Laurion Capital Management LP Q1 2016 Filing
Filed May 13, 2016
Portfolio Value
$6.3B
Holdings
595
Report Date
Q1 2016
Filing Type
13F-HR
All Holdings (595 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GOOGALPHABET INC | 496,000 | $369.5B | 5832.19% | Put |
| 2 | —CHARTER COMMUNICATIONS INC D | 1,030,000 | $208.5B | 3291.03% | Put |
| 3 | TWXCHFTIME WARNER INC | 2,715,500 | $197.0B | 3109.66% | Put |
| 4 | JNJJOHNSON & JOHNSON | 1,700,000 | $183.9B | 2903.34% | Put |
| 5 | WYWEYERHAEUSER CO | 5,553,000 | $172.0B | 2715.40% | Put |
| 6 | AAPLAPPLE INC | 1,348,900 | $147.0B | 2320.53% | Put |
| 7 | DYHTARGET CORP | 1,644,384 | $135.3B | 2135.60% | Put |
| 8 | GEGENERAL ELECTRIC CO | 4,240,000 | $134.8B | 2127.58% | Put |
| 9 | HLFHERBALIFE LTD | 2,150,900 | $132.4B | 2089.98% | Put |
| 10 | MSFTMICROSOFT CORP | 2,128,600 | $117.6B | 1855.65% | Put |
| 11 | TRVCCITIGROUP INC | 2,728,200 | $113.9B | 1797.88% | Put |
| 12 | APDAIR PRODS & CHEMS INC | 790,000 | $113.8B | 1796.25% | Put |
| 13 | BACBANK AMER CORP | 8,012,432 | $108.3B | 1709.87% | Put |
| 14 | ADBEADOBE SYS INC | 1,032,148 | $96.8B | 1528.14% | |
| 15 | —MONSANTO CO NEW | 1,060,400 | $93.0B | 1468.54% | Put |
| 16 | DALDELTA AIR LINES INC DEL | 1,740,000 | $84.7B | 1336.97% | Call |
| 17 | CMCSACOMCAST CORP NEW | 1,343,800 | $82.1B | 1295.56% | Put |
| 18 | DISDISNEY WALT CO | 806,300 | $80.1B | 1263.90% | Put |
| 19 | UNPUNION PAC CORP | 985,102 | $78.4B | 1236.93% | Put |
| 20 | MCDMCDONALDS CORP | 610,200 | $76.7B | 1210.49% | Call |
| 21 | CPBCAMPBELL SOUP CO | 1,150,100 | $73.4B | 1158.01% | Put |
| 22 | JPMJPMORGAN CHASE & CO | 1,200,000 | $71.1B | 1121.69% | Put |
| 23 | XOPUSDSPDR SERIES TRUST | 2,236,200 | $67.9B | 1071.26% | Put |
| 24 | CVXCHEVRON CORP NEW | 668,700 | $63.8B | 1006.94% | Put |
| 25 | BENFRANKLIN RES INC | 1,562,500 | $61.0B | 963.07% | Put |
| 26 | DLTRDOLLAR TREE INC | 724,500 | $59.7B | 942.98% | Put |
| 27 | GQ9SPDR GOLD TRUST | 500,000 | $58.8B | 928.11% | Call |
| 28 | —MEAD JOHNSON NUTRITION CO | 652,200 | $55.4B | 874.73% | Call |
| 29 | TWTRUSDTWITTER INC | 3,261,709 | $54.0B | 852.05% | Call |
| 30 | TAT&T INC | 1,300,000 | $50.9B | 803.75% | Put |
| 31 | FXIISHARES TR | 1,500,000 | $50.7B | 799.55% | Put |
| 32 | WELLWELLTOWER INC | 728,381 | $50.5B | 797.20% | |
| 33 | DVNDEVON ENERGY CORP NEW | 1,740,100 | $47.7B | 753.66% | Put |
| 34 | SIGSIGNET JEWELERS LIMITED | 374,730 | $46.5B | 733.62% | Call |
| 35 | GOOGLALPHABET INC | 60,000 | $45.8B | 722.50% | Put |
| 36 | UAAUNDER ARMOUR INC | 533,000 | $45.2B | 713.67% | Put |
| 37 | RHT1EURRED HAT INC | 595,400 | $44.4B | 700.23% | Put |
| 38 | BACVERIZON COMMUNICATIONS INC | 755,000 | $40.8B | 644.47% | Put |
| 39 | AALAMERICAN AIRLS GROUP INC | 995,000 | $40.8B | 644.07% | Put |
| 40 | TXNTEXAS INSTRS INC | 710,300 | $40.8B | 643.76% | Call |
| 41 | NFLXNETFLIX INC | 393,800 | $40.3B | 635.45% | Put |
| 42 | NKENIKE INC | 649,006 | $39.9B | 629.71% | Put |
| 43 | TEVATEVA PHARMACEUTICAL INDS LTD | 727,593 | $38.9B | 614.54% | Put |
| 44 | WFCWELLS FARGO & CO NEW | 800,000 | $38.7B | 610.66% | Put |
| 45 | BKNGPRICELINE GRP INC | 30,000 | $38.7B | 610.34% | Put |
| 46 | BMYBRISTOL MYERS SQUIBB CO | 600,000 | $38.3B | 604.98% | Call |
| 47 | BUDANHEUSER BUSCH INBEV SA/NV | 302,208 | $37.7B | 594.64% | |
| 48 | UPSUNITED PARCEL SERVICE INC | 353,398 | $37.3B | 588.32% | Call |
