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

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