Laurion Capital Management LP Q1 2023 Filing

Filed May 15, 2023

Portfolio Value

$14.7B

Holdings

305

Report Date

Q1 2023

Filing Type

13F-HR

All Holdings (305 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	HYGISHARES TR	16,674,900	$1.3B	8.58%	Put
2	SBUXSTARBUCKS CORP	8,309,200	$865.2M	5.89%	Put
3	TXNTEXAS INSTRS INC	3,872,700	$720.4M	4.90%	Put
4	AAPLAPPLE INC	3,865,900	$637.5M	4.34%	Put
5	BABAALIBABA GROUP HLDG LTD	6,153,000	$628.7M	4.28%	Put
6	SPYSPDR S&P 500 ETF TR	1,407,200	$576.1M	3.92%	Put
7	CMCSACOMCAST CORP NEW	13,581,157	$514.9M	3.50%	Put
8	NVDANVIDIA CORPORATION	1,837,400	$510.4M	3.47%	Put
9	IWMISHARES TR	1,900,000	$339.0M	2.31%	Put
10	MSFTMICROSOFT CORP	1,118,500	$322.5M	2.19%	Put
11	HDHOME DEPOT INC	954,331	$281.6M	1.92%	Put
12	GOOGLALPHABET INC	2,602,700	$270.0M	1.84%	Put
13	AMZNAMAZON COM INC	2,512,100	$259.5M	1.77%	Put
14	BACBANK AMERICA CORP	8,788,654	$251.4M	1.71%	Put
15	CSCOCISCO SYS INC	4,719,500	$246.7M	1.68%	Put
16	GOOGALPHABET INC	2,170,500	$225.7M	1.54%	Put
17	VSTVISTRA CORP	9,303,214	$223.3M	1.52%
18	METAMETA PLATFORMS INC	975,108	$206.7M	1.41%	Put
19	DISDISNEY WALT CO	1,985,787	$198.8M	1.35%	Put
20	VTRSVIATRIS INC	18,246,173	$175.5M	1.19%
21	COSTCOSTCO WHSL CORP NEW	331,692	$164.8M	1.12%	Put
22	KOCOCA COLA CO	2,590,100	$160.7M	1.09%	Put
23	ADBEADOBE SYSTEMS INCORPORATED	391,100	$150.7M	1.03%	Put
24	INTCINTEL CORP	4,535,564	$148.2M	1.01%	Put
25	ATVIEURACTIVISION BLIZZARD INC	1,724,320	$147.6M	1.00%
26	NOWSERVICENOW INC	299,900	$139.4M	0.95%	Call
27	AMGNAMGEN INC	500,000	$120.9M	0.82%	Put
28	ASMLASML HOLDING N V	176,900	$120.4M	0.82%	Put
29	DOWDOW INC	2,195,363	$120.3M	0.82%	Put
30	QCOMQUALCOMM INC	930,100	$118.7M	0.81%	Put
31	AMDADVANCED MICRO DEVICES INC	1,157,500	$113.4M	0.77%	Put
32	PEPPEPSICO INC	585,300	$106.7M	0.73%	Put
33	FSLRFIRST SOLAR INC	487,300	$106.0M	0.72%	Put
34	VVISA INC	450,000	$101.5M	0.69%	Put
35	AMTAMERICAN TOWER CORP NEW	488,872	$99.9M	0.68%	Put
36	CATCATERPILLAR INC	431,597	$98.8M	0.67%	Put
37	MUMICRON TECHNOLOGY INC	1,620,300	$97.8M	0.67%	Put
38	JPMJPMORGAN CHASE & CO	733,500	$95.6M	0.65%	Put
39	XOMEXXON MOBIL CORP	855,800	$93.8M	0.64%	Put
40	MAMASTERCARD INCORPORATED	254,336	$92.4M	0.63%	Put
41	NKENIKE INC	701,300	$86.0M	0.59%	Put
42	AVGOBROADCOM INC	129,800	$83.3M	0.57%	Put
43	DC4DEXCOM INC	712,000	$82.7M	0.56%	Put
44	BHCBAUSCH HEALTH COS INC	9,838,581	$79.7M	0.54%
45	PYPLPAYPAL HLDGS INC	1,032,952	$78.4M	0.53%	Put
46	CLCOLGATE PALMOLIVE CO	1,000,000	$75.2M	0.51%	Call
47	NEMNEWMONT CORP	1,514,600	$74.2M	0.51%	Put
48	FDXFEDEX CORP	321,300	$73.4M	0.50%	Put
