Laurion Capital Management LP Q3 2019 Filing

Filed November 13, 2019

Portfolio Value

$13.4B

Holdings

639

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (639 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AAPLAPPLE INC	2,773,000	$621.1M	4.62%	Put
2	AMZNAMAZON COM INC	347,068	$602.5M	4.48%	Put
3	EFAISHARES TR	8,800,000	$573.9M	4.27%	Put
4	MSFTMICROSOFT CORP	3,413,000	$474.5M	3.53%	Put
5	NFLXNETFLIX INC	1,541,972	$412.7M	3.07%	Put
6	HYGISHARES TR	4,555,900	$397.1M	2.95%	Put
7	METAFACEBOOK INC	2,109,560	$375.7M	2.80%	Put
8	NVDANVIDIA CORP	1,830,900	$318.7M	2.37%	Put
9	HDHOME DEPOT INC	1,343,200	$311.7M	2.32%	Put
10	NDQINVESCO QQQ TR	1,560,000	$294.5M	2.19%	Put
11	EEMISHARES TR	6,516,379	$266.3M	1.98%	Put
12	ADBEADOBE INC	911,444	$251.8M	1.87%	Put
13	BACBANK AMER CORP	8,132,034	$237.2M	1.76%	Put
14	VVISA INC	1,273,100	$219.0M	1.63%	Put
15	AABAUSDALTABA INC	10,762,391	$209.7M	1.56%
16	CELGCELGENE CORP	2,089,698	$207.5M	1.54%	Put
17	BABOEING CO	506,532	$192.7M	1.43%	Put
18	WFCWELLS FARGO CO NEW	3,463,400	$174.7M	1.30%	Put
19	OXYOCCIDENTAL PETE CORP	3,907,819	$173.8M	1.29%	Put
20	MAMASTERCARD INC	636,478	$172.8M	1.29%	Put
21	TRVCCITIGROUP INC	2,487,700	$171.9M	1.28%	Put
22	CSCOCISCO SYS INC	3,330,081	$164.5M	1.22%	Put
23	TXNTEXAS INSTRS INC	1,109,188	$143.4M	1.07%	Put
24	QCOMQUALCOMM INC	1,878,291	$143.3M	1.07%	Put
25	IBMINTERNATIONAL BUSINESS MACHS	984,060	$143.1M	1.06%	Put
26	GOOGLALPHABET INC	99,050	$121.0M	0.90%	Put
27	COSTCOSTCO WHSL CORP NEW	408,500	$117.7M	0.88%	Put
28	CMCSACOMCAST CORP NEW	2,474,000	$111.5M	0.83%	Put
29	SLBSCHLUMBERGER LTD	3,129,067	$106.9M	0.80%	Put
30	FDXFEDEX CORP	711,960	$103.6M	0.77%	Put
31	ACNACCENTURE PLC IRELAND	529,664	$101.9M	0.76%	Put
32	LRCXEURLAM RESEARCH CORP	437,000	$101.0M	0.75%	Put
33	BIDUNBAIDU INC	955,188	$98.2M	0.73%	Put
34	JPMJPMORGAN CHASE & CO	822,000	$96.7M	0.72%	Put
35	BABAALIBABA GROUP HLDG LTD	568,785	$95.1M	0.71%	Put
36	BIIBBIOGEN INC	402,055	$93.6M	0.70%	Put
37	MRKMERCK & CO INC	1,070,000	$90.1M	0.67%	Put
38	AMDADVANCED MICRO DEVICES INC	3,090,145	$89.6M	0.67%	Put
39	PSXPHILLIPS 66	857,675	$87.8M	0.65%	Put
40	ABTABBOTT LABS	1,024,070	$85.7M	0.64%	Put
41	GILDGILEAD SCIENCES INC	1,325,595	$84.0M	0.63%	Put
42	ABBVABBVIE INC	1,087,700	$82.4M	0.61%	Put
43	MUMICRON TECHNOLOGY INC	1,786,600	$76.6M	0.57%	Put
44	TWLOTWILIO INC	695,751	$76.5M	0.57%	Put
45	HALHALLIBURTON CO	3,911,912	$73.7M	0.55%	Put
46	CVXCHEVRON CORP NEW	608,000	$72.1M	0.54%	Put
47	DDDUPONT DE NEMOURS INC	980,652	$69.9M	0.52%	Put
48	AVGOBROADCOM INC	246,606	$68.1M	0.51%	Put
49	SHOPSHOPIFY INC	216,378	$67.4M	0.50%	Put
