Laurion Capital Management LP Q3 2022 Filing

Filed November 14, 2022

Portfolio Value

$16.9T

Holdings

287

Report Date

Q3 2022

Filing Type

13F-HR

All Holdings (287 positions)

#StockSharesValue% PortfolioType
1
MSFTMICROSOFT CORP
4,010,731$934.1B5.51%Put
2
GOOGLALPHABET INC
8,379,550$801.5B4.73%Put
3
AMZNAMAZON COM INC
7,000,862$791.1B4.67%Put
4
AAPLAPPLE INC
4,990,382$689.7B4.07%Put
5
XLESELECT SECTOR SPDR TR
9,053,500$652.0B3.85%Put
6
BACBK OF AMERICA CORP
20,399,360$616.1B3.63%Put
7
BABAALIBABA GROUP HLDG LTD
7,397,676$591.7B3.49%Put
8
TRVCCITIGROUP INC
13,364,444$556.9B3.29%Put
9
GOOGALPHABET INC
5,656,493$543.9B3.21%Put
10
HYGISHARES TR
6,950,000$496.2B2.93%Put
11
SPYSPDR S&P 500 ETF TR
1,327,400$474.1B2.80%Call
12
DYHTARGET CORP
3,168,056$470.1B2.77%Put
13
JPMJPMORGAN CHASE & CO
4,457,287$465.8B2.75%Put
14
NFLXNETFLIX INC
1,949,600$459.0B2.71%Put
15
CVXCHEVRON CORP NEW
3,154,000$453.1B2.67%Put
16
HDHOME DEPOT INC
1,482,233$409.0B2.41%Put
17
XOMEXXON MOBIL CORP
4,568,900$398.9B2.35%Put
18
COSTCOSTCO WHSL CORP NEW
816,885$385.8B2.28%Put
19
DISDISNEY WALT CO
3,637,080$343.1B2.02%Put
20
TXNTEXAS INSTRS INC
1,956,600$302.8B1.79%Put
21
ADBEADOBE SYSTEMS INCORPORATED
1,068,770$294.1B1.74%Put
22
AVGOBROADCOM INC
517,048$229.6B1.35%Put
23
VSTVISTRA CORP
10,608,579$222.8B1.31%
24
CSCOCISCO SYS INC
4,947,232$197.9B1.17%Put
25
SBUXSTARBUCKS CORP
2,319,783$195.5B1.15%Put
26
ABBVABBVIE INC
1,329,900$178.5B1.05%Call
27
CMCSACOMCAST CORP NEW
5,417,098$158.9B0.94%Put
28
DEDEERE & CO
450,092$150.3B0.89%Put
29
NKENIKE INC
1,770,055$147.1B0.87%Put
30
TSMTAIWAN SEMICONDUCTOR MFG LTD
2,113,407$144.9B0.85%Put
31
GSGOLDMAN SACHS GROUP INC
491,921$144.2B0.85%Put
32
ACNACCENTURE PLC IRELAND
513,674$132.2B0.78%Put
33
VTRSVIATRIS INC
14,904,519$127.0B0.75%
34
WFCWELLS FARGO CO NEW
2,993,976$120.4B0.71%Put
35
DWDMORGAN STANLEY
1,392,035$110.0B0.65%Put
36
TMUST-MOBILE US INC
776,493$104.2B0.61%
37
BLKCHFBLACKROCK INC
183,700$101.1B0.60%Put
38
MAMASTERCARD INCORPORATED
342,300$97.3B0.57%Put
39
CRMSALESFORCE INC
670,167$96.4B0.57%Put
40
QCOMQUALCOMM INC
833,914$94.2B0.56%Put
41
TWTRUSDTWITTER INC
2,110,052$92.5B0.55%
42
BABOEING CO
727,677$88.1B0.52%Put
43
AIGAMERICAN INTL GROUP INC
1,789,064$84.9B0.50%Put
44
MMM3M CO
686,700$75.9B0.45%Put
45
GEGENERAL ELECTRIC CO
1,222,800$75.7B0.45%Put
46
BHCBAUSCH HEALTH COS INC
10,805,532$74.5B0.44%
47
EXECHESAPEAKE ENERGY CORP
742,775$70.0B0.41%Put
48
HONHONEYWELL INTL INC
398,669$66.6B0.39%Put
