Laurion Capital Management LP Q4 2016 Filing
Filed February 13, 2017
Portfolio Value
$10.4B
Holdings
765
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (765 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GSGOLDMAN SACHS GROUP INC | 1,930,900 | $462.4B | 4428.49% | Put |
| 2 | AAPLAPPLE INC | 3,976,600 | $460.6B | 4411.38% | Put |
| 3 | TRVCCITIGROUP INC | 6,031,000 | $358.4B | 3433.02% | Put |
| 4 | JPMJPMORGAN CHASE & CO | 3,630,300 | $313.3B | 3000.43% | Put |
| 5 | BACBANK AMER CORP | 13,542,700 | $299.3B | 2866.64% | Put |
| 6 | DWDMORGAN STANLEY | 5,042,000 | $213.0B | 2040.35% | Put |
| 7 | AMZNAMAZON COM INC | 246,500 | $184.8B | 1770.48% | Put |
| 8 | CHTRCHARTER COMMUNICATIONS INC N | 567,500 | $163.4B | 1565.01% | Put |
| 9 | NFLXNETFLIX INC | 1,296,700 | $160.5B | 1537.61% | Put |
| 10 | SYFSYNCHRONY FINL | 4,396,400 | $159.5B | 1527.32% | Put |
| 11 | GMGENERAL MTRS CO | 4,543,000 | $158.3B | 1516.01% | Put |
| 12 | —ALLERGAN PLC | 568,245 | $119.3B | 1143.02% | Put |
| 13 | WFCWELLS FARGO & CO NEW | 2,158,100 | $118.9B | 1139.18% | Put |
| 14 | MPCMARATHON PETE CORP | 2,124,923 | $107.0B | 1024.76% | Call |
| 15 | GOOGLALPHABET INC | 133,700 | $105.9B | 1014.79% | Put |
| 16 | USX1UNITED STATES STL CORP NEW | 3,204,900 | $105.8B | 1013.30% | Put |
| 17 | MDLZMONDELEZ INTL INC | 2,339,608 | $103.7B | 993.38% | Put |
| 18 | TWXCHFTIME WARNER INC | 960,000 | $92.7B | 887.60% | Put |
| 19 | METMETLIFE INC | 1,696,300 | $91.4B | 875.55% | Put |
| 20 | CVXCHEVRON CORP NEW | 751,100 | $88.4B | 846.72% | Put |
| 21 | INTCINTEL CORP | 2,269,300 | $82.3B | 788.35% | Put |
| 22 | LYBLYONDELLBASELL INDUSTRIES N | 941,600 | $80.8B | 773.63% | Call |
| 23 | METAFACEBOOK INC | 688,381 | $79.2B | 758.58% | Put |
| 24 | PRUPRUDENTIAL FINL INC | 748,700 | $77.9B | 746.24% | Put |
| 25 | BKNGPRICELINE GRP INC | 52,193 | $76.5B | 732.90% | Put |
| 26 | UNHUNITEDHEALTH GROUP INC | 474,200 | $75.9B | 726.89% | Put |
| 27 | MOALTRIA GROUP INC | 1,105,100 | $74.7B | 715.75% | Put |
| 28 | HUMHUMANA INC | 360,700 | $73.6B | 704.89% | Put |
| 29 | ADSKAUTODESK INC | 958,096 | $70.9B | 679.17% | Put |
| 30 | SPYSPDR S&P 500 ETF TR | 312,500 | $69.9B | 669.06% | Put |
| 31 | DISDISNEY WALT CO | 662,600 | $69.1B | 661.44% | Put |
| 32 | VISNCOMMSCOPE HLDG CO INC | 1,782,591 | $66.3B | 635.14% | |
| 33 | JNJJOHNSON & JOHNSON | 564,481 | $65.0B | 622.88% | Put |
| 34 | NVDANVIDIA CORP | 603,300 | $64.4B | 616.83% | Put |
| 35 | BABAALIBABA GROUP HLDG LTD | 732,300 | $64.3B | 615.90% | Put |
| 36 | LPLALPL FINL HLDGS INC | 1,808,600 | $63.7B | 609.94% | |
| 37 | FFORD MTR CO DEL | 5,219,400 | $63.3B | 606.41% | Put |
| 38 | ZIONZIONS BANCORPORATION | 1,464,436 | $63.0B | 603.71% | Put |
| 39 | TAT&T INC | 1,454,000 | $61.8B | 592.28% | Put |
| 40 | MSFTMICROSOFT CORP | 978,900 | $60.8B | 582.63% | Put |
| 41 | BABOEING CO | 369,300 | $57.5B | 550.67% | Put |
| 42 | ADNTADIENT PLC | 972,074 | $57.0B | 545.60% | |
| 43 | AIGAMERICAN INTL GROUP INC | 871,900 | $56.9B | 545.40% | Put |
| 44 | TWTRUSDTWITTER INC | 3,436,888 | $56.0B | 536.57% | Call |
| 45 | IBMINTERNATIONAL BUSINESS MACHS | 336,800 | $55.9B | 535.45% | Put |
| 46 | —MEAD JOHNSON NUTRITION CO | 750,000 | $53.1B | 508.31% | Put |
| 47 | HWCHANCOCK HLDG CO | 1,221,400 | $52.6B | 504.22% | |
| 48 | GLNGGOLAR LNG LTD BERMUDA | 233,900 | $50.4B | 482.43% | Put |
| 49 | GOOGALPHABET INC | 65,000 | $50.2B | 480.53% | Put |
