Laurion Capital Management LP Q2 2017 Filing
Filed August 11, 2017
Portfolio Value
$18.3B
Holdings
1,166
Report Date
Q2 2017
Filing Type
13F-HR
All Holdings (1,166 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 11,341,795 | $2.7T | 15011.23% | Put |
| 2 | TRVCCITIGROUP INC | 7,350,300 | $491.6B | 2690.80% | Put |
| 3 | GMGENERAL MTRS CO | 13,109,100 | $457.9B | 2506.40% | Put |
| 4 | AAPLAPPLE INC | 3,107,893 | $447.6B | 2450.01% | Put |
| 5 | HUMHUMANA INC | 1,545,700 | $371.9B | 2035.80% | Put |
| 6 | MARMARRIOTT INTL INC NEW | 2,875,000 | $288.4B | 1578.56% | Call |
| 7 | GSGOLDMAN SACHS GROUP INC | 1,140,400 | $253.1B | 1385.16% | Put |
| 8 | BACBANK AMER CORP | 10,340,200 | $250.9B | 1373.09% | Put |
| 9 | AMZNAMAZON COM INC | 254,200 | $246.1B | 1346.88% | Put |
| 10 | INTCINTEL CORP | 6,548,216 | $220.9B | 1209.34% | Put |
| 11 | ISRGINTUITIVE SURGICAL INC | 234,900 | $219.7B | 1202.67% | Put |
| 12 | MSFTMICROSOFT CORP | 3,160,369 | $217.8B | 1192.42% | Put |
| 13 | WFCWELLS FARGO CO NEW | 3,910,300 | $216.7B | 1185.96% | Put |
| 14 | GOOGLALPHABET INC | 228,023 | $212.0B | 1160.38% | Put |
| 15 | JPMJPMORGAN CHASE & CO | 2,306,200 | $210.8B | 1153.78% | Put |
| 16 | DWDMORGAN STANLEY | 4,674,300 | $208.3B | 1140.09% | Put |
| 17 | —AETNA INC NEW | 1,224,600 | $185.9B | 1017.74% | Put |
| 18 | NXPINXP SEMICONDUCTORS N V | 1,694,489 | $185.5B | 1015.16% | Put |
| 19 | HDHOME DEPOT INC | 1,197,707 | $183.7B | 1005.67% | Put |
| 20 | DEDEERE & CO | 1,439,016 | $177.8B | 973.48% | Put |
| 21 | GOOGALPHABET INC | 191,451 | $174.0B | 952.29% | Put |
| 22 | METMETLIFE INC | 3,126,200 | $171.8B | 940.12% | Put |
| 23 | UNHUNITEDHEALTH GROUP INC | 846,500 | $157.0B | 859.13% | Put |
| 24 | BABAALIBABA GROUP HLDG LTD | 1,068,500 | $150.6B | 824.07% | Put |
| 25 | MCDMCDONALDS CORP | 919,800 | $140.9B | 771.11% | Put |
| 26 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 2,112,200 | $140.3B | 767.68% | Put |
| 27 | VVISA INC | 1,387,962 | $130.2B | 712.47% | Call |
| 28 | BABOEING CO | 634,400 | $125.5B | 686.69% | Put |
| 29 | —MOBILEYE N V AMSTELVEEN | 1,969,181 | $123.7B | 676.90% | Put |
| 30 | TWXCHFTIME WARNER INC | 1,220,405 | $122.5B | 670.75% | Put |
| 31 | TMUST MOBILE US INC | 2,013,994 | $122.1B | 668.27% | Put |
| 32 | HALHALLIBURTON CO | 2,713,777 | $115.9B | 634.44% | Put |
| 33 | FFORD MTR CO DEL | 10,015,405 | $112.1B | 613.46% | Put |
| 34 | NVDANVIDIA CORP | 727,325 | $105.1B | 575.50% | Put |
| 35 | AXPAMERICAN EXPRESS CO | 1,203,800 | $101.4B | 555.08% | Put |
| 36 | METAFACEBOOK INC | 657,800 | $99.3B | 543.62% | Put |
| 37 | SYYSYSCO CORP | 1,912,900 | $96.3B | 526.99% | Put |
| 38 | BKNGPRICELINE GRP INC | 49,538 | $92.7B | 507.14% | Put |
| 39 | EOGEOG RES INC | 1,000,000 | $90.5B | 495.48% | Call |
| 40 | —LEVEL 3 COMMUNICATIONS INC | 1,505,020 | $89.2B | 488.51% | Call |
| 41 | UALUNITED CONTL HLDGS INC | 1,172,499 | $88.2B | 482.96% | Put |
| 42 | GILDGILEAD SCIENCES INC | 1,220,200 | $86.4B | 472.73% | Put |
| 43 | CMCSACOMCAST CORP NEW | 2,148,100 | $83.6B | 457.62% | Put |
| 44 | DISDISNEY WALT CO | 780,700 | $82.9B | 454.04% | Put |
| 45 | NFLXNETFLIX INC | 550,792 | $82.3B | 450.46% | Put |
| 46 | SLBSCHLUMBERGER LTD | 1,239,711 | $81.6B | 446.78% | Put |
| 47 | APCANADARKO PETE CORP | 1,793,397 | $81.3B | 445.09% | Put |
| 48 | EEMISHARES TR | 1,952,900 | $80.8B | 442.45% | Put |
| 49 | KMXCARMAX INC | 1,190,441 | $75.1B | 410.90% | Call |
