Laurion Capital Management LP Q3 2018 Filing

Filed November 13, 2018

Portfolio Value

$10.3B

Holdings

803

Report Date

Q3 2018

Filing Type

13F-HR

All Holdings (803 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	4,284,785	$1.2B	12.08%	Put
2	HYGISHARES TR	12,450,000	$1.1B	10.43%	Put
3	FXIISHARES TR	8,846,400	$378.8M	3.67%	Put
4	IWMISHARES TR	1,450,000	$244.4M	2.37%	Put
5	AABAUSDALTABA INC	2,972,846	$202.5M	1.96%
6	NFLXNETFLIX INC	435,900	$163.1M	1.58%	Put
7	AMZNAMAZON COM INC	73,800	$147.8M	1.43%	Put
8	NVDANVIDIA CORP	488,600	$137.3M	1.33%	Put
9	MSFTMICROSOFT CORP	1,108,100	$126.7M	1.23%	Put
10	JPMJPMORGAN CHASE & CO	919,272	$103.7M	1.01%	Put
11	DELLDELL TECHNOLOGIES INC	1,030,922	$100.1M	0.97%
12	ABBVABBVIE INC	1,033,946	$97.8M	0.95%	Put
13	BACBANK AMER CORP	3,289,407	$96.9M	0.94%	Put
14	INTCINTEL CORP	1,902,787	$90.0M	0.87%	Put
15	AIMCUSDALTRA INDL MOTION CORP	2,061,035	$85.1M	0.83%	Call
16	COSTCOSTCO WHSL CORP NEW	360,200	$84.6M	0.82%	Put
17	—ALLERGAN PLC	442,437	$84.3M	0.82%	Put
18	WFCWELLS FARGO CO NEW	1,547,316	$81.3M	0.79%	Put
19	GDDYGODADDY INC	942,047	$78.6M	0.76%
20	CELGCELGENE CORP	855,172	$76.5M	0.74%	Put
21	AFWALIGN TECHNOLOGY INC	191,286	$74.8M	0.73%	Put
22	BMYBRISTOL MYERS SQUIBB CO	1,200,851	$74.5M	0.72%	Put
23	MUMICRON TECHNOLOGY INC	1,631,629	$73.8M	0.72%	Put
24	BABOEING CO	197,000	$73.3M	0.71%	Put
25	GOOGLALPHABET INC	60,397	$72.9M	0.71%	Put
26	DVNDEVON ENERGY CORP NEW	1,702,999	$68.0M	0.66%	Put
27	MEDPMEDPACE HLDGS INC	1,108,556	$66.4M	0.64%
28	REGNREGENERON PHARMACEUTICALS	156,865	$63.4M	0.61%	Put
29	ADBEADOBE SYS INC	216,438	$58.4M	0.57%	Put
30	MPCMARATHON PETE CORP	721,708	$57.7M	0.56%	Put
31	UNPUNION PAC CORP	350,000	$57.0M	0.55%	Put
32	PRAHPRA HEALTH SCIENCES INC	484,115	$53.3M	0.52%
33	CSCOCISCO SYS INC	1,092,512	$53.2M	0.52%	Put
34	PNCPNC FINL SVCS GROUP INC	381,882	$52.0M	0.50%	Put
35	FCXFREEPORT-MCMORAN INC	3,614,514	$50.3M	0.49%	Put
36	CMGCHIPOTLE MEXICAN GRILL INC	109,730	$49.9M	0.48%	Put
37	LLYLILLY ELI & CO	463,600	$49.7M	0.48%	Put
38	COPCONOCOPHILLIPS	633,000	$49.0M	0.48%	Put
39	BKNGBOOKING HLDGS INC	24,335	$48.3M	0.47%	Put
40	GOOGALPHABET INC	40,200	$48.0M	0.47%	Put
41	CADEEURCADENCE BANCORPORATION	1,811,169	$47.3M	0.46%
42	BLKCHFBLACKROCK INC	99,888	$47.1M	0.46%	Put
43	PYPLPAYPAL HLDGS INC	530,400	$46.6M	0.45%	Put
44	JNJJOHNSON & JOHNSON	322,200	$44.5M	0.43%	Put
45	FFORD MTR CO DEL	4,682,065	$43.3M	0.42%	Put
46	GILDGILEAD SCIENCES INC	556,300	$43.0M	0.42%	Put
47	COFCAPITAL ONE FINL CORP	447,896	$42.5M	0.41%	Put
48	MHKMOHAWK INDS INC	236,938	$41.5M	0.40%	Put
