Laurion Capital Management LP Q4 2020 Filing

Filed February 12, 2021

Portfolio Value

$12.9B

Holdings

448

Report Date

Q4 2020

Filing Type

13F-HR

All Holdings (448 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	HYGISHARES TR	17,391,127	$1.5B	11.74%	Put
2	IWMISHARES TR	7,660,000	$1.5B	11.61%	Put
3	AAPLAPPLE INC	4,630,800	$614.5M	4.75%	Put
4	BABAALIBABA GROUP HLDG LTD	2,329,799	$542.2M	4.19%	Put
5	VTRSVIATRIS INC	23,234,371	$435.4M	3.37%
6	MSFTMICROSOFT CORP	1,661,175	$369.5M	2.86%	Put
7	FXIISHARES TR	7,541,100	$350.1M	2.71%	Put
8	TRVCCITIGROUP INC	4,196,500	$258.8M	2.00%	Put
9	NVDANVIDIA CORPORATION	386,202	$201.7M	1.56%	Put
10	XOMEXXON MOBIL CORP	4,508,400	$185.8M	1.44%	Put
11	DWDMORGAN STANLEY	2,657,400	$182.1M	1.41%	Put
12	AVGOBROADCOM INC	401,500	$175.8M	1.36%	Put
13	XYZSQUARE INC	769,500	$167.5M	1.29%	Put
14	SHOPSHOPIFY INC	140,900	$159.5M	1.23%	Put
15	CMGCHIPOTLE MEXICAN GRILL INC	113,812	$157.8M	1.22%	Put
16	CARRCARRIER GLOBAL CORPORATION	3,678,015	$138.7M	1.07%
17	HUMHUMANA INC	322,598	$132.3M	1.02%	Put
18	MAMASTERCARD INCORPORATED	365,300	$130.4M	1.01%	Put
19	DDDUPONT DE NEMOURS INC	1,787,727	$127.1M	0.98%	Put
20	BABOEING CO	582,900	$124.8M	0.96%	Put
21	MLB1MERCADOLIBRE INC	69,400	$116.3M	0.90%	Put
22	UNPUNION PAC CORP	550,428	$114.6M	0.89%	Put
23	TWLOTWILIO INC	327,100	$110.7M	0.86%	Put
24	HALHALLIBURTON CO	5,684,455	$107.4M	0.83%	Put
25	BLKCHFBLACKROCK INC	146,800	$105.9M	0.82%	Put
26	ACNACCENTURE PLC IRELAND	384,863	$100.5M	0.78%	Put
27	LRCXEURLAM RESEARCH CORP	206,615	$97.6M	0.75%	Put
28	LMTLOCKHEED MARTIN CORP	273,241	$97.0M	0.75%	Put
29	SDGRSCHRODINGER INC	1,202,857	$95.2M	0.74%
30	COPCONOCOPHILLIPS	2,374,312	$94.9M	0.73%	Put
31	INTCINTEL CORP	1,884,747	$93.9M	0.73%
32	MPCMARATHON PETE CORP	2,193,426	$90.7M	0.70%
33	MTCHMATCH GROUP INC NEW	580,024	$87.7M	0.68%	Put
34	BACBK OF AMERICA CORP	2,843,100	$86.2M	0.67%	Put
35	PENNPENN NATL GAMING INC	997,100	$86.1M	0.67%	Put
36	BHCBAUSCH HEALTH COS INC	4,047,765	$84.2M	0.65%
37	UPSUNITED PARCEL SERVICE INC	497,200	$83.7M	0.65%	Put
38	RTXRAYTHEON TECHNOLOGIES CORP	1,134,302	$81.1M	0.63%	Put
39	WTWWILLIS TOWERS WATSON PLC LTD	380,866	$80.2M	0.62%
40	CVXCHEVRON CORP NEW	942,758	$79.6M	0.62%	Put
41	GOOGLALPHABET INC	44,946	$78.8M	0.61%	Put
42	FDXFEDEX CORP	303,079	$78.7M	0.61%	Put
43	IFFINTERNATIONAL FLAVORS&FRAGRA	710,114	$77.3M	0.60%
44	GMGENERAL MTRS CO	1,751,306	$72.9M	0.56%	Put
45	NIONIO INC	1,479,500	$72.1M	0.56%
46	NSCNORFOLK SOUTHN CORP	288,051	$68.4M	0.53%	Put
47	VNTVONTIER CORPORATION	2,017,788	$67.4M	0.52%
48	WWAYFAIR INC	295,353	$66.7M	0.52%	Put
49	DALDELTA AIR LINES INC DEL	1,654,771	$66.5M	0.51%	Put
