Laurion Capital Management LP Q1 2020 Filing
Filed May 14, 2020
Portfolio Value
$9.2T
Holdings
455
Report Date
Q1 2020
Filing Type
13F-HR
All Holdings (455 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | HYGISHARES TR | 9,063,500 | $698.5B | 7.60% | Put |
| 2 | EFAISHARES TR | 11,428,457 | $611.0B | 6.65% | Put |
| 3 | SPYSPDR S&P 500 ETF TR | 2,299,900 | $592.8B | 6.45% | Put |
| 4 | UTXZUNITED TECHNOLOGIES CORP | 4,142,166 | $390.7B | 4.25% | Call |
| 5 | AAPLAPPLE INC | 1,484,553 | $377.5B | 4.11% | Put |
| 6 | FXIISHARES TR | 8,087,479 | $303.6B | 3.31% | Put |
| 7 | BMYBRISTOL-MYERS SQUIBB CO | 4,034,526 | $224.9B | 2.45% | Put |
| 8 | MSFTMICROSOFT CORP | 1,422,082 | $224.3B | 2.44% | Put |
| 9 | —ALLERGAN PLC | 1,163,966 | $206.1B | 2.24% | |
| 10 | MAMASTERCARD INC | 840,792 | $203.1B | 2.21% | Put |
| 11 | HDHOME DEPOT INC | 1,086,519 | $202.9B | 2.21% | Put |
| 12 | BACBK OF AMERICA CORP | 8,823,732 | $187.3B | 2.04% | Put |
| 13 | BMY-RBRISTOL-MYERS SQUIBB CO | 45,392,582 | $172.5B | 1.88% | |
| 14 | CSCOCISCO SYS INC | 3,990,841 | $156.9B | 1.71% | Put |
| 15 | QCOMQUALCOMM INC | 1,970,837 | $133.3B | 1.45% | Put |
| 16 | JPMJPMORGAN CHASE & CO | 1,409,649 | $126.9B | 1.38% | Put |
| 17 | SPGSIMON PPTY GROUP INC NEW | 2,141,005 | $117.5B | 1.28% | Put |
| 18 | INTCINTEL CORP | 1,910,533 | $103.4B | 1.13% | Put |
| 19 | NVDANVIDIA CORP | 390,200 | $102.9B | 1.12% | Put |
| 20 | TXNTEXAS INSTRS INC | 1,018,243 | $101.8B | 1.11% | Put |
| 21 | GOOGALPHABET INC | 83,458 | $97.0B | 1.06% | Put |
| 22 | MMM3M CO | 695,902 | $95.0B | 1.03% | Put |
| 23 | TRVCCITIGROUP INC | 2,222,742 | $93.6B | 1.02% | Put |
| 24 | GOOGLALPHABET INC | 79,627 | $92.5B | 1.01% | Put |
| 25 | VVISA INC | 559,718 | $90.2B | 0.98% | Put |
| 26 | BABAALIBABA GROUP HLDG LTD | 454,532 | $88.4B | 0.96% | Put |
| 27 | AVGOBROADCOM INC | 351,496 | $83.3B | 0.91% | Put |
| 28 | WFCWELLS FARGO CO NEW | 2,510,454 | $72.0B | 0.78% | Put |
| 29 | IACIEURIAC INTERACTIVECORP | 400,994 | $71.9B | 0.78% | |
| 30 | ROKUROKU INC | 791,817 | $69.3B | 0.75% | Put |
| 31 | HALHALLIBURTON CO | 9,976,562 | $68.3B | 0.74% | Put |
| 32 | BABOEING CO | 450,363 | $67.2B | 0.73% | Put |
| 33 | DISDISNEY WALT CO | 671,396 | $64.9B | 0.71% | Put |
| 34 | ABBVABBVIE INC | 844,700 | $64.4B | 0.70% | Put |
| 35 | SHOPSHOPIFY INC | 146,606 | $61.1B | 0.67% | Put |
| 36 | AMDADVANCED MICRO DEVICES INC | 1,329,500 | $60.5B | 0.66% | Put |
| 37 | DELLDELL TECHNOLOGIES INC | 1,434,439 | $56.7B | 0.62% | Put |
| 38 | GDXVANECK VECTORS ETF TR | 2,458,018 | $56.6B | 0.62% | |
| 39 | CHNGUSDCHANGE HEALTHCARE INC | 5,462,278 | $54.6B | 0.59% | |
| 40 | LOWLOWES COS INC | 616,187 | $53.0B | 0.58% | Put |
| 41 | CMICUMMINS INC | 357,477 | $48.4B | 0.53% | |
| 42 | AMGNAMGEN INC | 237,800 | $48.2B | 0.52% | Put |
| 43 | SBUXSTARBUCKS CORP | 728,344 | $47.9B | 0.52% | Put |
| 44 | CVSCVS HEALTH CORP | 799,632 | $47.4B | 0.52% | Put |
| 45 | ACNACCENTURE PLC IRELAND | 286,181 | $46.7B | 0.51% | Put |
| 46 | NXPINXP SEMICONDUCTORS N V | 529,657 | $43.9B | 0.48% | Put |
| 47 | ADBEADOBE INC | 134,026 | $42.7B | 0.46% | Put |
| 48 | SLBSCHLUMBERGER LTD | 3,096,409 | $41.8B | 0.45% | Put |
| 49 | VMWEURVMWARE INC | 341,053 | $41.3B | 0.45% | Put |