49
GMGENERAL MTRS CO
2,022,052$64.9B0.38%Put
50
APDAIR PRODS & CHEMS INC
276,955$64.5B0.38%Call
51
ORCLORACLE CORP
995,351$60.8B0.36%Put
52
PNCPNC FINL SVCS GROUP INC
387,123$57.8B0.34%Put
53
OXYOCCIDENTAL PETE CORP
910,837$56.0B0.33%
54
INTUINTUIT
143,695$55.7B0.33%Put
55
CLRUSDCONTINENTAL RES INC
819,448$54.7B0.32%
56
DOWDOW INC
1,232,096$54.1B0.32%Put
57
MRKMERCK & CO INC
600,000$51.7B0.30%Call
58
BMYBRISTOL-MYERS SQUIBB CO
700,570$49.8B0.29%Put
59
RXRXRECURSION PHARMACEUTICALS IN
4,587,274$48.8B0.29%
60
INTCINTEL CORP
1,861,454$48.0B0.28%Put
61
CATCATERPILLAR INC
278,123$45.6B0.27%Put
62
SCHWSCHWAB CHARLES CORP
579,297$41.6B0.25%Put
63
4I1PHILIP MORRIS INTL INC
500,000$41.5B0.24%Call
64
METAMETA PLATFORMS INC
300,000$40.7B0.24%Put
65
AZNASTRAZENECA PLC
694,985$38.1B0.22%Put
66
PGPROCTER AND GAMBLE CO
296,825$37.5B0.22%Put
67
AXPAMERICAN EXPRESS CO
276,814$37.3B0.22%Put
68
KSSKOHLS CORP
1,454,896$36.6B0.22%
69
DHRDANAHER CORPORATION
136,800$35.3B0.21%Put
70
FDXFEDEX CORP
224,917$33.4B0.20%Put
71
CMGCHIPOTLE MEXICAN GRILL INC
20,742$31.2B0.18%Put
72
GDXVANECK ETF TRUST
1,200,000$28.9B0.17%
73
UPSUNITED PARCEL SERVICE INC
175,600$28.4B0.17%Put
74
IYRISHARES TR
343,600$28.0B0.17%Put
75
ISRGINTUITIVE SURGICAL INC
148,792$27.9B0.16%Put
76
OPTUALTICE USA INC
4,755,184$27.7B0.16%
77
MARMARRIOTT INTL INC NEW
197,750$27.7B0.16%Put
78
ADPAUTOMATIC DATA PROCESSING IN
119,300$27.0B0.16%Put
79
KLACKLA CORP
82,900$25.1B0.15%Put
80
TROWPRICE T ROWE GROUP INC
238,703$25.1B0.15%Put
81
ADSKAUTODESK INC
129,442$24.2B0.14%Put
82
HALHALLIBURTON CO
974,983$24.0B0.14%Put
83
PCGPG&E CORP
1,800,404$22.5B0.13%
84
AEPAMERICAN ELEC PWR CO INC
250,000$21.6B0.13%Call
85
ETNEATON CORP PLC
155,116$20.7B0.12%Put
86
TVTXTRAVERE THERAPEUTICS INC
834,961$20.6B0.12%
87
ACRSACLARIS THERAPEUTICS INC
1,304,624$20.5B0.12%
88
BBIOBRIDGEBIO PHARMA INC
2,024,640$20.1B0.12%
89
MDTMEDTRONIC PLC
248,253$20.0B0.12%Put
90
SHELSHELL PLC
400,000$19.9B0.12%Call
91
ROSTROSS STORES INC
221,576$18.7B0.11%Put
92
IDXXIDEXX LABS INC
56,297$18.3B0.11%Put
93
AMDADVANCED MICRO DEVICES INC
287,450$18.2B0.11%Put
94
TJXTJX COS INC NEW
290,212$18.0B0.11%Put
95
EXAIEUREXSCIENTIA PLC
2,132,154$17.5B0.10%
96
KOCOCA COLA CO
306,700$17.2B0.10%Call
97
NVDANVIDIA CORPORATION
140,800$17.1B0.10%Put
98
BLUBELLUS HEALTH INC NEW
1,598,645$16.9B0.10%
99
EFAISHARES TR
296,349$16.6B0.10%
100
ADIANALOG DEVICES INC
117,800$16.4B0.10%Put
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