Laurion Capital Management LP Q2 2020 Filing
Filed August 14, 2020
Portfolio Value
$8.9B
Holdings
656
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (656 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | BABAALIBABA GROUP HLDG LTD | 2,127,554 | $458.9B | 5176.16% | Put |
| 2 | HYGISHARES TR | 4,516,500 | $368.6B | 4157.91% | Put |
| 3 | FXIISHARES TR | 7,119,641 | $282.6B | 3188.04% | Put |
| 4 | TSLATESLA INC | 207,277 | $223.8B | 2524.48% | Put |
| 5 | MAMASTERCARD INCORPORATED | 660,900 | $195.4B | 2204.27% | Put |
| 6 | SPYSPDR S&P 500 ETF TR | 622,200 | $191.9B | 2164.04% | Put |
| 7 | XOMEXXON MOBIL CORP | 4,284,787 | $191.6B | 2161.25% | Put |
| 8 | GQ9SPDR GOLD TR | 1,078,961 | $180.6B | 2036.85% | |
| 9 | BACBK OF AMERICA CORP | 7,562,041 | $179.6B | 2025.72% | Put |
| 10 | NDQINVESCO QQQ TR | 725,000 | $179.5B | 2024.72% | Call |
| 11 | DISDISNEY WALT CO | 1,568,371 | $174.9B | 1972.61% | Put |
| 12 | BMY-RBRISTOL-MYERS SQUIBB CO | 48,166,163 | $172.4B | 1944.91% | |
| 13 | GSGOLDMAN SACHS GROUP INC | 871,031 | $172.1B | 1941.52% | Put |
| 14 | HDHOME DEPOT INC | 674,643 | $169.0B | 1906.22% | Put |
| 15 | CVXCHEVRON CORP NEW | 1,860,335 | $166.0B | 1872.31% | Put |
| 16 | UNHUNITEDHEALTH GROUP INC | 559,400 | $165.0B | 1861.00% | Put |
| 17 | TRVCCITIGROUP INC | 3,101,625 | $158.5B | 1787.68% | Put |
| 18 | UNPUNION PAC CORP | 864,816 | $146.2B | 1649.18% | Put |
| 19 | EFAISHARES TR | 2,350,000 | $143.0B | 1613.42% | Put |
| 20 | XLESELECT SECTOR SPDR TR | 3,770,900 | $142.7B | 1609.87% | Put |
| 21 | INTCINTEL CORP | 4,202,068 | $135.2B | 1524.95% | Put |
| 22 | CARRCARRIER GLOBAL CORPORATION | 5,862,850 | $130.3B | 1469.37% | |
| 23 | BYNDBEYOND MEAT INC | 910,500 | $122.0B | 1375.96% | Put |
| 24 | DWDMORGAN STANLEY | 2,438,600 | $117.8B | 1328.51% | Put |
| 25 | SHOPSHOPIFY INC | 114,100 | $108.3B | 1221.60% | Put |
| 26 | VVISA INC | 528,100 | $102.0B | 1150.62% | Put |
| 27 | CMGCHIPOTLE MEXICAN GRILL INC | 92,600 | $97.4B | 1099.11% | Put |
| 28 | NEENEXTERA ENERGY INC | 405,048 | $97.3B | 1097.26% | Put |
| 29 | MCDMCDONALDS CORP | 515,180 | $95.0B | 1071.89% | Put |
| 30 | GDXVANECK VECTORS ETF TR | 2,315,266 | $84.9B | 957.87% | |
| 31 | ZMZOOM VIDEO COMMUNICATIONS IN | 332,500 | $84.3B | 950.84% | Put |
| 32 | MRKMERCK & CO. INC | 1,086,600 | $84.0B | 947.75% | Put |
| 33 | COPCONOCOPHILLIPS | 1,954,924 | $82.1B | 926.55% | Put |
| 34 | CICIGNA CORP NEW | 420,133 | $78.8B | 889.26% | Put |
| 35 | KOCOCA COLA CO | 1,662,152 | $74.3B | 837.64% | Put |
| 36 | IBMINTERNATIONAL BUSINESS MACHS | 599,928 | $72.5B | 817.21% | Put |
| 37 | TAT&T INC | 2,337,690 | $70.7B | 797.07% | Put |
| 38 | SDGRSCHRODINGER INC | 771,632 | $70.7B | 796.97% | |
| 39 | MDTMEDTRONIC PLC | 764,687 | $70.1B | 790.93% | Put |
| 40 | ACNACCENTURE PLC IRELAND | 313,166 | $67.2B | 758.42% | Put |
| 41 | HONHONEYWELL INTL INC | 441,220 | $63.8B | 719.56% | Put |
| 42 | WFCWELLS FARGO CO NEW | 2,475,427 | $63.4B | 714.77% | Put |
| 43 | LOWLOWES COS INC | 443,700 | $60.0B | 676.21% | Put |
| 44 | TMUST-MOBILE US INC | 566,749 | $59.0B | 665.77% | |
| 45 | DUKDUKE ENERGY CORP NEW | 730,740 | $58.4B | 658.45% | Put |
| 46 | CMICUMMINS INC | 331,320 | $57.4B | 647.47% | |
| 47 | LMTLOCKHEED MARTIN CORP | 150,645 | $55.0B | 620.03% | Put |
| 48 | HALHALLIBURTON CO | 4,167,685 | $54.1B | 610.17% | Put |
