Laurion Capital Management LP Q2 2021 Filing

Filed August 13, 2021

Portfolio Value

$18.0B

Holdings

513

Report Date

Q2 2021

Filing Type

13F-HR

All Holdings (513 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	IWMISHARES TR	9,560,000	$2.2B	12.18%	Put
2	BABAALIBABA GROUP HLDG LTD	8,811,927	$2.0B	11.10%	Put
3	IFFINTERNATIONAL FLAVORS&FRAGRA	3,584,872	$535.6M	2.97%
4	VTRSVIATRIS INC	32,829,995	$469.1M	2.61%
5	MPCMARATHON PETE CORP	7,668,768	$463.3M	2.57%	Put
6	TRVCCITIGROUP INC	5,815,401	$411.4M	2.29%	Put
7	XLESELECT SECTOR SPDR TR	7,432,001	$400.4M	2.22%	Put
8	LQDISHARES TR	2,702,400	$363.1M	2.02%	Put
9	BACBK OF AMERICA CORP	8,636,600	$356.1M	1.98%	Put
10	WFCWELLS FARGO CO NEW	7,849,300	$355.5M	1.97%	Put
11	MRKMERCK & CO INC	4,283,334	$333.1M	1.85%	Put
12	WTWWILLIS TOWERS WATSON PLC LTD	1,338,535	$307.9M	1.71%
13	JDJD.COM INC	3,225,000	$257.4M	1.43%
14	XOMEXXON MOBIL CORP	4,003,100	$252.5M	1.40%	Put
15	FXIISHARES TR	5,130,000	$237.7M	1.32%	Put
16	TSMTAIWAN SEMICONDUCTOR MFG LTD	1,659,500	$199.4M	1.11%	Put
17	BHCBAUSCH HEALTH COS INC	6,795,402	$199.2M	1.11%
18	XBISPDR SER TR	1,459,600	$197.6M	1.10%	Put
19	SPYSPDR S&P 500 ETF TR	435,800	$186.5M	1.04%	Put
20	GSGOLDMAN SACHS GROUP INC	488,700	$185.5M	1.03%	Put
21	HDHOME DEPOT INC	557,908	$177.9M	0.99%	Put
22	MUMICRON TECHNOLOGY INC	2,061,100	$175.2M	0.97%	Put
23	HYGISHARES TR	1,950,000	$171.7M	0.95%	Put
24	ARKKARK ETF TR	1,310,000	$171.3M	0.95%	Put
25	DWDMORGAN STANLEY	1,859,590	$170.5M	0.95%	Put
26	QCOMQUALCOMM INC	1,178,906	$168.5M	0.94%	Put
27	MSFTMICROSOFT CORP	611,200	$165.6M	0.92%	Put
28	DISCKUSDDISCOVERY INC	5,611,512	$162.6M	0.90%
29	AMATAPPLIED MATLS INC	1,087,000	$154.8M	0.86%	Put
30	RXRXRECURSION PHARMACEUTICALS IN	3,858,617	$140.8M	0.78%
31	TAT&T INC	4,864,600	$140.0M	0.78%	Call
32	BKNGBOOKING HOLDINGS INC	63,570	$139.1M	0.77%	Put
33	CRMSALESFORCE COM INC	567,253	$138.6M	0.77%	Put
34	FDXFEDEX CORP	450,345	$134.3M	0.75%	Put
35	VNTVONTIER CORPORATION	4,101,417	$133.6M	0.74%
36	METAFACEBOOK INC	378,191	$131.5M	0.73%	Put
37	LRCXEURLAM RESEARCH CORP	201,000	$130.8M	0.73%	Put
38	BLKCHFBLACKROCK INC	148,400	$129.8M	0.72%	Put
39	CHNGUSDCHANGE HEALTHCARE INC	5,430,716	$125.1M	0.69%
40	PYPLPAYPAL HLDGS INC	423,500	$123.4M	0.69%	Put
41	DPZDOMINOS PIZZA INC	246,551	$115.0M	0.64%
42	USBUS BANCORP DEL	2,000,678	$114.0M	0.63%	Put
43	AVGOBROADCOM INC	222,580	$106.1M	0.59%	Put
44	LOWLOWES COS INC	511,596	$99.2M	0.55%	Put
45	INTCINTEL CORP	1,767,485	$99.2M	0.55%	Put
46	XYZSQUARE INC	406,200	$99.0M	0.55%	Put
47	SPGSIMON PPTY GROUP INC NEW	747,748	$97.6M	0.54%	Put
48	RTXRAYTHEON TECHNOLOGIES CORP	1,128,557	$96.3M	0.53%	Put
