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	$1.4T	12023.11%	Put
2	METAMETA PLATFORMS INC	2,018,800	$714.6B	6052.25%	Put
3	AAPLAPPLE INC	3,144,219	$605.4B	5127.21%	Put
4	TSLATESLA INC	1,374,400	$341.5B	2892.51%	Put
5	KVUEKENVUE INC	14,324,039	$308.4B	2612.04%
6	MSFTMICROSOFT CORP	810,600	$304.8B	2581.73%	Put
7	SPYSPDR S&P 500 ETF TR	568,000	$270.0B	2286.62%	Put
8	BABAALIBABA GROUP HLDG LTD	3,169,900	$245.7B	2081.00%	Put
9	ADBEADOBE INC	375,000	$223.7B	1894.89%	Put
10	GOOGALPHABET INC	1,552,400	$218.8B	1853.01%	Put
11	BBIOBRIDGEBIO PHARMA INC	5,241,833	$211.6B	1792.30%
12	NVDANVIDIA CORPORATION	423,400	$209.7B	1775.90%	Put
13	BACBANK AMERICA CORP	5,799,235	$195.3B	1653.80%	Put
14	GOOGLALPHABET INC	1,358,500	$189.8B	1607.29%	Put
15	INTCINTEL CORP	3,697,200	$185.8B	1573.54%	Put
16	AMZNAMAZON COM INC	1,172,192	$178.1B	1508.48%	Put
17	DWDMORGAN STANLEY	1,704,400	$158.9B	1346.14%	Put
18	GMGENERAL MTRS CO	4,416,461	$158.6B	1343.63%
19	BKNGBOOKING HOLDINGS INC	43,400	$153.9B	1303.91%	Put
20	JPMJPMORGAN CHASE & CO	853,300	$145.1B	1229.35%	Put
21	VSTVISTRA CORP	3,746,775	$144.3B	1222.40%
22	NEENEXTERA ENERGY INC	2,353,967	$143.0B	1211.00%	Call
23	AMGNAMGEN INC	490,011	$141.1B	1195.36%	Put
24	TMUST-MOBILE US INC	879,793	$141.1B	1194.72%	Put
25	AVGOBROADCOM INC	119,600	$133.5B	1130.74%	Put
26	ABBVABBVIE INC	775,593	$120.2B	1018.01%	Call
27	MAMASTERCARD INCORPORATED	261,000	$111.3B	942.84%	Put
28	NFLXNETFLIX INC	211,016	$102.7B	870.18%	Put
29	BMYBRISTOL-MYERS SQUIBB CO	1,859,197	$95.4B	807.97%	Put
30	LMTLOCKHEED MARTIN CORP	209,000	$94.7B	802.31%	Call
31	VVISA INC	350,000	$91.1B	771.78%	Put
32	PFEPFIZER INC	3,145,346	$90.6B	766.97%	Put
33	UNPUNION PAC CORP	352,500	$86.6B	733.32%	Put
34	XLESELECT SECTOR SPDR TR	1,010,000	$84.7B	717.20%	Put
35	SYKSTRYKER CORPORATION	281,000	$84.1B	712.71%	Put
36	HONHONEYWELL INTL INC	380,101	$79.7B	675.13%	Put
37	CLCOLGATE PALMOLIVE CO	1,000,000	$79.7B	675.12%	Call
38	USX1UNITED STATES STL CORP NEW	1,636,490	$79.6B	674.32%
39	LRCXEURLAM RESEARCH CORP	94,800	$74.3B	628.90%	Put
40	BPBP PLC	2,096,064	$74.2B	628.46%	Call
41	RCLROYAL CARIBBEAN GROUP	570,710	$73.9B	625.92%	Put
42	WFCWELLS FARGO CO NEW	1,494,300	$73.5B	622.94%	Put
43	GSGOLDMAN SACHS GROUP INC	187,458	$72.3B	612.49%	Put
44	NXPINXP SEMICONDUCTORS N V	305,300	$70.1B	593.91%	Put
45	BHCBAUSCH HEALTH COS INC	8,635,998	$69.3B	586.62%
46	GEGENERAL ELECTRIC CO	536,900	$68.5B	580.38%	Put
47	BABOEING CO	249,212	$65.0B	550.19%	Put
48	PLRXPLIANT THERAPEUTICS INC	3,583,567	$64.9B	549.67%
49	IWMISHARES TR	300,000	$60.2B	509.99%	Put
50	AMDADVANCED MICRO DEVICES INC	380,100	$56.0B	474.56%	Put
