Laurion Capital Management LP Q2 2019 Filing

Filed August 13, 2019

Portfolio Value

$10.2T

Holdings

609

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (609 positions)

#StockSharesValue% PortfolioType
1
AMZNAMAZON COM INC
320,200$606.3B5.97%Put
2
HYGISHARES TR
4,900,000$427.2B4.21%Put
3
EEMISHARES TR
9,204,800$395.0B3.89%Put
4
MSFTMICROSOFT CORP
2,448,800$328.0B3.23%Put
5
NVDANVIDIA CORP
1,680,100$275.9B2.72%Put
6
NFLXNETFLIX INC
736,064$270.4B2.66%Put
7
BACBANK AMER CORP
7,938,157$230.2B2.27%Put
8
AABAUSDALTABA INC
3,302,955$229.1B2.26%
9
AAPLAPPLE INC
1,082,146$214.2B2.11%Put
10
MAMASTERCARD INC
765,569$202.5B1.99%Put
11
METAFACEBOOK INC
1,031,800$199.1B1.96%Put
12
GSGOLDMAN SACHS GROUP INC
920,300$188.3B1.85%Put
13
PYPLPAYPAL HLDGS INC
1,468,800$168.1B1.66%Put
14
TRVCCITIGROUP INC
2,224,471$155.8B1.53%Put
15
ELANELANCO ANIMAL HEALTH INC
4,057,916$137.2B1.35%
16
BABAALIBABA GROUP HLDG LTD
771,400$130.7B1.29%Put
17
BIDUNBAIDU INC
1,113,113$130.6B1.29%Put
18
MUMICRON TECHNOLOGY INC
2,940,300$113.5B1.12%Put
19
UNPUNION PACIFIC CORP
669,343$113.2B1.11%Put
20
EWZISHARES INC
2,500,000$109.3B1.08%Call
21
JNKSPDR SERIES TRUST
1,000,000$108.9B1.07%Call
22
BACVERIZON COMMUNICATIONS INC
1,903,200$108.7B1.07%Call
23
XOMEXXON MOBIL CORP
1,418,657$108.7B1.07%Put
24
AMDADVANCED MICRO DEVICES INC
3,392,000$103.0B1.01%Put
25
HALHALLIBURTON CO
4,354,266$99.0B0.97%Put
26
VMWEURVMWARE INC
590,516$98.7B0.97%Put
27
CMGCHIPOTLE MEXICAN GRILL INC
131,800$96.6B0.95%Put
28
UBERUBER TECHNOLOGIES INC
2,035,176$94.4B0.93%Put
29
MRKMERCK & CO INC
1,117,905$93.7B0.92%
30
CMCSACOMCAST CORP NEW
2,200,000$93.0B0.92%Put
31
BIIBBIOGEN INC
391,563$91.6B0.90%Put
32
AVGOBROADCOM INC
309,900$89.2B0.88%Put
33
AFWALIGN TECHNOLOGY INC
317,124$86.8B0.85%Put
34
JDJD COM INC
2,820,000$85.4B0.84%Put
35
CELGCELGENE CORP
856,904$79.2B0.78%Put
36
PGPROCTER AND GAMBLE CO
700,000$76.8B0.76%Call
37
BLKCHFBLACKROCK INC
158,000$74.1B0.73%Put
38
FDXFEDEX CORP
432,900$71.1B0.70%Put
39
GEGENERAL ELECTRIC CO
6,716,051$70.5B0.69%Put
40
JPMJPMORGAN CHASE & CO
616,216$68.9B0.68%Put
41
MLMMARTIN MARIETTA MATLS INC
298,756$68.7B0.68%Put
42
VVISA INC
367,800$63.8B0.63%Put
43
CVSCVS HEALTH CORP
1,169,500$63.7B0.63%Put
44
GILDGILEAD SCIENCES INC
939,900$63.5B0.63%Put
45
ATVIEURACTIVISION BLIZZARD INC
1,321,369$62.4B0.61%Put
46
ABBVABBVIE INC
845,963$61.5B0.61%Put
47
TXNTEXAS INSTRS INC
531,333$61.0B0.60%Put
48
HDHOME DEPOT INC
290,300$60.4B0.59%Put
49
EOGEOG RES INC
