Laurion Capital Management LP Q3 2022 Filing

Filed November 14, 2022

Portfolio Value

$16.9B

Holdings

287

Report Date

Q3 2022

Filing Type

13F-HR

All Holdings (287 positions)

#StockSharesValue% PortfolioType
1
MSFTMICROSOFT CORP
4,010,731$934.1B5511.18%Put
2
GOOGLALPHABET INC
8,379,550$801.5B4728.85%Put
3
AMZNAMAZON COM INC
7,000,862$791.1B4667.48%Put
4
AAPLAPPLE INC
4,990,382$689.7B4069.05%Put
5
XLESELECT SECTOR SPDR TR
9,053,500$652.0B3846.97%Put
6
BACBK OF AMERICA CORP
20,399,360$616.1B3634.75%Put
7
BABAALIBABA GROUP HLDG LTD
7,397,676$591.7B3491.27%Put
8
TRVCCITIGROUP INC
13,364,444$556.9B3285.68%Put
9
GOOGALPHABET INC
5,656,493$543.9B3208.85%Put
10
HYGISHARES TR
6,950,000$496.2B2927.34%Put
11
SPYSPDR S&P 500 ETF TR
1,327,400$474.1B2797.31%Call
12
DYHTARGET CORP
3,168,056$470.1B2773.63%Put
13
JPMJPMORGAN CHASE & CO
4,457,287$465.8B2748.14%Put
14
NFLXNETFLIX INC
1,949,600$459.0B2708.17%Put
15
CVXCHEVRON CORP NEW
3,154,000$453.1B2673.49%Put
16
HDHOME DEPOT INC
1,482,233$409.0B2413.13%Put
17
XOMEXXON MOBIL CORP
4,568,900$398.9B2353.58%Put
18
COSTCOSTCO WHSL CORP NEW
816,885$385.8B2276.14%Put
19
DISDISNEY WALT CO
3,637,080$343.1B2024.21%Put
20
TXNTEXAS INSTRS INC
1,956,600$302.8B1786.77%Put
21
ADBEADOBE SYSTEMS INCORPORATED
1,068,770$294.1B1735.34%Put
22
AVGOBROADCOM INC
517,048$229.6B1354.49%Put
23
VSTVISTRA CORP
10,608,579$222.8B1314.40%
24
CSCOCISCO SYS INC
4,947,232$197.9B1167.54%Put
25
SBUXSTARBUCKS CORP
2,319,783$195.5B1153.23%Put
26
ABBVABBVIE INC
1,329,900$178.5B1053.06%Call
27
CMCSACOMCAST CORP NEW
5,417,098$158.9B937.41%Put
28
DEDEERE & CO
450,092$150.3B886.66%Put
29
NKENIKE INC
1,770,055$147.1B868.05%Put
30
TSMTAIWAN SEMICONDUCTOR MFG LTD
2,113,407$144.9B854.88%Put
31
GSGOLDMAN SACHS GROUP INC
491,921$144.2B850.51%Put
32
ACNACCENTURE PLC IRELAND
513,674$132.2B779.78%Put
33
VTRSVIATRIS INC
14,904,519$127.0B749.22%
34
WFCWELLS FARGO CO NEW
2,993,976$120.4B710.45%Put
35
DWDMORGAN STANLEY
1,392,035$110.0B648.90%Put
36
TMUST-MOBILE US INC
776,493$104.2B614.67%
37
BLKCHFBLACKROCK INC
183,700$101.1B596.41%Put
38
MAMASTERCARD INCORPORATED
342,300$97.3B574.25%Put
39
CRMSALESFORCE INC
670,167$96.4B568.73%Put
40
QCOMQUALCOMM INC
833,914$94.2B555.87%Put
41
TWTRUSDTWITTER INC
2,110,052$92.5B545.78%
42
BABOEING CO
727,677$88.1B519.84%Put
43
AIGAMERICAN INTL GROUP INC
1,789,064$84.9B501.17%Put
44
MMM3M CO
686,700$75.9B447.70%Put
45
GEGENERAL ELECTRIC CO
1,222,800$75.7B446.65%Put
46
BHCBAUSCH HEALTH COS INC
10,805,532$74.5B439.25%
47
EXECHESAPEAKE ENERGY CORP
742,775$70.0B412.86%Put
48
HONHONEYWELL INTL INC
