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)

#	Stock	Shares	Value	% Portfolio	Type
1	IWMISHARES TR	12,099,600	$2.7B	14.49%	Put
2	NDQINVESCO QQQ TR	7,790,492	$2.5B	13.47%	Put
3	BABAALIBABA GROUP HLDG LTD	3,397,974	$770.4M	4.17%	Put
4	IFFINTERNATIONAL FLAVORS&FRAGRA	3,584,872	$500.5M	2.71%
5	VTRSVIATRIS INC	31,463,314	$439.5M	2.38%
6	XLESELECT SECTOR SPDR TR	5,663,201	$277.8M	1.51%	Put
7	AAPLAPPLE INC	2,225,486	$271.8M	1.47%	Put
8	AMATAPPLIED MATLS INC	2,001,070	$267.3M	1.45%	Put
9	MPCMARATHON PETE CORP	4,596,856	$245.9M	1.33%	Put
10	BIDUNBAIDU INC	1,064,744	$231.6M	1.26%
11	INTCINTEL CORP	3,579,214	$229.1M	1.24%	Put
12	XOMEXXON MOBIL CORP	4,059,326	$226.6M	1.23%	Put
13	0VVBVIACOMCBS INC	4,945,652	$223.0M	1.21%	Put
14	BACBK OF AMERICA CORP	5,607,080	$216.9M	1.18%	Put
15	BHCBAUSCH HEALTH COS INC	6,270,653	$199.0M	1.08%
16	TRVCCITIGROUP INC	2,690,773	$195.8M	1.06%	Put
17	GSGOLDMAN SACHS GROUP INC	582,477	$190.5M	1.03%	Put
18	TAT&T INC	6,288,880	$190.4M	1.03%	Call
19	TSMTAIWAN SEMICONDUCTOR MFG LTD	1,553,484	$183.7M	1.00%	Put
20	DWDMORGAN STANLEY	2,321,257	$180.3M	0.98%	Put
21	BABOEING CO	623,363	$158.8M	0.86%	Put
22	NVDANVIDIA CORPORATION	289,925	$154.8M	0.84%	Put
23	COPCONOCOPHILLIPS	2,818,002	$149.3M	0.81%	Put
24	MUMICRON TECHNOLOGY INC	1,672,773	$147.6M	0.80%	Put
25	AMZNAMAZON COM INC	46,100	$142.6M	0.77%	Put
26	GOOGALPHABET INC	66,900	$138.4M	0.75%	Put
27	CATCATERPILLAR INC	595,000	$138.0M	0.75%	Put
28	HYGISHARES TR	1,556,600	$135.7M	0.74%	Put
29	RTXRAYTHEON TECHNOLOGIES CORP	1,630,050	$126.0M	0.68%	Put
30	AVGOBROADCOM INC	269,100	$124.8M	0.68%	Put
31	VNTVONTIER CORPORATION	4,103,429	$124.2M	0.67%
32	DDDUPONT DE NEMOURS INC	1,594,865	$123.3M	0.67%
33	ROKUROKU INC	372,975	$121.5M	0.66%	Put
34	WFCWELLS FARGO CO NEW	3,032,819	$118.5M	0.64%	Put
35	XYZSQUARE INC	504,200	$114.5M	0.62%	Put
36	SPGSIMON PPTY GROUP INC NEW	1,004,297	$114.3M	0.62%	Put
37	CARRCARRIER GLOBAL CORPORATION	2,698,870	$113.9M	0.62%
38	WTWWILLIS TOWERS WATSON PLC LTD	496,859	$113.7M	0.62%
39	AMDADVANCED MICRO DEVICES INC	1,447,400	$113.6M	0.62%	Put
40	LOWLOWES COS INC	575,400	$109.4M	0.59%	Put
41	MSFTMICROSOFT CORP	458,604	$108.1M	0.59%
42	FCXFREEPORT-MCMORAN INC	3,100,793	$102.1M	0.55%	Put
43	FDXFEDEX CORP	328,400	$93.3M	0.51%	Put
44	DISCKUSDDISCOVERY INC	2,511,512	$92.6M	0.50%
45	SDGRSCHRODINGER INC	1,214,433	$92.6M	0.50%
46	PYPLPAYPAL HLDGS INC	380,900	$92.5M	0.50%	Put
47	GEGENERAL ELECTRIC CO	6,963,949	$91.4M	0.50%	Put
48	CHNGUSDCHANGE HEALTHCARE INC	3,880,716	$85.8M	0.46%
49	TXNTEXAS INSTRS INC	441,300	$83.4M	0.45%	Put
