Laurion Capital Management LP Q1 2019 Filing

Filed May 8, 2019

Portfolio Value

$7.4B

Holdings

592

Report Date

Q1 2019

Filing Type

13F-HR

All Holdings (592 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	HYGISHARES TR	16,635,000	$1.4B	19.31%	Put
2	AAPLAPPLE INC	1,553,500	$295.1M	3.96%	Put
3	AMZNAMAZON COM INC	134,600	$239.7M	3.22%	Put
4	DISDISNEY WALT CO	2,035,603	$226.0M	3.03%
5	NFLXNETFLIX INC	623,761	$222.4M	2.99%	Put
6	ELANELANCO ANIMAL HEALTH INC	6,546,239	$209.9M	2.82%
7	METAFACEBOOK INC	1,093,100	$182.2M	2.45%	Put
8	GSGOLDMAN SACHS GROUP INC	881,877	$169.3M	2.27%	Put
9	NVDANVIDIA CORP	825,500	$148.2M	1.99%	Put
10	WFCWELLS FARGO CO NEW	2,537,416	$122.6M	1.65%	Put
11	UNPUNION PACIFIC CORP	685,021	$114.5M	1.54%	Call
12	WYNNWYNN RESORTS LTD	953,110	$113.7M	1.53%	Put
13	BABAALIBABA GROUP HLDG LTD	579,597	$105.7M	1.42%	Put
14	SLBSCHLUMBERGER LTD	2,383,987	$103.9M	1.39%	Put
15	URIUNITED RENTALS INC	858,348	$98.1M	1.32%	Put
16	TRVCCITIGROUP INC	1,533,594	$95.4M	1.28%	Put
17	BIDUNBAIDU INC	521,863	$86.0M	1.15%	Put
18	AMDADVANCED MICRO DEVICES INC	3,096,640	$79.0M	1.06%	Put
19	IBMINTERNATIONAL BUSINESS MACHS	545,100	$76.9M	1.03%	Put
20	BACBANK AMER CORP	2,781,423	$76.7M	1.03%	Put
21	NOCNORTHROP GRUMMAN CORP	281,700	$75.9M	1.02%	Put
22	FDXFEDEX CORP	412,700	$74.9M	1.01%	Put
23	MSFTMICROSOFT CORP	622,113	$73.4M	0.98%	Put
24	MLMMARTIN MARIETTA MATLS INC	356,300	$71.7M	0.96%	Put
25	LMTLOCKHEED MARTIN CORP	227,526	$68.3M	0.92%	Put
26	CELGCELGENE CORP	714,604	$67.4M	0.91%	Put
27	LULULULULEMON ATHLETICA INC	400,400	$65.6M	0.88%	Put
28	XYZSQUARE INC	860,600	$64.5M	0.87%	Put
29	PTCPTC INC	696,714	$64.2M	0.86%
30	CVSCVS HEALTH CORP	1,141,174	$61.5M	0.83%	Put
31	BLKCHFBLACKROCK INC	141,028	$60.3M	0.81%	Put
32	GDGENERAL DYNAMICS CORP	323,142	$54.7M	0.73%	Put
33	FOXAFOX CORP	1,429,620	$52.5M	0.70%
34	RTN1USDRAYTHEON CO	286,504	$52.2M	0.70%	Put
35	PSXPHILLIPS 66	546,700	$52.0M	0.70%	Put
36	CMGCHIPOTLE MEXICAN GRILL INC	69,600	$49.4M	0.66%	Put
37	CRMSALESFORCE COM INC	297,495	$47.1M	0.63%	Put
38	VLOVALERO ENERGY CORP NEW	534,033	$45.3M	0.61%	Put
39	INVHINVITATION HOMES INC	1,730,886	$42.1M	0.57%
40	UNHUNITEDHEALTH GROUP INC	166,049	$41.1M	0.55%	Put
41	SCISERVICE CORP INTL	1,001,500	$40.2M	0.54%
42	HDHOME DEPOT INC	184,636	$35.4M	0.48%	Put
43	MUMICRON TECHNOLOGY INC	838,951	$34.7M	0.47%	Put
44	AVGOBROADCOM INC	108,100	$32.5M	0.44%	Put
45	COSTCOSTCO WHSL CORP NEW	120,300	$29.1M	0.39%	Put
46	SPYSPDR S&P 500 ETF TR	102,389	$28.9M	0.39%	Put
47	TXNTEXAS INSTRS INC	265,007	$28.1M	0.38%
48	DWDMORGAN STANLEY	632,161	$26.7M	0.36%	Put
