Laurion Capital Management LP Q4 2019 Filing

Filed February 13, 2020

Portfolio Value

$13.0B

Holdings

603

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (603 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	EFAISHARES TR	10,811,300	$750.7M	5.78%	Put
2	AAPLAPPLE INC	2,442,800	$717.3M	5.52%	Put
3	BACBANK AMER CORP	12,921,800	$455.1M	3.50%	Put
4	MSFTMICROSOFT CORP	2,798,900	$441.4M	3.40%	Put
5	NDQINVESCO QQQ TR	2,039,200	$433.6M	3.34%	Put
6	NVDANVIDIA CORP	1,823,600	$429.1M	3.30%	Put
7	GOOGALPHABET INC	318,300	$425.6M	3.28%	Put
8	CSCOCISCO SYS INC	7,721,492	$370.3M	2.85%	Put
9	NFLXNETFLIX INC	1,081,625	$350.0M	2.69%	Put
10	TRVCCITIGROUP INC	3,914,500	$312.7M	2.41%	Put
11	MAMASTERCARD INC	799,900	$238.8M	1.84%	Put
12	AMZNAMAZON COM INC	110,600	$204.4M	1.57%	Put
13	METAFACEBOOK INC	986,200	$202.4M	1.56%	Put
14	UTXZUNITED TECHNOLOGIES CORP	1,206,484	$180.7M	1.39%	Put
15	SPYSPDR S&P 500 ETF TR	539,754	$173.7M	1.34%
16	SLBSCHLUMBERGER LTD	4,293,300	$172.6M	1.33%	Put
17	VVISA INC	893,500	$167.9M	1.29%	Put
18	TXNTEXAS INSTRS INC	1,302,555	$167.1M	1.29%	Put
19	BMY-RBRISTOL MYERS SQUIBB CO	49,981,491	$150.4M	1.16%
20	JPMJPMORGAN CHASE & CO	983,600	$137.1M	1.06%	Put
21	HDHOME DEPOT INC	613,132	$133.9M	1.03%	Put
22	BABOEING CO	410,963	$133.9M	1.03%	Put
23	AMDADVANCED MICRO DEVICES INC	2,911,600	$133.5M	1.03%	Put
24	AVGOBROADCOM INC	414,600	$131.0M	1.01%	Put
25	OXYOCCIDENTAL PETE CORP	3,090,100	$127.3M	0.98%	Put
26	GOOGLALPHABET INC	89,300	$119.6M	0.92%	Put
27	IBMINTERNATIONAL BUSINESS MACHS	799,809	$107.2M	0.83%	Put
28	ABBVABBVIE INC	1,146,100	$101.5M	0.78%	Put
29	INTCINTEL CORP	1,684,100	$100.8M	0.78%	Put
30	SHOPSHOPIFY INC	250,500	$99.6M	0.77%	Put
31	IACIEURIAC INTERACTIVECORP	378,900	$94.4M	0.73%
32	DELLDELL TECHNOLOGIES INC	1,799,743	$92.5M	0.71%	Put
33	BABAALIBABA GROUP HLDG LTD	422,200	$89.5M	0.69%	Put
34	UBERUBER TECHNOLOGIES INC	2,931,196	$87.2M	0.67%	Put
35	MUMICRON TECHNOLOGY INC	1,557,800	$83.8M	0.64%	Put
36	HALHALLIBURTON CO	3,366,400	$82.4M	0.63%	Put
37	CMCSACOMCAST CORP NEW	1,782,600	$80.2M	0.62%	Put
38	BIDUNBAIDU INC	560,300	$70.8M	0.55%	Put
39	WFCWELLS FARGO CO NEW	1,294,488	$69.6M	0.54%	Put
40	CERNCHFCERNER CORP	938,200	$68.9M	0.53%	Put
41	EOGEOG RES INC	819,600	$68.6M	0.53%	Put
42	QCOMQUALCOMM INC	766,100	$67.6M	0.52%	Put
43	AFWALIGN TECHNOLOGY INC	239,000	$66.7M	0.51%	Put
44	CMGCHIPOTLE MEXICAN GRILL INC	77,956	$65.3M	0.50%	Put
45	HONHONEYWELL INTL INC	365,400	$64.7M	0.50%	Put
46	FCXFREEPORT-MCMORAN INC	4,597,005	$60.3M	0.46%	Put
47	ACNACCENTURE PLC IRELAND	286,300	$60.3M	0.46%	Put
48	—ALLERGAN PLC	315,053	$60.2M	0.46%