50	SLBSCHLUMBERGER LTD	3,051,400	$83.0M	0.45%	Put
51	BLKCHFBLACKROCK INC	104,400	$78.7M	0.43%	Put
52	CMGCHIPOTLE MEXICAN GRILL INC	53,160	$75.5M	0.41%	Put
53	JPMJPMORGAN CHASE & CO	480,729	$73.2M	0.40%	Put
54	VIPSVIPSHOP HOLDINGS LIMITED	2,437,320	$72.8M	0.39%
55	SLVISHARES SILVER TR	3,200,000	$72.6M	0.39%
56	SHOPSHOPIFY INC	64,709	$71.6M	0.39%	Put
57	OXYOCCIDENTAL PETE CORP	2,638,981	$70.2M	0.38%	Put
58	SNAPSNAP INC	1,275,298	$66.7M	0.36%	Put
59	CVXCHEVRON CORP NEW	614,344	$64.4M	0.35%	Call
60	GMGENERAL MTRS CO	1,101,900	$63.3M	0.34%	Put
61	BRK/BBERKSHIRE HATHAWAY INC DEL	245,408	$62.7M	0.34%
62	CRWDCROWDSTRIKE HLDGS INC	337,600	$61.6M	0.33%	Put
63	ADBEADOBE SYSTEMS INCORPORATED	128,800	$61.2M	0.33%	Put
64	OTISOTIS WORLDWIDE CORP	891,885	$61.0M	0.33%
65	SCHWSCHWAB CHARLES CORP	935,061	$60.9M	0.33%	Put
66	SLMSLM CORP	3,351,759	$60.2M	0.33%
67	RCLROYAL CARIBBEAN GROUP	672,830	$57.6M	0.31%	Put
68	EXPEEXPEDIA GROUP INC	333,400	$57.4M	0.31%	Put
69	NKENIKE INC	417,685	$55.5M	0.30%	Put
70	ADIANALOG DEVICES INC	356,749	$55.3M	0.30%	Put
71	HONHONEYWELL INTL INC	252,170	$54.7M	0.30%	Put
72	GOOGLALPHABET INC	25,746	$53.1M	0.29%	Put
73	METAFACEBOOK INC	173,900	$51.2M	0.28%	Put
74	AONAON PLC	217,204	$50.0M	0.27%
75	LSXMKUSDLIBERTY MEDIA CORP DEL	1,105,667	$48.8M	0.26%
76	AWMSKYWORKS SOLUTIONS INC	263,600	$48.4M	0.26%	Put
77	LRCXEURLAM RESEARCH CORP	80,624	$48.0M	0.26%	Put
78	FTCHQFARFETCH LTD	881,472	$46.7M	0.25%
79	XLNXEURXILINX INC	366,819	$45.4M	0.25%
80	LMTLOCKHEED MARTIN CORP	120,403	$44.5M	0.24%
81	TMETENCENT MUSIC ENTMT GROUP	2,157,100	$44.2M	0.24%
82	AXPAMERICAN EXPRESS CO	301,295	$42.6M	0.23%	Call
83	ASMLASML HOLDING N V	68,155	$42.1M	0.23%	Put
84	COFCAPITAL ONE FINL CORP	329,194	$41.9M	0.23%	Put
85	COUPEURCOUPA SOFTWARE INC	162,300	$41.3M	0.22%	Put
86	TTDTHE TRADE DESK INC	62,247	$40.6M	0.22%	Put
87	BKNGBOOKING HOLDINGS INC	16,932	$39.5M	0.21%	Put
88	DEDEERE & CO	101,700	$38.0M	0.21%	Put
89	HCAHCA HEALTHCARE INC	201,410	$37.9M	0.21%	Call
90	ACNACCENTURE PLC IRELAND	137,200	$37.9M	0.21%	Put
91	EOGEOG RES INC	521,185	$37.8M	0.20%
92	APOEURAPOLLO GLOBAL MGMT INC	788,778	$37.1M	0.20%	Put
93	FTITECHNIPFMC PLC	4,743,342	$36.6M	0.20%
94	DALDELTA AIR LINES INC DEL	741,040	$35.8M	0.19%	Put
95	MRVLMARVELL TECHNOLOGY GROUP LTD	721,100	$35.3M	0.19%	Put
96	LINLINDE PLC	125,900	$35.3M	0.19%	Put
97	DISDISNEY WALT CO	189,920	$35.0M	0.19%	Put
98	BBYBEST BUY INC	299,430	$34.4M	0.19%	Put
99	MSGSMADISON SQUARE GRDN SPRT COR	191,494	$34.4M	0.19%
100	DOYUDOUYU INTL HLDGS LTD	3,293,310	$34.3M	0.19%

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