Laurion Capital Management LP Q1 2021 Filing

Filed May 14, 2021

Portfolio Value

$18.5B

Holdings

548

Report Date

Q1 2021

Filing Type

13F-HR

All Holdings (548 positions)

#StockSharesValue% PortfolioType
1
IWMISHARES TR
12,099,600$2.7T14485.66%Put
2
NDQINVESCO QQQ TR
7,790,492$2.5T13471.81%Put
3
BABAALIBABA GROUP HLDG LTD
3,397,974$770.4B4174.67%Put
4
IFFINTERNATIONAL FLAVORS&FRAGRA
3,584,872$500.5B2711.96%
5
VTRSVIATRIS INC
31,463,314$439.5B2381.73%
6
XLESELECT SECTOR SPDR TR
5,663,201$277.8B1505.51%Put
7
AAPLAPPLE INC
2,225,486$271.8B1473.03%Put
8
AMATAPPLIED MATLS INC
2,001,070$267.3B1448.64%Put
9
MPCMARATHON PETE CORP
4,596,856$245.9B1332.37%Put
10
BIDUNBAIDU INC
1,064,744$231.6B1255.15%
11
INTCINTEL CORP
3,579,214$229.1B1241.26%Put
12
XOMEXXON MOBIL CORP
4,059,326$226.6B1228.05%Put
13
0VVBVIACOMCBS INC
4,945,652$223.0B1208.62%Put
14
BACBK OF AMERICA CORP
5,607,080$216.9B1175.52%Put
15
BHCBAUSCH HEALTH COS INC
6,270,653$199.0B1078.48%
16
TRVCCITIGROUP INC
2,690,773$195.8B1060.73%Put
17
GSGOLDMAN SACHS GROUP INC
582,477$190.5B1032.11%Put
18
TAT&T INC
6,288,880$190.4B1031.53%Call
19
TSMTAIWAN SEMICONDUCTOR MFG LTD
1,553,484$183.7B995.65%Put
20
DWDMORGAN STANLEY
2,321,257$180.3B976.83%Put
21
BABOEING CO
623,363$158.8B860.39%Put
22
NVDANVIDIA CORPORATION
289,925$154.8B838.82%Put
23
COPCONOCOPHILLIPS
2,818,002$149.3B808.85%Put
24
MUMICRON TECHNOLOGY INC
1,672,773$147.6B799.55%Put
25
AMZNAMAZON COM INC
46,100$142.6B772.91%Put
26
GOOGALPHABET INC
66,900$138.4B749.90%Put
27
CATCATERPILLAR INC
595,000$138.0B747.57%Put
28
HYGISHARES TR
1,556,600$135.7B735.34%Put
29
RTXRAYTHEON TECHNOLOGIES CORP
1,630,050$126.0B682.50%Put
30
AVGOBROADCOM INC
269,100$124.8B676.09%Put
31
VNTVONTIER CORPORATION
4,103,429$124.2B673.05%
32
DDDUPONT DE NEMOURS INC
1,594,865$123.3B667.86%
33
ROKUROKU INC
372,975$121.5B658.41%Put
34
WFCWELLS FARGO CO NEW
3,032,819$118.5B642.07%Put
35
XYZSQUARE INC
504,200$114.5B620.33%Put
36
SPGSIMON PPTY GROUP INC NEW
1,004,297$114.3B619.12%Put
37
CARRCARRIER GLOBAL CORPORATION
2,698,870$113.9B617.44%
38
WTWWILLIS TOWERS WATSON PLC LTD
496,859$113.7B616.22%
39
AMDADVANCED MICRO DEVICES INC
1,447,400$113.6B615.68%Put
40
LOWLOWES COS INC
575,400$109.4B592.97%Put
41
MSFTMICROSOFT CORP
458,604$108.1B585.89%
42
FCXFREEPORT-MCMORAN INC
3,100,793$102.1B553.28%Put
43
FDXFEDEX CORP
328,400$93.3B505.44%Put
44
DISCKUSDDISCOVERY INC
2,511,512$92.6B502.03%
45
SDGRSCHRODINGER INC
1,214,433$92.6B502.03%
46
PYPLPAYPAL HLDGS INC
380,900$92.5B501.22%Put
47
GEGENERAL ELECTRIC CO
6,963,949$91.4B495.47%Put
48
CHNGUSDCHANGE HEALTHCARE INC
3,880,716$85.8B464.72%
