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	$698.0M	8.31%	Put
2	BABAALIBABA GROUP HLDG LTD	1,961,600	$576.7M	6.87%	Put
3	NDQINVESCO QQQ TR	1,499,656	$416.7M	4.96%	Put
4	FXIISHARES TR	9,289,295	$390.1M	4.64%	Put
5	HYGISHARES TR	4,200,000	$352.4M	4.19%	Put
6	TRVCCITIGROUP INC	6,600,036	$284.5M	3.39%	Put
7	XOMEXXON MOBIL CORP	7,997,507	$274.6M	3.27%	Put
8	CVXCHEVRON CORP NEW	3,661,954	$263.7M	3.14%	Put
9	AMZNAMAZON COM INC	75,838	$238.8M	2.84%	Put
10	MAMASTERCARD INCORPORATED	571,920	$193.4M	2.30%	Put
11	CMGCHIPOTLE MEXICAN GRILL INC	125,882	$156.6M	1.86%	Put
12	BYNDBEYOND MEAT INC	847,200	$140.7M	1.67%	Put
13	BMY-RBRISTOL-MYERS SQUIBB CO	55,912,028	$125.8M	1.50%
14	BACBK OF AMERICA CORP	4,978,418	$119.9M	1.43%	Put
15	CARRCARRIER GLOBAL CORPORATION	3,810,953	$116.4M	1.39%
16	DWDMORGAN STANLEY	2,191,782	$106.0M	1.26%	Put
17	DDDUPONT DE NEMOURS INC	1,613,389	$89.5M	1.07%	Put
18	HALHALLIBURTON CO	7,298,527	$87.9M	1.05%	Put
19	MCDMCDONALDS CORP	393,860	$86.5M	1.03%	Put
20	HDHOME DEPOT INC	299,200	$83.1M	0.99%	Put
21	UNHUNITEDHEALTH GROUP INC	265,300	$82.7M	0.98%	Put
22	WFCWELLS FARGO CO NEW	3,457,242	$81.3M	0.97%	Put
23	GQ9SPDR GOLD TR	450,000	$79.7M	0.95%
24	XLESELECT SECTOR SPDR TR	2,598,200	$77.8M	0.93%	Put
25	HUMHUMANA INC	182,767	$75.6M	0.90%	Put
26	CICIGNA CORP NEW	443,978	$75.2M	0.90%	Put
27	VVISA INC	364,200	$72.8M	0.87%	Put
28	BABOEING CO	437,608	$72.3M	0.86%	Put
29	IBMINTERNATIONAL BUSINESS MACHS	588,591	$71.6M	0.85%	Put
30	MLMMARTIN MARIETTA MATLS INC	275,000	$64.7M	0.77%	Put
31	KOCOCA COLA CO	1,218,297	$60.1M	0.72%	Put
32	EXPEEXPEDIA GROUP INC	611,676	$56.1M	0.67%	Put
33	ACNACCENTURE PLC IRELAND	238,490	$53.9M	0.64%	Put
34	UNPUNION PAC CORP	269,100	$53.0M	0.63%	Put
35	GDXVANECK VECTORS ETF TR	1,350,000	$52.9M	0.63%	Put
36	BLKCHFBLACKROCK INC	93,803	$52.9M	0.63%	Put
37	BKNGBOOKING HOLDINGS INC	30,139	$51.6M	0.61%	Put
38	SPGIS&P GLOBAL INC	142,800	$51.5M	0.61%	Put
39	GSGOLDMAN SACHS GROUP INC	245,975	$49.4M	0.59%	Put
40	SDGRSCHRODINGER INC	1,030,644	$49.0M	0.58%
41	ELVANTHEM INC	176,816	$47.5M	0.57%	Put
42	RTXRAYTHEON TECHNOLOGIES CORP	793,431	$45.7M	0.54%	Put
43	EBAEBAY INC.	825,000	$43.0M	0.51%	Put
44	LOWLOWES COS INC	248,600	$41.2M	0.49%	Put
45	ROKUROKU INC	727,800	$41.1M	0.49%	Put
46	TAT&T INC	1,413,096	$40.3M	0.48%	Put
47	BMYBRISTOL-MYERS SQUIBB CO	630,186	$38.0M	0.45%	Put
48	MMM3M CO	226,408	$36.3M	0.43%	Put
49	NFLXNETFLIX INC	223,063	$35.9M	0.43%	Put
50	CHNGUSDCHANGE HEALTHCARE INC	2,434,128	$35.3M	0.42%
51	DC4DEXCOM INC	84,700	$34.9M	0.42%	Put
