Laurion Capital Management LP Q1 2017 Filing

Filed May 12, 2017

Portfolio Value

$13.3B

Holdings

897

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (897 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AAPLAPPLE INC	3,535,900	$508.0M	3.81%	Put
2	GMGENERAL MTRS CO	12,837,700	$453.9M	3.41%	Put
3	BACBANK AMER CORP	18,495,900	$436.3M	3.27%	Put
4	SPYSPDR S&P 500 ETF TR	1,465,033	$345.4M	2.59%	Put
5	GSGOLDMAN SACHS GROUP INC	1,406,739	$323.2M	2.43%	Put
6	DWDMORGAN STANLEY	6,554,808	$280.8M	2.11%	Put
7	TRVCCITIGROUP INC	4,304,155	$257.5M	1.93%	Put
8	JPMJPMORGAN CHASE & CO	2,651,969	$233.0M	1.75%	Put
9	—MYLAN N V	5,630,656	$219.5M	1.65%	Put
10	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	3,444,000	$205.0M	1.54%	Put
11	NXPINXP SEMICONDUCTORS N V	1,825,049	$188.9M	1.42%	Put
12	TXNTEXAS INSTRS INC	2,239,700	$180.4M	1.35%	Put
13	WFCWELLS FARGO & CO NEW	3,166,779	$176.3M	1.32%	Put
14	JNJJOHNSON & JOHNSON	1,355,715	$168.9M	1.27%	Put
15	CSXCSX CORP	3,568,694	$166.1M	1.25%	Put
16	DISDISNEY WALT CO	1,460,000	$165.6M	1.24%	Put
17	METAFACEBOOK INC	1,150,700	$163.5M	1.23%	Put
18	MSFTMICROSOFT CORP	2,353,900	$155.0M	1.16%	Put
19	MOMOUSDMOMO INC	3,889,952	$132.5M	0.99%
20	BABOEING CO	732,500	$129.5M	0.97%	Put
21	TSLATESLA INC	450,675	$125.4M	0.94%	Put
22	FXIISHARES TR	3,224,600	$124.1M	0.93%	Call
23	—MOBILEYE N V AMSTELVEEN	1,983,737	$121.8M	0.91%	Put
24	LYBLYONDELLBASELL INDUSTRIES N	1,217,223	$111.0M	0.83%	Call
25	HUMHUMANA INC	537,632	$110.8M	0.83%	Put
26	METMETLIFE INC	2,043,700	$107.9M	0.81%	Put
27	INTCINTEL CORP	2,963,200	$106.9M	0.80%	Put
28	VVISA INC	1,182,500	$105.1M	0.79%	Put
29	TWXCHFTIME WARNER INC	1,056,960	$103.3M	0.78%	Put
30	OXYOCCIDENTAL PETE CORP DEL	1,624,376	$102.9M	0.77%	Put
31	HALHALLIBURTON CO	1,914,535	$94.2M	0.71%	Put
32	FFORD MTR CO DEL	7,998,211	$93.1M	0.70%	Put
33	—WHITEWAVE FOODS CO	1,632,584	$91.7M	0.69%
34	SLBSCHLUMBERGER LTD	1,163,776	$90.9M	0.68%	Put
35	APCANADARKO PETE CORP	1,381,918	$85.7M	0.64%	Put
36	—MEAD JOHNSON NUTRITION CO	924,301	$82.3M	0.62%
37	BABAALIBABA GROUP HLDG LTD	760,000	$82.0M	0.62%	Put
38	PNCPNC FINL SVCS GROUP INC	675,900	$81.3M	0.61%	Put
39	COFCAPITAL ONE FINL CORP	925,284	$80.2M	0.60%	Put
40	—LEVEL 3 COMMUNICATIONS INC	1,400,544	$80.1M	0.60%	Call
41	GILDGILEAD SCIENCES INC	1,175,473	$79.8M	0.60%	Put
42	BUDANHEUSER BUSCH INBEV SA/NV	700,702	$76.9M	0.58%
43	USX1UNITED STATES STL CORP NEW	2,216,611	$74.9M	0.56%	Put
44	LOWLOWES COS INC	909,099	$74.7M	0.56%	Put
45	CLCOLGATE PALMOLIVE CO	975,121	$71.4M	0.54%	Put
46	UALUNITED CONTL HLDGS INC	997,064	$70.4M	0.53%	Put
47	YUMYUM BRANDS INC	1,067,442	$68.2M	0.51%	Call
