Laurion Capital Management LP Q1 2020 Filing

Filed May 14, 2020

Portfolio Value

$9.2B

Holdings

455

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (455 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	HYGISHARES TR	9,063,500	$698.5M	7.60%	Put
2	EFAISHARES TR	11,428,457	$611.0M	6.65%	Put
3	SPYSPDR S&P 500 ETF TR	2,299,900	$592.8M	6.45%	Put
4	UTXZUNITED TECHNOLOGIES CORP	4,142,166	$390.7M	4.25%	Call
5	AAPLAPPLE INC	1,484,553	$377.5M	4.11%	Put
6	FXIISHARES TR	8,087,479	$303.6M	3.31%	Put
7	BMYBRISTOL-MYERS SQUIBB CO	4,034,526	$224.9M	2.45%	Put
8	MSFTMICROSOFT CORP	1,422,082	$224.3M	2.44%	Put
9	—ALLERGAN PLC	1,163,966	$206.1M	2.24%
10	MAMASTERCARD INC	840,792	$203.1M	2.21%	Put
11	HDHOME DEPOT INC	1,086,519	$202.9M	2.21%	Put
12	BACBK OF AMERICA CORP	8,823,732	$187.3M	2.04%	Put
13	BMY-RBRISTOL-MYERS SQUIBB CO	45,392,582	$172.5M	1.88%
14	CSCOCISCO SYS INC	3,990,841	$156.9M	1.71%	Put
15	QCOMQUALCOMM INC	1,970,837	$133.3M	1.45%	Put
16	JPMJPMORGAN CHASE & CO	1,409,649	$126.9M	1.38%	Put
17	SPGSIMON PPTY GROUP INC NEW	2,141,005	$117.5M	1.28%	Put
18	INTCINTEL CORP	1,910,533	$103.4M	1.13%	Put
19	NVDANVIDIA CORP	390,200	$102.9M	1.12%	Put
20	TXNTEXAS INSTRS INC	1,018,243	$101.8M	1.11%	Put
21	GOOGALPHABET INC	83,458	$97.0M	1.06%	Put
22	MMM3M CO	695,902	$95.0M	1.03%	Put
23	TRVCCITIGROUP INC	2,222,742	$93.6M	1.02%	Put
24	GOOGLALPHABET INC	79,627	$92.5M	1.01%	Put
25	VVISA INC	559,718	$90.2M	0.98%	Put
26	BABAALIBABA GROUP HLDG LTD	454,532	$88.4M	0.96%	Put
27	AVGOBROADCOM INC	351,496	$83.3M	0.91%	Put
28	WFCWELLS FARGO CO NEW	2,510,454	$72.0M	0.78%	Put
29	IACIEURIAC INTERACTIVECORP	400,994	$71.9M	0.78%
30	ROKUROKU INC	791,817	$69.3M	0.75%	Put
31	HALHALLIBURTON CO	9,976,562	$68.3M	0.74%	Put
32	BABOEING CO	450,363	$67.2M	0.73%	Put
33	DISDISNEY WALT CO	671,396	$64.9M	0.71%	Put
34	ABBVABBVIE INC	844,700	$64.4M	0.70%	Put
35	SHOPSHOPIFY INC	146,606	$61.1M	0.67%	Put
36	AMDADVANCED MICRO DEVICES INC	1,329,500	$60.5M	0.66%	Put
37	DELLDELL TECHNOLOGIES INC	1,434,439	$56.7M	0.62%	Put
38	GDXVANECK VECTORS ETF TR	2,458,018	$56.6M	0.62%
39	CHNGUSDCHANGE HEALTHCARE INC	5,462,278	$54.6M	0.59%
40	LOWLOWES COS INC	616,187	$53.0M	0.58%	Put
41	CMICUMMINS INC	357,477	$48.4M	0.53%
42	AMGNAMGEN INC	237,800	$48.2M	0.52%	Put
43	SBUXSTARBUCKS CORP	728,344	$47.9M	0.52%	Put
44	CVSCVS HEALTH CORP	799,632	$47.4M	0.52%	Put
45	ACNACCENTURE PLC IRELAND	286,181	$46.7M	0.51%	Put
46	NXPINXP SEMICONDUCTORS N V	529,657	$43.9M	0.48%	Put
47	ADBEADOBE INC	134,026	$42.7M	0.46%	Put
48	SLBSCHLUMBERGER LTD	3,096,409	$41.8M	0.45%	Put
49	VMWEURVMWARE INC	341,053	$41.3M	0.45%	Put
