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 | $1.5T | 11736.49% | Put |
| 2 | IWMISHARES TR | 7,660,000 | $1.5T | 11609.51% | Put |
| 3 | AAPLAPPLE INC | 4,630,800 | $614.5B | 4749.94% | Put |
| 4 | BABAALIBABA GROUP HLDG LTD | 2,329,799 | $542.2B | 4191.49% | Put |
| 5 | VTRSVIATRIS INC | 23,234,371 | $435.4B | 3365.86% | |
| 6 | MSFTMICROSOFT CORP | 1,661,175 | $369.5B | 2856.18% | Put |
| 7 | FXIISHARES TR | 7,541,100 | $350.1B | 2706.64% | Put |
| 8 | TRVCCITIGROUP INC | 4,196,500 | $258.8B | 2000.26% | Put |
| 9 | NVDANVIDIA CORPORATION | 386,202 | $201.7B | 1559.01% | Put |
| 10 | XOMEXXON MOBIL CORP | 4,508,400 | $185.8B | 1436.57% | Put |
| 11 | DWDMORGAN STANLEY | 2,657,400 | $182.1B | 1407.77% | Put |
| 12 | AVGOBROADCOM INC | 401,500 | $175.8B | 1358.97% | Put |
| 13 | XYZSQUARE INC | 769,500 | $167.5B | 1294.63% | Put |
| 14 | SHOPSHOPIFY INC | 140,900 | $159.5B | 1232.93% | Put |
| 15 | CMGCHIPOTLE MEXICAN GRILL INC | 113,812 | $157.8B | 1220.00% | Put |
| 16 | CARRCARRIER GLOBAL CORPORATION | 3,678,015 | $138.7B | 1072.45% | |
| 17 | HUMHUMANA INC | 322,598 | $132.3B | 1023.10% | Put |
| 18 | MAMASTERCARD INCORPORATED | 365,300 | $130.4B | 1007.94% | Put |
| 19 | DDDUPONT DE NEMOURS INC | 1,787,727 | $127.1B | 982.72% | Put |
| 20 | BABOEING CO | 582,900 | $124.8B | 964.53% | Put |
| 21 | MLB1MERCADOLIBRE INC | 69,400 | $116.3B | 898.75% | Put |
| 22 | UNPUNION PAC CORP | 550,428 | $114.6B | 885.98% | Put |
| 23 | TWLOTWILIO INC | 327,100 | $110.7B | 855.94% | Put |
| 24 | HALHALLIBURTON CO | 5,684,455 | $107.4B | 830.52% | Put |
| 25 | BLKCHFBLACKROCK INC | 146,800 | $105.9B | 818.82% | Put |
| 26 | ACNACCENTURE PLC IRELAND | 384,863 | $100.5B | 777.13% | Put |
| 27 | LRCXEURLAM RESEARCH CORP | 206,615 | $97.6B | 754.28% | Put |
| 28 | LMTLOCKHEED MARTIN CORP | 273,241 | $97.0B | 749.78% | Put |
| 29 | SDGRSCHRODINGER INC | 1,202,857 | $95.2B | 736.25% | |
| 30 | COPCONOCOPHILLIPS | 2,374,312 | $94.9B | 733.98% | Put |
| 31 | INTCINTEL CORP | 1,884,747 | $93.9B | 725.86% | |
| 32 | MPCMARATHON PETE CORP | 2,193,426 | $90.7B | 701.29% | |
| 33 | MTCHMATCH GROUP INC NEW | 580,024 | $87.7B | 677.89% | Put |
| 34 | BACBK OF AMERICA CORP | 2,843,100 | $86.2B | 666.16% | Put |
| 35 | PENNPENN NATL GAMING INC | 997,100 | $86.1B | 665.74% | Put |
| 36 | BHCBAUSCH HEALTH COS INC | 4,047,765 | $84.2B | 650.84% | |
| 37 | UPSUNITED PARCEL SERVICE INC | 497,200 | $83.7B | 647.23% | Put |
| 38 | RTXRAYTHEON TECHNOLOGIES CORP | 1,134,302 | $81.1B | 627.04% | Put |
| 39 | WTWWILLIS TOWERS WATSON PLC LTD | 380,866 | $80.2B | 620.29% | |
| 40 | CVXCHEVRON CORP NEW | 942,758 | $79.6B | 615.45% | Put |
| 41 | GOOGLALPHABET INC | 44,946 | $78.8B | 608.94% | Put |
| 42 | FDXFEDEX CORP | 303,079 | $78.7B | 608.26% | Put |
| 43 | IFFINTERNATIONAL FLAVORS&FRAGRA | 710,114 | $77.3B | 597.47% | |
| 44 | GMGENERAL MTRS CO | 1,751,306 | $72.9B | 563.73% | Put |
| 45 | NIONIO INC | 1,479,500 | $72.1B | 557.43% | |
| 46 | NSCNORFOLK SOUTHN CORP | 288,051 | $68.4B | 529.09% | Put |
| 47 | VNTVONTIER CORPORATION | 2,017,788 | $67.4B | 520.98% | |
| 48 | WWAYFAIR INC | 295,353 | $66.7B | 515.56% | Put |
| 49 | DALDELTA AIR LINES INC DEL | 1,654,771 | $66.5B | 514.37% | Put |
| 50 | OTISOTIS WORLDWIDE CORP | 974,022 | $65.8B | 508.62% | |
| 51 | LULULULULEMON ATHLETICA INC | 186,547 | $64.9B | 501.88% | Put |
