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)

#StockSharesValue% PortfolioType
101
AXA EQUITABLE HLDGS INC
1,115,090$27.6B212.65%
102
AMGNAMGEN INC
113,800$27.4B211.14%Put
103
CVNACARVANA CO
266,200$24.5B188.57%Put
104
GAPGAP INC
1,375,505$24.3B187.15%Put
105
PLNTPLANET FITNESS INC
320,000$23.9B183.91%Put
106
EMREMERSON ELEC CO
303,200$23.1B177.94%Put
107
BFHALLIANCE DATA SYSTEMS CORP
204,969$23.0B176.98%Put
108
ELANELANCO ANIMAL HEALTH INC
765,983$22.6B173.60%
109
WBAWALGREENS BOOTS ALLIANCE INC
379,100$22.4B172.00%Put
110
CATCATERPILLAR INC DEL
150,000$22.2B170.47%Call
111
HASHASBRO INC
208,986$22.1B169.85%
112
GGENPACT LIMITED
521,625$22.0B169.28%
113
WIXWIX COM LTD
177,545$21.7B167.21%
114
ITWILLINOIS TOOL WKS INC
120,900$21.7B167.13%Put
115
BIIBBIOGEN INC
72,300$21.5B165.11%Put
116
GILDGILEAD SCIENCES INC
325,446$21.1B162.75%Put
117
LBTYBLIBERTY GLOBAL PLC
922,334$21.0B161.41%
118
MCDMCDONALDS CORP
105,567$20.9B160.55%Put
119
DEDEERE & CO
120,000$20.8B160.01%Put
120
LSXMKUSDLIBERTY MEDIA CORP DELAWARE
425,646$20.5B157.69%
121
TWTRUSDTWITTER INC
624,956$20.0B154.13%Put
122
AIGAMERICAN INTL GROUP INC
386,300$19.8B152.60%Put
123
NOWSERVICENOW INC
65,700$18.5B142.73%Put
124
CVXCHEVRON CORP NEW
153,600$18.5B142.45%Put
125
INTUINTUIT
69,600$18.2B140.30%Put
126
ICEINTERCONTINENTAL EXCHANGE IN
195,565$18.1B139.29%Put
127
VMWEURVMWARE INC
118,398$18.0B138.29%Put
128
NOCNORTHROP GRUMMAN CORP
51,884$17.8B137.34%Put
129
SPGIS&P GLOBAL INC
65,100$17.8B136.79%Put
130
DHRDANAHER CORPORATION
114,900$17.6B135.70%Put
131
EAFEURGRAFTECH INTL LTD
1,500,000$17.4B134.13%
132
CBOECBOE GLOBAL MARKETS INC
140,000$16.8B129.29%Call
133
CROXCROCS INC
376,648$15.8B121.41%
134
WYNNWYNN RESORTS LTD
112,945$15.7B120.70%Put
135
T7DTRANSDIGM GROUP INC
27,600$15.5B118.94%Put
136
DDDUPONT DE NEMOURS INC
237,964$15.3B117.57%Put
137
TSNTYSON FOODS INC
161,809$14.7B113.36%Put
138
ALKALASKA AIR GROUP INC
216,263$14.7B112.76%Put
139
MRKMERCK & CO INC
160,000$14.6B111.99%Put
140
JECUSDJACOBS ENGR GROUP INC
160,000$14.4B110.61%Call
141
CXOEURCONCHO RES INC
152,200$13.3B102.57%Put
142
CNCCENTENE CORP DEL
210,898$13.3B102.04%Put
143
PRUPRUDENTIAL FINL INC
141,120$13.2B101.80%Put
144
CRMSALESFORCE COM INC
80,000$13.0B100.13%Put
145
CMICUMMINS INC
72,000$12.9B99.17%Put
146
URIUNITED RENTALS INC
76,600$12.8B98.30%Put
147
GPNGLOBAL PMTS INC
69,800$12.7B98.07%Put
148
CP.TOCANADIAN PAC RY LTD
49,800$12.7B97.70%Put
149
ADPAUTOMATIC DATA PROCESSING IN
