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)

#StockSharesValue% PortfolioType
101
KHCKRAFT HEINZ CO
384,710$11.5B137.16%Put
102
NKENIKE INC
87,070$10.9B130.12%Put
103
BHCBAUSCH HEALTH COS INC
702,744$10.9B130.01%
104
FBINFORTUNE BRANDS HOME & SEC IN
125,000$10.8B128.75%
105
BSXBOSTON SCIENTIFIC CORP
280,914$10.7B127.78%
106
WMTWALMART INC
75,700$10.6B126.09%
107
TJXTJX COS INC NEW
187,600$10.4B124.28%
108
LINLINDE PLC
42,998$10.2B121.89%Put
109
SYKSTRYKER CORPORATION
49,102$10.2B121.81%
110
AFLAFLAC INC
278,073$10.1B120.33%
111
AXPAMERICAN EXPRESS CO
97,877$9.8B116.81%Put
112
FDXFEDEX CORP
37,857$9.5B113.36%Put
113
EAELECTRONIC ARTS INC
72,100$9.4B111.94%Call
114
SPGSIMON PPTY GROUP INC NEW
143,800$9.3B110.72%Put
115
QCOMQUALCOMM INC
478,303$9.2B110.09%Put
116
PFEPFIZER INC
250,348$9.2B109.38%
117
NOWSERVICENOW INC
18,900$9.2B109.14%Put
118
MOALTRIA GROUP INC
233,769$9.0B107.52%Call
119
OTISOTIS WORLDWIDE CORP
137,768$8.6B102.37%
120
CVSCVS HEALTH CORP
146,028$8.5B101.52%Put
121
KADMON HLDGS INC
2,159,867$8.5B100.80%
122
COPCONOCOPHILLIPS
246,040$8.1B96.19%Put
123
TTDTHE TRADE DESK INC
15,259$7.9B94.24%Put
124
SWTXSPRINGWORKS THERAPEUTICS INC
163,680$7.8B92.89%
125
AYIACUITY BRANDS INC
74,000$7.6B90.15%
126
MDLZMONDELEZ INTL INC
123,193$7.1B84.25%
127
MCHPMICROCHIP TECHNOLOGY INC.
66,914$6.9B81.86%Put
128
SPTSPROUT SOCIAL INC
176,000$6.8B80.67%
129
GBTUSDGLOBAL BLOOD THERAPEUTICS IN
118,465$6.5B77.76%
130
DISCKUSDDISCOVERY INC
326,769$6.4B76.24%
131
JPMJPMORGAN CHASE & CO
66,211$6.4B75.89%
132
HCAHCA HEALTHCARE INC
50,000$6.2B74.21%Call
133
TREURTRILLIUM THERAPEUTICS INC
426,167$6.1B72.09%
134
AMTTD AMERITRADE HLDG CORP
150,000$5.9B69.90%
135
ATNXEURATHENEX INC
482,875$5.8B69.56%
136
DRIDARDEN RESTAURANTS INC
57,500$5.8B68.96%
137
AREALEXANDRIA REAL ESTATE EQ IN
34,634$5.5B65.96%
138
DAYCERIDIAN HCM HLDG INC
63,092$5.2B62.08%
139
WTWWILLIS TOWERS WATSON PLC LTD
24,900$5.2B61.90%
140
WSTWEST PHARMACEUTICAL SVSC INC
18,222$5.0B59.63%
141
CRMSALESFORCE COM INC
19,700$5.0B58.94%Put
142
NSANATIONAL STORAGE AFFILIATES
150,000$4.9B58.42%
143
WYWEYERHAEUSER CO MTN BE
166,376$4.7B56.49%Put
144
RCLROYAL CARIBBEAN GROUP
72,700$4.7B56.02%Put
145
WWAYFAIR INC
16,100$4.7B55.77%Call
146
AVTRAVANTOR INC
200,000$4.5B53.55%
147
BPBP PLC
257,506$4.5B53.52%Put
148
ITCIEURINTRA CELLULAR THERAPIES INC
175,000$4.5B53.46%
