Laurion Capital Management LP Q2 2016 Filing
Filed August 12, 2016
Portfolio Value
$6.4B
Holdings
603
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (603 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | MSFTMICROSOFT CORP | 4,185,191 | $214.2B | 3352.71% | Put |
| 2 | GSGOLDMAN SACHS GROUP INC | 1,228,503 | $182.5B | 2857.61% | Put |
| 3 | AAPLAPPLE INC | 1,799,470 | $172.0B | 2693.21% | Put |
| 4 | JPMJPMORGAN CHASE & CO | 2,596,435 | $161.3B | 2525.87% | Put |
| 5 | MCDMCDONALDS CORP | 1,240,172 | $149.2B | 2336.46% | Put |
| 6 | JNJJOHNSON & JOHNSON | 1,200,000 | $145.6B | 2278.80% | Put |
| 7 | TAT&T INC | 3,321,115 | $143.5B | 2246.63% | Put |
| 8 | TRVCCITIGROUP INC | 3,103,909 | $131.6B | 2059.81% | Put |
| 9 | CVXCHEVRON CORP NEW | 1,239,500 | $129.9B | 2034.20% | Put |
| 10 | EEMISHARES TR | 3,695,300 | $127.0B | 1987.78% | Call |
| 11 | BACBANK AMER CORP | 8,532,616 | $113.2B | 1772.61% | Put |
| 12 | DISDISNEY WALT CO | 1,110,200 | $108.6B | 1700.17% | Put |
| 13 | —ALLERGAN PLC | 462,674 | $106.9B | 1673.89% | Put |
| 14 | CHTRCHARTER COMMUNICATIONS INC N | 443,609 | $101.4B | 1587.89% | Call |
| 15 | FDXFEDEX CORP | 591,888 | $89.8B | 1406.45% | Put |
| 16 | —MONSANTO CO NEW | 848,995 | $87.8B | 1374.46% | Put |
| 17 | SPYSPDR S&P 500 ETF TR | 416,500 | $87.3B | 1366.26% | Put |
| 18 | HESHESS CORP | 1,400,531 | $84.2B | 1317.71% | Put |
| 19 | SOSOUTHERN CO | 1,500,000 | $80.4B | 1259.40% | Call |
| 20 | BUDANHEUSER BUSCH INBEV SA/NV | 578,783 | $76.2B | 1193.17% | Put |
| 21 | EFAISHARES TR | 1,216,700 | $67.9B | 1063.05% | Put |
| 22 | EAELECTRONIC ARTS INC | 895,000 | $67.8B | 1061.53% | Put |
| 23 | DALDELTA AIR LINES INC DEL | 1,844,800 | $67.2B | 1052.14% | Call |
| 24 | MOALTRIA GROUP INC | 960,000 | $66.2B | 1036.42% | Call |
| 25 | HLFHERBALIFE LTD | 1,061,646 | $62.1B | 972.81% | Put |
| 26 | —MEAD JOHNSON NUTRITION CO | 650,000 | $59.0B | 923.48% | Call |
| 27 | ABXBARRICK GOLD CORP | 2,718,000 | $58.0B | 908.50% | Put |
| 28 | GDXVANECK VECTORS ETF TR | 2,000,000 | $55.4B | 867.31% | Put |
| 29 | AMATAPPLIED MATLS INC | 2,290,800 | $54.9B | 859.64% | Put |
| 30 | TWTRUSDTWITTER INC | 3,184,309 | $53.8B | 843.00% | Call |
| 31 | BKNGPRICELINE GRP INC | 42,000 | $52.4B | 820.91% | Put |
| 32 | GEGENERAL ELECTRIC CO | 1,590,000 | $50.1B | 783.60% | Put |
| 33 | ABBVABBVIE INC | 799,335 | $49.5B | 774.74% | |
| 34 | METAFACEBOOK INC | 427,356 | $48.8B | 764.56% | Put |
| 35 | MPCMARATHON PETE CORP | 1,263,200 | $48.0B | 750.69% | Put |
| 36 | APCANADARKO PETE CORP | 880,787 | $46.9B | 734.27% | Put |
| 37 | AIGAMERICAN INTL GROUP INC | 855,183 | $45.2B | 708.09% | Put |
| 38 | PFEPFIZER INC | 1,250,000 | $44.0B | 689.04% | Put |
| 39 | IBMINTERNATIONAL BUSINESS MACHS | 285,300 | $43.3B | 677.91% | Put |
| 40 | DWDMORGAN STANLEY | 1,656,886 | $43.0B | 673.96% | Put |
| 41 | AMZNAMAZON COM INC | 58,200 | $41.6B | 652.03% | Put |
| 42 | KHCKRAFT HEINZ CO | 427,750 | $37.8B | 592.49% | Call |
| 43 | USBUS BANCORP DEL | 935,600 | $37.7B | 590.72% | Call |
| 44 | CSCOCISCO SYS INC | 1,313,300 | $37.7B | 589.91% | Put |
| 45 | MAMASTERCARD INC | 420,643 | $37.0B | 579.89% | Put |
| 46 | TEVATEVA PHARMACEUTICAL INDS LTD | 675,010 | $33.9B | 530.80% | Put |
| 47 | NKENIKE INC | 607,000 | $33.5B | 524.56% | Put |
| 48 | PAYXPAYCHEX INC | 550,000 | $32.7B | 512.32% | Call |
| 49 | NEMNEWMONT MINING CORP | 823,848 | $32.2B | 504.51% | Put |
