Laurion Capital Management LP Q3 2021 Filing
Filed November 15, 2021
Portfolio Value
$23.7B
Holdings
456
Report Date
Q3 2021
Filing Type
13F-HR
All Holdings (456 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IWMISHARES TR | 9,924,621 | $2.2T | 9144.22% | Put |
| 2 | NDQINVESCO QQQ TR | 4,380,212 | $1.6T | 6604.10% | Put |
| 3 | BABAALIBABA GROUP HLDG LTD | 8,828,697 | $1.3T | 5505.41% | Put |
| 4 | GOOGALPHABET INC | 277,102 | $738.6B | 3110.81% | Put |
| 5 | TRVCCITIGROUP INC | 10,306,573 | $723.3B | 3046.57% | Put |
| 6 | BACBK OF AMERICA CORP | 15,519,200 | $658.8B | 2774.81% | Put |
| 7 | MSFTMICROSOFT CORP | 1,993,802 | $562.1B | 2367.52% | Put |
| 8 | MPCMARATHON PETE CORP | 9,024,878 | $557.8B | 2349.55% | Put |
| 9 | IFFINTERNATIONAL FLAVORS&FRAGRA | 3,604,872 | $482.0B | 2030.35% | |
| 10 | GOOGLALPHABET INC | 172,581 | $461.4B | 1943.41% | Put |
| 11 | VTRSVIATRIS INC | 33,743,854 | $457.2B | 1925.83% | |
| 12 | XOMEXXON MOBIL CORP | 6,879,800 | $404.7B | 1704.45% | Put |
| 13 | GSGOLDMAN SACHS GROUP INC | 1,011,752 | $382.5B | 1610.95% | Put |
| 14 | WFCWELLS FARGO CO NEW | 7,493,200 | $347.8B | 1464.74% | Put |
| 15 | DWDMORGAN STANLEY | 3,359,853 | $326.9B | 1377.09% | Put |
| 16 | CATCATERPILLAR INC | 1,665,197 | $319.7B | 1346.42% | Put |
| 17 | MRKMERCK & CO INC | 4,193,409 | $315.0B | 1326.63% | Put |
| 18 | HYGISHARES TR | 3,401,900 | $297.6B | 1253.62% | Put |
| 19 | JPMJPMORGAN CHASE & CO | 1,808,781 | $296.1B | 1247.07% | Put |
| 20 | AMATAPPLIED MATLS INC | 2,260,920 | $291.1B | 1225.89% | Put |
| 21 | ZMZOOM VIDEO COMMUNICATIONS IN | 975,013 | $255.0B | 1073.90% | Put |
| 22 | EFAISHARES TR | 3,218,631 | $251.1B | 1057.56% | Put |
| 23 | COPCONOCOPHILLIPS | 3,673,328 | $248.9B | 1048.54% | Put |
| 24 | CSCOCISCO SYS INC | 4,449,623 | $242.2B | 1020.10% | Put |
| 25 | DELLDELL TECHNOLOGIES INC | 2,274,171 | $236.6B | 996.57% | |
| 26 | WTWWILLIS TOWERS WATSON PLC LTD | 991,800 | $230.6B | 971.08% | |
| 27 | BHCBAUSCH HEALTH COS INC | 7,536,780 | $209.9B | 884.09% | |
| 28 | AVGOBROADCOM INC | 413,600 | $200.6B | 844.78% | Put |
| 29 | DISDISNEY WALT CO | 1,138,985 | $192.7B | 811.58% | Put |
| 30 | TXNTEXAS INSTRS INC | 1,000,100 | $192.2B | 809.65% | Put |
| 31 | CRMSALESFORCE COM INC | 705,700 | $191.4B | 806.17% | Put |
| 32 | BABOEING CO | 866,500 | $190.6B | 802.71% | Put |
| 33 | NVDANVIDIA CORPORATION | 892,373 | $184.9B | 778.64% | Put |
| 34 | FXIISHARES TR | 4,724,940 | $183.9B | 774.76% | Put |
| 35 | XLESELECT SECTOR SPDR TR | 3,449,065 | $179.7B | 756.73% | Put |
| 36 | CVXCHEVRON CORP NEW | 1,768,786 | $179.4B | 755.81% | Put |
| 37 | MUMICRON TECHNOLOGY INC | 2,453,015 | $174.1B | 733.35% | Put |
| 38 | DYHTARGET CORP | 756,400 | $173.0B | 728.84% | Put |
| 39 | BXBLACKSTONE INC | 1,487,183 | $173.0B | 728.75% | Put |
| 40 | QCOMQUALCOMM INC | 1,326,880 | $171.1B | 720.84% | Put |
| 41 | ADBEADOBE SYSTEMS INCORPORATED | 293,100 | $168.7B | 710.76% | Put |
| 42 | CICIGNA CORP NEW | 800,702 | $160.3B | 675.04% | Put |
| 43 | AAPLAPPLE INC | 1,098,000 | $155.4B | 654.41% | Put |
| 44 | HONHONEYWELL INTL INC | 712,556 | $151.3B | 637.10% | Put |
| 45 | GEGENERAL ELECTRIC CO | 1,358,938 | $140.0B | 589.71% | Put |
| 46 | FCXFREEPORT-MCMORAN INC | 4,203,066 | $136.7B | 575.88% | Put |
| 47 | CMCSACOMCAST CORP NEW | 2,359,400 | $132.0B | 555.81% | Put |
| 48 | RTXRAYTHEON TECHNOLOGIES CORP | 1,531,161 | $131.6B | 554.37% | Put |
