Laurion Capital Management LP Q2 2023 Filing

Filed August 14, 2023

Portfolio Value

$17.9B

Holdings

401

Report Date

Q2 2023

Filing Type

13F-HR

All Holdings (401 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AAPLAPPLE INC	11,583,500	$2.2B	12.58%	Put
2	HYGISHARES TR	23,625,000	$1.8B	9.93%	Put
3	TXNTEXAS INSTRS INC	5,679,482	$1.0B	5.72%	Put
4	BABAALIBABA GROUP HLDG LTD	7,986,500	$665.7M	3.73%	Put
5	SPYSPDR S&P 500 ETF TR	1,315,500	$583.1M	3.26%	Put
6	HONHONEYWELL INTL INC	2,232,978	$463.3M	2.59%	Put
7	IWMISHARES TR	2,350,000	$440.1M	2.46%	Put
8	TSLATESLA INC	1,589,100	$416.0M	2.33%	Put
9	MSFTMICROSOFT CORP	1,121,669	$382.0M	2.14%	Put
10	METAMETA PLATFORMS INC	1,162,258	$333.5M	1.87%	Put
11	UNPUNION PAC CORP	1,587,689	$324.9M	1.82%	Put
12	GOOGALPHABET INC	2,373,800	$287.2M	1.61%	Put
13	BACBANK AMERICA CORP	9,737,286	$279.4M	1.56%	Put
14	JPMJPMORGAN CHASE & CO	1,871,300	$272.2M	1.52%	Put
15	AMZNAMAZON COM INC	2,026,700	$264.2M	1.48%	Put
16	NVDANVIDIA CORPORATION	544,734	$230.4M	1.29%	Put
17	VSTVISTRA CORP	8,090,665	$212.4M	1.19%
18	TMUST-MOBILE US INC	1,489,629	$206.9M	1.16%	Put
19	XLFSELECT SECTOR SPDR TR	5,900,000	$198.9M	1.11%	Put
20	HDHOME DEPOT INC	620,800	$192.8M	1.08%	Put
21	PGPROCTER AND GAMBLE CO	1,192,719	$181.0M	1.01%	Put
22	UPSUNITED PARCEL SERVICE INC	1,001,963	$179.6M	1.01%	Put
23	AMDADVANCED MICRO DEVICES INC	1,521,100	$173.3M	0.97%	Put
24	INTCINTEL CORP	5,054,100	$169.0M	0.95%	Put
25	HZNPHORIZON THERAPEUTICS PUB L	1,568,775	$161.3M	0.90%
26	GOOGLALPHABET INC	1,321,100	$158.1M	0.89%	Put
27	COSTCOSTCO WHSL CORP NEW	291,900	$157.2M	0.88%	Put
28	AVGOBROADCOM INC	177,972	$154.4M	0.86%	Put
29	BMYBRISTOL-MYERS SQUIBB CO	2,197,629	$140.5M	0.79%	Put
30	XOMEXXON MOBIL CORP	1,236,856	$132.7M	0.74%	Put
31	KOCOCA COLA CO	2,079,330	$125.2M	0.70%	Put
32	BKNGBOOKING HOLDINGS INC	44,600	$120.4M	0.67%	Put
33	BABOEING CO	559,300	$118.1M	0.66%	Put
34	SCHWSCHWAB CHARLES CORP	1,963,400	$111.3M	0.62%	Put
35	ATVIEURACTIVISION BLIZZARD INC	1,293,849	$109.1M	0.61%
36	ORCLORACLE CORP	898,559	$107.0M	0.60%	Put
37	VVISA INC	450,000	$106.9M	0.60%	Put
38	CATCATERPILLAR INC	418,100	$102.9M	0.58%	Put
39	GSGOLDMAN SACHS GROUP INC	307,687	$99.2M	0.56%	Put
40	MAMASTERCARD INCORPORATED	243,647	$95.8M	0.54%	Put
41	FOXAFOX CORP	2,796,088	$95.1M	0.53%	Put
42	GEGENERAL ELECTRIC CO	862,300	$94.7M	0.53%	Put
43	4I1PHILIP MORRIS INTL INC	958,800	$93.6M	0.52%	Call
44	NEENEXTERA ENERGY INC	1,176,384	$87.3M	0.49%	Put
45	DISDISNEY WALT CO	934,463	$83.4M	0.47%	Put
46	NXPINXP SEMICONDUCTORS N V	405,700	$83.0M	0.46%	Put
47	BBIOBRIDGEBIO PHARMA INC	4,749,343	$81.7M	0.46%