49	UPSUNITED PARCEL SERVICE INC	376,900	$73.1M	0.50%	Put
50	HZNPHORIZON THERAPEUTICS PUB L	666,036	$72.7M	0.49%
51	NUENUCOR CORP	454,947	$70.3M	0.48%	Put
52	ACNACCENTURE PLC IRELAND	244,747	$70.0M	0.48%	Put
53	LOWLOWES COS INC	335,521	$67.1M	0.46%	Put
54	BLKCHFBLACKROCK INC	95,000	$63.6M	0.43%	Put
55	CHTRCHARTER COMMUNICATIONS INC N	174,248	$62.3M	0.42%	Put
56	ISRGINTUITIVE SURGICAL INC	240,000	$61.3M	0.42%	Call
57	CTLTEURCATALENT INC	919,854	$60.4M	0.41%
58	BXBLACKSTONE INC	684,236	$60.1M	0.41%	Put
59	BBIOBRIDGEBIO PHARMA INC	3,512,759	$58.2M	0.40%
60	DWDMORGAN STANLEY	636,011	$55.8M	0.38%	Put
61	EMREMERSON ELEC CO	631,129	$55.0M	0.37%
62	CMICUMMINS INC	225,889	$54.0M	0.37%	Put
63	AMATAPPLIED MATLS INC	437,800	$53.8M	0.37%	Put
64	ABBVABBVIE INC	337,316	$53.8M	0.37%	Put
65	CRMSALESFORCE INC	268,200	$53.6M	0.36%	Put
66	BKNGBOOKING HOLDINGS INC	20,000	$53.0M	0.36%	Put
67	INTUINTUIT	117,800	$52.5M	0.36%	Put
68	FFORD MTR CO DEL	4,134,261	$52.1M	0.35%	Put
69	FOXAFOX CORP	1,528,027	$52.0M	0.35%	Put
70	SPGIS&P GLOBAL INC	142,229	$49.0M	0.33%	Put
71	NFLXNETFLIX INC	141,300	$48.8M	0.33%	Put
72	KLACKLA CORP	112,600	$44.9M	0.31%	Put
73	TRVCCITIGROUP INC	953,507	$44.7M	0.30%	Put
74	AZTAAZENTA INC	994,645	$44.4M	0.30%
75	PFEPFIZER INC	1,076,184	$43.9M	0.30%	Put
76	BABOEING CO	191,800	$40.7M	0.28%	Put
77	TSLATESLA INC	196,256	$40.7M	0.28%	Put
78	ABNBAIRBNB INC	316,600	$39.4M	0.27%	Put
79	DALDELTA AIR LINES INC DEL	1,124,712	$39.3M	0.27%
80	ORCLORACLE CORP	421,200	$39.1M	0.27%	Put
81	BLUBELLUS HEALTH INC NEW	4,833,580	$34.8M	0.24%
82	LRCXEURLAM RESEARCH CORP	61,300	$32.5M	0.22%	Put
83	RXRXRECURSION PHARMACEUTICALS IN	4,825,735	$32.2M	0.22%
84	ELLAUDER ESTEE COS INC	127,164	$31.3M	0.21%	Put
85	FCXFREEPORT-MCMORAN INC	755,500	$30.9M	0.21%	Put
86	DYHTARGET CORP	183,799	$30.4M	0.21%	Put
87	BACVERIZON COMMUNICATIONS INC	745,700	$29.0M	0.20%	Call
88	VKTXVIKING THERAPEUTICS INC	1,697,352	$28.3M	0.19%
89	ABXBARRICK GOLD CORP	1,501,700	$27.9M	0.19%	Put
90	DUKDUKE ENERGY CORP NEW	288,500	$27.8M	0.19%	Call
91	IBMINTERNATIONAL BUSINESS MACHS	203,800	$26.7M	0.18%	Call
92	WBAWALGREENS BOOTS ALLIANCE INC	724,200	$25.0M	0.17%	Call
93	APLSAPELLIS PHARMACEUTICALS INC	374,339	$24.7M	0.17%
94	SHELSHELL PLC	400,000	$23.0M	0.16%	Call
95	TVTXTRAVERE THERAPEUTICS INC	984,961	$22.2M	0.15%
96	MMM3M CO	204,400	$21.5M	0.15%	Put
97	TMUST-MOBILE US INC	144,979	$21.0M	0.14%
98	—PROMETHEUS BIOSCIENCES INC	195,663	$21.0M	0.14%
99	WFCWELLS FARGO CO NEW	532,856	$19.9M	0.14%	Put
100	BLCOBAUSCH PLUS LOMB CORP	1,108,880	$19.3M	0.13%

Page 1 of 4Next