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)

#	Stock	Shares	Value	% Portfolio	Type
1	MSFTMICROSOFT CORP	4,010,731	$934.1M	5.51%	Put
2	GOOGLALPHABET INC	8,379,550	$801.5M	4.73%	Put
3	AMZNAMAZON COM INC	7,000,862	$791.1M	4.67%	Put
4	AAPLAPPLE INC	4,990,382	$689.7M	4.07%	Put
5	XLESELECT SECTOR SPDR TR	9,053,500	$652.0M	3.85%	Put
6	BACBK OF AMERICA CORP	20,399,360	$616.1M	3.63%	Put
7	BABAALIBABA GROUP HLDG LTD	7,397,676	$591.7M	3.49%	Put
8	TRVCCITIGROUP INC	13,364,444	$556.9M	3.29%	Put
9	GOOGALPHABET INC	5,656,493	$543.9M	3.21%	Put
10	HYGISHARES TR	6,950,000	$496.2M	2.93%	Put
11	SPYSPDR S&P 500 ETF TR	1,327,400	$474.1M	2.80%	Call
12	DYHTARGET CORP	3,168,056	$470.1M	2.77%	Put
13	JPMJPMORGAN CHASE & CO	4,457,287	$465.8M	2.75%	Put
14	NFLXNETFLIX INC	1,949,600	$459.0M	2.71%	Put
15	CVXCHEVRON CORP NEW	3,154,000	$453.1M	2.67%	Put
16	HDHOME DEPOT INC	1,482,233	$409.0M	2.41%	Put
17	XOMEXXON MOBIL CORP	4,568,900	$398.9M	2.35%	Put
18	COSTCOSTCO WHSL CORP NEW	816,885	$385.8M	2.28%	Put
19	DISDISNEY WALT CO	3,637,080	$343.1M	2.02%	Put
20	TXNTEXAS INSTRS INC	1,956,600	$302.8M	1.79%	Put
21	ADBEADOBE SYSTEMS INCORPORATED	1,068,770	$294.1M	1.74%	Put
22	AVGOBROADCOM INC	517,048	$229.6M	1.35%	Put
23	VSTVISTRA CORP	10,608,579	$222.8M	1.31%
24	CSCOCISCO SYS INC	4,947,232	$197.9M	1.17%	Put
25	SBUXSTARBUCKS CORP	2,319,783	$195.5M	1.15%	Put
26	ABBVABBVIE INC	1,329,900	$178.5M	1.05%	Call
27	CMCSACOMCAST CORP NEW	5,417,098	$158.9M	0.94%	Put
28	DEDEERE & CO	450,092	$150.3M	0.89%	Put
29	NKENIKE INC	1,770,055	$147.1M	0.87%	Put
30	TSMTAIWAN SEMICONDUCTOR MFG LTD	2,113,407	$144.9M	0.85%	Put
31	GSGOLDMAN SACHS GROUP INC	491,921	$144.2M	0.85%	Put
32	ACNACCENTURE PLC IRELAND	513,674	$132.2M	0.78%	Put
33	VTRSVIATRIS INC	14,904,519	$127.0M	0.75%
34	WFCWELLS FARGO CO NEW	2,993,976	$120.4M	0.71%	Put
35	DWDMORGAN STANLEY	1,392,035	$110.0M	0.65%	Put
36	TMUST-MOBILE US INC	776,493	$104.2M	0.61%
37	BLKCHFBLACKROCK INC	183,700	$101.1M	0.60%	Put
38	MAMASTERCARD INCORPORATED	342,300	$97.3M	0.57%	Put
39	CRMSALESFORCE INC	670,167	$96.4M	0.57%	Put
40	QCOMQUALCOMM INC	833,914	$94.2M	0.56%	Put
41	TWTRUSDTWITTER INC	2,110,052	$92.5M	0.55%
42	BABOEING CO	727,677	$88.1M	0.52%	Put
43	AIGAMERICAN INTL GROUP INC	1,789,064	$84.9M	0.50%	Put
44	MMM3M CO	686,700	$75.9M	0.45%	Put
45	GEGENERAL ELECTRIC CO	1,222,800	$75.7M	0.45%	Put
46	BHCBAUSCH HEALTH COS INC	10,805,532	$74.5M	0.44%
47	EXECHESAPEAKE ENERGY CORP	742,775	$70.0M	0.41%	Put
48	HONHONEYWELL INTL INC	398,669	$66.6M	0.39%	Put
49	GMGENERAL MTRS CO	2,022,052	$64.9M	0.38%	Put