| 49 | EFAISHARES TR | 639,500 | $36.5B | 576.67% | Put |
| 50 | PVHPVH CORP | 367,700 | $36.4B | 574.92% | Call |
| 51 | COPCONOCOPHILLIPS | 900,000 | $36.2B | 572.08% | Put |
| 52 | XLUSELECT SECTOR SPDR TR | 700,000 | $34.7B | 548.25% | Call |
| 53 | GMGENERAL MTRS CO | 1,075,488 | $33.8B | 533.55% | Put |
| 54 | ORCLORACLE CORP | 800,000 | $32.7B | 516.58% | Put |
| 55 | PRUPRUDENTIAL FINL INC | 444,985 | $32.1B | 507.26% | Put |
| 56 | HALHALLIBURTON CO | 872,000 | $31.1B | 491.65% | Put |
| 57 | APCANADARKO PETE CORP | 660,165 | $30.7B | 485.27% | Put |
| 58 | —SHIRE PLC | 174,445 | $30.0B | 473.32% | Put |
| 59 | SYFSYNCHRONY FINL | 983,300 | $28.2B | 444.81% | Put |
| 60 | KHCKRAFT HEINZ CO | 357,500 | $28.1B | 443.30% | Call |
| 61 | ADSKAUTODESK INC | 476,200 | $27.8B | 438.29% | Call |
| 62 | USX1UNITED STATES STL CORP NEW | 1,723,000 | $27.7B | 436.50% | Put |
| 63 | CSCOCISCO SYS INC | 950,000 | $27.0B | 426.91% | Put |
| 64 | UTXZUNITED TECHNOLOGIES CORP | 266,800 | $26.7B | 421.55% | Put |
| 65 | BHCVALEANT PHARMACEUTICALS INTL | 1,014,968 | $26.7B | 421.36% | Put |
| 66 | IBMINTERNATIONAL BUSINESS MACHS | 175,000 | $26.5B | 418.34% | Put |
| 67 | GLWCORNING INC | 1,257,000 | $26.3B | 414.46% | Put |
| 68 | DWDMORGAN STANLEY | 1,028,650 | $25.7B | 406.08% | Put |
| 69 | XOMEXXON MOBIL CORP | 300,000 | $25.1B | 395.82% | Call |
| 70 | KMXCARMAX INC | 480,000 | $24.5B | 387.15% | Put |
| 71 | S76STORE CAP CORP | 936,300 | $24.2B | 382.47% | |
| 72 | CTLEURCENTURYLINK INC | 750,000 | $24.0B | 378.35% | Put |
| 73 | PFEPFIZER INC | 797,900 | $23.6B | 373.30% | Call |
| 74 | LOWLOWES COS INC | 300,000 | $22.7B | 358.70% | Call |
| 75 | SCHWSCHWAB CHARLES CORP NEW | 800,000 | $22.4B | 353.82% | Put |
| 76 | PYPLPAYPAL HLDGS INC | 571,100 | $22.0B | 347.95% | Put |
| 77 | CXOEURCONCHO RES INC | 216,900 | $21.9B | 345.93% | Put |
| 78 | INTCINTEL CORP | 620,000 | $20.1B | 316.58% | Call |
| 79 | —WHITEWAVE FOODS CO | 493,500 | $20.1B | 316.55% | Put |
| 80 | 4I1PHILIP MORRIS INTL INC | 200,000 | $19.6B | 309.72% | Call |
| 81 | VVISA INC | 255,000 | $19.5B | 307.82% | Put |
| 82 | ALBALBEMARLE CORP | 300,000 | $19.2B | 302.72% | Put |
| 83 | XLNXEURXILINX INC | 396,300 | $18.8B | 296.70% | Put |
| 84 | GILDGILEAD SCIENCES INC | 203,509 | $18.7B | 295.07% | |
| 85 | XRTSPDR SERIES TRUST | 400,000 | $18.5B | 291.57% | Put |
| 86 | CBCHUBB LIMITED | 150,000 | $17.9B | 282.11% | Call |
| 87 | SSNCSS&C TECHNOLOGIES HLDGS INC | 265,500 | $16.8B | 265.77% | Call |
| 88 | PEOEXELON CORP | 450,000 | $16.1B | 254.71% | Call |
| 89 | PXDEURPIONEER NAT RES CO | 110,000 | $15.5B | 244.35% | Put |
| 90 | AVGOBROADCOM LTD | 100,100 | $15.5B | 244.10% | Put |
| 91 | CMICUMMINS INC | 133,100 | $14.6B | 230.97% | |
| 92 | CRCCANADIAN NAT RES LTD | 533,300 | $14.4B | 227.28% | Put |
| 93 | GMEGAMESTOP CORP NEW | 450,383 | $14.3B | 225.57% | Put |
| 94 | FSLRFIRST SOLAR INC | 204,920 | $14.0B | 221.45% | Put |
| 95 | ODPEUROFFICE DEPOT INC | 1,956,800 | $13.9B | 219.29% | Put |
| 96 | EEMISHARES TR | 400,000 | $13.7B | 216.24% | Put |
| 97 | KMBKIMBERLY CLARK CORP | 100,000 | $13.5B | 212.31% | Call |
| 98 | ECLECOLAB INC | 120,000 | $13.4B | 211.22% | Put |
| 99 | BURLBURLINGTON STORES INC | 230,000 | $12.9B | 204.17% | Put |
| 100 | UNHUNITEDHEALTH GROUP INC | 100,000 | $12.9B | 203.46% | Call |
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