Laurion Capital Management LP Q4 2023 Filing

Filed February 14, 2024

Portfolio Value

$11.8B

Holdings

325

Report Date

Q4 2023

Filing Type

13F-HR

All Holdings (325 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	HYGISHARES TR	18,342,657	$1.4B	12.02%	Put
2	METAMETA PLATFORMS INC	2,018,800	$714.6M	6.05%	Put
3	AAPLAPPLE INC	3,144,219	$605.4M	5.13%	Put
4	TSLATESLA INC	1,374,400	$341.5M	2.89%	Put
5	KVUEKENVUE INC	14,324,039	$308.4M	2.61%
6	MSFTMICROSOFT CORP	810,600	$304.8M	2.58%	Put
7	SPYSPDR S&P 500 ETF TR	568,000	$270.0M	2.29%	Put
8	BABAALIBABA GROUP HLDG LTD	3,169,900	$245.7M	2.08%	Put
9	ADBEADOBE INC	375,000	$223.7M	1.89%	Put
10	GOOGALPHABET INC	1,552,400	$218.8M	1.85%	Put
11	BBIOBRIDGEBIO PHARMA INC	5,241,833	$211.6M	1.79%
12	NVDANVIDIA CORPORATION	423,400	$209.7M	1.78%	Put
13	BACBANK AMERICA CORP	5,799,235	$195.3M	1.65%	Put
14	GOOGLALPHABET INC	1,358,500	$189.8M	1.61%	Put
15	INTCINTEL CORP	3,697,200	$185.8M	1.57%	Put
16	AMZNAMAZON COM INC	1,172,192	$178.1M	1.51%	Put
17	DWDMORGAN STANLEY	1,704,400	$158.9M	1.35%	Put
18	GMGENERAL MTRS CO	4,416,461	$158.6M	1.34%
19	BKNGBOOKING HOLDINGS INC	43,400	$153.9M	1.30%	Put
20	JPMJPMORGAN CHASE & CO	853,300	$145.1M	1.23%	Put
21	VSTVISTRA CORP	3,746,775	$144.3M	1.22%
22	NEENEXTERA ENERGY INC	2,353,967	$143.0M	1.21%	Call
23	AMGNAMGEN INC	490,011	$141.1M	1.20%	Put
24	TMUST-MOBILE US INC	879,793	$141.1M	1.19%	Put
25	AVGOBROADCOM INC	119,600	$133.5M	1.13%	Put
26	ABBVABBVIE INC	775,593	$120.2M	1.02%	Call
27	MAMASTERCARD INCORPORATED	261,000	$111.3M	0.94%	Put
28	NFLXNETFLIX INC	211,016	$102.7M	0.87%	Put
29	BMYBRISTOL-MYERS SQUIBB CO	1,859,197	$95.4M	0.81%	Put
30	LMTLOCKHEED MARTIN CORP	209,000	$94.7M	0.80%	Call
31	VVISA INC	350,000	$91.1M	0.77%	Put
32	PFEPFIZER INC	3,145,346	$90.6M	0.77%	Put
33	UNPUNION PAC CORP	352,500	$86.6M	0.73%	Put
34	XLESELECT SECTOR SPDR TR	1,010,000	$84.7M	0.72%	Put
35	SYKSTRYKER CORPORATION	281,000	$84.1M	0.71%	Put
36	HONHONEYWELL INTL INC	380,101	$79.7M	0.68%	Put
37	CLCOLGATE PALMOLIVE CO	1,000,000	$79.7M	0.68%	Call
38	USX1UNITED STATES STL CORP NEW	1,636,490	$79.6M	0.67%
39	LRCXEURLAM RESEARCH CORP	94,800	$74.3M	0.63%	Put
40	BPBP PLC	2,096,064	$74.2M	0.63%	Call
41	RCLROYAL CARIBBEAN GROUP	570,710	$73.9M	0.63%	Put
42	WFCWELLS FARGO CO NEW	1,494,300	$73.5M	0.62%	Put
43	GSGOLDMAN SACHS GROUP INC	187,458	$72.3M	0.61%	Put
44	NXPINXP SEMICONDUCTORS N V	305,300	$70.1M	0.59%	Put
45	BHCBAUSCH HEALTH COS INC	8,635,998	$69.3M	0.59%
46	GEGENERAL ELECTRIC CO	536,900	$68.5M	0.58%	Put
47	BABOEING CO	249,212	$65.0M	0.55%	Put
48	PLRXPLIANT THERAPEUTICS INC	3,583,567	$64.9M	0.55%
