Laurion Capital Management LP Q4 2022 Filing

Filed February 14, 2023

Portfolio Value

$21.4B

Holdings

256

Report Date

Q4 2022

Filing Type

13F-HR

All Holdings (256 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AMZNAMAZON COM INC	15,770,415	$1.3B	6.18%	Put
2	AAPLAPPLE INC	8,981,277	$1.2B	5.45%	Put
3	JPMJPMORGAN CHASE & CO	8,269,400	$1.1B	5.18%	Put
4	—AMYRIS INC	3,500,000	$1.0B	4.67%
5	ATOSEURATOSSA THERAPEUTICS INC	2,225,800	$1.0B	4.67%
6	MSFTMICROSOFT CORP	3,975,950	$952.0M	4.45%	Put
7	HYGISHARES TR	12,175,000	$895.0M	4.18%	Put
8	—CODIAK BIOSCIENCES INC	2,013,300	$800.5M	3.74%
9	GOOGLALPHABET INC	8,505,710	$749.0M	3.50%	Put
10	NVDANVIDIA CORPORATION	5,104,257	$745.0M	3.48%	Put
11	MEIPUSDMEI PHARMA INC	2,576,900	$627.7M	2.93%
12	GOOGALPHABET INC	6,780,712	$599.0M	2.80%	Put
13	ADBEADOBE SYSTEMS INCORPORATED	1,723,500	$579.0M	2.71%	Put
14	BABAALIBABA GROUP HLDG LTD	6,506,708	$571.0M	2.67%	Put
15	MBIOUSDMUSTANG BIO INC	1,445,600	$570.9M	2.67%
16	BACBANK AMERICA CORP	17,055,676	$564.0M	2.64%	Put
17	TRVCCITIGROUP INC	10,731,714	$485.0M	2.27%	Put
18	UNPUNION PAC CORP	2,146,750	$444.0M	2.08%	Put
19	CMCSACOMCAST CORP NEW	12,488,050	$435.0M	2.03%	Put
20	HDHOME DEPOT INC	1,296,300	$408.0M	1.91%	Put
21	SPYSPDR S&P 500 ETF TR	962,300	$368.0M	1.72%	Call
22	NKENIKE INC	3,042,700	$355.0M	1.66%	Put
23	CSCOCISCO SYS INC	7,386,600	$350.0M	1.64%	Put
24	DISDISNEY WALT CO	3,213,293	$277.0M	1.29%	Put
25	COSTCOSTCO WHSL CORP NEW	601,927	$273.0M	1.28%	Put
26	DEDEERE & CO	629,400	$268.0M	1.25%	Put
27	XOMEXXON MOBIL CORP	2,388,600	$262.0M	1.22%	Put
28	TXNTEXAS INSTRS INC	1,531,300	$252.0M	1.18%	Put
29	VSTVISTRA CORP	10,275,191	$238.0M	1.11%
30	—MAGENTA THERAPEUTICS INC	582,300	$230.0M	1.08%
31	VTRSVIATRIS INC	19,974,250	$222.0M	1.04%
32	BABOEING CO	1,074,600	$204.0M	0.95%	Put
33	XLESELECT SECTOR SPDR TR	2,347,900	$204.0M	0.95%	Put
34	CVXCHEVRON CORP NEW	1,138,200	$203.0M	0.95%	Put
35	—APPLIED MOLECULAR TRANS INC	481,600	$202.3M	0.95%
36	ATVIEURACTIVISION BLIZZARD INC	2,573,244	$196.0M	0.92%
37	INTCINTEL CORP	6,945,690	$182.0M	0.85%	Put
38	QCOMQUALCOMM INC	1,587,097	$172.0M	0.80%	Put
39	SBUXSTARBUCKS CORP	1,711,200	$169.0M	0.79%	Put
40	ACNACCENTURE PLC IRELAND	610,163	$162.0M	0.76%	Put
41	ABBVABBVIE INC	1,000,000	$161.0M	0.75%	Put
42	MAMASTERCARD INCORPORATED	448,400	$155.0M	0.72%	Put
43	AMTAMERICAN TOWER CORP NEW	719,841	$150.0M	0.70%	Put
44	GMGENERAL MTRS CO	4,504,744	$150.0M	0.70%	Put
45	METAMETA PLATFORMS INC	1,235,214	$147.0M	0.69%	Put
46	INTUINTUIT	360,446	$139.0M	0.65%	Put
47	UPSUNITED PARCEL SERVICE INC	793,664	$136.0M	0.64%	Put
48	MUMICRON TECHNOLOGY INC	2,729,768	$135.0M	0.63%	Put