49
TXNTEXAS INSTRS INC
441,300$83.4B451.92%Put
50
SLBSCHLUMBERGER LTD
3,051,400$83.0B449.58%Put
51
BLKCHFBLACKROCK INC
104,400$78.7B426.51%Put
52
CMGCHIPOTLE MEXICAN GRILL INC
53,160$75.5B409.27%Put
53
JPMJPMORGAN CHASE & CO
480,729$73.2B396.55%Put
54
VIPSVIPSHOP HOLDINGS LIMITED
2,437,320$72.8B394.36%
55
SLVISHARES SILVER TR
3,200,000$72.6B393.61%
56
SHOPSHOPIFY INC
64,709$71.6B387.98%Put
57
OXYOCCIDENTAL PETE CORP
2,638,981$70.2B380.66%Put
58
SNAPSNAP INC
1,275,298$66.7B361.34%Put
59
CVXCHEVRON CORP NEW
614,344$64.4B348.84%Call
60
GMGENERAL MTRS CO
1,101,900$63.3B343.08%Put
61
BRK/BBERKSHIRE HATHAWAY INC DEL
245,408$62.7B339.72%
62
CRWDCROWDSTRIKE HLDGS INC
337,600$61.6B333.87%Put
63
ADBEADOBE SYSTEMS INCORPORATED
128,800$61.2B331.78%Put
64
OTISOTIS WORLDWIDE CORP
891,885$61.0B330.80%
65
SCHWSCHWAB CHARLES CORP
935,061$60.9B330.26%Put
66
SLMSLM CORP
3,351,759$60.2B326.37%
67
RCLROYAL CARIBBEAN GROUP
672,830$57.6B312.12%Put
68
EXPEEXPEDIA GROUP INC
333,400$57.4B310.96%Put
69
NKENIKE INC
417,685$55.5B300.78%Put
70
ADIANALOG DEVICES INC
356,749$55.3B299.78%Put
71
HONHONEYWELL INTL INC
252,170$54.7B296.61%Put
72
GOOGLALPHABET INC
25,746$53.1B287.74%Put
73
METAFACEBOOK INC
173,900$51.2B277.53%Put
74
AONAON PLC
217,204$50.0B270.83%
75
LSXMKUSDLIBERTY MEDIA CORP DEL
1,105,667$48.8B264.27%
76
AWMSKYWORKS SOLUTIONS INC
263,600$48.4B262.07%Put
77
LRCXEURLAM RESEARCH CORP
80,624$48.0B260.05%Put
78
FTCHQFARFETCH LTD
881,472$46.7B253.25%
79
XLNXEURXILINX INC
366,819$45.4B246.27%
80
LMTLOCKHEED MARTIN CORP
120,403$44.5B241.07%
81
TMETENCENT MUSIC ENTMT GROUP
2,157,100$44.2B239.50%
82
AXPAMERICAN EXPRESS CO
301,295$42.6B230.91%Call
83
ASMLASML HOLDING N V
68,155$42.1B228.00%Put
84
COFCAPITAL ONE FINL CORP
329,194$41.9B226.96%Put
85
COUPEURCOUPA SOFTWARE INC
162,300$41.3B223.80%Put
86
TTDTHE TRADE DESK INC
62,247$40.6B219.80%Put
87
BKNGBOOKING HOLDINGS INC
16,932$39.5B213.77%Put
88
DEDEERE & CO
101,700$38.0B206.18%Put
89
HCAHCA HEALTHCARE INC
201,410$37.9B205.55%Call
90
ACNACCENTURE PLC IRELAND
137,200$37.9B205.38%Put
91
EOGEOG RES INC
521,185$37.8B204.84%
92
APOEURAPOLLO GLOBAL MGMT INC
788,778$37.1B200.93%Put
93
FTITECHNIPFMC PLC
4,743,342$36.6B198.43%
94
DALDELTA AIR LINES INC DEL
741,040$35.8B193.86%Put
95
MRVLMARVELL TECHNOLOGY GROUP LTD
721,100$35.3B191.39%Put
96
LINLINDE PLC
125,900$35.3B191.11%Put
97
DISDISNEY WALT CO
189,920$35.0B189.90%Put
98
BBYBEST BUY INC
299,430$34.4B186.28%Put
99
MSGSMADISON SQUARE GRDN SPRT COR
191,494$34.4B186.22%
100
DOYUDOUYU INTL HLDGS LTD
3,293,310$34.3B185.77%
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