49	ABTABBOTT LABS	686,300	$59.6M	0.46%	Put
50	GEGENERAL ELECTRIC CO	5,208,320	$58.1M	0.45%	Put
51	LRCXEURLAM RESEARCH CORP	195,800	$57.3M	0.44%	Put
52	EAELECTRONIC ARTS INC	527,400	$56.7M	0.44%	Put
53	EEMISHARES TR	1,247,229	$56.0M	0.43%
54	4I1PHILIP MORRIS INTL INC	630,000	$53.6M	0.41%	Put
55	XOMEXXON MOBIL CORP	747,000	$52.1M	0.40%	Put
56	UNPUNION PACIFIC CORP	282,200	$51.0M	0.39%	Put
57	MMM3M CO	286,400	$50.5M	0.39%	Put
58	BKNGBOOKING HLDGS INC	24,597	$50.5M	0.39%	Put
59	GSGOLDMAN SACHS GROUP INC	217,900	$50.1M	0.39%	Put
60	NXPINXP SEMICONDUCTORS N V	389,500	$49.6M	0.38%	Put
61	FLT1EURFLEETCOR TECHNOLOGIES INC	160,887	$46.3M	0.36%	Put
62	VSTVISTRA ENERGY CORP	2,000,000	$46.0M	0.35%
63	DISDISNEY WALT CO	311,834	$45.1M	0.35%	Put
64	PNCPNC FINL SVCS GROUP INC	275,700	$44.0M	0.34%	Put
65	FXIISHARES TR	1,003,719	$43.8M	0.34%	Put
66	BLKCHFBLACKROCK INC	87,000	$43.7M	0.34%	Put
67	CTVACORTEVA INC	1,422,926	$42.1M	0.32%
68	KOCOCA COLA CO	752,000	$41.6M	0.32%	Put
69	HESHESS CORP	621,737	$41.5M	0.32%	Put
70	PYPLPAYPAL HLDGS INC	383,400	$41.5M	0.32%	Put
71	7HPHP INC	1,990,347	$40.9M	0.31%	Put
72	DWDMORGAN STANLEY	793,300	$40.6M	0.31%	Put
73	ATVIEURACTIVISION BLIZZARD INC	672,848	$40.0M	0.31%	Put
74	MLB1MERCADOLIBRE INC	69,300	$39.6M	0.31%	Put
75	OKTAOKTA INC	334,552	$38.6M	0.30%	Put
76	XOPUSDSPDR SERIES TRUST	1,600,000	$37.9M	0.29%	Put
77	XYZSQUARE INC	599,600	$37.5M	0.29%	Put
78	IYRISHARES TR	400,000	$37.2M	0.29%	Put
79	PSXPHILLIPS 66	326,100	$36.3M	0.28%	Put
80	MSGSMADISON SQUARE GARDEN CO NEW	120,819	$35.5M	0.27%
81	AZOAUTOZONE INC	29,200	$34.8M	0.27%	Put
82	COPCONOCOPHILLIPS	523,600	$34.0M	0.26%	Put
83	JDJD COM INC	953,107	$33.6M	0.26%	Put
84	AALAMERICAN AIRLS GROUP INC	1,170,153	$33.6M	0.26%	Put
85	LBTYBLIBERTY GLOBAL PLC	1,528,805	$33.3M	0.26%
86	LULULULULEMON ATHLETICA INC	142,986	$33.1M	0.25%	Put
87	PAYCPAYCOM SOFTWARE INC	124,300	$32.9M	0.25%	Put
88	KLACKLA CORPORATION	180,900	$32.2M	0.25%	Put
89	CVSCVS HEALTH CORP	422,800	$31.4M	0.24%	Put
90	AXPAMERICAN EXPRESS CO	252,200	$31.4M	0.24%	Put
91	EWZISHARES INC	657,468	$31.2M	0.24%
92	MOALTRIA GROUP INC	603,392	$30.1M	0.23%	Put
93	CCKCROWN HOLDINGS INC	411,100	$29.8M	0.23%	Put
94	ORCLORACLE CORP	557,400	$29.5M	0.23%	Put
95	VLOVALERO ENERGY CORP NEW	313,895	$29.4M	0.23%	Put
96	XLFSELECT SECTOR SPDR TR	950,000	$29.2M	0.23%	Call
97	BMYBRISTOL MYERS SQUIBB CO	455,000	$29.2M	0.22%	Put
98	EWEDWARDS LIFESCIENCES CORP	124,942	$29.1M	0.22%	Put
99	MCHPMICROCHIP TECHNOLOGY INC	270,600	$28.3M	0.22%	Put
100	TTDTHE TRADE DESK INC	107,300	$27.9M	0.21%	Put

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