Laurion Capital Management LP Q1 2016 Filing

Filed May 13, 2016

Portfolio Value

$6.3B

Holdings

595

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (595 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	GOOGALPHABET INC	496,000	$369.5M	5.83%	Put
2	—CHARTER COMMUNICATIONS INC D	1,030,000	$208.5M	3.29%	Put
3	TWXCHFTIME WARNER INC	2,715,500	$197.0M	3.11%	Put
4	JNJJOHNSON & JOHNSON	1,700,000	$183.9M	2.90%	Put
5	WYWEYERHAEUSER CO	5,553,000	$172.0M	2.72%	Put
6	AAPLAPPLE INC	1,348,900	$147.0M	2.32%	Put
7	DYHTARGET CORP	1,644,384	$135.3M	2.14%	Put
8	GEGENERAL ELECTRIC CO	4,240,000	$134.8M	2.13%	Put
9	HLFHERBALIFE LTD	2,150,900	$132.4M	2.09%	Put
10	MSFTMICROSOFT CORP	2,128,600	$117.6M	1.86%	Put
11	TRVCCITIGROUP INC	2,728,200	$113.9M	1.80%	Put
12	APDAIR PRODS & CHEMS INC	790,000	$113.8M	1.80%	Put
13	BACBANK AMER CORP	8,012,432	$108.3M	1.71%	Put
14	ADBEADOBE SYS INC	1,032,148	$96.8M	1.53%
15	—MONSANTO CO NEW	1,060,400	$93.0M	1.47%	Put
16	DALDELTA AIR LINES INC DEL	1,740,000	$84.7M	1.34%	Call
17	CMCSACOMCAST CORP NEW	1,343,800	$82.1M	1.30%	Put
18	DISDISNEY WALT CO	806,300	$80.1M	1.26%	Put
19	UNPUNION PAC CORP	985,102	$78.4M	1.24%	Put
20	MCDMCDONALDS CORP	610,200	$76.7M	1.21%	Call
21	CPBCAMPBELL SOUP CO	1,150,100	$73.4M	1.16%	Put
22	JPMJPMORGAN CHASE & CO	1,200,000	$71.1M	1.12%	Put
23	XOPUSDSPDR SERIES TRUST	2,236,200	$67.9M	1.07%	Put
24	CVXCHEVRON CORP NEW	668,700	$63.8M	1.01%	Put
25	BENFRANKLIN RES INC	1,562,500	$61.0M	0.96%	Put
26	DLTRDOLLAR TREE INC	724,500	$59.7M	0.94%	Put
27	GQ9SPDR GOLD TRUST	500,000	$58.8M	0.93%	Call
28	—MEAD JOHNSON NUTRITION CO	652,200	$55.4M	0.87%	Call
29	TWTRUSDTWITTER INC	3,261,709	$54.0M	0.85%	Call
30	TAT&T INC	1,300,000	$50.9M	0.80%	Put
31	FXIISHARES TR	1,500,000	$50.7M	0.80%	Put
32	WELLWELLTOWER INC	728,381	$50.5M	0.80%
33	DVNDEVON ENERGY CORP NEW	1,740,100	$47.7M	0.75%	Put
34	SIGSIGNET JEWELERS LIMITED	374,730	$46.5M	0.73%	Call
35	GOOGLALPHABET INC	60,000	$45.8M	0.72%	Put
36	UAAUNDER ARMOUR INC	533,000	$45.2M	0.71%	Put
37	RHT1EURRED HAT INC	595,400	$44.4M	0.70%	Put
38	BACVERIZON COMMUNICATIONS INC	755,000	$40.8M	0.64%	Put
39	AALAMERICAN AIRLS GROUP INC	995,000	$40.8M	0.64%	Put
40	TXNTEXAS INSTRS INC	710,300	$40.8M	0.64%	Call
41	NFLXNETFLIX INC	393,800	$40.3M	0.64%	Put
42	NKENIKE INC	649,006	$39.9M	0.63%	Put
43	TEVATEVA PHARMACEUTICAL INDS LTD	727,593	$38.9M	0.61%	Put
44	WFCWELLS FARGO & CO NEW	800,000	$38.7M	0.61%	Put
45	BKNGPRICELINE GRP INC	30,000	$38.7M	0.61%	Put
46	BMYBRISTOL MYERS SQUIBB CO	600,000	$38.3M	0.60%	Call
47	BUDANHEUSER BUSCH INBEV SA/NV	302,208	$37.7M	0.59%
48	UPSUNITED PARCEL SERVICE INC	353,398	$37.3M	0.59%	Call