51	CRMSALESFORCE INC	206,300	$54.3B	459.79%	Put
52	UPSUNITED PARCEL SERVICE INC	344,700	$54.2B	459.04%	Put
53	CMGCHIPOTLE MEXICAN GRILL INC	22,500	$51.5B	435.82%	Put
54	CHTRCHARTER COMMUNICATIONS INC N	131,700	$51.2B	433.56%	Put
55	TXNTEXAS INSTRS INC	294,603	$50.2B	425.33%	Put
56	—RAYZEBIO INC	771,913	$48.0B	406.46%
57	DISDISNEY WALT CO	519,488	$46.9B	397.27%	Put
58	UBERUBER TECHNOLOGIES INC	741,740	$45.7B	386.80%	Put
59	FSLRFIRST SOLAR INC	258,800	$44.6B	377.63%	Put
60	ORCLORACLE CORP	418,700	$44.1B	373.88%	Put
61	MRKMERCK & CO INC	377,090	$41.1B	348.19%	Put
62	SCHWSCHWAB CHARLES CORP	592,387	$40.8B	345.19%	Put
63	BMEABIOMEA FUSION INC	2,736,367	$39.7B	336.52%
64	MMM3M CO	358,100	$39.1B	331.57%	Put
65	SNPSSYNOPSYS INC	75,700	$39.0B	330.14%	Put
66	INTUINTUIT	59,200	$37.0B	313.40%	Put
67	DALDELTA AIR LINES INC DEL	901,626	$36.3B	307.22%	Put
68	EXAIEUREXSCIENTIA PLC	5,409,533	$34.7B	293.69%
69	KOCOCA COLA CO	587,008	$34.6B	292.99%	Put
70	BXBLACKSTONE INC	261,800	$34.3B	290.30%	Put
71	FDXFEDEX CORP	132,200	$33.4B	283.25%	Put
72	TSMTAIWAN SEMICONDUCTOR MFG LTD	321,400	$33.4B	283.11%	Put
73	TRVCCITIGROUP INC	643,405	$33.1B	280.32%	Put
74	ABNBAIRBNB INC	241,100	$32.8B	278.00%	Put
75	CMCSACOMCAST CORP NEW	727,400	$31.9B	270.15%	Put
76	GILDGILEAD SCIENCES INC	378,096	$30.6B	259.42%	Put
77	ETNBGBP89BIO INC	2,704,202	$30.2B	255.84%
78	MUMICRON TECHNOLOGY INC	338,700	$28.9B	244.81%	Put
79	ETNEATON CORP PLC	119,800	$28.9B	244.35%	Put
80	ONON SEMICONDUCTOR CORP	338,700	$28.3B	239.62%	Put
81	TMOTHERMO FISHER SCIENTIFIC INC	52,238	$27.7B	234.84%
82	CVSCVS HEALTH CORP	350,000	$27.6B	234.07%	Put
83	ISRGINTUITIVE SURGICAL INC	79,400	$26.8B	226.87%	Put
84	PGPROCTER AND GAMBLE CO	182,200	$26.7B	226.14%	Put
85	ZTSZOETIS INC	131,300	$25.9B	219.49%	Put
86	BACVERIZON COMMUNICATIONS INC	676,251	$25.5B	215.93%
87	NKENIKE INC	231,170	$25.1B	212.57%
88	HDHOME DEPOT INC	71,030	$24.6B	208.49%	Put
89	LULULULULEMON ATHLETICA INC	47,627	$24.4B	206.25%	Put
90	CMICUMMINS INC	100,000	$24.0B	202.91%	Call
91	IBMINTERNATIONAL BUSINESS MACHS	135,127	$22.1B	187.18%	Put
92	MARMARRIOTT INTL INC NEW	95,228	$21.5B	181.89%	Put
93	ECLECOLAB INC	108,200	$21.5B	181.77%	Put
94	MDTMEDTRONIC PLC	258,517	$21.3B	180.38%	Put
95	ROIVROIVANT SCIENCES LTD	1,885,901	$21.2B	179.38%
96	CVXCHEVRON CORP NEW	138,391	$20.6B	174.84%
97	SPOTSPOTIFY TECHNOLOGY S A	109,300	$20.5B	173.96%	Put
98	ELLAUDER ESTEE COS INC	140,010	$20.5B	173.43%	Put
99	CRNXCRINETICS PHARMACEUTICALS IN	568,982	$20.2B	171.46%
100	JNJJOHNSON & JOHNSON	126,400	$19.8B	167.80%	Put

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