49	VLOVALERO ENERGY CORP NEW	361,910	$41.2M	0.40%	Put
50	BACVERIZON COMMUNICATIONS INC	749,263	$40.0M	0.39%	Put
51	XOPUSDSPDR SERIES TRUST	920,900	$39.9M	0.39%	Put
52	HESHESS CORP	552,874	$39.6M	0.38%	Put
53	VACMARRIOTT VACATIONS WRLDWDE C	351,937	$39.3M	0.38%
54	TXNTEXAS INSTRS INC	366,500	$39.3M	0.38%	Put
55	ABXBARRICK GOLD CORP	3,499,144	$38.8M	0.38%	Put
56	CSXCSX CORP	506,567	$37.5M	0.36%	Put
57	UPSUNITED PARCEL SERVICE INC	317,300	$37.0M	0.36%	Put
58	SHWSHERWIN WILLIAMS CO	80,035	$36.4M	0.35%	Put
59	—BLUEBIRD BIO INC	244,338	$35.7M	0.35%	Put
60	CNPCENTERPOINT ENERGY INC	1,205,805	$33.3M	0.32%
61	DALDELTA AIR LINES INC DEL	572,720	$33.1M	0.32%	Put
62	—AETNA INC NEW	163,075	$33.1M	0.32%
63	METAFACEBOOK INC	198,200	$32.6M	0.32%	Put
64	RLRALPH LAUREN CORP	232,972	$32.0M	0.31%	Put
65	ISRGINTUITIVE SURGICAL INC	55,110	$31.6M	0.31%	Put
66	FDXFEDEX CORP	130,509	$31.4M	0.30%	Put
67	—DOWDUPONT INC	486,622	$31.3M	0.30%	Put
68	NTNXNUTANIX INC	729,004	$31.1M	0.30%	Put
69	EBAEBAY INC	936,890	$30.9M	0.30%	Put
70	ADSKAUTODESK INC	197,400	$30.8M	0.30%	Put
71	AALAMERICAN AIRLS GROUP INC	729,700	$30.2M	0.29%	Put
72	BZUNBAOZUN INC	616,295	$29.9M	0.29%	Put
73	NWSANEWS CORP NEW	2,267,404	$29.9M	0.29%	Put
74	UALUNITED CONTL HLDGS INC	334,500	$29.8M	0.29%	Put
75	LPI1EURLAREDO PETROLEUM INC	3,588,240	$29.3M	0.28%
76	XPOXPO LOGISTICS INC	253,700	$29.0M	0.28%	Put
77	—GRUBHUB INC	208,772	$28.9M	0.28%	Put
78	ABMDEURABIOMED INC	63,800	$28.7M	0.28%	Put
79	NSCNORFOLK SOUTHERN CORP	156,755	$28.3M	0.27%	Put
80	NDQINVESCO QQQ TR	151,937	$28.2M	0.27%
81	GMGENERAL MTRS CO	830,566	$28.0M	0.27%	Put
82	OXYOCCIDENTAL PETE CORP DEL	330,100	$27.1M	0.26%	Put
83	VVISA INC	179,469	$26.9M	0.26%	Put
84	ODPEUROFFICE DEPOT INC	8,340,357	$26.8M	0.26%
85	NTAPNETAPP INC	309,300	$26.6M	0.26%	Put
86	FFIVF5 NETWORKS INC	131,935	$26.3M	0.26%	Put
87	ABTABBOTT LABS	358,400	$26.3M	0.25%	Put
88	TRVCCITIGROUP INC	356,045	$25.5M	0.25%	Put
89	AKAMAKAMAI TECHNOLOGIES INC	345,188	$25.3M	0.24%	Put
90	SAILEURSAILPOINT TECHNLGIES HLDGS I	736,690	$25.1M	0.24%
91	CHRWC H ROBINSON WORLDWIDE INC	254,866	$25.0M	0.24%	Put
92	TRITHOMSON REUTERS CORP	545,808	$24.9M	0.24%
93	—ARES MGMT LP	1,071,361	$24.9M	0.24%
94	—WHITING PETE CORP NEW	462,600	$24.5M	0.24%	Put
95	AAPLAPPLE INC	108,300	$24.4M	0.24%	Put
96	EAELECTRONIC ARTS INC	200,000	$24.1M	0.23%	Call
97	FRCBFIRST REP BK SAN FRANCISCO C	244,800	$23.5M	0.23%
98	CVSCVS HEALTH CORP	297,589	$23.4M	0.23%	Put
99	ICEINTERCONTINENTAL EXCHANGE IN	312,303	$23.4M	0.23%	Put
100	PTCPTC INC	218,156	$23.2M	0.22%

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