Laurion Capital Management LP Q2 2019 Filing

Filed August 13, 2019

Portfolio Value

$10.2B

Holdings

609

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (609 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	HYGISHARES TR	4,900,000	$427.2M	4.21%	Put
2	EEMISHARES TR	9,204,800	$395.0M	3.89%	Put
3	MSFTMICROSOFT CORP	2,448,800	$328.0M	3.23%	Put
4	NVDANVIDIA CORP	1,680,100	$275.9M	2.72%	Put
5	NFLXNETFLIX INC	736,064	$270.4M	2.66%	Put
6	BACBANK AMER CORP	7,938,157	$230.2M	2.27%	Put
7	AABAUSDALTABA INC	3,302,955	$229.1M	2.26%
8	AAPLAPPLE INC	1,082,146	$214.2M	2.11%	Put
9	MAMASTERCARD INC	765,569	$202.5M	1.99%	Put
10	METAFACEBOOK INC	1,031,800	$199.1M	1.96%	Put
11	GSGOLDMAN SACHS GROUP INC	920,300	$188.3M	1.85%	Put
12	PYPLPAYPAL HLDGS INC	1,468,800	$168.1M	1.66%	Put
13	TRVCCITIGROUP INC	2,224,471	$155.8M	1.53%	Put
14	ELANELANCO ANIMAL HEALTH INC	4,057,916	$137.2M	1.35%
15	BABAALIBABA GROUP HLDG LTD	771,400	$130.7M	1.29%	Put
16	BIDUNBAIDU INC	1,113,113	$130.6M	1.29%	Put
17	MUMICRON TECHNOLOGY INC	2,940,300	$113.5M	1.12%	Put
18	UNPUNION PACIFIC CORP	669,343	$113.2M	1.11%	Put
19	EWZISHARES INC	2,500,000	$109.3M	1.08%	Call
20	JNKSPDR SERIES TRUST	1,000,000	$108.9M	1.07%	Call
21	BACVERIZON COMMUNICATIONS INC	1,903,200	$108.7M	1.07%	Call
22	XOMEXXON MOBIL CORP	1,418,657	$108.7M	1.07%	Put
23	AMDADVANCED MICRO DEVICES INC	3,392,000	$103.0M	1.01%	Put
24	HALHALLIBURTON CO	4,354,266	$99.0M	0.97%	Put
25	VMWEURVMWARE INC	590,516	$98.7M	0.97%	Put
26	UBERUBER TECHNOLOGIES INC	2,035,176	$94.4M	0.93%	Put
27	MRKMERCK & CO INC	1,117,905	$93.7M	0.92%
28	CMCSACOMCAST CORP NEW	2,200,000	$93.0M	0.92%	Put
29	BIIBBIOGEN INC	391,563	$91.6M	0.90%	Put
30	AVGOBROADCOM INC	309,900	$89.2M	0.88%	Put
31	AFWALIGN TECHNOLOGY INC	317,124	$86.8M	0.85%	Put
32	JDJD COM INC	2,820,000	$85.4M	0.84%	Put
33	CELGCELGENE CORP	856,904	$79.2M	0.78%	Put
34	PGPROCTER AND GAMBLE CO	700,000	$76.8M	0.76%	Call
35	BLKCHFBLACKROCK INC	158,000	$74.1M	0.73%	Put
36	FDXFEDEX CORP	432,900	$71.1M	0.70%	Put
37	GEGENERAL ELECTRIC CO	6,716,051	$70.5M	0.69%	Put
38	JPMJPMORGAN CHASE & CO	616,216	$68.9M	0.68%	Put
39	MLMMARTIN MARIETTA MATLS INC	298,756	$68.7M	0.68%	Put
40	VVISA INC	367,800	$63.8M	0.63%	Put
41	CVSCVS HEALTH CORP	1,169,500	$63.7M	0.63%	Put
42	GILDGILEAD SCIENCES INC	939,900	$63.5M	0.63%	Put
43	ATVIEURACTIVISION BLIZZARD INC	1,321,369	$62.4M	0.61%	Put
44	ABBVABBVIE INC	845,963	$61.5M	0.61%	Put
45	TXNTEXAS INSTRS INC	531,333	$61.0M	0.60%	Put
46	HDHOME DEPOT INC	290,300	$60.4M	0.59%	Put
47	EOGEOG RES INC	637,200	$59.4M	0.58%	Put
48	IBMINTERNATIONAL BUSINESS MACHS	406,750	$56.1M	0.55%	Put