49	FDXFEDEX CORP	779,575	$133.0M	0.62%	Put
50	AMATAPPLIED MATLS INC	1,381,250	$132.0M	0.62%	Put
51	TSLATESLA INC	1,084,956	$132.0M	0.62%	Put
52	LRCXEURLAM RESEARCH CORP	294,300	$123.0M	0.57%	Put
53	CHTRCHARTER COMMUNICATIONS INC N	356,856	$120.0M	0.56%	Put
54	CATCATERPILLAR INC	494,481	$118.0M	0.55%	Put
55	TSMTAIWAN SEMICONDUCTOR MFG LTD	1,555,400	$115.0M	0.54%	Put
56	DWDMORGAN STANLEY	1,347,178	$114.0M	0.53%	Put
57	CICIGNA CORP NEW	337,500	$111.0M	0.52%	Call
58	PYPLPAYPAL HLDGS INC	1,483,166	$104.0M	0.49%	Put
59	FFORD MTR CO DEL	8,870,759	$101.0M	0.47%	Put
60	MMM3M CO	848,512	$100.0M	0.47%	Put
61	ORCLORACLE CORP	1,229,176	$99.0M	0.46%	Put
62	NFLXNETFLIX INC	336,800	$98.0M	0.46%	Put
63	LOWLOWES COS INC	485,200	$96.0M	0.45%	Put
64	GEGENERAL ELECTRIC CO	1,119,300	$93.0M	0.43%	Put
65	ADIANALOG DEVICES INC	548,050	$89.0M	0.42%	Put
66	NEMNEWMONT CORP	1,724,600	$80.0M	0.37%	Put
67	ISRGINTUITIVE SURGICAL INC	289,629	$75.0M	0.35%	Put
68	ELLAUDER ESTEE COS INC	292,100	$71.0M	0.33%	Put
69	PNCPNC FINL SVCS GROUP INC	453,883	$70.6M	0.33%	Put
70	DALDELTA AIR LINES INC DEL	2,138,674	$68.0M	0.32%	Put
71	DYHTARGET CORP	453,921	$66.0M	0.31%	Put
72	BHCBAUSCH HEALTH COS INC	10,438,050	$65.0M	0.30%
73	AMDADVANCED MICRO DEVICES INC	990,913	$62.0M	0.29%	Put
74	SPGIS&P GLOBAL INC	188,552	$62.0M	0.29%	Put
75	WDAYWORKDAY INC	366,800	$61.0M	0.29%	Put
76	SCHWSCHWAB CHARLES CORP	700,000	$58.0M	0.27%	Call
77	ADPAUTOMATIC DATA PROCESSING IN	238,700	$56.0M	0.26%	Put
78	TAT&T INC	3,000,000	$55.0M	0.26%	Call
79	DOWDOW INC	1,085,800	$54.0M	0.25%	Put
80	NOWSERVICENOW INC	128,591	$49.0M	0.23%	Put
81	ADSKAUTODESK INC	264,004	$47.0M	0.22%	Put
82	KLACKLA CORP	128,149	$47.0M	0.22%	Put
83	DHRDANAHER CORPORATION	171,400	$45.0M	0.21%	Put
84	HALHALLIBURTON CO	1,134,700	$44.0M	0.21%	Call
85	UALUNITED AIRLS HLDGS INC	1,160,200	$43.0M	0.20%	Put
86	TBLATABOOLA.COM LTD	85,000	$41.6M	0.19%
87	AXPAMERICAN EXPRESS CO	276,600	$40.0M	0.19%	Put
88	WFCWELLS FARGO CO NEW	997,073	$40.0M	0.19%	Put
89	AZTAAZENTA INC	679,299	$39.0M	0.18%
90	RXRXRECURSION PHARMACEUTICALS IN	4,825,735	$37.0M	0.17%
91	KOCOCA COLA CO	606,100	$37.0M	0.17%	Put
92	MCDMCDONALDS CORP	140,000	$36.0M	0.17%	Call
93	MTCHMATCH GROUP INC NEW	773,887	$31.0M	0.14%	Put
94	—FINCH THERAPEUTICS GROUP INC	58,000	$27.8M	0.13%
95	AWNADVANCE AUTO PARTS INC	183,220	$26.0M	0.12%	Put
96	LULULULULEMON ATHLETICA INC	85,620	$25.0M	0.12%	Put
97	LVSLAS VEGAS SANDS CORP	532,000	$24.0M	0.11%	Put
98	ROSTROSS STORES INC	200,000	$23.0M	0.11%	Call
99	BKIEURBLACK KNIGHT INC	371,905	$22.0M	0.10%
100	290ACHINOOK THERAPEUTICS INC	829,750	$21.0M	0.10%

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