Laurion Capital Management LP Q3 2020 Filing
Filed November 13, 2020
Portfolio Value
$8.4B
Holdings
621
Report Date
Q3 2020
Filing Type
13F-HR
All Holdings (621 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IWMISHARES TR | 4,660,000 | $698.0B | 8309.67% | Put |
| 2 | BABAALIBABA GROUP HLDG LTD | 1,961,600 | $576.7B | 6865.06% | Put |
| 3 | NDQINVESCO QQQ TR | 1,499,656 | $416.7B | 4960.22% | Put |
| 4 | FXIISHARES TR | 9,289,295 | $390.1B | 4644.58% | Put |
| 5 | HYGISHARES TR | 4,200,000 | $352.4B | 4194.94% | Put |
| 6 | TRVCCITIGROUP INC | 6,600,036 | $284.5B | 3387.21% | Put |
| 7 | XOMEXXON MOBIL CORP | 7,997,507 | $274.6B | 3268.48% | Put |
| 8 | CVXCHEVRON CORP NEW | 3,661,954 | $263.7B | 3138.78% | Put |
| 9 | AMZNAMAZON COM INC | 75,838 | $238.8B | 2842.73% | Put |
| 10 | MAMASTERCARD INCORPORATED | 571,920 | $193.4B | 2302.44% | Put |
| 11 | CMGCHIPOTLE MEXICAN GRILL INC | 125,882 | $156.6B | 1863.76% | Put |
| 12 | BYNDBEYOND MEAT INC | 847,200 | $140.7B | 1674.81% | Put |
| 13 | BMY-RBRISTOL-MYERS SQUIBB CO | 55,912,028 | $125.8B | 1497.62% | |
| 14 | BACBK OF AMERICA CORP | 4,978,418 | $119.9B | 1427.73% | Put |
| 15 | CARRCARRIER GLOBAL CORPORATION | 3,810,953 | $116.4B | 1385.54% | |
| 16 | DWDMORGAN STANLEY | 2,191,782 | $106.0B | 1261.57% | Put |
| 17 | DDDUPONT DE NEMOURS INC | 1,613,389 | $89.5B | 1065.59% | Put |
| 18 | HALHALLIBURTON CO | 7,298,527 | $87.9B | 1046.96% | Put |
| 19 | MCDMCDONALDS CORP | 393,860 | $86.5B | 1029.18% | Put |
| 20 | HDHOME DEPOT INC | 299,200 | $83.1B | 989.16% | Put |
| 21 | UNHUNITEDHEALTH GROUP INC | 265,300 | $82.7B | 984.66% | Put |
| 22 | WFCWELLS FARGO CO NEW | 3,457,242 | $81.3B | 967.61% | Put |
| 23 | GQ9SPDR GOLD TR | 450,000 | $79.7B | 948.84% | |
| 24 | XLESELECT SECTOR SPDR TR | 2,598,200 | $77.8B | 926.37% | Put |
| 25 | HUMHUMANA INC | 182,767 | $75.6B | 900.51% | Put |
| 26 | CICIGNA CORP NEW | 443,978 | $75.2B | 895.39% | Put |
| 27 | VVISA INC | 364,200 | $72.8B | 867.01% | Put |
| 28 | BABOEING CO | 437,608 | $72.3B | 860.94% | Put |
| 29 | IBMINTERNATIONAL BUSINESS MACHS | 588,591 | $71.6B | 852.52% | Put |
| 30 | MLMMARTIN MARIETTA MATLS INC | 275,000 | $64.7B | 770.51% | Put |
| 31 | KOCOCA COLA CO | 1,218,297 | $60.1B | 716.04% | Put |
| 32 | EXPEEXPEDIA GROUP INC | 611,676 | $56.1B | 667.67% | Put |
| 33 | ACNACCENTURE PLC IRELAND | 238,490 | $53.9B | 641.61% | Put |
| 34 | UNPUNION PAC CORP | 269,100 | $53.0B | 630.68% | Put |
| 35 | GDXVANECK VECTORS ETF TR | 1,350,000 | $52.9B | 629.35% | Put |
| 36 | BLKCHFBLACKROCK INC | 93,803 | $52.9B | 629.30% | Put |
| 37 | BKNGBOOKING HOLDINGS INC | 30,139 | $51.6B | 613.78% | Put |
| 38 | SPGIS&P GLOBAL INC | 142,800 | $51.5B | 613.04% | Put |
| 39 | GSGOLDMAN SACHS GROUP INC | 245,975 | $49.4B | 588.48% | Put |
| 40 | SDGRSCHRODINGER INC | 1,030,644 | $49.0B | 582.92% | |
| 41 | ELVANTHEM INC | 176,816 | $47.5B | 565.36% | Put |
| 42 | RTXRAYTHEON TECHNOLOGIES CORP | 793,431 | $45.7B | 543.48% | Put |
| 43 | EBAEBAY INC. | 825,000 | $43.0B | 511.68% | Put |
| 44 | LOWLOWES COS INC | 248,600 | $41.2B | 490.86% | Put |
| 45 | ROKUROKU INC | 727,800 | $41.1B | 489.14% | Put |
| 46 | TAT&T INC | 1,413,096 | $40.3B | 479.60% | Put |
| 47 | BMYBRISTOL-MYERS SQUIBB CO | 630,186 | $38.0B | 452.30% | Put |
| 48 | MMM3M CO | 226,408 | $36.3B | 431.73% | Put |
| 49 | NFLXNETFLIX INC | 223,063 | $35.9B | 426.80% | Put |
