Laurion Capital Management LP Q4 2019 Filing

Filed February 13, 2020

Portfolio Value

$13.0T

Holdings

603

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (603 positions)

#StockSharesValue% PortfolioType
1
EFAISHARES TR
10,811,300$750.7B5.78%Put
2
AAPLAPPLE INC
2,442,800$717.3B5.52%Put
3
BACBANK AMER CORP
12,921,800$455.1B3.50%Put
4
MSFTMICROSOFT CORP
2,798,900$441.4B3.40%Put
5
NDQINVESCO QQQ TR
2,039,200$433.6B3.34%Put
6
NVDANVIDIA CORP
1,823,600$429.1B3.30%Put
7
GOOGALPHABET INC
318,300$425.6B3.28%Put
8
CSCOCISCO SYS INC
7,721,492$370.3B2.85%Put
9
NFLXNETFLIX INC
1,081,625$350.0B2.69%Put
10
TRVCCITIGROUP INC
3,914,500$312.7B2.41%Put
11
MAMASTERCARD INC
799,900$238.8B1.84%Put
12
AMZNAMAZON COM INC
110,600$204.4B1.57%Put
13
METAFACEBOOK INC
986,200$202.4B1.56%Put
14
UTXZUNITED TECHNOLOGIES CORP
1,206,484$180.7B1.39%Put
15
SPYSPDR S&P 500 ETF TR
539,754$173.7B1.34%
16
SLBSCHLUMBERGER LTD
4,293,300$172.6B1.33%Put
17
VVISA INC
893,500$167.9B1.29%Put
18
TXNTEXAS INSTRS INC
1,302,555$167.1B1.29%Put
19
BMY-RBRISTOL MYERS SQUIBB CO
49,981,491$150.4B1.16%
20
JPMJPMORGAN CHASE & CO
983,600$137.1B1.06%Put
21
HDHOME DEPOT INC
613,132$133.9B1.03%Put
22
BABOEING CO
410,963$133.9B1.03%Put
23
AMDADVANCED MICRO DEVICES INC
2,911,600$133.5B1.03%Put
24
AVGOBROADCOM INC
414,600$131.0B1.01%Put
25
OXYOCCIDENTAL PETE CORP
3,090,100$127.3B0.98%Put
26
GOOGLALPHABET INC
89,300$119.6B0.92%Put
27
IBMINTERNATIONAL BUSINESS MACHS
799,809$107.2B0.83%Put
28
ABBVABBVIE INC
1,146,100$101.5B0.78%Put
29
INTCINTEL CORP
1,684,100$100.8B0.78%Put
30
SHOPSHOPIFY INC
250,500$99.6B0.77%Put
31
IACIEURIAC INTERACTIVECORP
378,900$94.4B0.73%
32
DELLDELL TECHNOLOGIES INC
1,799,743$92.5B0.71%Put
33
BABAALIBABA GROUP HLDG LTD
422,200$89.5B0.69%Put
34
UBERUBER TECHNOLOGIES INC
2,931,196$87.2B0.67%Put
35
MUMICRON TECHNOLOGY INC
1,557,800$83.8B0.64%Put
36
HALHALLIBURTON CO
3,366,400$82.4B0.63%Put
37
CMCSACOMCAST CORP NEW
1,782,600$80.2B0.62%Put
38
BIDUNBAIDU INC
560,300$70.8B0.55%Put
39
WFCWELLS FARGO CO NEW
1,294,488$69.6B0.54%Put
40
CERNCHFCERNER CORP
938,200$68.9B0.53%Put
41
EOGEOG RES INC
819,600$68.6B0.53%Put
42
QCOMQUALCOMM INC
766,100$67.6B0.52%Put
43
AFWALIGN TECHNOLOGY INC
239,000$66.7B0.51%Put
44
CMGCHIPOTLE MEXICAN GRILL INC
77,956$65.3B0.50%Put
45
HONHONEYWELL INTL INC
365,400$64.7B0.50%Put
46
FCXFREEPORT-MCMORAN INC
4,597,005$60.3B0.46%Put
47
ACNACCENTURE PLC IRELAND
286,300$60.3B0.46%Put
48
ALLERGAN PLC
315,053$60.2B0.46%
