Laurion Capital Management LP Q3 2019 Filing

Filed November 13, 2019

Portfolio Value

$13.4T

Holdings

639

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (639 positions)

#StockSharesValue% PortfolioType
1
AAPLAPPLE INC
2,773,000$621.1B4.62%Put
2
AMZNAMAZON COM INC
347,068$602.5B4.48%Put
3
EFAISHARES TR
8,800,000$573.9B4.27%Put
4
MSFTMICROSOFT CORP
3,413,000$474.5B3.53%Put
5
NFLXNETFLIX INC
1,541,972$412.7B3.07%Put
6
HYGISHARES TR
4,555,900$397.1B2.95%Put
7
METAFACEBOOK INC
2,109,560$375.7B2.80%Put
8
NVDANVIDIA CORP
1,830,900$318.7B2.37%Put
9
HDHOME DEPOT INC
1,343,200$311.7B2.32%Put
10
NDQINVESCO QQQ TR
1,560,000$294.5B2.19%Put
11
EEMISHARES TR
6,516,379$266.3B1.98%Put
12
ADBEADOBE INC
911,444$251.8B1.87%Put
13
BACBANK AMER CORP
8,132,034$237.2B1.76%Put
14
VVISA INC
1,273,100$219.0B1.63%Put
15
AABAUSDALTABA INC
10,762,391$209.7B1.56%
16
CELGCELGENE CORP
2,089,698$207.5B1.54%Put
17
BABOEING CO
506,532$192.7B1.43%Put
18
WFCWELLS FARGO CO NEW
3,463,400$174.7B1.30%Put
19
OXYOCCIDENTAL PETE CORP
3,907,819$173.8B1.29%Put
20
MAMASTERCARD INC
636,478$172.8B1.29%Put
21
TRVCCITIGROUP INC
2,487,700$171.9B1.28%Put
22
CSCOCISCO SYS INC
3,330,081$164.5B1.22%Put
23
TXNTEXAS INSTRS INC
1,109,188$143.4B1.07%Put
24
QCOMQUALCOMM INC
1,878,291$143.3B1.07%Put
25
IBMINTERNATIONAL BUSINESS MACHS
984,060$143.1B1.06%Put
26
GOOGLALPHABET INC
99,050$121.0B0.90%Put
27
COSTCOSTCO WHSL CORP NEW
408,500$117.7B0.88%Put
28
CMCSACOMCAST CORP NEW
2,474,000$111.5B0.83%Put
29
SLBSCHLUMBERGER LTD
3,129,067$106.9B0.80%Put
30
FDXFEDEX CORP
711,960$103.6B0.77%Put
31
ACNACCENTURE PLC IRELAND
529,664$101.9B0.76%Put
32
LRCXEURLAM RESEARCH CORP
437,000$101.0B0.75%Put
33
BIDUNBAIDU INC
955,188$98.2B0.73%Put
34
JPMJPMORGAN CHASE & CO
822,000$96.7B0.72%Put
35
BABAALIBABA GROUP HLDG LTD
568,785$95.1B0.71%Put
36
BIIBBIOGEN INC
402,055$93.6B0.70%Put
37
MRKMERCK & CO INC
1,070,000$90.1B0.67%Put
38
AMDADVANCED MICRO DEVICES INC
3,090,145$89.6B0.67%Put
39
PSXPHILLIPS 66
857,675$87.8B0.65%Put
40
ABTABBOTT LABS
1,024,070$85.7B0.64%Put
41
GILDGILEAD SCIENCES INC
1,325,595$84.0B0.63%Put
42
ABBVABBVIE INC
1,087,700$82.4B0.61%Put
43
MUMICRON TECHNOLOGY INC
1,786,600$76.6B0.57%Put
44
TWLOTWILIO INC
695,751$76.5B0.57%Put
45
HALHALLIBURTON CO
3,911,912$73.7B0.55%Put
46
CVXCHEVRON CORP NEW
608,000$72.1B0.54%Put
47
DDDUPONT DE NEMOURS INC
980,652$69.9B0.52%Put
48
AVGOBROADCOM INC
246,606$68.1B0.51%Put
49
SHOPSHOPIFY INC
