759,500 | $31.7B | 253.93% | |
| 74 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 399,783 | $31.6B | 252.91% | Put |
| 75 | PRSPPERSPECTA INC | 1,434,560 | $29.5B | 236.08% | |
| 76 | MEDPMEDPACE HLDGS INC | 679,771 | $29.2B | 234.08% | |
| 77 | NVTNVENT ELECTRIC PLC | 1,137,687 | $28.6B | 228.68% | |
| 78 | BACVERIZON COMMUNICATIONS INC | 560,801 | $28.2B | 225.94% | Put |
| 79 | MUMICRON TECHNOLOGY INC | 529,033 | $27.7B | 222.17% | Call |
| 80 | PRTY1EURPARTY CITY HOLDCO INC | 1,807,337 | $27.6B | 220.72% | |
| 81 | LVLNSPDR SERIES TRUST | 450,000 | $27.4B | 219.83% | Call |
| 82 | ETNEATON CORP PLC | 366,426 | $27.4B | 219.30% | Put |
| 83 | GILDGILEAD SCIENCES INC | 385,638 | $27.3B | 218.78% | Put |
| 84 | DALDELTA AIR LINES INC DEL | 545,816 | $27.0B | 216.54% | Put |
| 85 | BFAMBRIGHT HORIZONS FAM SOL IN D | 256,216 | $26.3B | 210.35% | |
| 86 | HALHALLIBURTON CO | 575,000 | $25.9B | 207.49% | Put |
| 87 | ABXBARRICK GOLD CORP | 1,961,974 | $25.8B | 206.32% | Put |
| 88 | DVNDEVON ENERGY CORP NEW | 576,487 | $25.3B | 202.95% | Put |
| 89 | MPCMARATHON PETE CORP | 359,872 | $25.2B | 202.18% | Put |
| 90 | IYRISHARES TR | 309,155 | $24.9B | 199.50% | |
| 91 | GEGENERAL ELECTRIC CO | 1,775,100 | $24.2B | 193.46% | Put |
| 92 | FRCBFIRST REP BK SAN FRANCISCO C | 241,105 | $23.3B | 186.89% | |
| 93 | ADSKAUTODESK INC | 177,000 | $23.2B | 185.82% | Put |
| 94 | CECELANESE CORP DEL | 205,135 | $22.8B | 182.44% | |
| 95 | CSGPCOSTAR GROUP INC | 53,600 | $22.1B | 177.12% | |
| 96 | NEMNEWMONT MINING CORP | 572,400 | $21.6B | 172.86% | Put |
| 97 | UALUNITED CONTL HLDGS INC | 305,000 | $21.3B | 170.32% | Put |
| 98 | DOCUDOCUSIGN INC | 400,000 | $21.2B | 169.61% | |
| 99 | BHFBRIGHTHOUSE FINL INC | 527,785 | $21.1B | 169.36% | |
| 100 | SCOR1EURCOMSCORE INC | 943,592 | $20.6B | 164.74% |
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