| 50 | CATCATERPILLAR INC DEL | 420,318 | $31.9B | 498.86% | Put |
| 51 | VVISA INC | 423,898 | $31.4B | 492.19% | Call |
| 52 | COSTCOSTCO WHSL CORP NEW | 200,000 | $31.4B | 491.70% | Call |
| 53 | DISHDISH NETWORK CORP | 587,723 | $30.8B | 482.14% | Put |
| 54 | BENFRANKLIN RES INC | 877,500 | $29.3B | 458.42% | Put |
| 55 | METMETLIFE INC | 718,215 | $28.6B | 447.85% | Put |
| 56 | NFLXNETFLIX INC | 312,600 | $28.6B | 447.67% | Put |
| 57 | ADSKAUTODESK INC | 525,788 | $28.5B | 445.65% | Put |
| 58 | CRMSALESFORCE COM INC | 357,700 | $28.4B | 444.69% | Put |
| 59 | AALAMERICAN AIRLS GROUP INC | 995,000 | $28.2B | 440.98% | Put |
| 60 | ENSENERSYS | 464,636 | $27.6B | 432.59% | |
| 61 | LNGCHENIERE ENERGY INC | 723,700 | $27.2B | 425.43% | Put |
| 62 | POSTPOST HLDGS INC | 325,750 | $26.9B | 421.69% | Call |
| 63 | UPSUNITED PARCEL SERVICE INC | 246,300 | $26.5B | 415.35% | Call |
| 64 | GLWCORNING INC | 1,273,400 | $26.1B | 408.28% | Put |
| 65 | FCXFREEPORT-MCMORAN INC | 2,315,000 | $25.8B | 403.74% | Put |
| 66 | SCHWSCHWAB CHARLES CORP NEW | 1,000,000 | $25.3B | 396.24% | Put |
| 67 | MRKMERCK & CO INC | 430,100 | $24.8B | 387.89% | Put |
| 68 | DEDEERE & CO | 302,900 | $24.5B | 384.31% | Put |
| 69 | AXPAMERICAN EXPRESS CO | 400,000 | $24.3B | 380.50% | Put |
| 70 | SIGSIGNET JEWELERS LIMITED | 275,000 | $22.7B | 354.78% | Put |
| 71 | BPBP PLC | 630,201 | $22.4B | 350.32% | Put |
| 72 | HSYHERSHEY CO | 195,888 | $22.2B | 348.03% | |
| 73 | CTLEURCENTURYLINK INC | 750,000 | $21.8B | 340.63% | Put |
| 74 | WFCWELLS FARGO & CO NEW | 452,210 | $21.4B | 335.07% | |
| 75 | CUCAAVIS BUDGET GROUP | 662,490 | $21.4B | 334.24% | Put |
| 76 | APDAIR PRODS & CHEMS INC | 150,000 | $21.3B | 333.55% | Put |
| 77 | HALHALLIBURTON CO | 461,845 | $20.9B | 327.48% | Put |
| 78 | PRUPRUDENTIAL FINL INC | 289,478 | $20.6B | 323.28% | Put |
| 79 | HONHONEYWELL INTL INC | 177,092 | $20.6B | 322.49% | Put |
| 80 | HPEHEWLETT PACKARD ENTERPRISE C | 1,090,000 | $19.9B | 311.76% | Put |
| 81 | MDLZMONDELEZ INTL INC | 433,200 | $19.7B | 308.68% | Put |
| 82 | PNCPNC FINL SVCS GROUP INC | 235,240 | $19.1B | 299.74% | Put |
| 83 | HDHOME DEPOT INC | 149,300 | $19.1B | 298.49% | Put |
| 84 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 331,798 | $19.0B | 297.33% | |
| 85 | BHCVALEANT PHARMACEUTICALS INTL | 919,068 | $18.5B | 289.78% | |
| 86 | AXIACNTRAIS ELTRC BRS SPON ADR | 4,656,300 | $18.3B | 287.21% | |
| 87 | VMWEURVMWARE INC | 317,535 | $18.2B | 284.44% | |
| 88 | XEVVXEATON VANCE LTD DUR INCOME F | 1,340,409 | $18.0B | 282.03% | |
| 89 | —HOUGHTON MIFFLIN HARCOURT CO | 1,145,332 | $17.9B | 280.26% | |
| 90 | AMGNAMGEN INC | 116,200 | $17.7B | 276.79% | Put |
| 91 | GOOGLALPHABET INC | 25,000 | $17.6B | 275.35% | Put |
| 92 | INTCINTEL CORP | 524,400 | $17.2B | 269.29% | Put |
| 93 | FXIISHARES TR | 500,000 | $17.1B | 267.86% | Put |
| 94 | —STERIS PLC | 245,100 | $16.9B | 263.81% | |
| 95 | YUMYUM BRANDS INC | 194,806 | $16.2B | 252.88% | |
| 96 | QCOMQUALCOMM INC | 301,511 | $16.2B | 252.87% | Put |
| 97 | LOWLOWES COS INC | 201,900 | $16.0B | 250.25% | Put |
| 98 | BSXBOSTON SCIENTIFIC CORP | 680,800 | $15.9B | 249.08% | |
| 99 | BGBBLACKSTONE GSO STRATEGIC CR | 1,069,154 | $15.4B | 240.86% | |
| 100 | —AK STL HLDG CORP | 3,131,125 | $14.6B | 228.43% | Put |
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