149
INTCINTEL CORP
173,256$4.5B53.34%Put
150
NSCNORFOLK SOUTHN CORP
20,800$4.5B52.99%
151
FANGDIAMONDBACK ENERGY INC
146,410$4.4B52.49%Put
152
ZBRAZEBRA TECHNOLOGIES CORPORATI
17,160$4.3B51.57%
153
SLBSCHLUMBERGER LTD
275,700$4.3B51.07%Put
154
DREUSDDUKE REALTY CORP
116,219$4.3B51.05%
155
KKRKKR & CO INC
122,901$4.2B50.24%Put
156
MXIMMAXIM INTEGRATED PRODS INC
61,654$4.2B49.62%
157
CMSCMS ENERGY CORP
66,394$4.1B48.54%
158
SRESEMPRA ENERGY
34,300$4.1B48.33%
159
JNJJOHNSON & JOHNSON
26,966$4.0B47.80%
160
IHS MARKIT LTD
51,132$4.0B47.79%
161
NANTHEALTH INC
4,500,000$4.0B47.77%
162
GEGENERAL ELECTRIC CO
622,000$3.9B46.13%Put
163
GDRXGOODRX HLDGS INC
67,000$3.7B44.34%
164
DOVDOVER CORP
34,258$3.7B44.19%
165
EVRGEVERGY INC
72,500$3.7B43.86%
166
PLDPROLOGIS INC.
36,600$3.7B43.84%
167
PRUPRUDENTIAL FINL INC
56,800$3.6B42.95%
168
TELTE CONNECTIVITY LTD
36,700$3.6B42.70%
169
ECLECOLAB INC
17,800$3.6B42.34%
170
MRSHMARSH & MCLENNAN COS INC
30,800$3.5B42.06%
171
KMXCARMAX INC
37,500$3.4B41.04%
172
FWONALIBERTY MEDIA CORP DEL
94,177$3.4B40.67%
173
ITWILLINOIS TOOL WKS INC
17,262$3.3B39.70%
174
ONON SEMICONDUCTOR CORP
150,000$3.3B38.74%Call
175
FOURSHIFT4 PMTS INC
65,000$3.1B37.42%
176
1LIFE HEALTHCARE INC
108,798$3.1B36.74%
177
AMWLAMERICAN WELL CORP
100,000$3.0B35.29%
178
JKHYHENRY JACK & ASSOC INC
18,157$3.0B35.14%
179
HLNEHAMILTON LANE INC
45,386$2.9B34.90%
180
DISDISNEY WALT CO
23,119$2.9B34.15%
181
FREQUENCY THERAPEUTICS INC
145,367$2.8B33.25%
182
CXOEURCONCHO RES INC
62,504$2.8B32.83%
183
ATOATMOS ENERGY CORP
28,224$2.7B32.12%
184
FQIDIGITAL RLTY TR INC
18,000$2.6B31.45%
185
CMICUMMINS INC
12,462$2.6B31.32%
186
LENLENNAR CORP
40,008$2.6B31.27%
187
VSTVISTRA CORP
138,985$2.6B31.21%
188
SHOPSHOPIFY INC
2,525$2.6B30.75%
189
BDXBECTON DICKINSON & CO
11,003$2.6B30.49%
190
EFXEQUIFAX INC
16,176$2.5B30.21%
191
AMTAMERICAN TOWER CORP NEW
10,400$2.5B29.93%
192
HOLXHOLOGIC INC
37,771$2.5B29.89%
193
SNOWSNOWFLAKE INC
10,000$2.5B29.88%
194
ILMNILLUMINA INC
7,987$2.5B29.39%
195
CMPSCOMPASS PATHWAYS PLC
70,000$2.4B29.08%
196
AZOAUTOZONE INC
2,054$2.4B28.80%Put
197
SBUXSTARBUCKS CORP
195,338$2.4B28.11%Put
198
NVSTENVISTA HOLDINGS CORPORATION
93,800$2.3B27.56%
199
KPTIEURKARYOPHARM THERAPEUTICS INC
149,752$2.2B26.02%
200
AJGGALLAGHER ARTHUR J & CO
20,439$2.2B25.69%
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