| 50 | CHNGUSDCHANGE HEALTHCARE INC | 2,434,128 | $35.3B | 420.47% | |
| 51 | DC4DEXCOM INC | 84,700 | $34.9B | 415.65% | Put |
| 52 | NEENEXTERA ENERGY INC | 122,500 | $34.0B | 404.77% | Put |
| 53 | CSCOCISCO SYS INC | 932,022 | $32.8B | 390.21% | Call |
| 54 | METMETLIFE INC | 879,340 | $32.7B | 389.10% | Call |
| 55 | NIONIO INC | 1,523,600 | $32.3B | 384.89% | |
| 56 | MPCMARATHON PETE CORP | 1,084,617 | $31.8B | 378.83% | Put |
| 57 | LMTLOCKHEED MARTIN CORP | 82,300 | $31.5B | 375.52% | Put |
| 58 | GOOGALPHABET INC | 75,866 | $31.3B | 372.90% | Put |
| 59 | UALUNITED AIRLS HLDGS INC | 896,137 | $31.1B | 370.69% | Put |
| 60 | USBUS BANCORP DEL | 836,481 | $30.0B | 356.99% | Put |
| 61 | AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC | 32,000,000 | $29.7B | 353.35% | |
| 62 | SHWSHERWIN WILLIAMS CO | 42,400 | $29.5B | 351.69% | Put |
| 63 | MSGSMADISON SQUARE GRDN SPRT COR | 195,302 | $29.4B | 349.86% | |
| 64 | XOPSPDR SER TR | 660,200 | $27.8B | 330.65% | Put |
| 65 | OXYOCCIDENTAL PETE CORP | 2,747,382 | $27.5B | 327.39% | Put |
| 66 | MTCHMATCH GROUP INC NEW | 241,056 | $26.7B | 317.53% | |
| 67 | PYPLPAYPAL HLDGS INC | 231,962 | $26.7B | 317.29% | Put |
| 68 | LSXMKUSDLIBERTY MEDIA CORP DEL | 793,663 | $26.3B | 312.54% | |
| 69 | DALDELTA AIR LINES INC DEL | 783,219 | $24.0B | 285.13% | Put |
| 70 | ARNAEURARENA PHARMACEUTICALS INC | 300,000 | $22.4B | 267.10% | |
| 71 | CVNACARVANA CO | 99,900 | $22.3B | 265.29% | Put |
| 72 | GOOGLALPHABET INC | 59,843 | $22.3B | 265.00% | Put |
| 73 | TSLATESLA INC | 49,910 | $21.4B | 254.91% | Put |
| 74 | MDTMEDTRONIC PLC | 204,034 | $21.2B | 252.41% | Put |
| 75 | —PPD INC | 555,358 | $20.5B | 244.56% | |
| 76 | VRTXVERTEX PHARMACEUTICALS INC | 73,975 | $20.1B | 239.64% | |
| 77 | CMECME GROUP INC | 116,704 | $19.5B | 232.45% | Put |
| 78 | NEE 6.219 09/01/23NEXTERA ENERGY INC | 400,000 | $19.1B | 227.38% | |
| 79 | PPGPPG INDS INC | 135,000 | $16.5B | 196.20% | |
| 80 | ADTADT INC DEL | 2,000,000 | $16.3B | 194.52% | |
| 81 | FFORD MTR CO DEL | 2,446,937 | $16.3B | 193.99% | Put |
| 82 | REYNREYNOLDS CONSUMER PRODS INC | 525,138 | $16.1B | 191.43% | |
| 83 | 4I1PHILIP MORRIS INTL INC | 214,062 | $16.1B | 191.09% | Put |
| 84 | TYLTYLER TECHNOLOGIES INC | 45,255 | $15.8B | 187.78% | |
| 85 | SWKSTANLEY BLACK & DECKER INC | 96,665 | $15.7B | 186.65% | |
| 86 | MHKMOHAWK INDS INC | 160,000 | $15.6B | 185.88% | |
| 87 | MASMASCO CORP | 275,000 | $15.2B | 180.49% | |
| 88 | ICEINTERCONTINENTAL EXCHANGE IN | 150,000 | $15.0B | 178.66% | Call |
| 89 | PCG 5.5 08/16/23PG&E CORP | 150,000 | $14.7B | 175.16% | |
| 90 | CZRCAESARS ENTERTAINMENT INC NE | 250,000 | $14.0B | 166.84% | |
| 91 | MARMARRIOTT INTL INC NEW | 144,930 | $13.4B | 159.74% | Put |
| 92 | —IAC INTERACTIVECORP NEW | 111,683 | $13.4B | 159.25% | |
| 93 | SPHRMADISON SQUARE GRDN ENTERTNM | 191,494 | $13.1B | 156.13% | |
| 94 | LLYLILLY ELI & CO | 85,058 | $12.6B | 149.88% | |
| 95 | HDBHDFC BANK LTD | 250,877 | $12.5B | 149.21% | Put |
| 96 | ISRGINTUITIVE SURGICAL INC | 88,155 | $12.4B | 147.25% | Put |
| 97 | APDAIR PRODS & CHEMS INC | 41,164 | $12.3B | 145.95% | Put |
| 98 | BAXBAXTER INTL INC | 148,186 | $11.9B | 141.87% | Put |
| 99 | MSFTMICROSOFT CORP | 907,300 | $11.6B | 137.70% | Put |
| 100 | FISVFISERV INC | 112,123 | $11.6B | 137.55% |
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