49	XYZSQUARE INC	747,400	$54.2M	0.53%	Put
50	ABTABBOTT LABS	640,600	$53.9M	0.53%	Put
51	EAELECTRONIC ARTS INC	529,400	$53.6M	0.53%	Put
52	QCOMQUALCOMM INC	701,368	$53.4M	0.53%	Put
53	HONHONEYWELL INTL INC	304,000	$53.1M	0.52%	Put
54	SLBSCHLUMBERGER LTD	1,326,800	$52.7M	0.52%	Put
55	TWLOTWILIO INC	365,200	$49.8M	0.49%	Put
56	PSXPHILLIPS 66	518,800	$48.5M	0.48%	Put
57	LYBLYONDELLBASELL INDUSTRIES N	549,978	$47.4M	0.47%
58	DWDMORGAN STANLEY	1,029,100	$45.1M	0.44%	Put
59	CTVACORTEVA INC	1,521,983	$45.0M	0.44%
60	RTN1USDRAYTHEON CO	250,961	$43.6M	0.43%	Put
61	ACNACCENTURE PLC IRELAND	229,000	$42.3M	0.42%	Put
62	BSXBOSTON SCIENTIFIC CORP	971,019	$41.7M	0.41%
63	BABOEING CO	113,225	$41.2M	0.41%	Put
64	METMETLIFE INC	798,500	$39.7M	0.39%	Put
65	UTXZUNITED TECHNOLOGIES CORP	297,400	$38.7M	0.38%	Put
66	GQ9SPDR GOLD TRUST	286,500	$38.2M	0.38%
67	PEPPEPSICO INC	290,000	$38.0M	0.37%	Call
68	CATCATERPILLAR INC DEL	265,088	$36.1M	0.36%	Call
69	HESHESS CORP	523,800	$33.3M	0.33%	Put
70	WFCWELLS FARGO CO NEW	702,015	$33.2M	0.33%	Put
71	WYNNWYNN RESORTS LTD	255,835	$31.7M	0.31%	Put
72	PNCPNC FINL SVCS GROUP INC	229,300	$31.5M	0.31%	Put
73	SPYSPDR S&P 500 ETF TR	106,641	$31.2M	0.31%
74	MPCMARATHON PETE CORP	527,389	$29.5M	0.29%	Put
75	WBAWALGREENS BOOTS ALLIANCE INC	505,058	$27.6M	0.27%	Put
76	DDDUPONT DE NEMOURS INC	363,932	$27.3M	0.27%	Put
77	COSTCOSTCO WHSL CORP NEW	99,900	$26.4M	0.26%	Put
78	ADPAUTOMATIC DATA PROCESSING IN	159,100	$26.3M	0.26%	Put
79	EBAEBAY INC	649,400	$25.7M	0.25%	Put
80	CSCOCISCO SYS INC	466,600	$25.5M	0.25%	Put
81	URIUNITED RENTALS INC	190,700	$25.3M	0.25%	Put
82	ORCLORACLE CORP	436,000	$24.8M	0.24%	Put
83	TIFEURTIFFANY & CO NEW	258,500	$24.2M	0.24%	Put
84	LRCXEURLAM RESEARCH CORP	128,200	$24.1M	0.24%	Put
85	NDQINVESCO QQQ TR	126,500	$23.6M	0.23%
86	ORLYO REILLY AUTOMOTIVE INC NEW	63,446	$23.4M	0.23%
87	DHRDANAHER CORPORATION	162,500	$23.2M	0.23%	Put
88	REGNREGENERON PHARMACEUTICALS	73,652	$23.1M	0.23%	Put
89	CYBRCYBERARK SOFTWARE LTD	178,195	$22.8M	0.22%	Put
90	CRMSALESFORCE COM INC	149,791	$22.7M	0.22%	Put
91	AMTAMERICAN TOWER CORP NEW	110,800	$22.7M	0.22%	Call
92	LLYLILLY ELI & CO	202,184	$22.4M	0.22%
93	IACIEURIAC INTERACTIVECORP	102,509	$22.3M	0.22%	Put
94	NOWSERVICENOW INC	81,100	$22.3M	0.22%	Put
95	AMRNAMARIN CORP PLC	1,135,788	$22.0M	0.22%	Put
96	PBRPETROLEO BRASILEIRO SA PETRO	1,412,300	$22.0M	0.22%	Put
97	ETNEATON CORP PLC	263,051	$21.9M	0.22%	Put
98	WABWABTEC CORP	304,000	$21.8M	0.21%
99	KHCKRAFT HEINZ CO	700,215	$21.7M	0.21%	Put
100	EXASEXACT SCIENCES CORP	169,700	$20.0M	0.20%	Put

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