637,200$59.4B0.58%Put
50
IBMINTERNATIONAL BUSINESS MACHS
406,750$56.1B0.55%Put
51
XYZSQUARE INC
747,400$54.2B0.53%Put
52
ABTABBOTT LABS
640,600$53.9B0.53%Put
53
EAELECTRONIC ARTS INC
529,400$53.6B0.53%Put
54
QCOMQUALCOMM INC
701,368$53.4B0.53%Put
55
HONHONEYWELL INTL INC
304,000$53.1B0.52%Put
56
SLBSCHLUMBERGER LTD
1,326,800$52.7B0.52%Put
57
TWLOTWILIO INC
365,200$49.8B0.49%Put
58
PSXPHILLIPS 66
518,800$48.5B0.48%Put
59
LYBLYONDELLBASELL INDUSTRIES N
549,978$47.4B0.47%
60
DWDMORGAN STANLEY
1,029,100$45.1B0.44%Put
61
CTVACORTEVA INC
1,521,983$45.0B0.44%
62
RTN1USDRAYTHEON CO
250,961$43.6B0.43%Put
63
ACNACCENTURE PLC IRELAND
229,000$42.3B0.42%Put
64
BSXBOSTON SCIENTIFIC CORP
971,019$41.7B0.41%
65
BABOEING CO
113,225$41.2B0.41%Put
66
METMETLIFE INC
798,500$39.7B0.39%Put
67
UTXZUNITED TECHNOLOGIES CORP
297,400$38.7B0.38%Put
68
GQ9SPDR GOLD TRUST
286,500$38.2B0.38%
69
PEPPEPSICO INC
290,000$38.0B0.37%Call
70
CATCATERPILLAR INC DEL
265,088$36.1B0.36%Call
71
HESHESS CORP
523,800$33.3B0.33%Put
72
WFCWELLS FARGO CO NEW
702,015$33.2B0.33%Put
73
WYNNWYNN RESORTS LTD
255,835$31.7B0.31%Put
74
PNCPNC FINL SVCS GROUP INC
229,300$31.5B0.31%Put
75
SPYSPDR S&P 500 ETF TR
106,641$31.2B0.31%
76
MPCMARATHON PETE CORP
527,389$29.5B0.29%Put
77
WBAWALGREENS BOOTS ALLIANCE INC
505,058$27.6B0.27%Put
78
DDDUPONT DE NEMOURS INC
363,932$27.3B0.27%Put
79
MLB1MERCADOLIBRE INC
43,900$26.9B0.26%Put
80
COSTCOSTCO WHSL CORP NEW
99,900$26.4B0.26%Put
81
ADPAUTOMATIC DATA PROCESSING IN
159,100$26.3B0.26%Put
82
EBAEBAY INC
649,400$25.7B0.25%Put
83
CSCOCISCO SYS INC
466,600$25.5B0.25%Put
84
URIUNITED RENTALS INC
190,700$25.3B0.25%Put
85
ORCLORACLE CORP
436,000$24.8B0.24%Put
86
TIFEURTIFFANY & CO NEW
258,500$24.2B0.24%Put
87
LRCXEURLAM RESEARCH CORP
128,200$24.1B0.24%Put
88
NDQINVESCO QQQ TR
126,500$23.6B0.23%
89
ORLYO REILLY AUTOMOTIVE INC NEW
63,446$23.4B0.23%
90
DHRDANAHER CORPORATION
162,500$23.2B0.23%Put
91
REGNREGENERON PHARMACEUTICALS
73,652$23.1B0.23%Put
92
CYBRCYBERARK SOFTWARE LTD
178,195$22.8B0.22%Put
93
CRMSALESFORCE COM INC
149,791$22.7B0.22%Put
94
AMTAMERICAN TOWER CORP NEW
110,800$22.7B0.22%Call
95
BKNGBOOKING HLDGS INC
12,000$22.5B0.22%Put
96
LLYLILLY ELI & CO
202,184$22.4B0.22%
97
IACIEURIAC INTERACTIVECORP
102,509$22.3B0.22%Put
98
NOWSERVICENOW INC
81,100$22.3B0.22%Put
99
AMRNAMARIN CORP PLC
1,135,788$22.0B0.22%Put
100
PBRPETROLEO BRASILEIRO SA PETRO
1,412,300$22.0B0.22%Put
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