| 50 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 889,989 | $49.9B | 477.62% | Call |
| 51 | SCHWSCHWAB CHARLES CORP NEW | 1,251,500 | $49.4B | 473.12% | Put |
| 52 | TXNTEXAS INSTRS INC | 671,900 | $49.0B | 469.59% | Put |
| 53 | GLWCORNING INC | 1,972,094 | $47.9B | 458.44% | Put |
| 54 | PFEPFIZER INC | 1,460,726 | $47.4B | 454.42% | Put |
| 55 | HONHONEYWELL INTL INC | 401,800 | $46.5B | 445.85% | Call |
| 56 | WBAWALGREENS BOOTS ALLIANCE INC | 555,400 | $46.0B | 440.25% | Put |
| 57 | ETRAE TRADE FINANCIAL CORP | 1,320,824 | $45.8B | 438.35% | Put |
| 58 | HYGISHARES TR | 527,919 | $45.7B | 437.63% | Put |
| 59 | RFREGIONS FINL CORP NEW | 3,180,400 | $45.7B | 437.43% | Put |
| 60 | —DOW CHEM CO | 784,200 | $44.9B | 429.80% | Put |
| 61 | CLCOLGATE PALMOLIVE CO | 681,716 | $44.6B | 427.30% | Put |
| 62 | MGMMGM RESORTS INTERNATIONAL | 1,500,000 | $43.2B | 414.20% | Put |
| 63 | UPSUNITED PARCEL SERVICE INC | 376,300 | $43.1B | 413.19% | Call |
| 64 | COFCAPITAL ONE FINL CORP | 488,050 | $42.6B | 407.83% | Put |
| 65 | WDCWESTERN DIGITAL CORP | 625,700 | $42.5B | 407.23% | Put |
| 66 | ABXBARRICK GOLD CORP | 2,619,550 | $41.9B | 400.95% | Put |
| 67 | —SPRINT CORP | 4,778,224 | $40.2B | 385.35% | Call |
| 68 | STXSEAGATE TECHNOLOGY PLC | 1,052,400 | $40.2B | 384.78% | Put |
| 69 | MUMICRON TECHNOLOGY INC | 1,822,013 | $39.9B | 382.54% | Put |
| 70 | ADBEADOBE SYS INC | 387,483 | $39.9B | 382.10% | Put |
| 71 | CITUSDCIT GROUP INC | 912,700 | $39.0B | 373.11% | Put |
| 72 | STTSTATE STR CORP | 497,600 | $38.7B | 370.41% | Put |
| 73 | HHYATT HOTELS CORP | 680,526 | $37.6B | 360.19% | |
| 74 | DELLDELL TECHNOLOGIES INC | 682,500 | $37.5B | 359.34% | |
| 75 | DEDEERE & CO | 353,800 | $36.5B | 349.18% | Put |
| 76 | GEGENERAL ELECTRIC CO | 1,136,800 | $35.9B | 344.07% | Put |
| 77 | XOMEXXON MOBIL CORP | 394,700 | $35.6B | 341.23% | Put |
| 78 | —TWENTY FIRST CENTY FOX INC | 1,264,436 | $35.5B | 339.58% | Put |
| 79 | PRAHPRA HEALTH SCIENCES INC | 641,900 | $35.4B | 338.89% | |
| 80 | QCOMQUALCOMM INC | 540,300 | $35.2B | 337.40% | Put |
| 81 | MLCOMELCO CROWN ENTMT LTD | 2,201,800 | $35.0B | 335.32% | |
| 82 | USBUS BANCORP DEL | 677,500 | $34.8B | 333.35% | Put |
| 83 | MRKMERCK & CO INC | 587,300 | $34.6B | 331.15% | Put |
| 84 | CMICUMMINS INC | 251,900 | $34.4B | 329.73% | Put |
| 85 | S9QSPIRIT AEROSYSTEMS HLDGS INC | 584,967 | $34.1B | 326.93% | |
| 86 | LNGCHENIERE ENERGY INC | 814,000 | $33.7B | 323.00% | Put |
| 87 | PNCPNC FINL SVCS GROUP INC | 282,891 | $33.1B | 316.92% | Put |
| 88 | PXDEURPIONEER NAT RES CO | 181,798 | $32.7B | 313.54% | Put |
| 89 | MCDMCDONALDS CORP | 267,600 | $32.6B | 311.98% | Put |
| 90 | UNVREURUNIVAR INC | 1,136,992 | $32.3B | 308.95% | |
| 91 | LNCLINCOLN NATL CORP IND | 477,900 | $31.7B | 303.36% | Put |
| 92 | BACVERIZON COMMUNICATIONS INC | 582,200 | $31.1B | 297.67% | Put |
| 93 | XLESELECT SECTOR SPDR TR | 408,800 | $30.8B | 294.92% | Put |
| 94 | MIDDMIDDLEBY CORP | 236,300 | $30.4B | 291.54% | Call |
| 95 | CMECME GROUP INC | 257,705 | $29.7B | 284.74% | Put |
| 96 | UTXZUNITED TECHNOLOGIES CORP | 271,000 | $29.7B | 284.54% | Put |
| 97 | OXYOCCIDENTAL PETE CORP DEL | 415,400 | $29.6B | 283.41% | Put |
| 98 | —XEROX CORP | 3,372,300 | $29.4B | 281.98% | |
| 99 | XOPUSDSPDR SERIES TRUST | 707,500 | $29.3B | 280.69% | Put |
| 100 | —TRINSEO S A | 485,729 | $28.8B | 275.89% |
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