| 49 | OTISOTIS WORLDWIDE CORP | 922,583 | $52.5B | 591.68% | |
| 50 | ELVANTHEM INC | 198,744 | $52.3B | 589.52% | Put |
| 51 | BABOEING CO | 278,500 | $51.0B | 575.80% | Put |
| 52 | INTUINTUIT | 159,800 | $47.3B | 533.84% | Put |
| 53 | CHNGUSDCHANGE HEALTHCARE INC | 4,037,255 | $45.2B | 510.01% | |
| 54 | STZCONSTELLATION BRANDS INC | 252,643 | $44.2B | 498.49% | Put |
| 55 | VLOVALERO ENERGY CORP | 741,713 | $43.6B | 492.10% | Put |
| 56 | LRCXEURLAM RESEARCH CORP | 134,768 | $43.6B | 491.67% | Call |
| 57 | HUMHUMANA INC | 110,900 | $43.0B | 485.01% | Put |
| 58 | RTXRAYTHEON TECHNOLOGIES CORP | 693,600 | $42.7B | 482.01% | Put |
| 59 | UBERUBER TECHNOLOGIES INC | 1,280,204 | $39.8B | 448.81% | Put |
| 60 | JNJJOHNSON & JOHNSON | 282,634 | $39.7B | 448.30% | Put |
| 61 | XYZSQUARE INC | 366,678 | $38.5B | 434.01% | Put |
| 62 | SYKSTRYKER CORPORATION | 210,862 | $38.0B | 428.54% | Put |
| 63 | SPGIS&P GLOBAL INC | 112,711 | $37.1B | 418.84% | Put |
| 64 | IACIEURIAC INTERACTIVECORP | 111,683 | $36.1B | 407.38% | |
| 65 | GMGENERAL MTRS CO | 1,385,380 | $35.0B | 395.33% | Call |
| 66 | JPMJPMORGAN CHASE & CO | 372,153 | $35.0B | 394.83% | Put |
| 67 | NOWSERVICENOW INC | 82,920 | $33.6B | 378.83% | Put |
| 68 | AZOAUTOZONE INC | 29,635 | $33.4B | 377.07% | Put |
| 69 | BMYBRISTOL-MYERS SQUIBB CO | 557,382 | $32.8B | 369.66% | Put |
| 70 | CMECME GROUP INC | 200,204 | $32.5B | 367.03% | Put |
| 71 | BXBLACKSTONE GROUP INC | 573,700 | $32.5B | 366.64% | Put |
| 72 | CVSCVS HEALTH CORP | 495,021 | $32.2B | 362.75% | Put |
| 73 | KHCKRAFT HEINZ CO | 981,184 | $31.3B | 352.92% | Put |
| 74 | ULTAULTA BEAUTY INC | 153,643 | $31.3B | 352.53% | Put |
| 75 | MARMARRIOTT INTL INC NEW | 356,883 | $30.6B | 345.11% | Put |
| 76 | ORCLORACLE CORP | 547,103 | $30.2B | 341.06% | |
| 77 | AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC | 30,500,000 | $28.7B | 323.45% | |
| 78 | MSGSMADISON SQUARE GRDN SPRT COR | 191,615 | $28.1B | 317.47% | |
| 79 | MLMMARTIN MARIETTA MATLS INC | 135,914 | $28.1B | 316.67% | Put |
| 80 | BPBP PLC | 1,183,823 | $27.6B | 311.37% | Put |
| 81 | PFEPFIZER INC | 842,354 | $27.5B | 310.70% | Put |
| 82 | LSXMKUSDLIBERTY MEDIA CORP DEL | 784,832 | $27.0B | 304.97% | |
| 83 | PGRPROGRESSIVE CORP OHIO | 337,463 | $27.0B | 304.93% | Put |
| 84 | NOCNORTHROP GRUMMAN CORP | 87,672 | $27.0B | 304.02% | Put |
| 85 | PEPPEPSICO INC | 194,300 | $25.7B | 289.85% | Put |
| 86 | OPTUALTICE USA INC | 1,133,924 | $25.6B | 288.28% | Put |
| 87 | WWAYFAIR INC | 125,000 | $24.7B | 278.62% | Put |
| 88 | APDAIR PRODS & CHEMS INC | 99,000 | $23.9B | 269.63% | Call |
| 89 | SBUXSTARBUCKS CORP | 1,814,383 | $23.9B | 269.01% | Put |
| 90 | AXPAMERICAN EXPRESS CO | 231,398 | $22.0B | 248.48% | Call |
| 91 | FDXFEDEX CORP | 156,981 | $22.0B | 248.29% | Put |
| 92 | CMCSACOMCAST CORP NEW | 1,603,100 | $19.5B | 219.68% | Put |
| 93 | XLNXEURXILINX INC | 196,529 | $19.3B | 218.09% | Put |
| 94 | MPCMARATHON PETE CORP | 513,967 | $19.2B | 216.68% | Put |
| 95 | METMETLIFE INC | 501,339 | $18.3B | 206.51% | Put |
| 96 | PRUPRUDENTIAL FINL INC | 293,200 | $17.9B | 201.40% | Put |
| 97 | OXYOCCIDENTAL PETE CORP | 956,700 | $17.5B | 197.49% | Put |
| 98 | REYNREYNOLDS CONSUMER PRODS INC | 500,000 | $17.4B | 195.92% | |
| 99 | ISRGINTUITIVE SURGICAL INC | 239,359 | $17.1B | 192.57% | Put |
| 100 | TTDTHE TRADE DESK INC | 41,942 | $17.1B | 192.31% | Put |
Page 1 of 7Next