49	AFWALIGN TECHNOLOGY INC	93,800	$26.7M	0.36%	Put
50	ABXBARRICK GOLD CORPORATION	1,900,000	$26.1M	0.35%	Put
51	ISRGINTUITIVE SURGICAL INC	44,200	$25.2M	0.34%	Put
52	4I1PHILIP MORRIS INTL INC	279,426	$24.7M	0.33%	Put
53	WABWABTEC CORP	320,996	$23.7M	0.32%
54	ADBEADOBE INC	85,033	$22.7M	0.30%	Put
55	HALHALLIBURTON CO	761,669	$22.3M	0.30%	Put
56	2L9BLUEPRINT MEDICINES CORP	261,904	$21.0M	0.28%
57	ABTABBOTT LABS	258,200	$20.6M	0.28%	Put
58	NOMDNOMAD FOODS LTD	976,548	$20.0M	0.27%
59	EXASEXACT SCIENCES CORP	229,400	$19.9M	0.27%	Put
60	BKBANK NEW YORK MELLON CORP	392,700	$19.8M	0.27%	Put
61	AMTAMERICAN TOWER CORP NEW	100,000	$19.7M	0.26%	Call
62	FTCHQFARFETCH LTD	700,937	$18.9M	0.25%
63	UPSUNITED PARCEL SERVICE INC	167,463	$18.7M	0.25%	Put
64	RCI/BROGERS COMMUNICATIONS INC	343,400	$18.5M	0.25%
65	AALAMERICAN AIRLS GROUP INC	564,051	$17.9M	0.24%	Put
66	PBRPETROLEO BRASILEIRO SA PETRO	1,101,200	$17.5M	0.24%	Put
67	WWEUSDWORLD WRESTLING ENTMT INC	200,100	$17.4M	0.23%
68	RITMNEW RESIDENTIAL INVT CORP	990,910	$16.8M	0.22%
69	FTNTFORTINET INC	192,754	$16.2M	0.22%	Put
70	COTYCOTY INC	1,403,928	$16.1M	0.22%
71	BLBLACKLINE INC	345,938	$16.0M	0.22%
72	PNCPNC FINL SVCS GROUP INC	129,852	$15.9M	0.21%	Put
73	TWLOTWILIO INC	120,700	$15.6M	0.21%	Put
74	SCHWTHE CHARLES SCHWAB CORPORATI	361,088	$15.4M	0.21%	Put
75	CTRPUSDCTRIP COM INTL LTD	351,328	$15.3M	0.21%	Put
76	AMGNAMGEN INC	80,000	$15.2M	0.20%	Put
77	OXYOCCIDENTAL PETE CORP	222,072	$14.7M	0.20%	Put
78	WDCWESTERN DIGITAL CORP	293,200	$14.1M	0.19%	Put
79	EAELECTRONIC ARTS INC	133,100	$13.5M	0.18%	Put
80	MARMARRIOTT INTL INC NEW	106,600	$13.3M	0.18%	Put
81	FXIISHARES TR	300,200	$13.3M	0.18%	Call
82	NIONIO INC	2,541,100	$13.0M	0.17%	Call
83	METMETLIFE INC	301,600	$12.8M	0.17%
84	USBUS BANCORP DEL	265,800	$12.8M	0.17%
85	XOMEXXON MOBIL CORP	157,605	$12.7M	0.17%	Put
86	BNFTEURBENEFITFOCUS INC	254,696	$12.6M	0.17%
87	TRTN-PATRITON INTL LTD	404,836	$12.6M	0.17%
88	OKTAOKTA INC	151,300	$12.5M	0.17%	Put
89	TIFEURTIFFANY & CO NEW	111,900	$11.8M	0.16%	Put
90	REGNREGENERON PHARMACEUTICALS	28,500	$11.7M	0.16%	Put
91	FCXFREEPORT-MCMORAN INC	907,085	$11.7M	0.16%	Put
92	AMATAPPLIED MATLS INC	286,500	$11.4M	0.15%	Put
93	BUDANHEUSER BUSCH INBEV SA/NV	133,869	$11.2M	0.15%	Put
94	NDQINVESCO QQQ TR	62,200	$11.2M	0.15%
95	TJXTJX COS INC NEW	205,700	$10.9M	0.15%	Put
96	FTDRFRONTDOOR INC	301,551	$10.4M	0.14%
97	GEGENERAL ELECTRIC CO	1,004,185	$10.0M	0.13%	Put
98	AMRNAMARIN CORP PLC	479,900	$10.0M	0.13%	Put
99	—AXA EQUITABLE HLDGS INC	493,619	$9.9M	0.13%
100	VEEVVEEVA SYS INC	77,800	$9.9M	0.13%	Put

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