216,378$67.4B0.50%Put
50
EOGEOG RES INC
899,922$66.8B0.50%Put
51
UBERUBER TECHNOLOGIES INC
2,147,932$65.4B0.49%Put
52
GOOGALPHABET INC
51,800$63.1B0.47%Put
53
CMGCHIPOTLE MEXICAN GRILL INC
74,500$62.6B0.47%Put
54
ELANELANCO ANIMAL HEALTH INC
2,315,900$61.6B0.46%
55
GEGENERAL ELECTRIC CO
6,516,373$58.3B0.43%Put
56
DELLDELL TECHNOLOGIES INC
1,083,449$56.2B0.42%Put
57
HONHONEYWELL INTL INC
312,600$52.9B0.39%Put
58
GSGOLDMAN SACHS GROUP INC
249,800$51.8B0.39%Put
59
DISDISNEY WALT CO
389,836$50.8B0.38%Put
60
KOCOCA COLA CO
921,141$50.1B0.37%Put
61
ATVIEURACTIVISION BLIZZARD INC
931,978$49.3B0.37%Put
62
TMUST MOBILE US INC
624,301$49.2B0.37%Put
63
REGNREGENERON PHARMACEUTICALS
173,200$48.0B0.36%Put
64
LLYLILLY ELI & CO
425,000$47.5B0.35%Put
65
EAELECTRONIC ARTS INC
480,274$47.0B0.35%Put
66
IACIEURIAC INTERACTIVECORP
214,639$46.8B0.35%Put
67
HESHESS CORP
748,800$45.3B0.34%Put
68
NXPINXP SEMICONDUCTORS N V
411,175$44.9B0.33%Put
69
CTVACORTEVA INC
1,579,426$44.2B0.33%
70
MPCMARATHON PETE CORP
724,600$44.0B0.33%Put
71
KHCKRAFT HEINZ CO
1,554,567$43.4B0.32%Put
72
INTUINTUIT
158,768$42.2B0.31%Put
73
KWEBKRANESHARES TR
1,000,000$41.3B0.31%Call
74
LBTYBLIBERTY GLOBAL PLC
1,640,897$39.0B0.29%
75
BKNGBOOKING HLDGS INC
19,665$38.6B0.29%Put
76
XOPUSDSPDR SERIES TRUST
1,697,698$38.0B0.28%Put
77
MMM3M CO
228,900$37.6B0.28%Put
78
MCDMCDONALDS CORP
175,066$37.6B0.28%Put
79
GMGENERAL MTRS CO
1,000,000$37.5B0.28%Put
80
ORCLORACLE CORP
676,600$37.2B0.28%Put
81
YUMYUM BRANDS INC
315,950$35.8B0.27%Put
82
DWDMORGAN STANLEY
831,449$35.5B0.26%Put
83
WBAWALGREENS BOOTS ALLIANCE INC
641,009$35.5B0.26%Put
84
AALAMERICAN AIRLS GROUP INC
1,280,466$34.5B0.26%Put
85
MOALTRIA GROUP INC
833,622$34.1B0.25%Put
86
USBUS BANCORP DEL
608,700$33.7B0.25%Put
87
BMYBRISTOL MYERS SQUIBB CO
647,500$32.8B0.24%Put
88
BLKCHFBLACKROCK INC
72,300$32.2B0.24%Put
89
TTDTHE TRADE DESK INC
161,767$30.3B0.23%Put
90
AFWALIGN TECHNOLOGY INC
162,975$29.5B0.22%Put
91
SYKSTRYKER CORP
129,400$28.0B0.21%Put
92
XOMEXXON MOBIL CORP
381,539$26.9B0.20%Put
93
URIUNITED RENTALS INC
210,515$26.2B0.20%Put
94
MLB1MERCADOLIBRE INC
47,200$26.0B0.19%Put
95
SPYSPDR S&P 500 ETF TR
86,600$25.7B0.19%Put
96
CMICUMMINS INC
154,484$25.1B0.19%
97
INTCINTEL CORP
483,947$24.9B0.19%Put
98
XYZSQUARE INC
400,000$24.8B0.18%Call
99
MDBMONGODB INC
204,244$24.6B0.18%Put
100
ELLAUDER ESTEE COS INC
120,800$24.0B0.18%Put
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