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	$2.2B	9.14%	Put
2	NDQINVESCO QQQ TR	4,380,212	$1.6B	6.60%	Put
3	BABAALIBABA GROUP HLDG LTD	8,828,697	$1.3B	5.51%	Put
4	GOOGALPHABET INC	277,102	$738.6M	3.11%	Put
5	TRVCCITIGROUP INC	10,306,573	$723.3M	3.05%	Put
6	BACBK OF AMERICA CORP	15,519,200	$658.8M	2.77%	Put
7	MSFTMICROSOFT CORP	1,993,802	$562.1M	2.37%	Put
8	MPCMARATHON PETE CORP	9,024,878	$557.8M	2.35%	Put
9	IFFINTERNATIONAL FLAVORS&FRAGRA	3,604,872	$482.0M	2.03%
10	GOOGLALPHABET INC	172,581	$461.4M	1.94%	Put
11	VTRSVIATRIS INC	33,743,854	$457.2M	1.93%
12	XOMEXXON MOBIL CORP	6,879,800	$404.7M	1.70%	Put
13	GSGOLDMAN SACHS GROUP INC	1,011,752	$382.5M	1.61%	Put
14	WFCWELLS FARGO CO NEW	7,493,200	$347.8M	1.46%	Put
15	DWDMORGAN STANLEY	3,359,853	$326.9M	1.38%	Put
16	CATCATERPILLAR INC	1,665,197	$319.7M	1.35%	Put
17	MRKMERCK & CO INC	4,193,409	$315.0M	1.33%	Put
18	HYGISHARES TR	3,401,900	$297.6M	1.25%	Put
19	JPMJPMORGAN CHASE & CO	1,808,781	$296.1M	1.25%	Put
20	AMATAPPLIED MATLS INC	2,260,920	$291.1M	1.23%	Put
21	ZMZOOM VIDEO COMMUNICATIONS IN	975,013	$255.0M	1.07%	Put
22	EFAISHARES TR	3,218,631	$251.1M	1.06%	Put
23	COPCONOCOPHILLIPS	3,673,328	$248.9M	1.05%	Put
24	CSCOCISCO SYS INC	4,449,623	$242.2M	1.02%	Put
25	DELLDELL TECHNOLOGIES INC	2,274,171	$236.6M	1.00%
26	WTWWILLIS TOWERS WATSON PLC LTD	991,800	$230.6M	0.97%
27	BHCBAUSCH HEALTH COS INC	7,536,780	$209.9M	0.88%
28	AVGOBROADCOM INC	413,600	$200.6M	0.84%	Put
29	DISDISNEY WALT CO	1,138,985	$192.7M	0.81%	Put
30	TXNTEXAS INSTRS INC	1,000,100	$192.2M	0.81%	Put
31	CRMSALESFORCE COM INC	705,700	$191.4M	0.81%	Put
32	BABOEING CO	866,500	$190.6M	0.80%	Put
33	NVDANVIDIA CORPORATION	892,373	$184.9M	0.78%	Put
34	FXIISHARES TR	4,724,940	$183.9M	0.77%	Put
35	XLESELECT SECTOR SPDR TR	3,449,065	$179.7M	0.76%	Put
36	CVXCHEVRON CORP NEW	1,768,786	$179.4M	0.76%	Put
37	MUMICRON TECHNOLOGY INC	2,453,015	$174.1M	0.73%	Put
38	DYHTARGET CORP	756,400	$173.0M	0.73%	Put
39	BXBLACKSTONE INC	1,487,183	$173.0M	0.73%	Put
40	QCOMQUALCOMM INC	1,326,880	$171.1M	0.72%	Put
41	ADBEADOBE SYSTEMS INCORPORATED	293,100	$168.7M	0.71%	Put
42	CICIGNA CORP NEW	800,702	$160.3M	0.68%	Put
43	AAPLAPPLE INC	1,098,000	$155.4M	0.65%	Put
44	HONHONEYWELL INTL INC	712,556	$151.3M	0.64%	Put
45	GEGENERAL ELECTRIC CO	1,358,938	$140.0M	0.59%	Put
46	FCXFREEPORT-MCMORAN INC	4,203,066	$136.7M	0.58%	Put
47	CMCSACOMCAST CORP NEW	2,359,400	$132.0M	0.56%	Put
48	RTXRAYTHEON TECHNOLOGIES CORP	1,531,161	$131.6M	0.55%	Put
49	DEDEERE & CO	383,956	$128.7M	0.54%	Put
50	BLKCHFBLACKROCK INC	149,519	$125.4M	0.53%	Put
