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	$902.4M	7.23%	Put
2	SPYSPDR S&P 500 ETF TR	3,132,700	$849.8M	6.81%	Put
3	HYGISHARES TR	8,188,400	$696.7M	5.58%	Put
4	MARMARRIOTT INTL INC NEW	4,273,113	$541.0M	4.33%	Put
5	AABAUSDALTABA INC	3,722,282	$272.5M	2.18%	Call
6	AAPLAPPLE INC	1,199,189	$222.0M	1.78%	Put
7	METAFACEBOOK INC	1,045,500	$203.2M	1.63%	Put
8	LULULULULEMON ATHLETICA INC	1,606,478	$200.6M	1.61%
9	UNHUNITEDHEALTH GROUP INC	761,700	$186.9M	1.50%	Put
10	NVDANVIDIA CORP	676,572	$160.3M	1.28%	Put
11	BABOEING CO	457,860	$153.6M	1.23%	Put
12	WPWORLDPAY INC	1,855,805	$151.8M	1.22%
13	ADBEADOBE SYS INC	571,800	$139.4M	1.12%	Put
14	MSFTMICROSOFT CORP	1,377,800	$135.9M	1.09%	Put
15	GOOGLALPHABET INC	118,200	$133.5M	1.07%	Put
16	INTCINTEL CORP	2,653,991	$131.9M	1.06%	Put
17	NDQINVESCO QQQ TR	746,137	$128.1M	1.03%
18	PHPARKER HANNIFIN CORP	805,270	$125.5M	1.01%	Put
19	TRVCCITIGROUP INC	1,870,244	$125.2M	1.00%	Put
20	BACBANK AMER CORP	4,293,782	$121.0M	0.97%	Put
21	CATCATERPILLAR INC DEL	890,558	$120.8M	0.97%	Put
22	DWDMORGAN STANLEY	2,513,499	$119.1M	0.95%	Put
23	TXNTEXAS INSTRS INC	1,028,809	$113.4M	0.91%	Put
24	PYPLPAYPAL HLDGS INC	1,355,600	$112.9M	0.90%	Put
25	JPMJPMORGAN CHASE & CO	1,034,122	$107.8M	0.86%	Put
26	ABBVABBVIE INC	1,139,215	$105.5M	0.85%	Put
27	XYZSQUARE INC	1,697,500	$104.6M	0.84%	Put
28	MMM3M CO	523,370	$103.0M	0.82%	Put
29	GOOGALPHABET INC	88,368	$98.6M	0.79%	Put
30	JNJJOHNSON & JOHNSON	804,871	$97.7M	0.78%	Put
31	AMZNAMAZON COM INC	55,200	$93.8M	0.75%	Put
32	DEDEERE & CO	668,560	$93.5M	0.75%	Put
33	BABAALIBABA GROUP HLDG LTD	498,900	$92.6M	0.74%	Put
34	GSGOLDMAN SACHS GROUP INC	409,434	$90.3M	0.72%	Put
35	CRMSALESFORCE COM INC	640,695	$87.4M	0.70%	Put
36	HDHOME DEPOT INC	435,300	$84.9M	0.68%	Put
37	VVISA INC	610,702	$80.9M	0.65%	Put
38	MAMASTERCARD INCORPORATED	403,600	$79.3M	0.64%	Put
39	COSTCOSTCO WHSL CORP NEW	366,252	$76.5M	0.61%	Put
40	CSCOCISCO SYS INC	1,767,900	$76.1M	0.61%	Put
41	VLOVALERO ENERGY CORP NEW	671,446	$74.4M	0.60%	Put
42	PNCPNC FINL SVCS GROUP INC	514,719	$69.5M	0.56%	Put
43	OXYOCCIDENTAL PETE CORP DEL	813,588	$68.1M	0.55%	Put
44	HESHESS CORP	997,100	$66.7M	0.53%	Put
45	FCXFREEPORT-MCMORAN INC	3,744,209	$64.6M	0.52%	Put
46	NFLXNETFLIX INC	163,500	$64.0M	0.51%	Put
47	—BARCLAYS BK PLC	1,709,300	$63.2M	0.51%	Put
48	LOWLOWES COS INC	643,952	$61.5M	0.49%	Put
49	—DR PEPPER SNAPPLE GROUP INC	492,134	$60.0M	0.48%
50	COFCAPITAL ONE FINL CORP	636,775	$58.5M	0.47%	Put
51	EMREMERSON ELEC CO	844,401	$58.4M	0.47%	Put