50	APDAIR PRODS & CHEMS INC	276,955	$64.5M	0.38%	Call
51	ORCLORACLE CORP	995,351	$60.8M	0.36%	Put
52	PNCPNC FINL SVCS GROUP INC	387,123	$57.8M	0.34%	Put
53	OXYOCCIDENTAL PETE CORP	910,837	$56.0M	0.33%
54	INTUINTUIT	143,695	$55.7M	0.33%	Put
55	CLRUSDCONTINENTAL RES INC	819,448	$54.7M	0.32%
56	DOWDOW INC	1,232,096	$54.1M	0.32%	Put
57	MRKMERCK & CO INC	600,000	$51.7M	0.30%	Call
58	BMYBRISTOL-MYERS SQUIBB CO	700,570	$49.8M	0.29%	Put
59	RXRXRECURSION PHARMACEUTICALS IN	4,587,274	$48.8M	0.29%
60	INTCINTEL CORP	1,861,454	$48.0M	0.28%	Put
61	CATCATERPILLAR INC	278,123	$45.6M	0.27%	Put
62	SCHWSCHWAB CHARLES CORP	579,297	$41.6M	0.25%	Put
63	4I1PHILIP MORRIS INTL INC	500,000	$41.5M	0.24%	Call
64	METAMETA PLATFORMS INC	300,000	$40.7M	0.24%	Put
65	AZNASTRAZENECA PLC	694,985	$38.1M	0.22%	Put
66	PGPROCTER AND GAMBLE CO	296,825	$37.5M	0.22%	Put
67	AXPAMERICAN EXPRESS CO	276,814	$37.3M	0.22%	Put
68	KSSKOHLS CORP	1,454,896	$36.6M	0.22%
69	DHRDANAHER CORPORATION	136,800	$35.3M	0.21%	Put
70	FDXFEDEX CORP	224,917	$33.4M	0.20%	Put
71	CMGCHIPOTLE MEXICAN GRILL INC	20,742	$31.2M	0.18%	Put
72	GDXVANECK ETF TRUST	1,200,000	$28.9M	0.17%
73	UPSUNITED PARCEL SERVICE INC	175,600	$28.4M	0.17%	Put
74	IYRISHARES TR	343,600	$28.0M	0.17%	Put
75	ISRGINTUITIVE SURGICAL INC	148,792	$27.9M	0.16%	Put
76	OPTUALTICE USA INC	4,755,184	$27.7M	0.16%
77	MARMARRIOTT INTL INC NEW	197,750	$27.7M	0.16%	Put
78	ADPAUTOMATIC DATA PROCESSING IN	119,300	$27.0M	0.16%	Put
79	KLACKLA CORP	82,900	$25.1M	0.15%	Put
80	TROWPRICE T ROWE GROUP INC	238,703	$25.1M	0.15%	Put
81	ADSKAUTODESK INC	129,442	$24.2M	0.14%	Put
82	HALHALLIBURTON CO	974,983	$24.0M	0.14%	Put
83	PCGPG&E CORP	1,800,404	$22.5M	0.13%
84	AEPAMERICAN ELEC PWR CO INC	250,000	$21.6M	0.13%	Call
85	ETNEATON CORP PLC	155,116	$20.7M	0.12%	Put
86	TVTXTRAVERE THERAPEUTICS INC	834,961	$20.6M	0.12%
87	ACRSACLARIS THERAPEUTICS INC	1,304,624	$20.5M	0.12%
88	BBIOBRIDGEBIO PHARMA INC	2,024,640	$20.1M	0.12%
89	MDTMEDTRONIC PLC	248,253	$20.0M	0.12%	Put
90	SHELSHELL PLC	400,000	$19.9M	0.12%	Call
91	ROSTROSS STORES INC	221,576	$18.7M	0.11%	Put
92	IDXXIDEXX LABS INC	56,297	$18.3M	0.11%	Put
93	AMDADVANCED MICRO DEVICES INC	287,450	$18.2M	0.11%	Put
94	TJXTJX COS INC NEW	290,212	$18.0M	0.11%	Put
95	EXAIEUREXSCIENTIA PLC	2,132,154	$17.5M	0.10%
96	KOCOCA COLA CO	306,700	$17.2M	0.10%	Call
97	NVDANVIDIA CORPORATION	140,800	$17.1M	0.10%	Put
98	BLUBELLUS HEALTH INC NEW	1,598,645	$16.9M	0.10%
99	EFAISHARES TR	296,349	$16.6M	0.10%
100	ADIANALOG DEVICES INC	117,800	$16.4M	0.10%	Put

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