48	ABBVABBVIE INC	600,000	$80.8M	0.45%	Call
49	BHCBAUSCH HEALTH COS INC	10,080,604	$80.6M	0.45%
50	CLCOLGATE PALMOLIVE CO	1,002,677	$77.2M	0.43%	Call
51	TRVCCITIGROUP INC	1,671,100	$76.9M	0.43%	Put
52	CMCSACOMCAST CORP NEW	1,825,923	$75.9M	0.42%	Put
53	CRMSALESFORCE INC	338,600	$71.5M	0.40%	Put
54	SYKSTRYKER CORPORATION	233,400	$71.2M	0.40%	Put
55	WFCWELLS FARGO CO NEW	1,627,950	$69.5M	0.39%	Put
56	XLESELECT SECTOR SPDR TR	853,100	$69.2M	0.39%	Put
57	BXBLACKSTONE INC	738,400	$68.6M	0.38%	Put
58	FFORD MTR CO DEL	4,442,000	$67.2M	0.38%	Put
59	AMTAMERICAN TOWER CORP NEW	329,800	$64.0M	0.36%	Put
60	VRSKVERISK ANALYTICS INC	282,000	$63.7M	0.36%	Put
61	MRKMERCK & CO INC	545,168	$62.9M	0.35%	Put
62	CSCOCISCO SYS INC	1,197,400	$62.0M	0.35%	Put
63	SLBSCHLUMBERGER LTD	1,244,500	$61.1M	0.34%	Put
64	CVXCHEVRON CORP NEW	387,599	$61.0M	0.34%	Put
65	URIUNITED RENTALS INC	136,379	$60.7M	0.34%	Put
66	PLRXPLIANT THERAPEUTICS INC	3,158,570	$57.2M	0.32%
67	PEPPEPSICO INC	300,000	$55.6M	0.31%	Put
68	MLB1MERCADOLIBRE INC	46,218	$54.7M	0.31%	Put
69	CMICUMMINS INC	222,396	$54.5M	0.31%	Put
70	VTRSVIATRIS INC	5,400,635	$53.9M	0.30%
71	SNOWSNOWFLAKE INC	302,407	$53.2M	0.30%
72	FDXFEDEX CORP	210,600	$52.2M	0.29%	Call
73	PFEPFIZER INC	1,419,168	$52.1M	0.29%	Put
74	TWLOTWILIO INC	789,994	$50.3M	0.28%	Put
75	BMEABIOMEA FUSION INC	2,243,687	$49.2M	0.28%
76	CHTRCHARTER COMMUNICATIONS INC N	132,700	$48.7M	0.27%	Put
77	APLSAPELLIS PHARMACEUTICALS INC	522,929	$47.6M	0.27%
78	NUENUCOR CORP	290,178	$47.6M	0.27%	Put
79	TSMTAIWAN SEMICONDUCTOR MFG LTD	451,682	$45.6M	0.26%	Put
80	BLKCHFBLACKROCK INC	65,529	$45.3M	0.25%	Put
81	DOWDOW INC	817,273	$43.5M	0.24%	Put
82	LNGCHENIERE ENERGY INC	283,325	$43.2M	0.24%	Put
83	DALDELTA AIR LINES INC DEL	889,435	$42.3M	0.24%	Call
84	EXPEEXPEDIA GROUP INC	380,000	$41.6M	0.23%	Put
85	DWDMORGAN STANLEY	482,685	$41.2M	0.23%	Put
86	PNCPNC FINL SVCS GROUP INC	317,004	$39.9M	0.22%	Put
87	MPCMARATHON PETE CORP	335,200	$39.1M	0.22%	Put
88	SWAVUSDSHOCKWAVE MED INC	136,078	$38.8M	0.22%
89	CMECME GROUP INC	201,845	$37.4M	0.21%	Put
90	EXAIEUREXSCIENTIA PLC	5,996,273	$35.5M	0.20%
91	THCTENET HEALTHCARE CORP	405,242	$33.0M	0.18%	Call
92	DYHTARGET CORP	249,151	$32.9M	0.18%	Put
93	MMM3M CO	320,222	$32.1M	0.18%	Put
94	290ACHINOOK THERAPEUTICS INC	824,380	$31.7M	0.18%
95	AMATAPPLIED MATLS INC	204,500	$29.6M	0.17%	Put
96	CRWDCROWDSTRIKE HLDGS INC	201,100	$29.5M	0.17%	Put
97	KLACKLA CORP	58,000	$28.1M	0.16%	Put
98	LRCXEURLAM RESEARCH CORP	43,063	$27.7M	0.15%	Put
99	NFLXNETFLIX INC	62,719	$27.6M	0.15%	Put
100	DDOGDATADOG INC	276,159	$27.2M	0.15%

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