Laurion Capital Management LP

Holdings History for ISHARES TR - MSCI EMG MKT ETF (EEM)

Symbol: EEM
Investment type: Equity / MSCI EMG MKT ETF

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
31 Mar 2020			-2.6%	$0	0	-1,247,229	-100%	$60.86	Q1 2020
31 Dec 2019		2.6%	+1.6%	$55,963,000	1,247,229	+730,850	+142%	$44.87	Q4 2019
31 Dec 2019	call		-0.93%	$0	0	-2,500,000	-100%	$60.86	Q4 2019
31 Dec 2019	put		-1.3%	$0	0	-3,500,000	-100%	$60.86	Q4 2019
30 Sep 2019		0.87%	+0.87%	$21,104,000	516,379	+516,379	NEW	$40.87	Q3 2019
30 Sep 2019	call	0.93%	-0.5%	$102,175,000	2,500,000	-1,352,400	-35%	$40.87	Q3 2019
30 Sep 2019	put	1.3%	-0.69%	$143,045,000	3,500,000	-1,852,400	-35%	$40.87	Q3 2019
30 Jun 2019	call	2%	+2%	$165,307,000	3,852,400	+3,852,400	NEW	$42.91	Q2 2019
30 Jun 2019	put	2.8%	+2.8%	$229,672,000	5,352,400	+5,352,400	NEW	$42.91	Q2 2019
31 Mar 2019			-0.09%	$0	0	-45,900	-100%	$60.86	Q1 2019
31 Mar 2019	call		-0.15%	$0	0	-140,000	-100%	$60.86	Q1 2019
31 Mar 2019	put		-0.15%	$0	0	-140,000	-100%	$60.86	Q1 2019
31 Dec 2018		0.09%	+0.09%	$1,793,000	45,900	+45,900	NEW	$39.06	Q4 2018
31 Dec 2018	call	0.15%	0%	$5,468,000	140,000	0		$39.06	Q4 2018
31 Dec 2018	put	0.15%	0%	$5,468,000	140,000	0		$39.06	Q4 2018
30 Sep 2018	call	0.08%	0%	$6,009,000	140,000	0		$42.92	Q3 2018
30 Sep 2018	put	0.08%	0%	$6,009,000	140,000	0		$42.92	Q3 2018
30 Jun 2018	call	0.07%	0%	$6,066,000	140,000	0		$43.33	Q2 2018
30 Jun 2018	put	0.07%	0%	$6,066,000	140,000	0		$43.33	Q2 2018
31 Mar 2018	call	0.08%	0%	$6,759,000	140,000	0		$48.28	Q1 2018
31 Mar 2018	put	0.08%	-0.15%	$6,759,000	140,000	-250,000	-64%	$48.28	Q1 2018
31 Dec 2017	call	0.05%	-0.09%	$6,597,000	140,000	-250,000	-64%	$47.12	Q4 2017
31 Dec 2017	put	0.13%	-0.34%	$18,377,000	390,000	-1,000,000	-72%	$47.12	Q4 2017
30 Sep 2017			-0.16%	$0	0	-172,900	-100%	$60.86	Q3 2017
30 Sep 2017	call	0.1%	0%	$17,476,000	390,000	0		$44.81	Q3 2017
30 Sep 2017	put	0.35%	0%	$62,286,000	1,390,000	0		$44.81	Q3 2017
30 Jun 2017		0.16%	+0.16%	$7,156,000	172,900	+172,900	NEW	$41.39	Q2 2017
30 Jun 2017	call	0.12%	+0.12%	$16,143,000	390,000	+390,000	NEW	$41.39	Q2 2017
30 Jun 2017	put	0.42%	+0.42%	$57,533,000	1,390,000	+1,390,000	NEW	$41.39	Q2 2017
30 Sep 2016	call		-2.7%	$0	0	-3,695,300	-100%	$60.86	Q3 2016
30 Jun 2016	call	2.7%	+2.5%	$126,971,000	3,695,300	+3,495,300	+1748%	$34.36	Q2 2016
30 Jun 2016	put		-0.13%	$0	0	-200,000	-100%	$60.86	Q2 2016
31 Mar 2016	call	0.13%	-0.16%	$6,850,000	200,000	-250,000	-56%	$34.25	Q1 2016
31 Mar 2016	put	0.13%	-0.16%	$6,850,000	200,000	-250,000	-56%	$34.25	Q1 2016
31 Dec 2015	call	0.15%	+0.09%	$14,486,000	450,000	+250,000	+125%	$32.19	Q4 2015
31 Dec 2015	put	0.15%	+0.09%	$14,486,000	450,000	+250,000	+125%	$32.19	Q4 2015
30 Sep 2015			-0.75%	$0	0	-400,000	-100%	$60.86	Q3 2015
30 Sep 2015	call	0.09%	-0.07%	$6,556,000	200,000	-150,000	-43%	$32.78	Q3 2015
30 Sep 2015	put	0.09%	-0.48%	$6,556,000	200,000	-1,100,000	-85%	$32.78	Q3 2015
30 Jun 2015		0.75%	+0.75%	$15,848,000	400,000	+400,000	NEW	$39.62	Q2 2015
30 Jun 2015	call	0.16%	+0.16%	$13,867,000	350,000	+350,000	NEW	$39.62	Q2 2015
30 Jun 2015	put	0.59%	+0.59%	$51,506,000	1,300,000	+1,300,000	NEW	$39.62	Q2 2015
31 Dec 2014			-0.11%	$0	0	-21,817	-100%	$60.86	Q4 2014
30 Sep 2014		0.11%	+0.11%	$907,000	21,817	+21,817	NEW	$41.57	Q3 2014
31 Mar 2014			-0.33%	$0	0	-83,344	-100%	$60.86	Q1 2014
31 Dec 2013		0.33%	0%	$3,481,000	83,344	0		$41.77	Q4 2013

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.