49	IWMISHARES TR	300,000	$60.2M	0.51%	Put
50	AMDADVANCED MICRO DEVICES INC	380,100	$56.0M	0.47%	Put
51	CRMSALESFORCE INC	206,300	$54.3M	0.46%	Put
52	UPSUNITED PARCEL SERVICE INC	344,700	$54.2M	0.46%	Put
53	CMGCHIPOTLE MEXICAN GRILL INC	22,500	$51.5M	0.44%	Put
54	CHTRCHARTER COMMUNICATIONS INC N	131,700	$51.2M	0.43%	Put
55	TXNTEXAS INSTRS INC	294,603	$50.2M	0.43%	Put
56	—RAYZEBIO INC	771,913	$48.0M	0.41%
57	DISDISNEY WALT CO	519,488	$46.9M	0.40%	Put
58	UBERUBER TECHNOLOGIES INC	741,740	$45.7M	0.39%	Put
59	FSLRFIRST SOLAR INC	258,800	$44.6M	0.38%	Put
60	ORCLORACLE CORP	418,700	$44.1M	0.37%	Put
61	MRKMERCK & CO INC	377,090	$41.1M	0.35%	Put
62	SCHWSCHWAB CHARLES CORP	592,387	$40.8M	0.35%	Put
63	BMEABIOMEA FUSION INC	2,736,367	$39.7M	0.34%
64	MMM3M CO	358,100	$39.1M	0.33%	Put
65	SNPSSYNOPSYS INC	75,700	$39.0M	0.33%	Put
66	INTUINTUIT	59,200	$37.0M	0.31%	Put
67	DALDELTA AIR LINES INC DEL	901,626	$36.3M	0.31%	Put
68	EXAIEUREXSCIENTIA PLC	5,409,533	$34.7M	0.29%
69	KOCOCA COLA CO	587,008	$34.6M	0.29%	Put
70	BXBLACKSTONE INC	261,800	$34.3M	0.29%	Put
71	FDXFEDEX CORP	132,200	$33.4M	0.28%	Put
72	TSMTAIWAN SEMICONDUCTOR MFG LTD	321,400	$33.4M	0.28%	Put
73	TRVCCITIGROUP INC	643,405	$33.1M	0.28%	Put
74	ABNBAIRBNB INC	241,100	$32.8M	0.28%	Put
75	CMCSACOMCAST CORP NEW	727,400	$31.9M	0.27%	Put
76	GILDGILEAD SCIENCES INC	378,096	$30.6M	0.26%	Put
77	ETNBGBP89BIO INC	2,704,202	$30.2M	0.26%
78	MUMICRON TECHNOLOGY INC	338,700	$28.9M	0.24%	Put
79	ETNEATON CORP PLC	119,800	$28.9M	0.24%	Put
80	ONON SEMICONDUCTOR CORP	338,700	$28.3M	0.24%	Put
81	TMOTHERMO FISHER SCIENTIFIC INC	52,238	$27.7M	0.23%
82	CVSCVS HEALTH CORP	350,000	$27.6M	0.23%	Put
83	ISRGINTUITIVE SURGICAL INC	79,400	$26.8M	0.23%	Put
84	PGPROCTER AND GAMBLE CO	182,200	$26.7M	0.23%	Put
85	ZTSZOETIS INC	131,300	$25.9M	0.22%	Put
86	BACVERIZON COMMUNICATIONS INC	676,251	$25.5M	0.22%
87	NKENIKE INC	231,170	$25.1M	0.21%
88	HDHOME DEPOT INC	71,030	$24.6M	0.21%	Put
89	LULULULULEMON ATHLETICA INC	47,627	$24.4M	0.21%	Put
90	CMICUMMINS INC	100,000	$24.0M	0.20%	Call
91	IBMINTERNATIONAL BUSINESS MACHS	135,127	$22.1M	0.19%	Put
92	MARMARRIOTT INTL INC NEW	95,228	$21.5M	0.18%	Put
93	ECLECOLAB INC	108,200	$21.5M	0.18%	Put
94	MDTMEDTRONIC PLC	258,517	$21.3M	0.18%	Put
95	ROIVROIVANT SCIENCES LTD	1,885,901	$21.2M	0.18%
96	CVXCHEVRON CORP NEW	138,391	$20.6M	0.17%
97	SPOTSPOTIFY TECHNOLOGY S A	109,300	$20.5M	0.17%	Put
98	ELLAUDER ESTEE COS INC	140,010	$20.5M	0.17%	Put
99	CRNXCRINETICS PHARMACEUTICALS IN	568,982	$20.2M	0.17%
100	JNJJOHNSON & JOHNSON	126,400	$19.8M	0.17%	Put

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