50	EOGEOG RES INC	899,922	$66.8M	0.50%	Put
51	UBERUBER TECHNOLOGIES INC	2,147,932	$65.4M	0.49%	Put
52	GOOGALPHABET INC	51,800	$63.1M	0.47%	Put
53	CMGCHIPOTLE MEXICAN GRILL INC	74,500	$62.6M	0.47%	Put
54	ELANELANCO ANIMAL HEALTH INC	2,315,900	$61.6M	0.46%
55	GEGENERAL ELECTRIC CO	6,516,373	$58.3M	0.43%	Put
56	DELLDELL TECHNOLOGIES INC	1,083,449	$56.2M	0.42%	Put
57	HONHONEYWELL INTL INC	312,600	$52.9M	0.39%	Put
58	GSGOLDMAN SACHS GROUP INC	249,800	$51.8M	0.39%	Put
59	DISDISNEY WALT CO	389,836	$50.8M	0.38%	Put
60	KOCOCA COLA CO	921,141	$50.1M	0.37%	Put
61	ATVIEURACTIVISION BLIZZARD INC	931,978	$49.3M	0.37%	Put
62	TMUST MOBILE US INC	624,301	$49.2M	0.37%	Put
63	REGNREGENERON PHARMACEUTICALS	173,200	$48.0M	0.36%	Put
64	LLYLILLY ELI & CO	425,000	$47.5M	0.35%	Put
65	EAELECTRONIC ARTS INC	480,274	$47.0M	0.35%	Put
66	IACIEURIAC INTERACTIVECORP	214,639	$46.8M	0.35%	Put
67	HESHESS CORP	748,800	$45.3M	0.34%	Put
68	NXPINXP SEMICONDUCTORS N V	411,175	$44.9M	0.33%	Put
69	CTVACORTEVA INC	1,579,426	$44.2M	0.33%
70	MPCMARATHON PETE CORP	724,600	$44.0M	0.33%	Put
71	KHCKRAFT HEINZ CO	1,554,567	$43.4M	0.32%	Put
72	INTUINTUIT	158,768	$42.2M	0.31%	Put
73	KWEBKRANESHARES TR	1,000,000	$41.3M	0.31%	Call
74	LBTYBLIBERTY GLOBAL PLC	1,640,897	$39.0M	0.29%
75	BKNGBOOKING HLDGS INC	19,665	$38.6M	0.29%	Put
76	XOPUSDSPDR SERIES TRUST	1,697,698	$38.0M	0.28%	Put
77	MMM3M CO	228,900	$37.6M	0.28%	Put
78	MCDMCDONALDS CORP	175,066	$37.6M	0.28%	Put
79	GMGENERAL MTRS CO	1,000,000	$37.5M	0.28%	Put
80	ORCLORACLE CORP	676,600	$37.2M	0.28%	Put
81	YUMYUM BRANDS INC	315,950	$35.8M	0.27%	Put
82	DWDMORGAN STANLEY	831,449	$35.5M	0.26%	Put
83	WBAWALGREENS BOOTS ALLIANCE INC	641,009	$35.5M	0.26%	Put
84	AALAMERICAN AIRLS GROUP INC	1,280,466	$34.5M	0.26%	Put
85	MOALTRIA GROUP INC	833,622	$34.1M	0.25%	Put
86	USBUS BANCORP DEL	608,700	$33.7M	0.25%	Put
87	BMYBRISTOL MYERS SQUIBB CO	647,500	$32.8M	0.24%	Put
88	BLKCHFBLACKROCK INC	72,300	$32.2M	0.24%	Put
89	TTDTHE TRADE DESK INC	161,767	$30.3M	0.23%	Put
90	AFWALIGN TECHNOLOGY INC	162,975	$29.5M	0.22%	Put
91	SYKSTRYKER CORP	129,400	$28.0M	0.21%	Put
92	XOMEXXON MOBIL CORP	381,539	$26.9M	0.20%	Put
93	URIUNITED RENTALS INC	210,515	$26.2M	0.20%	Put
94	MLB1MERCADOLIBRE INC	47,200	$26.0M	0.19%	Put
95	SPYSPDR S&P 500 ETF TR	86,600	$25.7M	0.19%	Put
96	CMICUMMINS INC	154,484	$25.1M	0.19%
97	INTCINTEL CORP	483,947	$24.9M	0.19%	Put
98	XYZSQUARE INC	400,000	$24.8M	0.18%	Call
99	MDBMONGODB INC	204,244	$24.6M	0.18%	Put
100	ELLAUDER ESTEE COS INC	120,800	$24.0M	0.18%	Put

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