51	SPGSIMON PPTY GROUP INC NEW	956,200	$124.3M	0.52%	Put
52	AXPAMERICAN EXPRESS CO	721,332	$120.8M	0.51%	Put
53	PCGPG&E CORP	12,422,537	$119.3M	0.50%	Call
54	DISCKUSDDISCOVERY INC	4,359,065	$105.8M	0.45%
55	TMUST-MOBILE US INC	825,253	$105.4M	0.44%
56	BPBP PLC	3,793,951	$103.7M	0.44%	Put
57	COSTCOSTCO WHSL CORP NEW	226,600	$101.8M	0.43%	Put
58	VNTVONTIER CORPORATION	2,998,469	$100.7M	0.42%
59	7HPHP INC	3,666,982	$100.3M	0.42%
60	DRIDARDEN RESTAURANTS INC	661,601	$100.2M	0.42%	Put
61	COFCAPITAL ONE FINL CORP	604,013	$97.8M	0.41%	Put
62	UALUNITED AIRLS HLDGS INC	1,918,100	$91.2M	0.38%	Put
63	AIGAMERICAN INTL GROUP INC	1,645,866	$90.3M	0.38%
64	RXRXRECURSION PHARMACEUTICALS IN	3,923,713	$90.3M	0.38%
65	AALAMERICAN AIRLS GROUP INC	4,398,000	$90.2M	0.38%	Put
66	PYPLPAYPAL HLDGS INC	346,138	$90.1M	0.38%	Put
67	NXPINXP SEMICONDUCTORS N V	458,926	$89.9M	0.38%	Put
68	ORCLORACLE CORP	1,027,500	$89.5M	0.38%	Put
69	DALDELTA AIR LINES INC DEL	2,037,881	$86.8M	0.37%	Put
70	LRCXEURLAM RESEARCH CORP	151,600	$86.3M	0.36%	Put
71	LSXMKUSDLIBERTY MEDIA CORP DEL	1,793,961	$85.2M	0.36%
72	TJXTJX COS INC NEW	1,184,942	$78.2M	0.33%	Put
73	LLYLILLY ELI & CO	317,382	$73.3M	0.31%	Put
74	NUENUCOR CORP	729,038	$71.8M	0.30%	Put
75	CHNGUSDCHANGE HEALTHCARE INC	3,220,359	$67.4M	0.28%
76	ABBVABBVIE INC	620,443	$66.9M	0.28%	Put
77	SDGRSCHRODINGER INC	1,222,736	$66.9M	0.28%
78	DISCAUSDDISCOVERY INC	2,481,302	$63.0M	0.27%
79	XYZSQUARE INC	262,300	$62.9M	0.26%	Put
80	BKNGBOOKING HOLDINGS INC	25,700	$61.0M	0.26%	Put
81	PENNPENN NATL GAMING INC	830,921	$60.2M	0.25%	Put
82	OXYOCCIDENTAL PETE CORP	2,009,521	$59.4M	0.25%
83	ARKKARK ETF TR	533,500	$59.0M	0.25%	Put
84	UNPUNION PAC CORP	296,770	$58.2M	0.25%	Put
85	SCHWSCHWAB CHARLES CORP	755,100	$55.0M	0.23%	Put
86	KLACKLA CORP	161,412	$54.0M	0.23%	Put
87	CRWDCROWDSTRIKE HLDGS INC	219,024	$53.8M	0.23%	Put
88	AFWALIGN TECHNOLOGY INC	79,976	$53.2M	0.22%	Put
89	CCLCARNIVAL CORP	2,105,392	$52.7M	0.22%	Put
90	CROXCROCS INC	342,298	$49.1M	0.21%
91	CVSCVS HEALTH CORP	573,200	$48.6M	0.20%	Put
92	BBWIBATH & BODY WORKS INC	757,063	$47.7M	0.20%
93	INTUINTUIT	87,103	$47.0M	0.20%	Put
94	HIGHARTFORD FINL SVCS GROUP INC	667,699	$46.9M	0.20%
95	FFORD MTR CO DEL	3,269,800	$46.3M	0.20%	Put
96	SLBSCHLUMBERGER LTD	1,404,600	$41.6M	0.18%	Put
97	NETCLOUDFLARE INC	353,003	$39.8M	0.17%	Put
98	METAFACEBOOK INC	112,759	$38.3M	0.16%	Put
99	ABNBAIRBNB INC	227,100	$38.1M	0.16%	Put
100	RCLROYAL CARIBBEAN GROUP	382,675	$34.0M	0.14%	Put

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