| 50 | FCXFREEPORT-MCMORAN INC | 6,228,534 | $74.8B | 409.46% | Put |
| 51 | VALEVALE S A | 8,323,295 | $72.8B | 398.65% | Put |
| 52 | MUMICRON TECHNOLOGY INC | 2,409,932 | $72.0B | 393.89% | Put |
| 53 | DALDELTA AIR LINES INC DEL | 1,303,379 | $70.0B | 383.40% | Put |
| 54 | CVXCHEVRON CORP NEW | 655,302 | $68.4B | 374.22% | Put |
| 55 | XLESELECT SECTOR SPDR TR | 1,032,086 | $67.0B | 366.75% | Put |
| 56 | MAMASTERCARD INCORPORATED | 538,115 | $65.4B | 357.74% | Put |
| 57 | SBUXSTARBUCKS CORP | 1,113,673 | $64.9B | 355.45% | Put |
| 58 | BMYBRISTOL MYERS SQUIBB CO | 1,161,299 | $64.7B | 354.18% | Put |
| 59 | AVGOBROADCOM LTD | 272,915 | $63.6B | 348.14% | Put |
| 60 | SYMCEURSYMANTEC CORP | 2,241,409 | $63.3B | 346.60% | Put |
| 61 | ABXBARRICK GOLD CORP | 3,968,664 | $63.1B | 345.64% | Put |
| 62 | XOPUSDSPDR SERIES TRUST | 1,975,857 | $63.1B | 345.22% | Put |
| 63 | —VCA INC | 675,870 | $62.4B | 341.50% | |
| 64 | AMATAPPLIED MATLS INC | 1,465,206 | $60.5B | 331.32% | Put |
| 65 | ABBVABBVIE INC | 816,503 | $59.2B | 324.06% | Put |
| 66 | CATCATERPILLAR INC DEL | 547,252 | $58.8B | 321.88% | Put |
| 67 | MRKMERCK & CO INC | 904,433 | $58.0B | 317.28% | Put |
| 68 | WYWEYERHAEUSER CO | 1,704,000 | $57.1B | 312.46% | Put |
| 69 | BWXTBWX TECHNOLOGIES INC | 1,138,677 | $55.5B | 303.85% | |
| 70 | TXNTEXAS INSTRS INC | 718,350 | $55.3B | 302.49% | Put |
| 71 | —QUINTILES IMS HOLDINGS INC | 609,055 | $54.5B | 298.37% | |
| 72 | AALAMERICAN AIRLS GROUP INC | 1,082,576 | $54.5B | 298.18% | Put |
| 73 | ADSKAUTODESK INC | 534,965 | $53.9B | 295.22% | Put |
| 74 | USOUNITED STATES OIL FUND LP | 5,639,100 | $53.6B | 293.23% | Put |
| 75 | PNCPNC FINL SVCS GROUP INC | 425,800 | $53.2B | 291.03% | Put |
| 76 | USBUS BANCORP DEL | 1,023,500 | $53.1B | 290.87% | Put |
| 77 | UTHUNITED THERAPEUTICS CORP DEL | 406,743 | $52.8B | 288.83% | Put |
| 78 | EXPEEXPEDIA INC DEL | 349,300 | $52.0B | 284.79% | Put |
| 79 | PFEPFIZER INC | 1,514,988 | $50.9B | 278.55% | Put |
| 80 | PRUPRUDENTIAL FINL INC | 462,651 | $50.0B | 273.86% | Put |
| 81 | MDLZMONDELEZ INTL INC | 1,154,300 | $49.9B | 272.90% | Put |
| 82 | BUDANHEUSER BUSCH INBEV SA/NV | 443,922 | $49.0B | 268.16% | |
| 83 | AMGNAMGEN INC | 283,900 | $48.9B | 267.65% | Put |
| 84 | YUMYUM BRANDS INC | 646,000 | $47.6B | 260.81% | Put |
| 85 | EBAEBAY INC | 1,336,165 | $46.7B | 255.41% | Put |
| 86 | BACVERIZON COMMUNICATIONS INC | 1,037,600 | $46.3B | 253.64% | Put |
| 87 | CSXCSX CORP | 838,957 | $45.8B | 250.54% | Put |
| 88 | GDGENERAL DYNAMICS CORP | 226,351 | $44.8B | 245.44% | Put |
| 89 | GDXVANECK VECTORS ETF TR | 2,013,159 | $44.5B | 243.31% | Put |
| 90 | AIGAMERICAN INTL GROUP INC | 702,900 | $43.9B | 240.56% | Put |
| 91 | UNPUNION PAC CORP | 401,300 | $43.7B | 239.23% | Put |
| 92 | FLT1EURFLEETCOR TECHNOLOGIES INC | 300,000 | $43.3B | 236.81% | Call |
| 93 | IWMISHARES TR | 292,213 | $41.2B | 225.40% | Put |
| 94 | USX1UNITED STATES STL CORP NEW | 1,844,800 | $40.8B | 223.56% | Put |
| 95 | FDXFEDEX CORP | 185,400 | $40.3B | 220.55% | Put |
| 96 | —BARCLAYS BK PLC | 3,115,600 | $39.8B | 217.61% | Put |
| 97 | STTSTATE STR CORP | 442,300 | $39.7B | 217.25% | Put |
| 98 | RCLROYAL CARIBBEAN CRUISES LTD | 362,931 | $39.6B | 216.99% | Put |
| 99 | ATVIEURACTIVISION BLIZZARD INC | 683,460 | $39.3B | 215.37% | Put |
| 100 | CSCOCISCO SYS INC | 1,241,900 | $38.9B | 212.78% | Put |
Page 1 of 12Next