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	$2.7B	15.01%	Put
2	TRVCCITIGROUP INC	7,350,300	$491.6M	2.69%	Put
3	GMGENERAL MTRS CO	13,109,100	$457.9M	2.51%	Put
4	AAPLAPPLE INC	3,107,893	$447.6M	2.45%	Put
5	HUMHUMANA INC	1,545,700	$371.9M	2.04%	Put
6	MARMARRIOTT INTL INC NEW	2,875,000	$288.4M	1.58%	Call
7	GSGOLDMAN SACHS GROUP INC	1,140,400	$253.1M	1.39%	Put
8	BACBANK AMER CORP	10,340,200	$250.9M	1.37%	Put
9	AMZNAMAZON COM INC	254,200	$246.1M	1.35%	Put
10	INTCINTEL CORP	6,548,216	$220.9M	1.21%	Put
11	ISRGINTUITIVE SURGICAL INC	234,900	$219.7M	1.20%	Put
12	MSFTMICROSOFT CORP	3,160,369	$217.8M	1.19%	Put
13	WFCWELLS FARGO CO NEW	3,910,300	$216.7M	1.19%	Put
14	GOOGLALPHABET INC	228,023	$212.0M	1.16%	Put
15	JPMJPMORGAN CHASE & CO	2,306,200	$210.8M	1.15%	Put
16	DWDMORGAN STANLEY	4,674,300	$208.3M	1.14%	Put
17	—AETNA INC NEW	1,224,600	$185.9M	1.02%	Put
18	NXPINXP SEMICONDUCTORS N V	1,694,489	$185.5M	1.02%	Put
19	HDHOME DEPOT INC	1,197,707	$183.7M	1.01%	Put
20	DEDEERE & CO	1,439,016	$177.8M	0.97%	Put
21	GOOGALPHABET INC	191,451	$174.0M	0.95%	Put
22	METMETLIFE INC	3,126,200	$171.8M	0.94%	Put
23	UNHUNITEDHEALTH GROUP INC	846,500	$157.0M	0.86%	Put
24	BABAALIBABA GROUP HLDG LTD	1,068,500	$150.6M	0.82%	Put
25	MCDMCDONALDS CORP	919,800	$140.9M	0.77%	Put
26	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	2,112,200	$140.3M	0.77%	Put
27	VVISA INC	1,387,962	$130.2M	0.71%	Call
28	BABOEING CO	634,400	$125.5M	0.69%	Put
29	—MOBILEYE N V AMSTELVEEN	1,969,181	$123.7M	0.68%	Put
30	TWXCHFTIME WARNER INC	1,220,405	$122.5M	0.67%	Put
31	TMUST MOBILE US INC	2,013,994	$122.1M	0.67%	Put
32	HALHALLIBURTON CO	2,713,777	$115.9M	0.63%	Put
33	FFORD MTR CO DEL	10,015,405	$112.1M	0.61%	Put
34	NVDANVIDIA CORP	727,325	$105.1M	0.58%	Put
35	AXPAMERICAN EXPRESS CO	1,203,800	$101.4M	0.56%	Put
36	METAFACEBOOK INC	657,800	$99.3M	0.54%	Put
37	SYYSYSCO CORP	1,912,900	$96.3M	0.53%	Put
38	BKNGPRICELINE GRP INC	49,538	$92.7M	0.51%	Put
39	EOGEOG RES INC	1,000,000	$90.5M	0.50%	Call
40	—LEVEL 3 COMMUNICATIONS INC	1,505,020	$89.2M	0.49%	Call
41	UALUNITED CONTL HLDGS INC	1,172,499	$88.2M	0.48%	Put
42	GILDGILEAD SCIENCES INC	1,220,200	$86.4M	0.47%	Put
43	CMCSACOMCAST CORP NEW	2,148,100	$83.6M	0.46%	Put
44	DISDISNEY WALT CO	780,700	$82.9M	0.45%	Put
45	NFLXNETFLIX INC	550,792	$82.3M	0.45%	Put
46	SLBSCHLUMBERGER LTD	1,239,711	$81.6M	0.45%	Put
47	APCANADARKO PETE CORP	1,793,397	$81.3M	0.45%	Put
48	EEMISHARES TR	1,952,900	$80.8M	0.44%	Put
49	KMXCARMAX INC	1,190,441	$75.1M	0.41%	Call
50	FCXFREEPORT-MCMORAN INC	6,228,534	$74.8M	0.41%	Put