52	GDDYGODADDY INC	816,077	$57.6M	0.46%
53	CMACOMERICA INC	598,172	$54.4M	0.44%	Put
54	EBAEBAY INC	1,463,993	$53.1M	0.43%	Put
55	QVCAUSDQURATE RETAIL INC	2,442,749	$51.8M	0.42%
56	—AXA EQUITABLE HLDGS INC	2,500,000	$51.5M	0.41%
57	METMETLIFE INC	1,038,605	$45.3M	0.36%	Put
58	AXPAMERICAN EXPRESS CO	460,498	$45.1M	0.36%	Put
59	FFORD MTR CO DEL	3,786,077	$41.9M	0.34%	Put
60	WFCWELLS FARGO CO NEW	718,200	$39.8M	0.32%	Put
61	XOPUSDSPDR SERIES TRUST	920,900	$39.7M	0.32%	Put
62	GMGENERAL MTRS CO	987,040	$38.9M	0.31%	Put
63	—CARRIZO OIL & GAS INC	1,390,311	$38.7M	0.31%
64	SFMSPROUTS FMRS MKT INC	1,752,324	$38.7M	0.31%
65	BKNGBOOKING HLDGS INC	18,935	$38.4M	0.31%	Put
66	REGREGENCY CTRS CORP	614,034	$38.1M	0.31%
67	IQVIQVIA HLDGS INC	378,318	$37.8M	0.30%
68	VRSNVERISIGN INC	274,712	$37.8M	0.30%	Put
69	CMCSACOMCAST CORP NEW	1,115,974	$36.6M	0.29%	Put
70	GOOSCANADA GOOSE HOLDINGS INC	598,456	$35.2M	0.28%
71	BKIEURBLACK KNIGHT INC	614,370	$32.9M	0.26%
72	CSXCSX CORP	497,394	$31.7M	0.25%	Put
73	APY1USDAPERGY CORP	759,500	$31.7M	0.25%
74	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	399,783	$31.6M	0.25%	Put
75	PRSPPERSPECTA INC	1,434,560	$29.5M	0.24%
76	MEDPMEDPACE HLDGS INC	679,771	$29.2M	0.23%
77	NVTNVENT ELECTRIC PLC	1,137,687	$28.6M	0.23%
78	BACVERIZON COMMUNICATIONS INC	560,801	$28.2M	0.23%	Put
79	MUMICRON TECHNOLOGY INC	529,033	$27.7M	0.22%	Call
80	PRTY1EURPARTY CITY HOLDCO INC	1,807,337	$27.6M	0.22%
81	LVLNSPDR SERIES TRUST	450,000	$27.4M	0.22%	Call
82	ETNEATON CORP PLC	366,426	$27.4M	0.22%	Put
83	GILDGILEAD SCIENCES INC	385,638	$27.3M	0.22%	Put
84	DALDELTA AIR LINES INC DEL	545,816	$27.0M	0.22%	Put
85	BFAMBRIGHT HORIZONS FAM SOL IN D	256,216	$26.3M	0.21%
86	HALHALLIBURTON CO	575,000	$25.9M	0.21%	Put
87	ABXBARRICK GOLD CORP	1,961,974	$25.8M	0.21%	Put
88	DVNDEVON ENERGY CORP NEW	576,487	$25.3M	0.20%	Put
89	MPCMARATHON PETE CORP	359,872	$25.2M	0.20%	Put
90	IYRISHARES TR	309,155	$24.9M	0.20%
91	GEGENERAL ELECTRIC CO	1,775,100	$24.2M	0.19%	Put
92	FRCBFIRST REP BK SAN FRANCISCO C	241,105	$23.3M	0.19%
93	ADSKAUTODESK INC	177,000	$23.2M	0.19%	Put
94	CECELANESE CORP DEL	205,135	$22.8M	0.18%
95	CSGPCOSTAR GROUP INC	53,600	$22.1M	0.18%
96	NEMNEWMONT MINING CORP	572,400	$21.6M	0.17%	Put
97	UALUNITED CONTL HLDGS INC	305,000	$21.3M	0.17%	Put
98	DOCUDOCUSIGN INC	400,000	$21.2M	0.17%
99	BHFBRIGHTHOUSE FINL INC	527,785	$21.1M	0.17%
100	SCOR1EURCOMSCORE INC	943,592	$20.6M	0.16%

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