Laurion Capital Management LP Q1 2022 Filing

Filed May 16, 2022

Portfolio Value

$8.2B

Holdings

419

Report Date

Q1 2022

Filing Type

13F-HR

All Holdings (419 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	HYGISHARES TR	10,775,000	$886.7M	10.85%	Put
2	BABAALIBABA GROUP HLDG LTD	7,400,153	$805.1M	9.85%	Put
3	TMUST-MOBILE US INC	2,887,661	$370.6M	4.53%
4	DISCAUSDDISCOVERY INC	13,580,034	$338.4M	4.14%
5	VTRSVIATRIS INC	29,392,002	$319.8M	3.91%
6	BHCBAUSCH HEALTH COS INC	13,733,101	$313.8M	3.84%	Put
7	IFFINTERNATIONAL FLAVORS&FRAGRA	2,163,792	$284.2M	3.48%
8	MSFTMICROSOFT CORP	732,173	$225.7M	2.76%	Put
9	VSTVISTRA CORP	9,632,144	$223.9M	2.74%
10	QCOMQUALCOMM INC	1,189,203	$181.7M	2.22%
11	TXNTEXAS INSTRS INC	931,200	$170.9M	2.09%	Put
12	ZMZOOM VIDEO COMMUNICATIONS IN	1,433,100	$168.0M	2.06%	Put
13	MUMICRON TECHNOLOGY INC	1,911,834	$148.9M	1.82%
14	LOWLOWES COS INC	689,943	$139.5M	1.71%	Call
15	VVISA INC	626,100	$138.8M	1.70%	Put
16	DISCKUSDDISCOVERY INC	5,504,352	$137.4M	1.68%
17	SPYSPDR S&P 500 ETF TR	297,448	$134.3M	1.64%	Put
18	BACBK OF AMERICA CORP	2,745,809	$113.2M	1.38%	Put
19	LVSLAS VEGAS SANDS CORP	2,796,963	$108.7M	1.33%	Put
20	MAMASTERCARD INCORPORATED	265,803	$95.0M	1.16%	Put
21	ADIANALOG DEVICES INC	569,400	$94.1M	1.15%
22	LSXMKUSDLIBERTY MEDIA CORP DEL	1,893,450	$86.6M	1.06%
23	DWDMORGAN STANLEY	971,000	$84.9M	1.04%	Put
24	XOMEXXON MOBIL CORP	992,930	$82.0M	1.00%	Put
25	GSGOLDMAN SACHS GROUP INC	238,874	$78.9M	0.96%	Put
26	MRKMERCK & CO INC	923,567	$75.8M	0.93%	Call
27	LQDISHARES TR	600,000	$72.6M	0.89%	Put
28	OXYOCCIDENTAL PETE CORP	1,253,341	$71.1M	0.87%
29	DELLDELL TECHNOLOGIES INC	1,372,364	$68.9M	0.84%
30	WMTWALMART INC	450,000	$67.0M	0.82%	Call
31	AVGOBROADCOM INC	103,300	$65.0M	0.80%	Put
32	NVDANVIDIA CORPORATION	234,000	$63.9M	0.78%	Put
33	GOOGLALPHABET INC	22,100	$61.5M	0.75%	Put
34	DALDELTA AIR LINES INC DEL	1,470,000	$58.2M	0.71%
35	XLYSELECT SECTOR SPDR TR	300,000	$55.5M	0.68%	Put
36	LM03LIBERTY MEDIA CORP DEL	1,173,062	$53.6M	0.66%
37	WDAYWORKDAY INC	218,204	$52.3M	0.64%	Put
38	SBUXSTARBUCKS CORP	564,155	$51.3M	0.63%	Put
39	GEGENERAL ELECTRIC CO	535,586	$49.0M	0.60%	Call
40	FXIISHARES TR	1,220,000	$39.0M	0.48%	Put
41	HDHOME DEPOT INC	129,608	$38.8M	0.47%	Put
42	ABNB 0 03/15/26AIRBNB INC	40,000,000	$38.8M	0.47%
43	AMDADVANCED MICRO DEVICES INC	344,050	$37.6M	0.46%	Put
44	COSTCOSTCO WHSL CORP NEW	65,300	$37.6M	0.46%	Put
45	SDGRSCHRODINGER INC	1,060,667	$36.2M	0.44%
46	ACNACCENTURE PLC IRELAND	106,277	$35.8M	0.44%	Put
47	JNJJOHNSON & JOHNSON	200,000	$35.4M	0.43%	Call
48	GOOGALPHABET INC	12,500	$34.9M	0.43%	Put