52	NEENEXTERA ENERGY INC	122,500	$34.0M	0.40%	Put
53	CSCOCISCO SYS INC	932,022	$32.8M	0.39%	Call
54	METMETLIFE INC	879,340	$32.7M	0.39%	Call
55	NIONIO INC	1,523,600	$32.3M	0.38%
56	MPCMARATHON PETE CORP	1,084,617	$31.8M	0.38%	Put
57	LMTLOCKHEED MARTIN CORP	82,300	$31.5M	0.38%	Put
58	GOOGALPHABET INC	75,866	$31.3M	0.37%	Put
59	UALUNITED AIRLS HLDGS INC	896,137	$31.1M	0.37%	Put
60	USBUS BANCORP DEL	836,481	$30.0M	0.36%	Put
61	AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC	32,000,000	$29.7M	0.35%
62	SHWSHERWIN WILLIAMS CO	42,400	$29.5M	0.35%	Put
63	MSGSMADISON SQUARE GRDN SPRT COR	195,302	$29.4M	0.35%
64	XOPSPDR SER TR	660,200	$27.8M	0.33%	Put
65	OXYOCCIDENTAL PETE CORP	2,747,382	$27.5M	0.33%	Put
66	MTCHMATCH GROUP INC NEW	241,056	$26.7M	0.32%
67	PYPLPAYPAL HLDGS INC	231,962	$26.7M	0.32%	Put
68	LSXMKUSDLIBERTY MEDIA CORP DEL	793,663	$26.3M	0.31%
69	DALDELTA AIR LINES INC DEL	783,219	$24.0M	0.29%	Put
70	ARNAEURARENA PHARMACEUTICALS INC	300,000	$22.4M	0.27%
71	CVNACARVANA CO	99,900	$22.3M	0.27%	Put
72	GOOGLALPHABET INC	59,843	$22.3M	0.26%	Put
73	TSLATESLA INC	49,910	$21.4M	0.25%	Put
74	MDTMEDTRONIC PLC	204,034	$21.2M	0.25%	Put
75	—PPD INC	555,358	$20.5M	0.24%
76	VRTXVERTEX PHARMACEUTICALS INC	73,975	$20.1M	0.24%
77	CMECME GROUP INC	116,704	$19.5M	0.23%	Put
78	NEE 6.219 09/01/23NEXTERA ENERGY INC	400,000	$19.1M	0.23%
79	PPGPPG INDS INC	135,000	$16.5M	0.20%
80	ADTADT INC DEL	2,000,000	$16.3M	0.19%
81	FFORD MTR CO DEL	2,446,937	$16.3M	0.19%	Put
82	REYNREYNOLDS CONSUMER PRODS INC	525,138	$16.1M	0.19%
83	4I1PHILIP MORRIS INTL INC	214,062	$16.1M	0.19%	Put
84	TYLTYLER TECHNOLOGIES INC	45,255	$15.8M	0.19%
85	SWKSTANLEY BLACK & DECKER INC	96,665	$15.7M	0.19%
86	MHKMOHAWK INDS INC	160,000	$15.6M	0.19%
87	MASMASCO CORP	275,000	$15.2M	0.18%
88	ICEINTERCONTINENTAL EXCHANGE IN	150,000	$15.0M	0.18%	Call
89	PCG 5.5 08/16/23PG&E CORP	150,000	$14.7M	0.18%
90	CZRCAESARS ENTERTAINMENT INC NE	250,000	$14.0M	0.17%
91	MARMARRIOTT INTL INC NEW	144,930	$13.4M	0.16%	Put
92	—IAC INTERACTIVECORP NEW	111,683	$13.4M	0.16%
93	SPHRMADISON SQUARE GRDN ENTERTNM	191,494	$13.1M	0.16%
94	LLYLILLY ELI & CO	85,058	$12.6M	0.15%
95	HDBHDFC BANK LTD	250,877	$12.5M	0.15%	Put
96	ISRGINTUITIVE SURGICAL INC	88,155	$12.4M	0.15%	Put
97	APDAIR PRODS & CHEMS INC	41,164	$12.3M	0.15%	Put
98	BAXBAXTER INTL INC	148,186	$11.9M	0.14%	Put
99	MSFTMICROSOFT CORP	907,300	$11.6M	0.14%	Put
100	FISVFISERV INC	112,123	$11.6M	0.14%

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