Laurion Capital Management LP Q4 2021 Filing
Filed February 14, 2022
Portfolio Value
$9.9B
Holdings
396
Report Date
Q4 2021
Filing Type
13F-HR
All Holdings (396 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | BABAALIBABA GROUP HLDG LTD | 10,151,895 | $1.2T | 12191.72% | Put |
| 2 | HYGISHARES TR | 10,112,100 | $879.9B | 8895.02% | Put |
| 3 | IFFINTERNATIONAL FLAVORS&FRAGRA | 3,270,839 | $492.8B | 4981.55% | |
| 4 | VTRSVIATRIS INC | 34,294,214 | $464.0B | 4690.88% | |
| 5 | MPCMARATHON PETE CORP | 6,605,516 | $422.7B | 4273.21% | Put |
| 6 | EBAEBAY INC. | 4,439,104 | $295.2B | 2984.37% | Put |
| 7 | VMWEURVMWARE INC | 2,491,197 | $288.7B | 2918.46% | |
| 8 | BHCBAUSCH HEALTH COS INC | 9,689,643 | $267.5B | 2704.66% | |
| 9 | TMUST-MOBILE US INC | 2,300,329 | $266.8B | 2697.18% | |
| 10 | ZMZOOM VIDEO COMMUNICATIONS IN | 1,363,436 | $250.8B | 2535.00% | Put |
| 11 | PCGPG&E CORP | 17,338,304 | $210.5B | 2127.95% | |
| 12 | MSFTMICROSOFT CORP | 542,300 | $182.4B | 1843.87% | Put |
| 13 | WTWWILLIS TOWERS WATSON PLC LTD | 730,463 | $173.5B | 1753.80% | |
| 14 | DISCAUSDDISCOVERY INC | 6,762,571 | $159.2B | 1609.37% | |
| 15 | DELLDELL TECHNOLOGIES INC | 2,745,954 | $154.2B | 1559.31% | |
| 16 | OXYOCCIDENTAL PETE CORP | 5,080,754 | $147.3B | 1489.06% | |
| 17 | BACBK OF AMERICA CORP | 3,150,900 | $140.2B | 1417.16% | Put |
| 18 | SWKSTANLEY BLACK & DECKER INC | 712,524 | $134.4B | 1358.70% | |
| 19 | AAPLAPPLE INC | 745,296 | $132.3B | 1337.95% | Put |
| 20 | HONHONEYWELL INTL INC | 596,305 | $124.3B | 1256.99% | Put |
| 21 | LSXMKUSDLIBERTY MEDIA CORP DEL | 2,083,626 | $106.0B | 1071.15% | |
| 22 | AIGAMERICAN INTL GROUP INC | 1,810,423 | $102.9B | 1040.70% | |
| 23 | TRVCCITIGROUP INC | 1,317,270 | $79.6B | 804.24% | Put |
| 24 | DISCKUSDDISCOVERY INC | 3,005,722 | $68.8B | 695.86% | |
| 25 | RXRXRECURSION PHARMACEUTICALS IN | 3,923,713 | $67.2B | 679.50% | |
| 26 | VNTVONTIER CORPORATION | 2,143,288 | $65.9B | 665.85% | |
| 27 | LM03LIBERTY MEDIA CORP DEL | 1,289,501 | $65.6B | 662.90% | |
| 28 | CHNGUSDCHANGE HEALTHCARE INC | 2,916,682 | $62.4B | 630.42% | |
| 29 | VSCOVICTORIAS SECRET AND CO | 1,117,431 | $62.1B | 627.43% | |
| 30 | NVDANVIDIA CORPORATION | 204,500 | $60.1B | 608.04% | Put |
| 31 | XPXP INC | 1,960,002 | $56.3B | 569.48% | |
| 32 | XOMEXXON MOBIL CORP | 908,800 | $55.6B | 562.22% | Put |
| 33 | XYZBLOCK INC | 336,901 | $54.4B | 550.09% | Put |
| 34 | XLESELECT SECTOR SPDR TR | 979,000 | $54.3B | 549.32% | Put |
| 35 | AXPAMERICAN EXPRESS CO | 327,976 | $53.7B | 542.44% | Put |
| 36 | DALDELTA AIR LINES INC DEL | 1,354,706 | $52.9B | 535.23% | Call |
| 37 | AVGOBROADCOM INC | 78,800 | $52.4B | 530.10% | Put |
| 38 | MRKMERCK & CO INC | 679,368 | $52.1B | 526.38% | Put |
| 39 | COSTCOSTCO WHSL CORP NEW | 87,100 | $49.4B | 499.89% | Put |
| 40 | COPCONOCOPHILLIPS | 669,094 | $48.3B | 488.24% | Put |
| 41 | UBERUBER TECHNOLOGIES INC | 1,077,398 | $45.2B | 456.71% | Put |
| 42 | LOWLOWES COS INC | 172,497 | $44.6B | 450.76% | |
| 43 | CSCOCISCO SYS INC | 697,107 | $44.2B | 446.59% | Put |
| 44 | VSTVISTRA CORP | 1,909,077 | $43.5B | 439.47% | |
| 45 | LRCXEURLAM RESEARCH CORP | 59,500 | $42.8B | 432.58% | Put |
| 46 | EXAIEUREXSCIENTIA PLC | 2,132,154 | $42.1B | 425.93% | |
| 47 | JPMJPMORGAN CHASE & CO | 260,539 | $41.3B | 417.10% | Put |
| 48 | SDGRSCHRODINGER INC | 1,097,859 | $38.2B | 386.57% | |
