Laurion Capital Management LP Q1 2017 Filing
Filed May 12, 2017
Portfolio Value
$13.3B
Holdings
897
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (897 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | AAPLAPPLE INC | 3,535,900 | $508.0B | 3812.58% | Put |
| 2 | GMGENERAL MTRS CO | 12,837,700 | $453.9B | 3407.07% | Put |
| 3 | BACBANK AMER CORP | 18,495,900 | $436.3B | 3274.78% | Put |
| 4 | SPYSPDR S&P 500 ETF TR | 1,465,033 | $345.4B | 2592.16% | Put |
| 5 | GSGOLDMAN SACHS GROUP INC | 1,406,739 | $323.2B | 2425.47% | Put |
| 6 | DWDMORGAN STANLEY | 6,554,808 | $280.8B | 2107.58% | Put |
| 7 | TRVCCITIGROUP INC | 4,304,155 | $257.5B | 1932.49% | Put |
| 8 | JPMJPMORGAN CHASE & CO | 2,651,969 | $233.0B | 1748.42% | Put |
| 9 | AMZNAMAZON COM INC | 248,733 | $220.5B | 1655.07% | Put |
| 10 | —MYLAN N V | 5,630,656 | $219.5B | 1647.76% | Put |
| 11 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 3,444,000 | $205.0B | 1538.54% | Put |
| 12 | NXPINXP SEMICONDUCTORS N V | 1,825,049 | $188.9B | 1417.74% | Put |
| 13 | TXNTEXAS INSTRS INC | 2,239,700 | $180.4B | 1354.21% | Put |
| 14 | WFCWELLS FARGO & CO NEW | 3,166,779 | $176.3B | 1322.95% | Put |
| 15 | JNJJOHNSON & JOHNSON | 1,355,715 | $168.9B | 1267.35% | Put |
| 16 | CSXCSX CORP | 3,568,694 | $166.1B | 1246.86% | Put |
| 17 | DISDISNEY WALT CO | 1,460,000 | $165.6B | 1242.54% | Put |
| 18 | METAFACEBOOK INC | 1,150,700 | $163.5B | 1226.82% | Put |
| 19 | MSFTMICROSOFT CORP | 2,353,900 | $155.0B | 1163.57% | Put |
| 20 | MOMOUSDMOMO INC | 3,889,952 | $132.5B | 994.72% | |
| 21 | BABOEING CO | 732,500 | $129.5B | 972.33% | Put |
| 22 | TSLATESLA INC | 450,675 | $125.4B | 941.37% | Put |
| 23 | FXIISHARES TR | 3,224,600 | $124.1B | 931.55% | Call |
| 24 | —MOBILEYE N V AMSTELVEEN | 1,983,737 | $121.8B | 914.18% | Put |
| 25 | LYBLYONDELLBASELL INDUSTRIES N | 1,217,223 | $111.0B | 833.11% | Call |
| 26 | HUMHUMANA INC | 537,632 | $110.8B | 831.82% | Put |
| 27 | METMETLIFE INC | 2,043,700 | $107.9B | 810.21% | Put |
| 28 | INTCINTEL CORP | 2,963,200 | $106.9B | 802.21% | Put |
| 29 | VVISA INC | 1,182,500 | $105.1B | 788.75% | Put |
| 30 | TWXCHFTIME WARNER INC | 1,056,960 | $103.3B | 775.14% | Put |
| 31 | OXYOCCIDENTAL PETE CORP DEL | 1,624,376 | $102.9B | 772.45% | Put |
| 32 | HALHALLIBURTON CO | 1,914,535 | $94.2B | 707.13% | Put |
| 33 | FFORD MTR CO DEL | 7,998,211 | $93.1B | 698.76% | Put |
| 34 | —WHITEWAVE FOODS CO | 1,632,584 | $91.7B | 688.03% | |
| 35 | SLBSCHLUMBERGER LTD | 1,163,776 | $90.9B | 682.19% | Put |
| 36 | APCANADARKO PETE CORP | 1,381,918 | $85.7B | 643.07% | Put |
| 37 | GOOGLALPHABET INC | 97,400 | $82.6B | 619.78% | Put |
| 38 | —MEAD JOHNSON NUTRITION CO | 924,301 | $82.3B | 617.98% | |
| 39 | BABAALIBABA GROUP HLDG LTD | 760,000 | $82.0B | 615.09% | Put |
| 40 | PNCPNC FINL SVCS GROUP INC | 675,900 | $81.3B | 609.99% | Put |
| 41 | COFCAPITAL ONE FINL CORP | 925,284 | $80.2B | 601.84% | Put |
| 42 | —LEVEL 3 COMMUNICATIONS INC | 1,400,544 | $80.1B | 601.49% | Call |
| 43 | GILDGILEAD SCIENCES INC | 1,175,473 | $79.8B | 599.23% | Put |
| 44 | BUDANHEUSER BUSCH INBEV SA/NV | 700,702 | $76.9B | 577.24% | |
| 45 | USX1UNITED STATES STL CORP NEW | 2,216,611 | $74.9B | 562.51% | Put |
| 46 | LOWLOWES COS INC | 909,099 | $74.7B | 560.94% | Put |
| 47 | CLCOLGATE PALMOLIVE CO | 975,121 | $71.4B | 535.66% | Put |
| 48 | UALUNITED CONTL HLDGS INC | 997,064 | $70.4B | 528.65% | Put |
