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)

#StockSharesValue% PortfolioType
101
BLKCHFBLACKROCK INC
30,553$16.6B187.48%Put
102
BAXBAXTER INTL INC
176,993$15.2B171.88%Put
103
CBCHUBB LIMITED
118,049$14.9B168.60%Put
104
BKNGBOOKING HOLDINGS INC
9,300$14.8B167.03%Put
105
SPHRMADISON SQUARE GRDN ENTERTNM
191,560$14.4B162.05%
106
CSXCSX CORP
201,876$14.1B158.80%Put
107
KMIKINDER MORGAN INC DEL
877,219$13.3B150.11%Put
108
HDBHDFC BANK LTD
289,272$13.2B148.32%Put
109
FISVFISERV INC
426,626$12.0B135.42%Put
110
PPD INC
439,743$11.8B132.94%
111
SPIRIT AIRLS INC
7,500,000$11.4B128.92%
112
MMM3M CO
73,262$11.4B128.89%Put
113
NIONIO INC
1,479,500$11.4B128.83%
114
AMATAPPLIED MATLS INC
564,700$11.0B124.06%Put
115
TEAMATLASSIAN CORP PLC
60,903$11.0B123.83%Call
116
CRMSALESFORCE COM INC
47,955$9.0B101.31%Put
117
DDDUPONT DE NEMOURS INC
168,898$9.0B101.22%Put
118
COFCAPITAL ONE FINL CORP
137,157$8.6B96.83%Put
119
4I1PHILIP MORRIS INTL INC
117,200$8.2B92.61%Call
120
CHTRCHARTER COMMUNICATIONS INC N
15,846$8.1B91.16%Put
121
PSXPHILLIPS 66
110,533$7.9B89.64%Put
122
LYFTLYFT INC
541,500$7.2B80.78%Put
123
ECLECOLAB INC
35,660$7.1B80.01%Put
124
AMDADVANCED MICRO DEVICES INC
2,324,669$7.0B78.77%Put
125
SWTXSPRINGWORKS THERAPEUTICS INC
163,680$6.9B77.53%
126
HCAHCA HEALTHCARE INC
70,000$6.8B76.63%Call
127
PPLPPL CORP
250,000$6.5B72.86%Call
128
NEMNEWMONT CORP
101,724$6.3B70.83%
129
KRTXKARUNA THERAPEUTICS INC
53,643$6.0B67.44%
130
APTVAPTIV PLC
75,000$5.8B65.92%
131
LHXL3HARRIS TECHNOLOGIES INC
34,223$5.8B65.50%
132
PLDPROLOGIS INC.
61,632$5.8B64.88%Put
133
EVRGEVERGY INC
96,677$5.7B64.65%
134
AMTTD AMERITRADE HLDG CORP
151,094$5.5B62.00%
135
1LIFE HEALTHCARE INC
150,000$5.4B61.45%
136
GOOGALPHABET INC
40,017$5.3B60.20%Put
137
AAPLAPPLE INC
1,517,455$5.3B59.79%Put
138
TBPHTHERAVANCE BIOPHARMA INC
244,471$5.1B57.87%
139
SLBSCHLUMBERGER LTD
267,946$4.9B55.58%Put
140
GPNGLOBAL PMTS INC
28,417$4.8B54.37%
141
SPTSPROUT SOCIAL INC
176,188$4.8B53.65%
142
ENDO INTL PLC
1,285,559$4.4B49.73%Put
143
HLNEHAMILTON LANE INC
63,299$4.3B48.11%
144
CBOECBOE GLOBAL MARKETS INC
45,316$4.2B47.68%Call
145
TRANSLATE BIO INC
231,400$4.1B46.77%
146
DGDOLLAR GEN CORP NEW
21,617$4.1B46.45%
147
ESSESSEX PPTY TR INC
17,731$4.1B45.83%
148
NANTHEALTH INC
4,500,000$4.1B45.74%
149
8CWCROWN CASTLE INTL CORP NEW
24,100$4.0B45.50%Put
150
CXOEURCONCHO RES INC
