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	$621.1B	4620.79%	Put
2	AMZNAMAZON COM INC	347,068	$602.5B	4482.50%	Put
3	EFAISHARES TR	8,800,000	$573.9B	4269.47%	Put
4	MSFTMICROSOFT CORP	3,413,000	$474.5B	3530.38%	Put
5	NFLXNETFLIX INC	1,541,972	$412.7B	3070.23%	Put
6	HYGISHARES TR	4,555,900	$397.1B	2954.73%	Put
7	METAFACEBOOK INC	2,109,560	$375.7B	2795.01%	Put
8	NVDANVIDIA CORP	1,830,900	$318.7B	2371.18%	Put
9	HDHOME DEPOT INC	1,343,200	$311.7B	2318.70%	Put
10	NDQINVESCO QQQ TR	1,560,000	$294.5B	2191.42%	Put
11	EEMISHARES TR	6,516,379	$266.3B	1981.46%	Put
12	ADBEADOBE INC	911,444	$251.8B	1873.31%	Put
13	BACBANK AMER CORP	8,132,034	$237.2B	1764.88%	Put
14	VVISA INC	1,273,100	$219.0B	1629.27%	Put
15	AABAUSDALTABA INC	10,762,391	$209.7B	1559.82%
16	CELGCELGENE CORP	2,089,698	$207.5B	1543.86%	Put
17	BABOEING CO	506,532	$192.7B	1433.84%	Put
18	WFCWELLS FARGO CO NEW	3,463,400	$174.7B	1299.74%	Put
19	OXYOCCIDENTAL PETE CORP	3,907,819	$173.8B	1292.95%	Put
20	MAMASTERCARD INC	636,478	$172.8B	1286.00%	Put
21	TRVCCITIGROUP INC	2,487,700	$171.9B	1278.58%	Put
22	CSCOCISCO SYS INC	3,330,081	$164.5B	1224.18%	Put
23	TXNTEXAS INSTRS INC	1,109,188	$143.4B	1066.55%	Put
24	QCOMQUALCOMM INC	1,878,291	$143.3B	1065.99%	Put
25	IBMINTERNATIONAL BUSINESS MACHS	984,060	$143.1B	1064.69%	Put
26	GOOGLALPHABET INC	99,050	$121.0B	899.90%	Put
27	COSTCOSTCO WHSL CORP NEW	408,500	$117.7B	875.64%	Put
28	CMCSACOMCAST CORP NEW	2,474,000	$111.5B	829.77%	Put
29	SLBSCHLUMBERGER LTD	3,129,067	$106.9B	795.50%	Put
30	FDXFEDEX CORP	711,960	$103.6B	771.09%	Put
31	ACNACCENTURE PLC IRELAND	529,664	$101.9B	758.00%	Put
32	LRCXEURLAM RESEARCH CORP	437,000	$101.0B	751.42%	Put
33	BIDUNBAIDU INC	955,188	$98.2B	730.27%	Put
34	JPMJPMORGAN CHASE & CO	822,000	$96.7B	719.75%	Put
35	BABAALIBABA GROUP HLDG LTD	568,785	$95.1B	707.69%	Put
36	BIIBBIOGEN INC	402,055	$93.6B	696.41%	Put
37	MRKMERCK & CO INC	1,070,000	$90.1B	670.14%	Put
38	AMDADVANCED MICRO DEVICES INC	3,090,145	$89.6B	666.53%	Put
39	PSXPHILLIPS 66	857,675	$87.8B	653.44%	Put
40	ABTABBOTT LABS	1,024,070	$85.7B	637.48%	Put
41	GILDGILEAD SCIENCES INC	1,325,595	$84.0B	625.08%	Put
42	ABBVABBVIE INC	1,087,700	$82.4B	612.76%	Put
43	MUMICRON TECHNOLOGY INC	1,786,600	$76.6B	569.58%	Put
44	TWLOTWILIO INC	695,751	$76.5B	569.21%	Put
45	HALHALLIBURTON CO	3,911,912	$73.7B	548.64%	Put
46	CVXCHEVRON CORP NEW	608,000	$72.1B	536.49%	Put
47	DDDUPONT DE NEMOURS INC	980,652	$69.9B	520.29%	Put
48	AVGOBROADCOM INC	246,606	$68.1B	506.54%	Put
49	SHOPSHOPIFY INC	216,378	$67.4B	501.71%	Put
50	EOGEOG RES INC	899,922	$66.8B	496.95%	Put