48	PFEPFIZER INC	1,965,982	$67.3M	0.50%	Put
49	LLYLILLY ELI & CO	790,300	$66.5M	0.50%	Put
50	CVXCHEVRON CORP NEW	599,871	$64.4M	0.48%	Put
51	AIGAMERICAN INTL GROUP INC	997,016	$62.2M	0.47%	Put
52	MCKMCKESSON CORP	409,513	$60.7M	0.46%	Put
53	SYMCEURSYMANTEC CORP	1,977,500	$60.7M	0.46%	Put
54	USBUS BANCORP DEL	1,176,974	$60.6M	0.45%	Put
55	CVSCVS HEALTH CORP	772,100	$60.6M	0.45%	Put
56	IBMINTERNATIONAL BUSINESS MACHS	334,104	$58.2M	0.44%	Put
57	NFLXNETFLIX INC	387,635	$57.3M	0.43%	Put
58	UNPUNION PAC CORP	521,059	$55.2M	0.41%	Put
59	BWXTBWX TECHNOLOGIES INC	1,143,149	$54.4M	0.41%
60	—BIOVERATIV INC	996,334	$54.3M	0.41%
61	MUMICRON TECHNOLOGY INC	1,852,400	$53.5M	0.40%	Put
62	SBUXSTARBUCKS CORP	905,000	$52.8M	0.40%	Put
63	MRKMERCK & CO INC	827,256	$52.6M	0.39%	Put
64	UTHUNITED THERAPEUTICS CORP DEL	383,043	$51.9M	0.39%	Put
65	—COMPUTER SCIENCES CORP	700,000	$48.3M	0.36%	Put
66	NVDANVIDIA CORP	437,574	$47.7M	0.36%	Put
67	PGPROCTER AND GAMBLE CO	505,000	$45.4M	0.34%	Put
68	DALDELTA AIR LINES INC DEL	963,590	$44.3M	0.33%	Put
69	MDLZMONDELEZ INTL INC	1,026,400	$44.2M	0.33%	Put
70	DYHTARGET CORP	797,308	$44.0M	0.33%	Put
71	IBBISHARES TR	147,700	$43.3M	0.33%	Call
72	WYWEYERHAEUSER CO	1,250,000	$42.5M	0.32%	Put
73	WBAWALGREENS BOOTS ALLIANCE INC	489,000	$40.6M	0.30%	Put
74	BUWABIO RAD LABS INC	203,400	$40.5M	0.30%	Put
75	CSCOCISCO SYS INC	1,199,400	$40.5M	0.30%	Put
76	BAXBAXTER INTL INC	770,159	$39.9M	0.30%
77	SCHWSCHWAB CHARLES CORP NEW	977,707	$39.9M	0.30%	Call
78	FCXFREEPORT-MCMORAN INC	2,964,111	$39.6M	0.30%	Put
79	BMYBRISTOL MYERS SQUIBB CO	706,438	$38.4M	0.29%	Put
80	RFREGIONS FINL CORP NEW	2,588,250	$37.6M	0.28%	Put
81	ABXBARRICK GOLD CORP	1,976,664	$37.5M	0.28%	Put
82	—SUNTRUST BKS INC	675,662	$37.4M	0.28%	Put
83	MPCMARATHON PETE CORP	737,700	$37.3M	0.28%	Put
84	ATVIEURACTIVISION BLIZZARD INC	747,000	$37.2M	0.28%	Put
85	DVNDEVON ENERGY CORP NEW	888,000	$37.0M	0.28%	Put
86	AXPAMERICAN EXPRESS CO	463,900	$36.7M	0.28%	Put
87	BACVERIZON COMMUNICATIONS INC	751,200	$36.6M	0.27%	Put
88	ABBVABBVIE INC	554,600	$36.1M	0.27%	Put
89	UNHUNITEDHEALTH GROUP INC	220,200	$36.1M	0.27%	Put
90	NSCNORFOLK SOUTHERN CORP	322,420	$36.1M	0.27%	Put
91	MDTMEDTRONIC PLC	444,100	$35.8M	0.27%	Put
92	MHKMOHAWK INDS INC	151,071	$34.7M	0.26%	Put
93	CMICUMMINS INC	229,098	$34.6M	0.26%	Put
94	VALEVALE S A	3,568,780	$33.9M	0.25%	Put
95	AMATAPPLIED MATLS INC	849,300	$33.0M	0.25%	Put
96	BIIBBIOGEN INC	120,723	$33.0M	0.25%	Put
97	TRGPTARGA RES CORP	550,363	$33.0M	0.25%
98	ARNCCHFARCONIC INC	1,213,400	$32.0M	0.24%
99	KMXCARMAX INC	537,184	$31.8M	0.24%	Call
100	—VCA INC	346,812	$31.7M	0.24%

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