Laurion Capital Management LP Q2 2016 Filing

Filed August 12, 2016

Portfolio Value

$6.4B

Holdings

603

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (603 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	MSFTMICROSOFT CORP	4,185,191	$214.2B	3352.71%	Put
2	GSGOLDMAN SACHS GROUP INC	1,228,503	$182.5B	2857.61%	Put
3	AAPLAPPLE INC	1,799,470	$172.0B	2693.21%	Put
4	JPMJPMORGAN CHASE & CO	2,596,435	$161.3B	2525.87%	Put
5	MCDMCDONALDS CORP	1,240,172	$149.2B	2336.46%	Put
6	JNJJOHNSON & JOHNSON	1,200,000	$145.6B	2278.80%	Put
7	TAT&T INC	3,321,115	$143.5B	2246.63%	Put
8	TRVCCITIGROUP INC	3,103,909	$131.6B	2059.81%	Put
9	CVXCHEVRON CORP NEW	1,239,500	$129.9B	2034.20%	Put
10	EEMISHARES TR	3,695,300	$127.0B	1987.78%	Call
11	BACBANK AMER CORP	8,532,616	$113.2B	1772.61%	Put
12	DISDISNEY WALT CO	1,110,200	$108.6B	1700.17%	Put
13	—ALLERGAN PLC	462,674	$106.9B	1673.89%	Put
14	CHTRCHARTER COMMUNICATIONS INC N	443,609	$101.4B	1587.89%	Call
15	FDXFEDEX CORP	591,888	$89.8B	1406.45%	Put
16	—MONSANTO CO NEW	848,995	$87.8B	1374.46%	Put
17	SPYSPDR S&P 500 ETF TR	416,500	$87.3B	1366.26%	Put
18	HESHESS CORP	1,400,531	$84.2B	1317.71%	Put
19	SOSOUTHERN CO	1,500,000	$80.4B	1259.40%	Call
20	BUDANHEUSER BUSCH INBEV SA/NV	578,783	$76.2B	1193.17%	Put
21	EFAISHARES TR	1,216,700	$67.9B	1063.05%	Put
22	EAELECTRONIC ARTS INC	895,000	$67.8B	1061.53%	Put
23	DALDELTA AIR LINES INC DEL	1,844,800	$67.2B	1052.14%	Call
24	MOALTRIA GROUP INC	960,000	$66.2B	1036.42%	Call
25	HLFHERBALIFE LTD	1,061,646	$62.1B	972.81%	Put
26	—MEAD JOHNSON NUTRITION CO	650,000	$59.0B	923.48%	Call
27	ABXBARRICK GOLD CORP	2,718,000	$58.0B	908.50%	Put
28	GDXVANECK VECTORS ETF TR	2,000,000	$55.4B	867.31%	Put
29	AMATAPPLIED MATLS INC	2,290,800	$54.9B	859.64%	Put
30	TWTRUSDTWITTER INC	3,184,309	$53.8B	843.00%	Call
31	BKNGPRICELINE GRP INC	42,000	$52.4B	820.91%	Put
32	GEGENERAL ELECTRIC CO	1,590,000	$50.1B	783.60%	Put
33	ABBVABBVIE INC	799,335	$49.5B	774.74%
34	METAFACEBOOK INC	427,356	$48.8B	764.56%	Put
35	MPCMARATHON PETE CORP	1,263,200	$48.0B	750.69%	Put
36	APCANADARKO PETE CORP	880,787	$46.9B	734.27%	Put
37	AIGAMERICAN INTL GROUP INC	855,183	$45.2B	708.09%	Put
38	PFEPFIZER INC	1,250,000	$44.0B	689.04%	Put
39	IBMINTERNATIONAL BUSINESS MACHS	285,300	$43.3B	677.91%	Put
40	DWDMORGAN STANLEY	1,656,886	$43.0B	673.96%	Put
41	AMZNAMAZON COM INC	58,200	$41.6B	652.03%	Put
42	KHCKRAFT HEINZ CO	427,750	$37.8B	592.49%	Call
43	USBUS BANCORP DEL	935,600	$37.7B	590.72%	Call
44	CSCOCISCO SYS INC	1,313,300	$37.7B	589.91%	Put
45	MAMASTERCARD INC	420,643	$37.0B	579.89%	Put
46	TEVATEVA PHARMACEUTICAL INDS LTD	675,010	$33.9B	530.80%	Put
47	NKENIKE INC	607,000	$33.5B	524.56%	Put
48	PAYXPAYCHEX INC	550,000	$32.7B	512.32%	Call