51	UBERUBER TECHNOLOGIES INC	2,147,932	$65.4B	486.94%	Put
52	GOOGALPHABET INC	51,800	$63.1B	469.79%	Put
53	CMGCHIPOTLE MEXICAN GRILL INC	74,500	$62.6B	465.85%	Put
54	ELANELANCO ANIMAL HEALTH INC	2,315,900	$61.6B	458.16%
55	GEGENERAL ELECTRIC CO	6,516,373	$58.3B	433.43%	Put
56	DELLDELL TECHNOLOGIES INC	1,083,449	$56.2B	418.03%	Put
57	HONHONEYWELL INTL INC	312,600	$52.9B	393.53%	Put
58	GSGOLDMAN SACHS GROUP INC	249,800	$51.8B	385.16%	Put
59	DISDISNEY WALT CO	389,836	$50.8B	377.98%	Put
60	KOCOCA COLA CO	921,141	$50.1B	373.09%	Put
61	ATVIEURACTIVISION BLIZZARD INC	931,978	$49.3B	366.94%	Put
62	TMUST MOBILE US INC	624,301	$49.2B	365.87%	Put
63	REGNREGENERON PHARMACEUTICALS	173,200	$48.0B	357.46%	Put
64	LLYLILLY ELI & CO	425,000	$47.5B	353.61%	Put
65	EAELECTRONIC ARTS INC	480,274	$47.0B	349.54%	Put
66	IACIEURIAC INTERACTIVECORP	214,639	$46.8B	348.08%	Put
67	HESHESS CORP	748,800	$45.3B	336.94%	Put
68	NXPINXP SEMICONDUCTORS N V	411,175	$44.9B	333.81%	Put
69	CTVACORTEVA INC	1,579,426	$44.2B	329.03%
70	MPCMARATHON PETE CORP	724,600	$44.0B	327.50%	Put
71	KHCKRAFT HEINZ CO	1,554,567	$43.4B	323.11%	Put
72	INTUINTUIT	158,768	$42.2B	314.13%	Put
73	KWEBKRANESHARES TR	1,000,000	$41.3B	307.50%	Call
74	LBTYBLIBERTY GLOBAL PLC	1,640,897	$39.0B	290.44%
75	BKNGBOOKING HLDGS INC	19,665	$38.6B	287.15%	Put
76	XOPUSDSPDR SERIES TRUST	1,697,698	$38.0B	282.43%	Put
77	MMM3M CO	228,900	$37.6B	279.97%	Put
78	MCDMCDONALDS CORP	175,066	$37.6B	279.66%	Put
79	GMGENERAL MTRS CO	1,000,000	$37.5B	278.85%	Put
80	ORCLORACLE CORP	676,600	$37.2B	277.02%	Put
81	YUMYUM BRANDS INC	315,950	$35.8B	266.64%	Put
82	DWDMORGAN STANLEY	831,449	$35.5B	263.97%	Put
83	WBAWALGREENS BOOTS ALLIANCE INC	641,009	$35.5B	263.78%	Put
84	AALAMERICAN AIRLS GROUP INC	1,280,466	$34.5B	256.96%	Put
85	MOALTRIA GROUP INC	833,622	$34.1B	253.67%	Put
86	USBUS BANCORP DEL	608,700	$33.7B	250.63%	Put
87	BMYBRISTOL MYERS SQUIBB CO	647,500	$32.8B	244.29%	Put
88	BLKCHFBLACKROCK INC	72,300	$32.2B	239.71%	Put
89	TTDTHE TRADE DESK INC	161,767	$30.3B	225.73%	Put
90	AFWALIGN TECHNOLOGY INC	162,975	$29.5B	219.37%	Put
91	SYKSTRYKER CORP	129,400	$28.0B	208.23%	Put
92	XOMEXXON MOBIL CORP	381,539	$26.9B	200.44%	Put
93	URIUNITED RENTALS INC	210,515	$26.2B	195.23%	Put
94	MLB1MERCADOLIBRE INC	47,200	$26.0B	193.58%	Put
95	SPYSPDR S&P 500 ETF TR	86,600	$25.7B	191.22%	Put
96	CMICUMMINS INC	154,484	$25.1B	186.97%
97	INTCINTEL CORP	483,947	$24.9B	185.53%	Put
98	XYZSQUARE INC	400,000	$24.8B	184.36%	Call
99	MDBMONGODB INC	204,244	$24.6B	183.09%	Put
100	ELLAUDER ESTEE COS INC	120,800	$24.0B	178.81%	Put

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