50	OTISOTIS WORLDWIDE CORP	974,022	$65.8M	0.51%
51	LULULULULEMON ATHLETICA INC	186,547	$64.9M	0.50%	Put
52	CRMSALESFORCE COM INC	280,000	$62.3M	0.48%	Put
53	ISRGINTUITIVE SURGICAL INC	73,600	$60.2M	0.47%	Put
54	RCLROYAL CARIBBEAN GROUP	793,300	$59.3M	0.46%	Put
55	JPMJPMORGAN CHASE & CO	465,400	$59.1M	0.46%	Put
56	ROKUROKU INC	177,100	$58.8M	0.45%	Put
57	ZZILLOW GROUP INC	433,500	$56.3M	0.43%	Put
58	WFCWELLS FARGO CO NEW	1,861,323	$56.2M	0.43%	Put
59	ADIANALOG DEVICES INC	374,748	$55.4M	0.43%	Put
60	BMYBRISTOL-MYERS SQUIBB CO	872,140	$54.1M	0.42%
61	GSGOLDMAN SACHS GROUP INC	199,750	$52.7M	0.41%	Put
62	XLNXEURXILINX INC	350,000	$49.6M	0.38%
63	CCLCARNIVAL CORP	2,269,512	$49.2M	0.38%	Put
64	CSXCSX CORP	539,400	$49.0M	0.38%	Put
65	AONAON PLC	218,401	$46.1M	0.36%
66	MLMMARTIN MARIETTA MATLS INC	153,398	$43.6M	0.34%	Put
67	HDHOME DEPOT INC	160,741	$42.7M	0.33%	Put
68	DISCKUSDDISCOVERY INC	1,628,945	$42.7M	0.33%
69	0VVBVIACOMCBS INC	1,019,138	$38.0M	0.29%	Put
70	EWEDWARDS LIFESCIENCES CORP	403,622	$36.8M	0.28%	Put
71	MSGSMADISON SQUARE GRDN SPRT COR	191,494	$35.3M	0.27%
72	SPGIS&P GLOBAL INC	106,329	$35.0M	0.27%	Put
73	AMATAPPLIED MATLS INC	398,044	$34.4M	0.27%	Put
74	LSXMKUSDLIBERTY MEDIA CORP DEL	784,163	$34.1M	0.26%
75	OXYOCCIDENTAL PETE CORP	1,950,130	$33.8M	0.26%	Call
76	CHNGUSDCHANGE HEALTHCARE INC	1,692,836	$31.6M	0.24%
77	MARMARRIOTT INTL INC NEW	236,308	$31.2M	0.24%	Put
78	ADBEADOBE SYSTEMS INCORPORATED	62,300	$31.2M	0.24%	Put
79	HCAHCA HEALTHCARE INC	188,169	$30.9M	0.24%	Call
80	DOCUDOCUSIGN INC	135,800	$30.2M	0.23%	Put
81	XOPSPDR SER TR	500,000	$29.3M	0.23%	Put
82	CVNACARVANA CO	121,972	$29.2M	0.23%	Put
83	CRWDCROWDSTRIKE HLDGS INC	136,323	$28.9M	0.22%	Put
84	NXPINXP SEMICONDUCTORS N V	173,300	$27.6M	0.21%	Put
85	AMDADVANCED MICRO DEVICES INC	300,000	$27.5M	0.21%	Put
86	IQ 4 12/15/26IQIYI INC	26,500,000	$26.3M	0.20%
87	UALUNITED AIRLS HLDGS INC	593,152	$25.7M	0.20%	Put
88	ARNAEURARENA PHARMACEUTICALS INC	333,451	$25.6M	0.20%
89	EBAEBAY INC.	485,300	$24.4M	0.19%	Put
90	ONON SEMICONDUCTOR CORP	687,700	$22.5M	0.17%	Call
91	IBMINTERNATIONAL BUSINESS MACHS	176,124	$22.2M	0.17%	Put
92	FCXFREEPORT-MCMORAN INC	844,113	$22.0M	0.17%	Put
93	AMGNAMGEN INC	92,200	$21.2M	0.16%	Put
94	—IAC INTERACTIVECORP NEW	111,683	$21.1M	0.16%
95	XLESELECT SECTOR SPDR TR	542,353	$20.6M	0.16%	Put
96	NEE 6.219 09/01/23NEXTERA ENERGY INC	400,000	$20.5M	0.16%
97	XLFISELECT SECTOR SPDR TR	300,000	$20.2M	0.16%	Put
98	INTUINTUIT	53,100	$20.2M	0.16%	Put
99	SPHRMADISON SQUARE GRDN ENTERTNM	191,494	$20.1M	0.16%
100	BBYBEST BUY INC	177,715	$17.7M	0.14%	Put

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