| 49 | DEDEERE & CO | 383,956 | $128.7B | 541.88% | Put |
| 50 | BLKCHFBLACKROCK INC | 149,519 | $125.4B | 528.17% | Put |
| 51 | SPGSIMON PPTY GROUP INC NEW | 956,200 | $124.3B | 523.45% | Put |
| 52 | AXPAMERICAN EXPRESS CO | 721,332 | $120.8B | 509.00% | Put |
| 53 | PCGPG&E CORP | 12,422,537 | $119.3B | 502.30% | Call |
| 54 | DISCKUSDDISCOVERY INC | 4,359,065 | $105.8B | 445.60% | |
| 55 | TMUST-MOBILE US INC | 825,253 | $105.4B | 444.08% | |
| 56 | BPBP PLC | 3,793,951 | $103.7B | 436.74% | Put |
| 57 | COSTCOSTCO WHSL CORP NEW | 226,600 | $101.8B | 428.87% | Put |
| 58 | VNTVONTIER CORPORATION | 2,998,469 | $100.7B | 424.35% | |
| 59 | 7HPHP INC | 3,666,982 | $100.3B | 422.58% | |
| 60 | DRIDARDEN RESTAURANTS INC | 661,601 | $100.2B | 422.09% | Put |
| 61 | COFCAPITAL ONE FINL CORP | 604,013 | $97.8B | 412.06% | Put |
| 62 | UALUNITED AIRLS HLDGS INC | 1,918,100 | $91.2B | 384.31% | Put |
| 63 | AIGAMERICAN INTL GROUP INC | 1,645,866 | $90.3B | 380.51% | |
| 64 | RXRXRECURSION PHARMACEUTICALS IN | 3,923,713 | $90.3B | 380.28% | |
| 65 | AALAMERICAN AIRLS GROUP INC | 4,398,000 | $90.2B | 380.10% | Put |
| 66 | PYPLPAYPAL HLDGS INC | 346,138 | $90.1B | 379.36% | Put |
| 67 | NXPINXP SEMICONDUCTORS N V | 458,926 | $89.9B | 378.61% | Put |
| 68 | ORCLORACLE CORP | 1,027,500 | $89.5B | 377.08% | Put |
| 69 | DALDELTA AIR LINES INC DEL | 2,037,881 | $86.8B | 365.74% | Put |
| 70 | LRCXEURLAM RESEARCH CORP | 151,600 | $86.3B | 363.42% | Put |
| 71 | LSXMKUSDLIBERTY MEDIA CORP DEL | 1,793,961 | $85.2B | 358.69% | |
| 72 | TJXTJX COS INC NEW | 1,184,942 | $78.2B | 329.30% | Put |
| 73 | LLYLILLY ELI & CO | 317,382 | $73.3B | 308.87% | Put |
| 74 | NUENUCOR CORP | 729,038 | $71.8B | 302.44% | Put |
| 75 | CHNGUSDCHANGE HEALTHCARE INC | 3,220,359 | $67.4B | 284.03% | |
| 76 | ABBVABBVIE INC | 620,443 | $66.9B | 281.89% | Put |
| 77 | SDGRSCHRODINGER INC | 1,222,736 | $66.9B | 281.61% | |
| 78 | DISCAUSDDISCOVERY INC | 2,481,302 | $63.0B | 265.25% | |
| 79 | XYZSQUARE INC | 262,300 | $62.9B | 264.97% | Put |
| 80 | BKNGBOOKING HOLDINGS INC | 25,700 | $61.0B | 256.97% | Put |
| 81 | PENNPENN NATL GAMING INC | 830,921 | $60.2B | 253.60% | Put |
| 82 | OXYOCCIDENTAL PETE CORP | 2,009,521 | $59.4B | 250.37% | |
| 83 | ARKKARK ETF TR | 533,500 | $59.0B | 248.37% | Put |
| 84 | UNPUNION PAC CORP | 296,770 | $58.2B | 245.01% | Put |
| 85 | SCHWSCHWAB CHARLES CORP | 755,100 | $55.0B | 231.66% | Put |
| 86 | KLACKLA CORP | 161,412 | $54.0B | 227.42% | Put |
| 87 | CRWDCROWDSTRIKE HLDGS INC | 219,024 | $53.8B | 226.74% | Put |
| 88 | AFWALIGN TECHNOLOGY INC | 79,976 | $53.2B | 224.16% | Put |
| 89 | CCLCARNIVAL CORP | 2,105,392 | $52.7B | 221.78% | Put |
| 90 | CROXCROCS INC | 342,298 | $49.1B | 206.86% | |
| 91 | CVSCVS HEALTH CORP | 573,200 | $48.6B | 204.88% | Put |
| 92 | BBWIBATH & BODY WORKS INC | 757,063 | $47.7B | 200.99% | |
| 93 | INTUINTUIT | 87,103 | $47.0B | 197.93% | Put |
| 94 | HIGHARTFORD FINL SVCS GROUP INC | 667,699 | $46.9B | 197.57% | |
| 95 | FFORD MTR CO DEL | 3,269,800 | $46.3B | 195.02% | Put |
| 96 | SLBSCHLUMBERGER LTD | 1,404,600 | $41.6B | 175.36% | Put |
| 97 | NETCLOUDFLARE INC | 353,003 | $39.8B | 167.48% | Put |
| 98 | METAFACEBOOK INC | 112,759 | $38.3B | 161.19% | Put |
| 99 | ABNBAIRBNB INC | 227,100 | $38.1B | 160.45% | Put |
| 100 | RCLROYAL CARIBBEAN GROUP | 382,675 | $34.0B | 143.37% | Put |
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