| 49 | CROXCROCS INC | 292,458 | $37.5B | 379.10% | |
| 50 | WFCWELLS FARGO CO NEW | 732,860 | $35.2B | 355.50% | Put |
| 51 | FXIISHARES TR | 955,416 | $34.9B | 353.32% | Put |
| 52 | CMCSACOMCAST CORP NEW | 680,406 | $34.2B | 346.20% | Put |
| 53 | TXNTEXAS INSTRS INC | 170,333 | $32.1B | 324.56% | Put |
| 54 | GOOGLALPHABET INC | 11,000 | $31.9B | 322.18% | Put |
| 55 | ARNAEURARENA PHARMACEUTICALS INC | 337,105 | $31.3B | 316.75% | |
| 56 | AMATAPPLIED MATLS INC | 196,200 | $30.9B | 312.15% | Put |
| 57 | BLUBELLUS HEALTH INC NEW | 3,744,119 | $30.1B | 304.72% | |
| 58 | CATCATERPILLAR INC | 145,506 | $30.1B | 304.12% | Put |
| 59 | CRMSALESFORCE COM INC | 117,700 | $29.9B | 302.38% | Put |
| 60 | OPTUALTICE USA INC | 1,836,245 | $29.7B | 300.36% | |
| 61 | TVTXTRAVERE THERAPEUTICS INC | 908,951 | $28.2B | 285.23% | |
| 62 | KDKYNDRYL HLDGS INC | 1,533,303 | $27.8B | 280.57% | |
| 63 | GOOGALPHABET INC | 9,500 | $27.5B | 277.90% | Put |
| 64 | LNCLINCOLN NATL CORP IND | 390,775 | $26.7B | 269.68% | |
| 65 | PYPLPAYPAL HLDGS INC | 140,085 | $26.4B | 267.07% | Put |
| 66 | LLYLILLY ELI & CO | 92,447 | $25.5B | 258.15% | Put |
| 67 | BABOEING CO | 122,300 | $24.6B | 248.91% | Put |
| 68 | HALHALLIBURTON CO | 1,074,720 | $24.6B | 248.50% | Put |
| 69 | DWDMORGAN STANLEY | 250,200 | $24.6B | 248.29% | Put |
| 70 | DEDEERE & CO | 67,100 | $23.0B | 232.61% | Put |
| 71 | CVXCHEVRON CORP NEW | 193,900 | $22.8B | 230.05% | Put |
| 72 | FCXFREEPORT-MCMORAN INC | 500,000 | $20.9B | 210.94% | Call |
| 73 | HDHOME DEPOT INC | 50,200 | $20.8B | 210.63% | Put |
| 74 | XLFSELECT SECTOR SPDR TR | 524,145 | $20.5B | 206.93% | Put |
| 75 | RCLROYAL CARIBBEAN GROUP | 265,000 | $20.4B | 206.02% | Put |
| 76 | PENNPENN NATL GAMING INC | 390,875 | $20.3B | 204.88% | Put |
| 77 | DYHTARGET CORP | 85,600 | $19.8B | 200.28% | Put |
| 78 | SLBSCHLUMBERGER LTD | 659,500 | $19.8B | 199.69% | Put |
| 79 | CCLCARNIVAL CORP | 950,000 | $19.1B | 193.24% | Put |
| 80 | CCCCC4 THERAPEUTICS INC | 581,028 | $18.7B | 189.14% | |
| 81 | PGPROCTER AND GAMBLE CO | 110,000 | $18.0B | 181.91% | Call |
| 82 | QCOMQUALCOMM INC | 97,900 | $17.9B | 181.00% | Put |
| 83 | USX1UNITED STATES STL CORP NEW | 750,000 | $17.9B | 180.54% | Call |
| 84 | NEE 6.219 09/01/23NEXTERA ENERGY INC | 300,000 | $17.4B | 175.64% | |
| 85 | —ICOSAVAX INC | 750,000 | $17.2B | 173.48% | |
| 86 | TSNTYSON FOODS INC | 193,841 | $16.9B | 170.80% | Put |
| 87 | ACRSACLARIS THERAPEUTICS INC | 1,115,075 | $16.2B | 163.91% | |
| 88 | BHPBHP GROUP LTD | 262,929 | $15.9B | 160.43% | Put |
| 89 | ABBVABBVIE INC | 117,200 | $15.9B | 160.43% | Put |
| 90 | PXDEURPIONEER NAT RES CO | 87,192 | $15.9B | 160.33% | Put |
| 91 | SCHWSCHWAB CHARLES CORP | 181,900 | $15.3B | 154.66% | Put |
| 92 | PCG 5.5 08/16/23PG&E CORP | 130,000 | $15.0B | 152.03% | |
| 93 | BKRBAKER HUGHES COMPANY | 623,184 | $15.0B | 151.58% | Put |
| 94 | COFCAPITAL ONE FINL CORP | 101,274 | $14.7B | 148.58% | Put |
| 95 | LTHM 4.125 07/15/25LIVENT CORP | 5,000,000 | $14.6B | 148.01% | |
| 96 | GSGOLDMAN SACHS GROUP INC | 36,968 | $14.1B | 142.97% | Put |
| 97 | RTXRAYTHEON TECHNOLOGIES CORP | 161,500 | $13.9B | 140.50% | Put |
| 98 | FISFIDELITY NATL INFORMATION SV | 124,426 | $13.6B | 137.30% | Put |
| 99 | —PROMETHEUS BIOSCIENCES INC | 328,167 | $13.0B | 131.18% | |
| 100 | PYXSPYXIS ONCOLOGY INC | 1,162,332 | $12.8B | 128.91% |
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