Laurion Capital Management LP Q2 2022 Filing

Filed August 15, 2022

Portfolio Value

$6.5B

Holdings

357

Report Date

Q2 2022

Filing Type

13F-HR

All Holdings (357 positions)

#StockSharesValue% PortfolioType
1
HYGISHARES TR
11,800,000$868.6B13415.03%Put
2
BABAALIBABA GROUP HLDG LTD
4,104,016$466.5B7205.52%Put
3
SPYSPDR S&P 500 ETF TR
633,300$238.9B3689.88%Put
4
TMUST-MOBILE US INC
1,656,610$222.9B3442.26%
5
VSTVISTRA CORP
9,598,312$219.3B3387.31%
6
WBDWARNER BROS DISCOVERY INC
15,877,901$213.1B3290.92%
7
VTRSVIATRIS INC
18,421,408$192.9B2978.82%
8
LOWLOWES COS INC
1,043,742$182.3B2815.68%Put
9
HDHOME DEPOT INC
642,188$176.1B2720.28%Put
10
EFAISHARES TR
2,170,000$135.6B2094.33%Put
11
AMZNAMAZON COM INC
1,225,122$130.1B2009.68%Put
12
MSFTMICROSOFT CORP
496,403$127.5B1969.04%Put
13
TRVCCITIGROUP INC
2,500,142$115.0B1775.83%Put
14
ZMZOOM VIDEO COMMUNICATIONS IN
1,042,300$112.5B1738.09%Put
15
TXNTEXAS INSTRS INC
718,671$110.4B1705.44%Put
16
LQDISHARES TR
1,000,000$110.0B1699.35%Put
17
APDAIR PRODS & CHEMS INC
430,205$103.5B1597.81%Call
18
AVGOBROADCOM INC
207,181$100.7B1554.48%Put
19
BHCBAUSCH HEALTH COS INC
11,786,365$98.5B1521.80%Call
20
COSTCOSTCO WHSL CORP NEW
195,923$93.9B1450.25%Put
21
WMTWALMART INC
727,129$88.4B1365.35%Put
22
BMYBRISTOL-MYERS SQUIBB CO
1,090,000$83.9B1296.25%Put
23
CVXCHEVRON CORP NEW
500,000$72.4B1118.02%Call
24
BLKCHFBLACKROCK INC
115,785$70.5B1089.11%Put
25
DWDMORGAN STANLEY
912,880$69.4B1072.35%Put
26
CMGCHIPOTLE MEXICAN GRILL INC
52,300$68.4B1055.95%Put
27
GSGOLDMAN SACHS GROUP INC
228,487$67.9B1048.15%Put
28
BACBK OF AMERICA CORP
1,842,681$57.4B885.92%Put
29
INTCINTEL CORP
1,531,813$57.3B885.04%Put
30
ABBVABBVIE INC
350,000$53.6B827.92%Call
31
TSCOTRACTOR SUPPLY CO
275,936$53.5B826.12%Put
32
CSCOCISCO SYS INC
1,203,994$51.3B792.90%Put
33
AAPLAPPLE INC
362,753$49.6B765.94%Put
34
BLUBELLUS HEALTH INC NEW
5,314,339$49.1B758.40%
35
PGPROCTER AND GAMBLE CO
330,647$47.5B734.29%Put
36
ADBEADOBE SYSTEMS INCORPORATED
125,000$45.8B706.71%Put
37
JNKSPDR SER TR
500,000$45.4B700.48%Put
38
DISDISNEY WALT CO
473,400$44.7B690.17%Put
39
CMCSACOMCAST CORP NEW
1,100,404$43.2B666.89%Put
40
CLRUSDCONTINENTAL RES INC
657,948$43.0B664.06%
41
RXRXRECURSION PHARMACEUTICALS IN
4,587,274$37.3B576.71%
42
DDOMINION ENERGY INC
446,900$35.7B550.86%Call
43
ACNACCENTURE PLC IRELAND
120,603$33.5B517.17%Put
44
PYPLPAYPAL HLDGS INC
429,297$30.0B463.06%Put
45
LSXMKUSDLIBERTY MEDIA CORP DEL
803,567$29.0B447.41%
46
JPMJPMORGAN CHASE & CO
254,865$28.7B443.24%Put
47
AZNASTRAZENECA PLC
423,725$28.0B432.38%Put
48
