Laurion Capital Management LP Q4 2018 Filing

Filed February 14, 2019

Portfolio Value

$5.7B

Holdings

701

Report Date

Q4 2018

Filing Type

13F-HR

All Holdings (701 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
1,059,500$264.8B4677.95%Put
2
AMZNAMAZON COM INC
151,891$228.1B4030.40%Put
3
QCOMQUALCOMM INC
3,241,179$184.5B3258.74%Put
4
NFLXNETFLIX INC
560,961$150.2B2652.66%Put
5
BIIBBIOGEN INC
370,657$111.5B1970.50%Put
6
MUMICRON TECHNOLOGY INC
3,399,599$107.9B1905.74%Put
7
MSFTMICROSOFT CORP
1,050,500$106.7B1885.01%Put
8
GOOGLALPHABET INC
85,464$89.3B1577.56%Put
9
CATCATERPILLAR INC DEL
687,850$87.4B1544.13%Put
10
HYGISHARES TR
1,000,542$81.1B1433.54%Put
11
COSTCOSTCO WHSL CORP NEW
395,911$80.7B1424.83%Put
12
COPCONOCOPHILLIPS
1,246,600$77.7B1373.14%Put
13
XOMEXXON MOBIL CORP
1,049,875$71.6B1264.75%Put
14
PTCPTC INC
827,283$68.6B1211.60%
15
UNPUNION PAC CORP
464,320$64.2B1133.90%Put
16
FCXFREEPORT-MCMORAN INC
6,150,190$63.4B1120.17%Put
17
METAFACEBOOK INC
478,260$62.7B1107.61%Put
18
MAMASTERCARD INCORPORATED
292,400$55.2B974.53%Put
19
HUMHUMANA INC
185,164$53.0B937.11%Put
20
TXNTEXAS INSTRS INC
543,296$51.3B907.04%Put
21
AALAMERICAN AIRLS GROUP INC
1,526,820$49.0B866.12%Put
22
CMCSACOMCAST CORP NEW
1,390,691$47.4B836.57%Put
23
NCLHNORWEGIAN CRUISE LINE HLDG L
1,067,901$45.3B799.73%
24
ABTABBOTT LABS
615,809$44.5B786.93%Put
25
BACBANK AMER CORP
1,786,718$44.0B777.77%Put
26
SLBSCHLUMBERGER LTD
1,213,135$43.8B773.27%Put
27
ABXBARRICK GOLD CORP
3,198,074$43.3B765.00%Put
28
MMM3M CO
220,370$42.0B741.80%Put
29
AMDADVANCED MICRO DEVICES INC
2,220,686$41.0B724.23%Put
30
XOPUSDSPDR SERIES TRUST
1,519,686$40.3B712.28%Put
31
JNJJOHNSON & JOHNSON
310,000$40.0B706.77%Call
32
UNHUNITEDHEALTH GROUP INC
158,370$39.5B697.00%Put
33
BKNGBOOKING HLDGS INC
22,298$38.4B678.45%Put
34
PYPLPAYPAL HLDGS INC
440,000$37.0B653.67%Put
35
DWDMORGAN STANLEY
924,145$36.6B647.39%Put
36
WFCWELLS FARGO CO NEW
777,497$35.8B632.96%Put
37
GILDGILEAD SCIENCES INC
569,172$35.6B628.95%Put
38
GDGENERAL DYNAMICS CORP
221,417$34.8B614.92%Put
39
NKENIKE INC
464,126$34.4B607.91%Put
40
GOOSCANADA GOOSE HOLDINGS INC
783,527$34.3B605.19%
41
BLKCHFBLACKROCK INC
85,043$33.4B590.21%Put
42
SPGIS&P GLOBAL INC
191,716$32.6B575.58%
43
EAELECTRONIC ARTS INC
412,172$32.5B574.61%Put
44
PBRPETROLEO BRASILEIRO SA PETRO
2,458,400$32.0B565.05%Put
45
SHWSHERWIN WILLIAMS CO
81,083$31.9B563.60%Put
46
AMEDAMEDISYS INC
264,725$31.0B547.70%
47
BABOEING CO
95,986$31.0B546.89%Put
48
LULULULULEMON ATHLETICA INC
244,621$29.7B525.56%Put
49