49	EFAISHARES TR	639,500	$36.5M	0.58%	Put
50	PVHPVH CORP	367,700	$36.4M	0.57%	Call
51	COPCONOCOPHILLIPS	900,000	$36.2M	0.57%	Put
52	XLUSELECT SECTOR SPDR TR	700,000	$34.7M	0.55%	Call
53	GMGENERAL MTRS CO	1,075,488	$33.8M	0.53%	Put
54	ORCLORACLE CORP	800,000	$32.7M	0.52%	Put
55	PRUPRUDENTIAL FINL INC	444,985	$32.1M	0.51%	Put
56	HALHALLIBURTON CO	872,000	$31.1M	0.49%	Put
57	APCANADARKO PETE CORP	660,165	$30.7M	0.49%	Put
58	—SHIRE PLC	174,445	$30.0M	0.47%	Put
59	SYFSYNCHRONY FINL	983,300	$28.2M	0.44%	Put
60	KHCKRAFT HEINZ CO	357,500	$28.1M	0.44%	Call
61	ADSKAUTODESK INC	476,200	$27.8M	0.44%	Call
62	USX1UNITED STATES STL CORP NEW	1,723,000	$27.7M	0.44%	Put
63	CSCOCISCO SYS INC	950,000	$27.0M	0.43%	Put
64	UTXZUNITED TECHNOLOGIES CORP	266,800	$26.7M	0.42%	Put
65	BHCVALEANT PHARMACEUTICALS INTL	1,014,968	$26.7M	0.42%	Put
66	IBMINTERNATIONAL BUSINESS MACHS	175,000	$26.5M	0.42%	Put
67	GLWCORNING INC	1,257,000	$26.3M	0.41%	Put
68	DWDMORGAN STANLEY	1,028,650	$25.7M	0.41%	Put
69	XOMEXXON MOBIL CORP	300,000	$25.1M	0.40%	Call
70	KMXCARMAX INC	480,000	$24.5M	0.39%	Put
71	S76STORE CAP CORP	936,300	$24.2M	0.38%
72	CTLEURCENTURYLINK INC	750,000	$24.0M	0.38%	Put
73	PFEPFIZER INC	797,900	$23.6M	0.37%	Call
74	LOWLOWES COS INC	300,000	$22.7M	0.36%	Call
75	SCHWSCHWAB CHARLES CORP NEW	800,000	$22.4M	0.35%	Put
76	PYPLPAYPAL HLDGS INC	571,100	$22.0M	0.35%	Put
77	CXOEURCONCHO RES INC	216,900	$21.9M	0.35%	Put
78	INTCINTEL CORP	620,000	$20.1M	0.32%	Call
79	—WHITEWAVE FOODS CO	493,500	$20.1M	0.32%	Put
80	4I1PHILIP MORRIS INTL INC	200,000	$19.6M	0.31%	Call
81	VVISA INC	255,000	$19.5M	0.31%	Put
82	ALBALBEMARLE CORP	300,000	$19.2M	0.30%	Put
83	XLNXEURXILINX INC	396,300	$18.8M	0.30%	Put
84	GILDGILEAD SCIENCES INC	203,509	$18.7M	0.30%
85	XRTSPDR SERIES TRUST	400,000	$18.5M	0.29%	Put
86	CBCHUBB LIMITED	150,000	$17.9M	0.28%	Call
87	SSNCSS&C TECHNOLOGIES HLDGS INC	265,500	$16.8M	0.27%	Call
88	PEOEXELON CORP	450,000	$16.1M	0.25%	Call
89	PXDEURPIONEER NAT RES CO	110,000	$15.5M	0.24%	Put
90	AVGOBROADCOM LTD	100,100	$15.5M	0.24%	Put
91	CMICUMMINS INC	133,100	$14.6M	0.23%
92	CRCCANADIAN NAT RES LTD	533,300	$14.4M	0.23%	Put
93	GMEGAMESTOP CORP NEW	450,383	$14.3M	0.23%	Put
94	FSLRFIRST SOLAR INC	204,920	$14.0M	0.22%	Put
95	ODPEUROFFICE DEPOT INC	1,956,800	$13.9M	0.22%	Put
96	EEMISHARES TR	400,000	$13.7M	0.22%	Put
97	KMBKIMBERLY CLARK CORP	100,000	$13.5M	0.21%	Call
98	ECLECOLAB INC	120,000	$13.4M	0.21%	Put
99	BURLBURLINGTON STORES INC	230,000	$12.9M	0.20%	Put
100	UNHUNITEDHEALTH GROUP INC	100,000	$12.9M	0.20%	Call

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