51	VALEVALE S A	8,323,295	$72.8M	0.40%	Put
52	MUMICRON TECHNOLOGY INC	2,409,932	$72.0M	0.39%	Put
53	DALDELTA AIR LINES INC DEL	1,303,379	$70.0M	0.38%	Put
54	CVXCHEVRON CORP NEW	655,302	$68.4M	0.37%	Put
55	XLESELECT SECTOR SPDR TR	1,032,086	$67.0M	0.37%	Put
56	MAMASTERCARD INCORPORATED	538,115	$65.4M	0.36%	Put
57	SBUXSTARBUCKS CORP	1,113,673	$64.9M	0.36%	Put
58	BMYBRISTOL MYERS SQUIBB CO	1,161,299	$64.7M	0.35%	Put
59	AVGOBROADCOM LTD	272,915	$63.6M	0.35%	Put
60	SYMCEURSYMANTEC CORP	2,241,409	$63.3M	0.35%	Put
61	ABXBARRICK GOLD CORP	3,968,664	$63.1M	0.35%	Put
62	XOPUSDSPDR SERIES TRUST	1,975,857	$63.1M	0.35%	Put
63	—VCA INC	675,870	$62.4M	0.34%
64	AMATAPPLIED MATLS INC	1,465,206	$60.5M	0.33%	Put
65	ABBVABBVIE INC	816,503	$59.2M	0.32%	Put
66	CATCATERPILLAR INC DEL	547,252	$58.8M	0.32%	Put
67	MRKMERCK & CO INC	904,433	$58.0M	0.32%	Put
68	WYWEYERHAEUSER CO	1,704,000	$57.1M	0.31%	Put
69	BWXTBWX TECHNOLOGIES INC	1,138,677	$55.5M	0.30%
70	TXNTEXAS INSTRS INC	718,350	$55.3M	0.30%	Put
71	—QUINTILES IMS HOLDINGS INC	609,055	$54.5M	0.30%
72	AALAMERICAN AIRLS GROUP INC	1,082,576	$54.5M	0.30%	Put
73	ADSKAUTODESK INC	534,965	$53.9M	0.30%	Put
74	USOUNITED STATES OIL FUND LP	5,639,100	$53.6M	0.29%	Put
75	PNCPNC FINL SVCS GROUP INC	425,800	$53.2M	0.29%	Put
76	USBUS BANCORP DEL	1,023,500	$53.1M	0.29%	Put
77	UTHUNITED THERAPEUTICS CORP DEL	406,743	$52.8M	0.29%	Put
78	EXPEEXPEDIA INC DEL	349,300	$52.0M	0.28%	Put
79	PFEPFIZER INC	1,514,988	$50.9M	0.28%	Put
80	PRUPRUDENTIAL FINL INC	462,651	$50.0M	0.27%	Put
81	MDLZMONDELEZ INTL INC	1,154,300	$49.9M	0.27%	Put
82	BUDANHEUSER BUSCH INBEV SA/NV	443,922	$49.0M	0.27%
83	AMGNAMGEN INC	283,900	$48.9M	0.27%	Put
84	YUMYUM BRANDS INC	646,000	$47.6M	0.26%	Put
85	EBAEBAY INC	1,336,165	$46.7M	0.26%	Put
86	BACVERIZON COMMUNICATIONS INC	1,037,600	$46.3M	0.25%	Put
87	CSXCSX CORP	838,957	$45.8M	0.25%	Put
88	GDGENERAL DYNAMICS CORP	226,351	$44.8M	0.25%	Put
89	GDXVANECK VECTORS ETF TR	2,013,159	$44.5M	0.24%	Put
90	AIGAMERICAN INTL GROUP INC	702,900	$43.9M	0.24%	Put
91	UNPUNION PAC CORP	401,300	$43.7M	0.24%	Put
92	FLT1EURFLEETCOR TECHNOLOGIES INC	300,000	$43.3M	0.24%	Call
93	IWMISHARES TR	292,213	$41.2M	0.23%	Put
94	USX1UNITED STATES STL CORP NEW	1,844,800	$40.8M	0.22%	Put
95	FDXFEDEX CORP	185,400	$40.3M	0.22%	Put
96	—BARCLAYS BK PLC	3,115,600	$39.8M	0.22%	Put
97	STTSTATE STR CORP	442,300	$39.7M	0.22%	Put
98	RCLROYAL CARIBBEAN CRUISES LTD	362,931	$39.6M	0.22%	Put
99	ATVIEURACTIVISION BLIZZARD INC	683,460	$39.3M	0.22%	Put
100	CSCOCISCO SYS INC	1,241,900	$38.9M	0.21%	Put

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