49	TXNTEXAS INSTRS INC	499,000	$96.0M	0.53%	Put
50	VMWEURVMWARE INC	580,204	$92.8M	0.52%
51	SDGRSCHRODINGER INC	1,204,713	$91.1M	0.51%
52	FCXFREEPORT-MCMORAN INC	2,453,785	$91.1M	0.51%	Put
53	HONHONEYWELL INTL INC	401,205	$88.0M	0.49%	Put
54	7HPHP INC	2,847,816	$86.0M	0.48%
55	MRNAMODERNA INC	335,000	$78.7M	0.44%	Put
56	SLVISHARES SILVER TR	3,200,000	$77.5M	0.43%
57	AFWALIGN TECHNOLOGY INC	126,141	$77.1M	0.43%	Put
58	OXYOCCIDENTAL PETE CORP	2,422,930	$75.8M	0.42%	Put
59	MCKMCKESSON CORP	386,862	$74.0M	0.41%
60	DEDEERE & CO	206,693	$72.9M	0.40%	Put
61	FISFIDELITY NATL INFORMATION SV	500,000	$70.8M	0.39%	Call
62	MARMARRIOTT INTL INC NEW	508,600	$69.4M	0.39%	Put
63	ADBEADOBE SYSTEMS INCORPORATED	116,869	$68.4M	0.38%	Put
64	DALDELTA AIR LINES INC DEL	1,522,151	$65.8M	0.37%	Put
65	NKENIKE INC	417,200	$64.5M	0.36%	Call
66	GEGENERAL ELECTRIC CO	4,734,432	$63.7M	0.35%	Put
67	CRWDCROWDSTRIKE HLDGS INC	248,200	$62.4M	0.35%	Put
68	EXPEEXPEDIA GROUP INC	377,056	$61.7M	0.34%	Put
69	STNESTONECO LTD	854,545	$57.3M	0.32%	Put
70	MAMASTERCARD INCORPORATED	149,623	$54.6M	0.30%	Put
71	GOOGLALPHABET INC	21,800	$53.2M	0.30%	Put
72	AXPAMERICAN EXPRESS CO	320,704	$53.0M	0.29%	Put
73	SMHVANECK VECTORS ETF TR	200,000	$52.4M	0.29%	Put
74	XLNXEURXILINX INC	357,606	$51.7M	0.29%
75	LSXMKUSDLIBERTY MEDIA CORP DEL	1,106,451	$51.3M	0.29%
76	SLBSCHLUMBERGER LTD	1,599,700	$51.2M	0.28%	Put
77	CVXCHEVRON CORP NEW	484,559	$50.8M	0.28%	Put
78	GOOGALPHABET INC	19,800	$49.6M	0.28%	Put
79	OGNORGANON & CO	1,639,177	$49.6M	0.28%
80	DISDISNEY WALT CO	281,781	$49.5M	0.28%	Put
81	COFCAPITAL ONE FINL CORP	295,911	$45.8M	0.25%	Put
82	EDUNEW ORIENTAL ED & TECHNOLOGY	5,500,000	$45.0M	0.25%
83	HIGHARTFORD FINL SVCS GROUP INC	679,399	$42.1M	0.23%
84	JPMJPMORGAN CHASE & CO	261,069	$40.6M	0.23%	Call
85	BXBLACKSTONE GROUP INC	409,538	$39.8M	0.22%	Put
86	ZZILLOW GROUP INC	312,200	$38.2M	0.21%	Put
87	AAPLAPPLE INC	272,426	$37.3M	0.21%	Put
88	MRVLMARVELL TECHNOLOGY INC	608,500	$35.5M	0.20%	Put
89	NVDANVIDIA CORPORATION	42,360	$33.9M	0.19%	Put
90	ROKUROKU INC	69,800	$32.1M	0.18%	Put
91	BMRNBIOMARIN PHARMACEUTICAL INC	379,356	$31.7M	0.18%
92	CCCCC4 THERAPEUTICS INC	815,404	$30.9M	0.17%
93	PNCPNC FINL SVCS GROUP INC	161,418	$30.8M	0.17%	Put
94	VOYAVOYA FINANCIAL INC	500,036	$30.8M	0.17%
95	AJGGALLAGHER ARTHUR J & CO	197,700	$27.7M	0.15%
96	DOYUDOUYU INTL HLDGS LTD	3,988,230	$27.3M	0.15%
97	—KADMON HLDGS INC	6,993,876	$27.1M	0.15%
98	SESEA LTD	97,800	$26.9M	0.15%	Put
99	SCHWSCHWAB CHARLES CORP	356,700	$26.0M	0.14%	Put
100	WYNNWYNN RESORTS LTD	208,747	$25.5M	0.14%	Put

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