| 52 | CRMSALESFORCE COM INC | 280,000 | $62.3B | 481.66% | Put |
| 53 | ISRGINTUITIVE SURGICAL INC | 73,600 | $60.2B | 465.46% | Put |
| 54 | RCLROYAL CARIBBEAN GROUP | 793,300 | $59.3B | 458.02% | Put |
| 55 | JPMJPMORGAN CHASE & CO | 465,400 | $59.1B | 457.16% | Put |
| 56 | ROKUROKU INC | 177,100 | $58.8B | 454.54% | Put |
| 57 | ZZILLOW GROUP INC | 433,500 | $56.3B | 434.98% | Put |
| 58 | WFCWELLS FARGO CO NEW | 1,861,323 | $56.2B | 434.24% | Put |
| 59 | ADIANALOG DEVICES INC | 374,748 | $55.4B | 427.96% | Put |
| 60 | BMYBRISTOL-MYERS SQUIBB CO | 872,140 | $54.1B | 418.19% | |
| 61 | GSGOLDMAN SACHS GROUP INC | 199,750 | $52.7B | 407.20% | Put |
| 62 | XLNXEURXILINX INC | 350,000 | $49.6B | 383.58% | |
| 63 | CCLCARNIVAL CORP | 2,269,512 | $49.2B | 380.01% | Put |
| 64 | CSXCSX CORP | 539,400 | $49.0B | 378.40% | Put |
| 65 | AONAON PLC | 218,401 | $46.1B | 356.69% | |
| 66 | MLMMARTIN MARIETTA MATLS INC | 153,398 | $43.6B | 336.74% | Put |
| 67 | HDHOME DEPOT INC | 160,741 | $42.7B | 330.06% | Put |
| 68 | DISCKUSDDISCOVERY INC | 1,628,945 | $42.7B | 329.79% | |
| 69 | 0VVBVIACOMCBS INC | 1,019,138 | $38.0B | 293.55% | Put |
| 70 | EWEDWARDS LIFESCIENCES CORP | 403,622 | $36.8B | 284.65% | Put |
| 71 | MSGSMADISON SQUARE GRDN SPRT COR | 191,494 | $35.3B | 272.52% | |
| 72 | SPGIS&P GLOBAL INC | 106,329 | $35.0B | 270.20% | Put |
| 73 | AMATAPPLIED MATLS INC | 398,044 | $34.4B | 265.56% | Put |
| 74 | LSXMKUSDLIBERTY MEDIA CORP DEL | 784,163 | $34.1B | 263.74% | |
| 75 | OXYOCCIDENTAL PETE CORP | 1,950,130 | $33.8B | 260.95% | Call |
| 76 | CHNGUSDCHANGE HEALTHCARE INC | 1,692,836 | $31.6B | 244.05% | |
| 77 | MARMARRIOTT INTL INC NEW | 236,308 | $31.2B | 240.99% | Put |
| 78 | ADBEADOBE SYSTEMS INCORPORATED | 62,300 | $31.2B | 240.85% | Put |
| 79 | HCAHCA HEALTHCARE INC | 188,169 | $30.9B | 239.22% | Call |
| 80 | DOCUDOCUSIGN INC | 135,800 | $30.2B | 233.36% | Put |
| 81 | XOPSPDR SER TR | 500,000 | $29.3B | 226.11% | Put |
| 82 | CVNACARVANA CO | 121,972 | $29.2B | 225.86% | Put |
| 83 | CRWDCROWDSTRIKE HLDGS INC | 136,323 | $28.9B | 223.21% | Put |
| 84 | NXPINXP SEMICONDUCTORS N V | 173,300 | $27.6B | 213.02% | Put |
| 85 | AMDADVANCED MICRO DEVICES INC | 300,000 | $27.5B | 212.69% | Put |
| 86 | IQ 4 12/15/26IQIYI INC | 26,500,000 | $26.3B | 203.47% | |
| 87 | UALUNITED AIRLS HLDGS INC | 593,152 | $25.7B | 198.31% | Put |
| 88 | ARNAEURARENA PHARMACEUTICALS INC | 333,451 | $25.6B | 198.04% | |
| 89 | EBAEBAY INC. | 485,300 | $24.4B | 188.52% | Put |
| 90 | ONON SEMICONDUCTOR CORP | 687,700 | $22.5B | 174.00% | Call |
| 91 | IBMINTERNATIONAL BUSINESS MACHS | 176,124 | $22.2B | 171.39% | Put |
| 92 | FCXFREEPORT-MCMORAN INC | 844,113 | $22.0B | 169.78% | Put |
| 93 | AMGNAMGEN INC | 92,200 | $21.2B | 163.87% | Put |
| 94 | —IAC INTERACTIVECORP NEW | 111,683 | $21.1B | 163.47% | |
| 95 | XLESELECT SECTOR SPDR TR | 542,353 | $20.6B | 158.90% | Put |
| 96 | NEE 6.219 09/01/23NEXTERA ENERGY INC | 400,000 | $20.5B | 158.84% | |
| 97 | XLFISELECT SECTOR SPDR TR | 300,000 | $20.2B | 156.43% | Put |
| 98 | INTUINTUIT | 53,100 | $20.2B | 155.92% | Put |
| 99 | SPHRMADISON SQUARE GRDN ENTERTNM | 191,494 | $20.1B | 155.49% | |
| 100 | BBYBEST BUY INC | 177,715 | $17.7B | 137.09% | Put |
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