EBAEBAY INC
1,043,811$29.3B517.65%Put
50
RTN1USDRAYTHEON CO
187,592$28.8B508.25%Put
51
CHTRCHARTER COMMUNICATIONS INC N
100,012$28.5B503.48%Put
52
ABMDEURABIOMED INC
86,022$28.0B493.99%Put
53
AMGNAMGEN INC
141,900$27.6B488.02%Put
54
WBAWALGREENS BOOTS ALLIANCE INC
395,325$27.0B477.23%Put
55
CSXCSX CORP
427,669$26.6B469.42%Put
56
IBNICICI BK LTD
2,550,000$26.2B463.57%Put
57
UALUNITED CONTL HLDGS INC
312,400$26.2B462.12%Put
58
MDTMEDTRONIC PLC
286,247$26.0B459.97%Put
59
PHPARKER HANNIFIN CORP
172,834$25.8B455.38%Put
60
CSCOCISCO SYS INC
589,346$25.5B451.14%Put
61
TRVCCITIGROUP INC
477,551$24.9B439.21%Put
62
XYZSQUARE INC
442,692$24.8B438.66%Put
63
APCANADARKO PETE CORP
563,506$24.7B436.44%Put
64
BARCLAYS BK PLC
517,244$24.2B428.36%Put
65
ICPTUSDINTERCEPT PHARMACEUTICALS IN
239,533$24.1B426.53%
66
PIVOTAL SOFTWARE INC
1,450,165$23.7B418.88%
67
UPSUNITED PARCEL SERVICE INC
242,857$23.7B418.43%Put
68
NDQINVESCO QQQ TR
150,875$23.3B411.17%
69
DALDELTA AIR LINES INC DEL
461,653$23.0B406.97%Put
70
VALEVALE S A
1,745,637$23.0B406.77%Put
71
HALHALLIBURTON CO
859,053$22.8B403.38%Put
72
ADBEADOBE INC
99,817$22.6B398.98%Put
73
BZUNBAOZUN INC
764,381$22.3B394.46%Put
74
ISRGINTUITIVE SURGICAL INC
46,453$22.2B393.05%Put
75
TWTRUSDTWITTER INC
762,929$21.9B387.38%Put
76
WMTWALMART INC
235,387$21.9B387.38%Put
77
BABAALIBABA GROUP HLDG LTD
159,321$21.8B385.80%Put
78
BACVERIZON COMMUNICATIONS INC
382,897$21.5B380.31%Put
79
FDXFEDEX CORP
132,743$21.4B378.33%Put
80
LOWLOWES COS INC
225,430$20.8B367.80%Put
81
PNCPNC FINL SVCS GROUP INC
176,380$20.6B364.32%Put
82
AXA EQUITABLE HLDGS INC
1,224,786$20.4B359.85%
83
ALLERGAN PLC
146,366$19.6B345.65%Put
84
INTUINTUIT
99,362$19.6B345.56%Put
85
INTCINTEL CORP
415,535$19.5B344.50%Put
86
TMUST MOBILE US INC
300,000$19.1B337.15%Put
87
TMOTHERMO FISHER SCIENTIFIC INC
84,225$18.8B333.00%Put
88
SAILEURSAILPOINT TECHNLGIES HLDGS I
798,088$18.7B331.20%
89
FNVFRANCO NEVADA CORP
262,019$18.4B324.82%Put
90
AMATAPPLIED MATLS INC
546,600$17.9B316.16%Put
91
JDJD COM INC
844,920$17.7B312.45%Put
92
LRCXEURLAM RESEARCH CORP
128,800$17.5B309.86%Put
93
DOWDUPONT INC
320,435$17.1B302.74%Put
94
EWEDWARDS LIFESCIENCES CORP
110,649$16.9B299.43%Put
95
CVXCHEVRON CORP NEW
154,580$16.8B297.08%Put
96
FFIVF5 NETWORKS INC
102,661$16.6B293.87%Put
97
TSNTYSON FOODS INC
311,319$16.6B293.69%Put
98
SWKSTANLEY BLACK & DECKER INC
138,366$16.6B292.72%Put
99
PRUPRUDENTIAL FINL INC
202,228$16.5B291.32%Put
100
HHC*HOWARD HUGHES CORP
166,612$16.3B287.35%
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