| 50 | MSGSMADISON SQUARE GARDEN CO NEW | 192,887 | $40.8B | 0.44% | |
| 51 | ZTSZOETIS INC | 343,921 | $40.5B | 0.44% | Put |
| 52 | MCKMCKESSON CORP | 298,814 | $40.4B | 0.44% | |
| 53 | XOMEXXON MOBIL CORP | 1,064,114 | $40.4B | 0.44% | Put |
| 54 | GSGOLDMAN SACHS GROUP INC | 260,709 | $40.3B | 0.44% | Put |
| 55 | AFWALIGN TECHNOLOGY INC | 222,455 | $38.7B | 0.42% | Put |
| 56 | CRMSALESFORCE COM INC | 258,217 | $37.2B | 0.40% | Put |
| 57 | DYHTARGET CORP | 397,275 | $36.9B | 0.40% | Put |
| 58 | PPGPPG INDS INC | 433,055 | $36.2B | 0.39% | Put |
| 59 | CICIGNA CORP NEW | 203,278 | $36.0B | 0.39% | Put |
| 60 | AMATAPPLIED MATLS INC | 776,688 | $35.6B | 0.39% | Put |
| 61 | NSCNORFOLK SOUTHERN CORP | 230,535 | $33.7B | 0.37% | Put |
| 62 | CMCSACOMCAST CORP NEW | 975,081 | $33.5B | 0.36% | Put |
| 63 | SDGRSCHRODINGER INC | 745,194 | $32.1B | 0.35% | |
| 64 | CCKCROWN HLDGS INC | 540,229 | $31.4B | 0.34% | Put |
| 65 | CMGCHIPOTLE MEXICAN GRILL INC | 47,448 | $31.0B | 0.34% | Put |
| 66 | HUMHUMANA INC | 92,600 | $29.1B | 0.32% | Put |
| 67 | JDJD COM INC | 708,408 | $28.7B | 0.31% | Put |
| 68 | MOALTRIA GROUP INC | 727,293 | $28.1B | 0.31% | Put |
| 69 | METAFACEBOOK INC | 165,796 | $27.7B | 0.30% | Put |
| 70 | FCXFREEPORT-MCMORAN INC | 4,028,824 | $27.2B | 0.30% | Put |
| 71 | ABTABBOTT LABS | 340,800 | $26.9B | 0.29% | Put |
| 72 | MGMMGM RESORTS INTERNATIONAL | 2,259,147 | $26.7B | 0.29% | |
| 73 | EOGEOG RES INC | 700,636 | $25.2B | 0.27% | Put |
| 74 | COUPEURCOUPA SOFTWARE INC | 180,000 | $25.2B | 0.27% | Call |
| 75 | UNPUNION PAC CORP | 178,314 | $25.1B | 0.27% | |
| 76 | LSXMKUSDLIBERTY MEDIA CORP DEL | 766,223 | $24.2B | 0.26% | |
| 77 | RNGRINGCENTRAL INC | 105,102 | $22.3B | 0.24% | Put |
| 78 | BLKCHFBLACKROCK INC | 49,546 | $21.8B | 0.24% | Put |
| 79 | DWDMORGAN STANLEY | 639,281 | $21.7B | 0.24% | Put |
| 80 | WDCWESTERN DIGITAL CORP. | 516,624 | $21.5B | 0.23% | Put |
| 81 | MUMICRON TECHNOLOGY INC | 504,500 | $21.2B | 0.23% | Put |
| 82 | CERNCHFCERNER CORP | 333,477 | $21.0B | 0.23% | Put |
| 83 | CHTRCHARTER COMMUNICATIONS INC N | 48,000 | $20.9B | 0.23% | |
| 84 | UPSUNITED PARCEL SERVICE INC | 224,026 | $20.9B | 0.23% | Put |
| 85 | PLNTPLANET FITNESS INC | 425,484 | $20.7B | 0.23% | Put |
| 86 | XLFSELECT SECTOR SPDR TR | 950,000 | $19.8B | 0.22% | Call |
| 87 | ATVIEURACTIVISION BLIZZARD INC | 325,861 | $19.4B | 0.21% | Put |
| 88 | TJXTJX COS INC NEW | 360,161 | $17.2B | 0.19% | Put |
| 89 | —MYLAN NV | 1,128,970 | $16.8B | 0.18% | Put |
| 90 | DDDUPONT DE NEMOURS INC | 479,800 | $16.4B | 0.18% | Put |
| 91 | PGPROCTER & GAMBLE CO | 146,281 | $16.1B | 0.18% | Put |
| 92 | KOCOCA COLA CO | 358,685 | $15.9B | 0.17% | Put |
| 93 | REYNREYNOLDS CONSUMER PRODS INC | 500,000 | $14.6B | 0.16% | |
| 94 | BIDUNBAIDU INC | 144,407 | $14.6B | 0.16% | Put |
| 95 | GPNGLOBAL PMTS INC | 97,461 | $14.1B | 0.15% | Put |
| 96 | HCAHCA HEALTHCARE INC | 149,695 | $13.4B | 0.15% | Call |
| 97 | ADIANALOG DEVICES INC | 150,000 | $13.4B | 0.15% | Call |
| 98 | SHWSHERWIN WILLIAMS CO | 28,821 | $13.2B | 0.14% | Put |
| 99 | CPRTCOPART INC | 191,066 | $13.1B | 0.14% | Put |
| 100 | PSXPHILLIPS 66 | 243,619 | $13.1B | 0.14% | Put |
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