77,660$4.0B45.11%
151
CPRTCOPART INC
47,573$4.0B44.69%
152
TTTRANE TECHNOLOGIES PLC
44,441$4.0B44.60%
153
EQREQUITY RESIDENTIAL
65,872$3.9B43.71%
154
VISNCOMMSCOPE HLDG CO INC
641,413$3.9B43.68%Call
155
WTWWILLIS TOWERS WATSON PLC LTD
19,132$3.8B42.50%
156
EXPEEXPEDIA GROUP INC
45,537$3.7B42.22%Put
157
MUMICRON TECHNOLOGY INC
479,567$3.7B42.11%Put
158
LDOSLEIDOS HOLDINGS INC
39,488$3.7B41.72%
159
BKBANK NEW YORK MELLON CORP
94,604$3.7B41.25%
160
NKENIKE INC
37,100$3.6B41.03%Call
161
ETRENTERGY CORP NEW
38,776$3.6B41.03%
162
WSTWEST PHARMACEUTICAL SVSC INC
15,867$3.6B40.66%
163
PNCPNC FINL SVCS GROUP INC
33,355$3.5B39.58%
164
CNCCENTENE CORP DEL
55,060$3.5B39.47%
165
YUMYUM BRANDS INC
39,917$3.5B39.13%
166
FTVFORTIVE CORP
51,056$3.5B38.96%
167
SOSOUTHERN CO
66,400$3.4B38.83%Call
168
FREQUENCY THERAPEUTICS INC
145,367$3.4B38.12%
169
HLIHOULIHAN LOKEY INC
60,743$3.4B38.12%
170
CTLTEURCATALENT INC
44,852$3.3B37.09%
171
FEFIRSTENERGY CORP
83,073$3.2B36.34%
172
WDCWESTERN DIGITAL CORP.
183,818$3.2B35.97%Put
173
UALUNITED AIRLS HLDGS INC
86,805$3.0B33.88%
174
ONON SEMICONDUCTOR CORP
150,000$3.0B33.53%Call
175
SRESEMPRA ENERGY
24,401$2.9B32.27%
176
GOOGLALPHABET INC
65,150$2.8B31.87%Put
177
VMCVULCAN MATLS CO
23,789$2.8B31.09%
178
TIFEURTIFFANY & CO NEW
22,227$2.7B30.57%
179
UPSUNITED PARCEL SERVICE INC
24,300$2.7B30.46%Put
180
DC4DEXCOM INC
6,646$2.7B30.39%
181
BXPBOSTON PPTYS LTD PARTNERSHIP
29,660$2.7B30.24%
182
MSIMOTOROLA SOLUTIONS INC
19,047$2.7B30.10%
183
ORICORIC PHARMACEUTICALS INC
77,000$2.6B29.29%
184
UDRUDR INC
69,118$2.6B29.15%
185
CNPCENTERPOINT ENERGY INC
137,200$2.6B28.90%
186
MPWRMONOLITHIC PWR SYS INC
10,662$2.5B28.50%
187
BALLBALL CORP
36,349$2.5B28.49%
188
RPRXROYALTY PHARMA PLC
50,000$2.4B27.39%
189
TMETENCENT MUSIC ENTMT GROUP
176,100$2.4B26.73%
190
WECWEC ENERGY GROUP INC
26,410$2.3B26.11%
191
ILMNILLUMINA INC
6,100$2.3B25.48%Put
192
PENN 2.75 05/15/26PENN NATL GAMING INC
1,500,000$2.2B25.34%
193
FISFIDELITY NATL INFORMATION SV
16,133$2.2B24.40%
194
LNTALLIANT ENERGY CORP
43,900$2.1B23.69%
195
GKOSGLAUKOS CORP
53,600$2.1B23.22%
196
MKTXMARKETAXESS HLDGS INC
4,070$2.0B23.00%
197
TECH DATA CORP
13,325$1.9B21.78%
198
EBAEBAY INC.
36,557$1.9B21.62%
199
DTILPRECISION BIOSCIENCES INC
226,996$1.9B21.33%
200
TDOCTELADOC HEALTH INC
9,728$1.9B20.93%
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