398,669$66.6B392.73%Put
49
GMGENERAL MTRS CO
2,022,052$64.9B382.83%Put
50
APDAIR PRODS & CHEMS INC
276,955$64.5B380.29%Call
51
ORCLORACLE CORP
995,351$60.8B358.62%Put
52
PNCPNC FINL SVCS GROUP INC
387,123$57.8B341.28%Put
53
OXYOCCIDENTAL PETE CORP
910,837$56.0B330.23%
54
INTUINTUIT
143,695$55.7B328.39%Put
55
CLRUSDCONTINENTAL RES INC
819,448$54.7B323.01%
56
DOWDOW INC
1,232,096$54.1B319.33%Put
57
MRKMERCK & CO INC
600,000$51.7B304.86%Call
58
BMYBRISTOL-MYERS SQUIBB CO
700,570$49.8B293.84%Put
59
RXRXRECURSION PHARMACEUTICALS IN
4,587,274$48.8B287.97%
60
INTCINTEL CORP
1,861,454$48.0B283.03%Put
61
CATCATERPILLAR INC
278,123$45.6B269.24%Put
62
SCHWSCHWAB CHARLES CORP
579,297$41.6B245.65%Put
63
4I1PHILIP MORRIS INTL INC
500,000$41.5B244.88%Call
64
METAMETA PLATFORMS INC
300,000$40.7B240.15%Put
65
AZNASTRAZENECA PLC
694,985$38.1B224.87%Put
66
PGPROCTER AND GAMBLE CO
296,825$37.5B221.10%Put
67
AXPAMERICAN EXPRESS CO
276,814$37.3B220.34%Put
68
KSSKOHLS CORP
1,454,896$36.6B215.89%
69
DHRDANAHER CORPORATION
136,800$35.3B208.47%Put
70
FDXFEDEX CORP
224,917$33.4B197.02%Put
71
CMGCHIPOTLE MEXICAN GRILL INC
20,742$31.2B183.90%Put
72
GDXVANECK ETF TRUST
1,200,000$28.9B170.77%
73
UPSUNITED PARCEL SERVICE INC
175,600$28.4B167.36%Put
74
IYRISHARES TR
343,600$28.0B165.06%Put
75
ISRGINTUITIVE SURGICAL INC
148,792$27.9B164.55%Put
76
OPTUALTICE USA INC
4,755,184$27.7B163.57%
77
MARMARRIOTT INTL INC NEW
197,750$27.7B163.50%Put
78
ADPAUTOMATIC DATA PROCESSING IN
119,300$27.0B159.21%Put
79
KLACKLA CORP
82,900$25.1B148.02%Put
80
TROWPRICE T ROWE GROUP INC
238,703$25.1B147.89%Put
81
ADSKAUTODESK INC
129,442$24.2B142.66%Put
82
HALHALLIBURTON CO
974,983$24.0B141.62%Put
83
PCGPG&E CORP
1,800,404$22.5B132.78%
84
AEPAMERICAN ELEC PWR CO INC
250,000$21.6B127.52%Call
85
ETNEATON CORP PLC
155,116$20.7B122.05%Put
86
TVTXTRAVERE THERAPEUTICS INC
834,961$20.6B121.38%
87
ACRSACLARIS THERAPEUTICS INC
1,304,624$20.5B121.16%
88
BBIOBRIDGEBIO PHARMA INC
2,024,640$20.1B118.74%
89
MDTMEDTRONIC PLC
248,253$20.0B118.27%Put
90
SHELSHELL PLC
400,000$19.9B117.43%Call
91
ROSTROSS STORES INC
221,576$18.7B110.17%Put
92
IDXXIDEXX LABS INC
56,297$18.3B108.21%Put
93
AMDADVANCED MICRO DEVICES INC
287,450$18.2B107.46%Put
94
TJXTJX COS INC NEW
290,212$18.0B106.36%Put
95
EXAIEUREXSCIENTIA PLC
2,132,154$17.5B103.28%
96
KOCOCA COLA CO
306,700$17.2B101.37%Call
97
NVDANVIDIA CORPORATION
140,800$17.1B100.84%Put
98
BLUBELLUS HEALTH INC NEW
1,598,645$16.9B99.60%
99
EFAISHARES TR
296,349$16.6B97.93%
100
ADIANALOG DEVICES INC
117,800$16.4B96.84%Put
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