49
ABTABBOTT LABS
686,300$59.6B0.46%Put
50
GEGENERAL ELECTRIC CO
5,208,320$58.1B0.45%Put
51
LRCXEURLAM RESEARCH CORP
195,800$57.3B0.44%Put
52
EAELECTRONIC ARTS INC
527,400$56.7B0.44%Put
53
EEMISHARES TR
1,247,229$56.0B0.43%
54
4I1PHILIP MORRIS INTL INC
630,000$53.6B0.41%Put
55
XOMEXXON MOBIL CORP
747,000$52.1B0.40%Put
56
UNPUNION PACIFIC CORP
282,200$51.0B0.39%Put
57
MMM3M CO
286,400$50.5B0.39%Put
58
BKNGBOOKING HLDGS INC
24,597$50.5B0.39%Put
59
GSGOLDMAN SACHS GROUP INC
217,900$50.1B0.39%Put
60
NXPINXP SEMICONDUCTORS N V
389,500$49.6B0.38%Put
61
FLT1EURFLEETCOR TECHNOLOGIES INC
160,887$46.3B0.36%Put
62
VSTVISTRA ENERGY CORP
2,000,000$46.0B0.35%
63
DISDISNEY WALT CO
311,834$45.1B0.35%Put
64
PNCPNC FINL SVCS GROUP INC
275,700$44.0B0.34%Put
65
FXIISHARES TR
1,003,719$43.8B0.34%Put
66
BLKCHFBLACKROCK INC
87,000$43.7B0.34%Put
67
CTVACORTEVA INC
1,422,926$42.1B0.32%
68
KOCOCA COLA CO
752,000$41.6B0.32%Put
69
HESHESS CORP
621,737$41.5B0.32%Put
70
PYPLPAYPAL HLDGS INC
383,400$41.5B0.32%Put
71
7HPHP INC
1,990,347$40.9B0.31%Put
72
DWDMORGAN STANLEY
793,300$40.6B0.31%Put
73
ATVIEURACTIVISION BLIZZARD INC
672,848$40.0B0.31%Put
74
MLB1MERCADOLIBRE INC
69,300$39.6B0.31%Put
75
OKTAOKTA INC
334,552$38.6B0.30%Put
76
XOPUSDSPDR SERIES TRUST
1,600,000$37.9B0.29%Put
77
XYZSQUARE INC
599,600$37.5B0.29%Put
78
IYRISHARES TR
400,000$37.2B0.29%Put
79
PSXPHILLIPS 66
326,100$36.3B0.28%Put
80
MSGSMADISON SQUARE GARDEN CO NEW
120,819$35.5B0.27%
81
AZOAUTOZONE INC
29,200$34.8B0.27%Put
82
COPCONOCOPHILLIPS
523,600$34.0B0.26%Put
83
JDJD COM INC
953,107$33.6B0.26%Put
84
AALAMERICAN AIRLS GROUP INC
1,170,153$33.6B0.26%Put
85
LBTYBLIBERTY GLOBAL PLC
1,528,805$33.3B0.26%
86
LULULULULEMON ATHLETICA INC
142,986$33.1B0.25%Put
87
PAYCPAYCOM SOFTWARE INC
124,300$32.9B0.25%Put
88
KLACKLA CORPORATION
180,900$32.2B0.25%Put
89
CVSCVS HEALTH CORP
422,800$31.4B0.24%Put
90
AXPAMERICAN EXPRESS CO
252,200$31.4B0.24%Put
91
EWZISHARES INC
657,468$31.2B0.24%
92
MOALTRIA GROUP INC
603,392$30.1B0.23%Put
93
CCKCROWN HOLDINGS INC
411,100$29.8B0.23%Put
94
ORCLORACLE CORP
557,400$29.5B0.23%Put
95
VLOVALERO ENERGY CORP NEW
313,895$29.4B0.23%Put
96
XLFSELECT SECTOR SPDR TR
950,000$29.2B0.23%Call
97
BMYBRISTOL MYERS SQUIBB CO
455,000$29.2B0.22%Put
98
EWEDWARDS LIFESCIENCES CORP
124,942$29.1B0.22%Put
99
MCHPMICROCHIP TECHNOLOGY INC
270,600$28.3B0.22%Put
100
TTDTHE TRADE DESK INC
107,300$27.9B0.21%Put
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