| 49 | YUMYUM BRANDS INC | 1,067,442 | $68.2B | 511.94% | Call |
| 50 | PFEPFIZER INC | 1,965,982 | $67.3B | 504.80% | Put |
| 51 | LLYLILLY ELI & CO | 790,300 | $66.5B | 498.92% | Put |
| 52 | CVXCHEVRON CORP NEW | 599,871 | $64.4B | 483.42% | Put |
| 53 | GOOGALPHABET INC | 77,549 | $64.3B | 482.86% | Put |
| 54 | AIGAMERICAN INTL GROUP INC | 997,016 | $62.2B | 467.13% | Put |
| 55 | MCKMCKESSON CORP | 409,513 | $60.7B | 455.70% | Put |
| 56 | SYMCEURSYMANTEC CORP | 1,977,500 | $60.7B | 455.37% | Put |
| 57 | USBUS BANCORP DEL | 1,176,974 | $60.6B | 454.93% | Put |
| 58 | CVSCVS HEALTH CORP | 772,100 | $60.6B | 454.92% | Put |
| 59 | IBMINTERNATIONAL BUSINESS MACHS | 334,104 | $58.2B | 436.68% | Put |
| 60 | NFLXNETFLIX INC | 387,635 | $57.3B | 430.04% | Put |
| 61 | UNPUNION PAC CORP | 521,059 | $55.2B | 414.24% | Put |
| 62 | BWXTBWX TECHNOLOGIES INC | 1,143,149 | $54.4B | 408.41% | |
| 63 | —BIOVERATIV INC | 996,334 | $54.3B | 407.26% | |
| 64 | BKNGPRICELINE GRP INC | 30,126 | $53.6B | 402.48% | Put |
| 65 | MUMICRON TECHNOLOGY INC | 1,852,400 | $53.5B | 401.81% | Put |
| 66 | SBUXSTARBUCKS CORP | 905,000 | $52.8B | 396.61% | Put |
| 67 | MRKMERCK & CO INC | 827,256 | $52.6B | 394.52% | Put |
| 68 | UTHUNITED THERAPEUTICS CORP DEL | 383,043 | $51.9B | 389.21% | Put |
| 69 | —COMPUTER SCIENCES CORP | 700,000 | $48.3B | 362.58% | Put |
| 70 | NVDANVIDIA CORP | 437,574 | $47.7B | 357.75% | Put |
| 71 | PGPROCTER AND GAMBLE CO | 505,000 | $45.4B | 340.56% | Put |
| 72 | DALDELTA AIR LINES INC DEL | 963,590 | $44.3B | 332.38% | Put |
| 73 | MDLZMONDELEZ INTL INC | 1,026,400 | $44.2B | 331.89% | Put |
| 74 | DYHTARGET CORP | 797,308 | $44.0B | 330.27% | Put |
| 75 | IBBISHARES TR | 147,700 | $43.3B | 325.11% | Call |
| 76 | WYWEYERHAEUSER CO | 1,250,000 | $42.5B | 318.80% | Put |
| 77 | WBAWALGREENS BOOTS ALLIANCE INC | 489,000 | $40.6B | 304.81% | Put |
| 78 | BUWABIO RAD LABS INC | 203,400 | $40.5B | 304.32% | Put |
| 79 | CSCOCISCO SYS INC | 1,199,400 | $40.5B | 304.27% | Put |
| 80 | BAXBAXTER INTL INC | 770,159 | $39.9B | 299.78% | |
| 81 | SCHWSCHWAB CHARLES CORP NEW | 977,707 | $39.9B | 299.48% | Call |
| 82 | FCXFREEPORT-MCMORAN INC | 2,964,111 | $39.6B | 297.23% | Put |
| 83 | BMYBRISTOL MYERS SQUIBB CO | 706,438 | $38.4B | 288.34% | Put |
| 84 | RFREGIONS FINL CORP NEW | 2,588,250 | $37.6B | 282.27% | Put |
| 85 | ABXBARRICK GOLD CORP | 1,976,664 | $37.5B | 281.74% | Put |
| 86 | —SUNTRUST BKS INC | 675,662 | $37.4B | 280.44% | Put |
| 87 | MPCMARATHON PETE CORP | 737,700 | $37.3B | 279.83% | Put |
| 88 | ATVIEURACTIVISION BLIZZARD INC | 747,000 | $37.2B | 279.54% | Put |
| 89 | DVNDEVON ENERGY CORP NEW | 888,000 | $37.0B | 278.06% | Put |
| 90 | AXPAMERICAN EXPRESS CO | 463,900 | $36.7B | 275.45% | Put |
| 91 | BACVERIZON COMMUNICATIONS INC | 751,200 | $36.6B | 274.86% | Put |
| 92 | ABBVABBVIE INC | 554,600 | $36.1B | 271.23% | Put |
| 93 | UNHUNITEDHEALTH GROUP INC | 220,200 | $36.1B | 271.05% | Put |
| 94 | NSCNORFOLK SOUTHERN CORP | 322,420 | $36.1B | 270.96% | Put |
| 95 | MDTMEDTRONIC PLC | 444,100 | $35.8B | 268.52% | Put |
| 96 | MHKMOHAWK INDS INC | 151,071 | $34.7B | 260.21% | Put |
| 97 | CMICUMMINS INC | 229,098 | $34.6B | 259.98% | Put |
| 98 | VALEVALE S A | 3,568,780 | $33.9B | 254.46% | Put |
| 99 | AMATAPPLIED MATLS INC | 849,300 | $33.0B | 247.97% | Put |
| 100 | BIIBBIOGEN INC | 120,723 | $33.0B | 247.74% | Put |
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