49	BLUBELLUS HEALTH INC NEW	5,014,339	$34.5M	0.42%
50	HONHONEYWELL INTL INC	175,000	$34.1M	0.42%	Put
51	AMZNAMAZON COM INC	10,266	$33.5M	0.41%	Put
52	RXRXRECURSION PHARMACEUTICALS IN	4,587,274	$32.8M	0.40%
53	EXAIEUREXSCIENTIA PLC	2,132,154	$30.7M	0.38%
54	ADBEADOBE SYSTEMS INCORPORATED	61,600	$28.1M	0.34%	Put
55	CHNGUSDCHANGE HEALTHCARE INC	1,235,970	$26.9M	0.33%
56	PFEPFIZER INC	484,200	$25.1M	0.31%	Call
57	ACRSACLARIS THERAPEUTICS INC	1,440,075	$24.8M	0.30%
58	DISDISNEY WALT CO	177,584	$24.4M	0.30%	Put
59	ORCLORACLE CORP	293,200	$24.3M	0.30%	Put
60	WFCWELLS FARGO CO NEW	477,600	$23.1M	0.28%	Put
61	TVTXTRAVERE THERAPEUTICS INC	868,778	$22.4M	0.27%
62	HALHALLIBURTON CO	549,720	$20.8M	0.25%	Call
63	DYHTARGET CORP	89,700	$19.0M	0.23%	Put
64	CVXCHEVRON CORP NEW	114,400	$18.6M	0.23%	Put
65	AAPLAPPLE INC	103,077	$18.0M	0.22%	Put
66	BMYBRISTOL-MYERS SQUIBB CO	240,900	$17.6M	0.22%	Put
67	TSNTYSON FOODS INC	190,041	$17.0M	0.21%	Put
68	CSCOCISCO SYS INC	303,561	$16.9M	0.21%	Put
69	CMCSACOMCAST CORP NEW	356,890	$16.7M	0.20%	Put
70	VNTVONTIER CORPORATION	574,353	$14.6M	0.18%
71	NBIXNEUROCRINE BIOSCIENCES INC	154,068	$14.4M	0.18%
72	—SIERRA ONCOLOGY INC	425,000	$13.6M	0.17%
73	TRVCCITIGROUP INC	252,042	$13.5M	0.16%	Put
74	ABBVABBVIE INC	80,786	$13.1M	0.16%	Put
75	CZRCAESARS ENTERTAINMENT INC NE	164,366	$12.7M	0.16%	Put
76	—PROMETHEUS BIOSCIENCES INC	328,167	$12.4M	0.15%
77	290ACHINOOK THERAPEUTICS INC	754,750	$12.3M	0.15%
78	CATCATERPILLAR INC	52,947	$11.8M	0.14%	Put
79	LLYLILLY ELI & CO	40,524	$11.6M	0.14%
80	MDTMEDTRONIC PLC	104,481	$11.6M	0.14%	Call
81	NVROEURNEVRO CORP	158,917	$11.5M	0.14%
82	LRCXEURLAM RESEARCH CORP	20,000	$10.8M	0.13%	Call
83	CMECME GROUP INC	45,004	$10.7M	0.13%
84	FIGSFIGS INC	496,806	$10.7M	0.13%
85	AHCOADAPTHEALTH CORP	629,557	$10.1M	0.12%
86	SGENUSDSEAGEN INC	68,984	$9.9M	0.12%
87	KOCOCA COLA CO	158,837	$9.8M	0.12%	Put
88	RIGLUSDRIGEL PHARMACEUTICALS INC	3,284,400	$9.8M	0.12%
89	DHRDANAHER CORPORATION	33,016	$9.7M	0.12%	Call
90	BSXBOSTON SCIENTIFIC CORP	213,365	$9.4M	0.12%	Put
91	SWTXSPRINGWORKS THERAPEUTICS INC	167,384	$9.4M	0.12%
92	BKRBAKER HUGHES COMPANY	253,200	$9.2M	0.11%	Put
93	TORCEURADICET BIO INC	441,518	$8.8M	0.11%
94	GMGENERAL MTRS CO	196,757	$8.6M	0.11%	Put
95	FDXFEDEX CORP	36,600	$8.5M	0.10%	Call
96	IBMINTERNATIONAL BUSINESS MACHS	63,485	$8.3M	0.10%	Put
97	NVV1NOVAVAX INC	110,822	$8.2M	0.10%
98	—RESEARCH ALLIANCE CORP II	800,000	$7.8M	0.10%
99	BURLBURLINGTON STORES INC	42,700	$7.8M	0.10%	Put
100	AZNASTRAZENECA PLC	112,500	$7.5M	0.09%	Put

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