50	MSGSMADISON SQUARE GARDEN CO NEW	192,887	$40.8M	0.44%
51	ZTSZOETIS INC	343,921	$40.5M	0.44%	Put
52	MCKMCKESSON CORP	298,814	$40.4M	0.44%
53	XOMEXXON MOBIL CORP	1,064,114	$40.4M	0.44%	Put
54	GSGOLDMAN SACHS GROUP INC	260,709	$40.3M	0.44%	Put
55	AFWALIGN TECHNOLOGY INC	222,455	$38.7M	0.42%	Put
56	CRMSALESFORCE COM INC	258,217	$37.2M	0.40%	Put
57	DYHTARGET CORP	397,275	$36.9M	0.40%	Put
58	PPGPPG INDS INC	433,055	$36.2M	0.39%	Put
59	CICIGNA CORP NEW	203,278	$36.0M	0.39%	Put
60	AMATAPPLIED MATLS INC	776,688	$35.6M	0.39%	Put
61	NSCNORFOLK SOUTHERN CORP	230,535	$33.7M	0.37%	Put
62	CMCSACOMCAST CORP NEW	975,081	$33.5M	0.36%	Put
63	SDGRSCHRODINGER INC	745,194	$32.1M	0.35%
64	CCKCROWN HLDGS INC	540,229	$31.4M	0.34%	Put
65	CMGCHIPOTLE MEXICAN GRILL INC	47,448	$31.0M	0.34%	Put
66	HUMHUMANA INC	92,600	$29.1M	0.32%	Put
67	JDJD COM INC	708,408	$28.7M	0.31%	Put
68	MOALTRIA GROUP INC	727,293	$28.1M	0.31%	Put
69	METAFACEBOOK INC	165,796	$27.7M	0.30%	Put
70	FCXFREEPORT-MCMORAN INC	4,028,824	$27.2M	0.30%	Put
71	ABTABBOTT LABS	340,800	$26.9M	0.29%	Put
72	MGMMGM RESORTS INTERNATIONAL	2,259,147	$26.7M	0.29%
73	EOGEOG RES INC	700,636	$25.2M	0.27%	Put
74	COUPEURCOUPA SOFTWARE INC	180,000	$25.2M	0.27%	Call
75	UNPUNION PAC CORP	178,314	$25.1M	0.27%
76	LSXMKUSDLIBERTY MEDIA CORP DEL	766,223	$24.2M	0.26%
77	RNGRINGCENTRAL INC	105,102	$22.3M	0.24%	Put
78	BLKCHFBLACKROCK INC	49,546	$21.8M	0.24%	Put
79	DWDMORGAN STANLEY	639,281	$21.7M	0.24%	Put
80	WDCWESTERN DIGITAL CORP.	516,624	$21.5M	0.23%	Put
81	MUMICRON TECHNOLOGY INC	504,500	$21.2M	0.23%	Put
82	CERNCHFCERNER CORP	333,477	$21.0M	0.23%	Put
83	CHTRCHARTER COMMUNICATIONS INC N	48,000	$20.9M	0.23%
84	UPSUNITED PARCEL SERVICE INC	224,026	$20.9M	0.23%	Put
85	PLNTPLANET FITNESS INC	425,484	$20.7M	0.23%	Put
86	XLFSELECT SECTOR SPDR TR	950,000	$19.8M	0.22%	Call
87	ATVIEURACTIVISION BLIZZARD INC	325,861	$19.4M	0.21%	Put
88	TJXTJX COS INC NEW	360,161	$17.2M	0.19%	Put
89	—MYLAN NV	1,128,970	$16.8M	0.18%	Put
90	DDDUPONT DE NEMOURS INC	479,800	$16.4M	0.18%	Put
91	PGPROCTER & GAMBLE CO	146,281	$16.1M	0.18%	Put
92	KOCOCA COLA CO	358,685	$15.9M	0.17%	Put
93	REYNREYNOLDS CONSUMER PRODS INC	500,000	$14.6M	0.16%
94	BIDUNBAIDU INC	144,407	$14.6M	0.16%	Put
95	GPNGLOBAL PMTS INC	97,461	$14.1M	0.15%	Put
96	HCAHCA HEALTHCARE INC	149,695	$13.4M	0.15%	Call
97	ADIANALOG DEVICES INC	150,000	$13.4M	0.15%	Call
98	SHWSHERWIN WILLIAMS CO	28,821	$13.2M	0.14%	Put
99	CPRTCOPART INC	191,066	$13.1M	0.14%	Put
100	PSXPHILLIPS 66	243,619	$13.1M	0.14%	Put

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