74,400$12.7B97.62%Put
150
XLYSELECT SECTOR SPDR TR
99,900$12.5B96.43%Put
151
DFSEURDISCOVER FINL SVCS
147,500$12.5B96.28%Put
152
PGPROCTER & GAMBLE CO
100,000$12.5B96.12%Put
153
OKEONEOK INC NEW
164,070$12.4B95.55%Put
154
MDGLMADRIGAL PHARMACEUTICALS INC
135,797$12.4B95.21%
155
TAT&T INC
300,000$11.7B90.22%Put
156
FFORD MTR CO DEL
1,258,478$11.7B90.06%Put
157
FISFIDELITY NATL INFORMATION SV
82,900$11.5B88.73%Put
158
XLNXEURXILINX INC
115,600$11.3B86.99%Put
159
AMATAPPLIED MATLS INC
168,600$10.3B79.21%Put
160
ABXBARRICK GOLD CORPORATION
529,200$9.8B75.71%Put
161
TJXTJX COS INC NEW
159,100$9.7B74.76%Put
162
UPSUNITED PARCEL SERVICE INC
82,600$9.7B74.41%Put
163
PBRPETROLEO BRASILEIRO SA PETRO
602,917$9.6B73.95%Put
164
ELVANTHEM INC
31,600$9.5B73.45%Call
165
MCKMCKESSON CORP
69,000$9.5B73.45%Call
166
ZBRAZEBRA TECHNOLOGIES CORP
36,641$9.4B72.03%Put
167
TMOTHERMO FISHER SCIENTIFIC INC
28,400$9.2B70.99%Put
168
VALEVALE S A
689,102$9.1B70.00%Put
169
COFCAPITAL ONE FINL CORP
88,095$9.1B69.77%Put
170
CMECME GROUP INC
45,005$9.0B69.51%
171
VEEVVEEVA SYS INC
63,758$9.0B69.02%Put
172
SBUXSTARBUCKS CORP
100,000$8.8B67.66%Put
173
METMETLIFE INC
166,031$8.5B65.12%Put
174
0VVBVIACOMCBS INC
200,000$8.4B64.60%Put
175
MYLAN N V
412,681$8.3B63.84%Put
176
TEAMATLASSIAN CORP PLC
68,749$8.3B63.67%Put
177
JNPJUNIPER NETWORKS INC
335,050$8.3B63.50%
178
ENOVCOLFAX CORP
207,891$7.6B58.20%
179
PMTPENNYMAC MTG INVT TR
334,600$7.5B57.39%
180
WWAYFAIR INC
79,676$7.2B55.42%Put
181
LENLENNAR CORP
129,008$7.2B55.39%Put
182
DTILPRECISION BIOSCIENCES INC
517,784$7.2B55.35%
183
FBCUSDFLAGSTAR BANCORP INC
186,408$7.1B54.87%
184
LVSLAS VEGAS SANDS CORP
100,584$6.9B53.45%Put
185
DOWDOW INC
125,729$6.9B52.94%Put
186
WMBWILLIAMS COS INC DEL
280,479$6.7B51.20%Put
187
SESEA LTD
163,900$6.6B50.73%Put
188
MPCMARATHON PETE CORP
109,000$6.6B50.54%Call
189
STZCONSTELLATION BRANDS INC
33,400$6.3B48.77%Put
190
PLUNPLUG POWER INC
2,000,000$6.3B48.64%
191
SWTXSPRINGWORKS THERAPEUTICS INC
163,680$6.3B48.48%
192
KSUEURKANSAS CITY SOUTHERN
40,200$6.2B47.38%Put
193
ECLECOLAB INC
31,559$6.1B46.88%Put
194
CRSPCRISPR THERAPEUTICS AG
100,000$6.1B46.87%
195
MOSMOSAIC CO NEW
275,000$6.0B45.80%Put
196
NIONIO INC
1,479,500$5.9B45.77%Call
197
CPRICAPRI HOLDINGS LIMITED
154,400$5.9B45.33%Put
198
PGRPROGRESSIVE CORP OHIO
81,359$5.9B45.32%Put
199
BAXBAXTER INTL INC
70,000$5.9B45.04%Call
200
NVSTENVISTA HLDGS CORP
195,982$5.8B44.70%
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