49	NEMNEWMONT MINING CORP	823,848	$32.2B	504.51%	Put
50	CATCATERPILLAR INC DEL	420,318	$31.9B	498.86%	Put
51	VVISA INC	423,898	$31.4B	492.19%	Call
52	COSTCOSTCO WHSL CORP NEW	200,000	$31.4B	491.70%	Call
53	DISHDISH NETWORK CORP	587,723	$30.8B	482.14%	Put
54	BENFRANKLIN RES INC	877,500	$29.3B	458.42%	Put
55	METMETLIFE INC	718,215	$28.6B	447.85%	Put
56	NFLXNETFLIX INC	312,600	$28.6B	447.67%	Put
57	ADSKAUTODESK INC	525,788	$28.5B	445.65%	Put
58	CRMSALESFORCE COM INC	357,700	$28.4B	444.69%	Put
59	AALAMERICAN AIRLS GROUP INC	995,000	$28.2B	440.98%	Put
60	ENSENERSYS	464,636	$27.6B	432.59%
61	LNGCHENIERE ENERGY INC	723,700	$27.2B	425.43%	Put
62	POSTPOST HLDGS INC	325,750	$26.9B	421.69%	Call
63	UPSUNITED PARCEL SERVICE INC	246,300	$26.5B	415.35%	Call
64	GLWCORNING INC	1,273,400	$26.1B	408.28%	Put
65	FCXFREEPORT-MCMORAN INC	2,315,000	$25.8B	403.74%	Put
66	SCHWSCHWAB CHARLES CORP NEW	1,000,000	$25.3B	396.24%	Put
67	MRKMERCK & CO INC	430,100	$24.8B	387.89%	Put
68	DEDEERE & CO	302,900	$24.5B	384.31%	Put
69	AXPAMERICAN EXPRESS CO	400,000	$24.3B	380.50%	Put
70	SIGSIGNET JEWELERS LIMITED	275,000	$22.7B	354.78%	Put
71	BPBP PLC	630,201	$22.4B	350.32%	Put
72	HSYHERSHEY CO	195,888	$22.2B	348.03%
73	CTLEURCENTURYLINK INC	750,000	$21.8B	340.63%	Put
74	WFCWELLS FARGO & CO NEW	452,210	$21.4B	335.07%
75	CUCAAVIS BUDGET GROUP	662,490	$21.4B	334.24%	Put
76	APDAIR PRODS & CHEMS INC	150,000	$21.3B	333.55%	Put
77	HALHALLIBURTON CO	461,845	$20.9B	327.48%	Put
78	PRUPRUDENTIAL FINL INC	289,478	$20.6B	323.28%	Put
79	HONHONEYWELL INTL INC	177,092	$20.6B	322.49%	Put
80	HPEHEWLETT PACKARD ENTERPRISE C	1,090,000	$19.9B	311.76%	Put
81	MDLZMONDELEZ INTL INC	433,200	$19.7B	308.68%	Put
82	PNCPNC FINL SVCS GROUP INC	235,240	$19.1B	299.74%	Put
83	HDHOME DEPOT INC	149,300	$19.1B	298.49%	Put
84	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	331,798	$19.0B	297.33%
85	BHCVALEANT PHARMACEUTICALS INTL	919,068	$18.5B	289.78%
86	AXIACNTRAIS ELTRC BRS SPON ADR	4,656,300	$18.3B	287.21%
87	VMWEURVMWARE INC	317,535	$18.2B	284.44%
88	XEVVXEATON VANCE LTD DUR INCOME F	1,340,409	$18.0B	282.03%
89	—HOUGHTON MIFFLIN HARCOURT CO	1,145,332	$17.9B	280.26%
90	AMGNAMGEN INC	116,200	$17.7B	276.79%	Put
91	GOOGLALPHABET INC	25,000	$17.6B	275.35%	Put
92	INTCINTEL CORP	524,400	$17.2B	269.29%	Put
93	FXIISHARES TR	500,000	$17.1B	267.86%	Put
94	—STERIS PLC	245,100	$16.9B	263.81%
95	YUMYUM BRANDS INC	194,806	$16.2B	252.88%
96	QCOMQUALCOMM INC	301,511	$16.2B	252.87%	Put
97	LOWLOWES COS INC	201,900	$16.0B	250.25%	Put
98	BSXBOSTON SCIENTIFIC CORP	680,800	$15.9B	249.08%
99	BGBBLACKSTONE GSO STRATEGIC CR	1,069,154	$15.4B	240.86%
100	—AK STL HLDG CORP	3,131,125	$14.6B	228.43%	Put

Page 1 of 7Next