QCOMQUALCOMM INC
215,030$27.5B424.23%Put
49
ROSTROSS STORES INC
344,905$24.2B374.10%Put
50
JNJJOHNSON & JOHNSON
131,395$23.3B360.23%
51
EXAIEUREXSCIENTIA PLC
2,132,154$23.2B358.60%
52
SBUXSTARBUCKS CORP
295,400$22.6B348.50%Put
53
AMDADVANCED MICRO DEVICES INC
292,150$22.3B345.04%Put
54
WFCWELLS FARGO CO NEW
564,696$22.1B341.62%Put
55
COPCONOCOPHILLIPS
243,795$21.9B338.17%Put
56
SDGRSCHRODINGER INC
796,961$21.0B325.07%
57
ADIANALOG DEVICES INC
139,552$20.4B314.88%Put
58
TVTXTRAVERE THERAPEUTICS INC
834,961$20.2B312.46%
59
ACRSACLARIS THERAPEUTICS INC
1,440,075$20.1B310.48%
60
GDXVANECK ETF TRUST
700,000$19.2B296.01%
61
MRVLMARVELL TECHNOLOGY INC
416,735$18.1B280.18%Put
62
XOMEXXON MOBIL CORP
200,000$17.1B264.53%Call
63
BKLNINVESCO EXCH TRADED FD TR II
831,800$16.9B260.41%Put
64
LM03LIBERTY MEDIA CORP DEL
453,733$16.4B252.55%
65
BLCOBAUSCH PLUS LOMB CORP
1,060,000$16.2B249.49%
66
TWTRUSDTWITTER INC
425,000$15.9B245.43%Put
67
LVSLAS VEGAS SANDS CORP
466,591$15.7B242.06%Put
68
BXBLACKSTONE INC
164,545$15.0B231.85%Put
69
290ACHINOOK THERAPEUTICS INC
829,750$14.5B224.13%
70
DALDELTA AIR LINES INC DEL
500,805$14.5B224.07%Call
71
HALHALLIBURTON CO
429,796$13.5B208.16%Put
72
CCKCROWN HLDGS INC
145,426$13.4B207.02%Put
73
BBIOBRIDGEBIO PHARMA INC
1,474,450$13.4B206.77%
74
TJXTJX COS INC NEW
237,211$13.2B204.61%Put
75
CATCATERPILLAR INC
72,610$13.0B200.45%Put
76
BSXBOSTON SCIENTIFIC CORP
324,781$12.1B186.96%Put
77
OXYOCCIDENTAL PETE CORP
200,000$11.8B181.87%Call
78
ORCLORACLE CORP
166,403$11.6B179.56%Put
79
NKTXNKARTA INC
866,023$10.7B164.78%
80
FTNTFORTINET INC
181,886$10.3B158.94%Put
81
IYRISHARES TR
109,700$10.1B155.83%Put
82
FISFIDELITY NATL INFORMATION SV
103,177$9.5B146.07%Put
83
SWTXSPRINGWORKS THERAPEUTICS INC
374,963$9.2B142.57%
84
CMECME GROUP INC
45,004$9.2B142.27%
85
MDTMEDTRONIC PLC
100,000$9.0B138.61%Call
86
ALTALTIMMUNE INC
763,970$8.9B138.04%
87
FDXFEDEX CORP
39,235$8.9B137.38%Put
88
KOCOCA COLA CO
141,353$8.9B137.33%Put
89
MMM3M CO
68,388$8.9B136.70%
90
PEPPEPSICO INC
52,707$8.8B135.66%
91
MAMASTERCARD INCORPORATED
26,328$8.3B128.28%Put
92
SHELSHELL PLC
150,000$7.8B121.15%Call
93
RESEARCH ALLIANCE CORP II
800,000$7.8B121.08%
94
PYXSPYXIS ONCOLOGY INC
3,170,803$7.5B116.56%
95
CVSCVS HEALTH CORP
81,258$7.5B116.28%Put
96
ZBHZIMMER BIOMET HOLDINGS INC
71,499$7.5B116.02%Put
97
IBMINTERNATIONAL BUSINESS MACHS
52,501$7.4B114.49%Put
98
EXPEEXPEDIA GROUP INC
74,799$7.1B109.55%Put
99
MDLZMONDELEZ INTL INC
113,945$7.1B109.27%
100
PEPGPEPGEN INC
664,516$6.6B101.92%
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