Laurion Capital Management LP Q3 2016 Filing
Filed November 10, 2016
Portfolio Value
$10.7T
Holdings
619
Report Date
Q3 2016
Filing Type
13F-HR
All Holdings (619 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | PGPROCTER AND GAMBLE CO | 22,328,960 | $2.0T | 18.79% | Put |
| 2 | SPYSPDR S&P 500 ETF TR | 1,360,988 | $294.4B | 2.76% | Put |
| 3 | AAPLAPPLE INC | 2,475,300 | $279.8B | 2.62% | Put |
| 4 | TRVCCITIGROUP INC | 3,739,000 | $176.6B | 1.66% | Put |
| 5 | COTYCOTY INC | 7,408,514 | $174.1B | 1.63% | Put |
| 6 | CHTRCHARTER COMMUNICATIONS INC N | 607,500 | $164.0B | 1.54% | Call |
| 7 | JNJJOHNSON & JOHNSON | 1,279,824 | $151.2B | 1.42% | Put |
| 8 | —ALLERGAN PLC | 593,796 | $136.8B | 1.28% | Put |
| 9 | TWTRUSDTWITTER INC | 5,917,800 | $136.4B | 1.28% | Put |
| 10 | DISDISNEY WALT CO | 1,439,783 | $133.7B | 1.25% | Put |
| 11 | JPMJPMORGAN CHASE & CO | 1,966,900 | $131.0B | 1.23% | Put |
| 12 | GSGOLDMAN SACHS GROUP INC | 747,200 | $120.5B | 1.13% | Put |
| 13 | BKNGPRICELINE GRP INC | 72,000 | $105.9B | 0.99% | Put |
| 14 | TXNTEXAS INSTRS INC | 1,497,200 | $105.1B | 0.99% | Put |
| 15 | IWMISHARES TR | 825,100 | $102.5B | 0.96% | Put |
| 16 | TAT&T INC | 2,501,900 | $101.6B | 0.95% | Put |
| 17 | MCDMCDONALDS CORP | 869,100 | $100.3B | 0.94% | Put |
| 18 | GEGENERAL ELECTRIC CO | 3,343,633 | $99.0B | 0.93% | Put |
| 19 | XOPUSDSPDR SERIES TRUST | 2,505,232 | $96.3B | 0.90% | Put |
| 20 | FDXFEDEX CORP | 544,300 | $95.1B | 0.89% | Put |
| 21 | BUDANHEUSER BUSCH INBEV SA/NV | 723,484 | $95.1B | 0.89% | Put |
| 22 | —TRINSEO S A | 1,633,250 | $92.4B | 0.87% | |
| 23 | METAFACEBOOK INC | 700,300 | $89.8B | 0.84% | Put |
| 24 | BACVERIZON COMMUNICATIONS INC | 1,665,000 | $86.5B | 0.81% | Put |
| 25 | XLESELECT SECTOR SPDR TR | 1,213,700 | $85.7B | 0.80% | Put |
| 26 | INTCINTEL CORP | 2,261,700 | $85.4B | 0.80% | Put |
| 27 | QCOMQUALCOMM INC | 1,195,900 | $81.9B | 0.77% | Put |
| 28 | CVXCHEVRON CORP NEW | 789,092 | $81.2B | 0.76% | Put |
| 29 | ADSKAUTODESK INC | 1,103,519 | $79.8B | 0.75% | Put |
| 30 | WMTWAL-MART STORES INC | 1,104,950 | $79.7B | 0.75% | Put |
| 31 | TEVATEVA PHARMACEUTICAL INDS LTD | 1,653,569 | $76.1B | 0.71% | Put |
| 32 | AMZNAMAZON COM INC | 90,000 | $75.4B | 0.71% | Put |
| 33 | —GREAT PLAINS ENERGY INC | 2,760,000 | $75.3B | 0.71% | |
| 34 | —MONSANTO CO NEW | 715,200 | $73.1B | 0.69% | Put |
| 35 | AXTAAXALTA COATING SYS LTD | 2,544,099 | $71.9B | 0.67% | |
| 36 | MPCMARATHON PETE CORP | 1,741,957 | $70.7B | 0.66% | Call |
| 37 | YUMYUM BRANDS INC | 762,500 | $69.2B | 0.65% | Put |
| 38 | BACBANK AMER CORP | 4,393,219 | $68.8B | 0.64% | Put |
| 39 | IBMINTERNATIONAL BUSINESS MACHS | 429,600 | $68.2B | 0.64% | Put |
| 40 | MSFTMICROSOFT CORP | 1,113,426 | $64.1B | 0.60% | Put |
| 41 | EOGEOG RES INC | 656,930 | $63.5B | 0.60% | Put |
| 42 | FXIISHARES TR | 1,650,000 | $62.7B | 0.59% | Put |
| 43 | LYBLYONDELLBASELL INDUSTRIES N | 777,500 | $62.7B | 0.59% | Call |
| 44 | DYHTARGET CORP | 884,940 | $60.8B | 0.57% | Call |
| 45 | AAALCOA INC | 5,900,600 | $59.8B | 0.56% | Call |
| 46 | UNHUNITEDHEALTH GROUP INC | 398,800 | $55.8B | 0.52% | Call |
| 47 | KHCKRAFT HEINZ CO | 617,200 | $55.2B | 0.52% | Put |
| 48 | BABOEING CO | 415,200 | $54.7B | 0.51% | Put |
| 49 | WBAWALGREENS BOOTS ALLIANCE INC | 661,900 | $53.4B | 0.50% | Put |
| 50 | DWDMORGAN STANLEY | 1,656,422 | $53.1B | 0.50% | Put |
| 51 | CTLTEURCATALENT INC | 2,005,074 | $51.8B | 0.49% | |
| 52 | —MEAD JOHNSON NUTRITION CO | 650,400 | $51.4B | 0.48% | Call |
| 53 | CSCOCISCO SYS INC | 1,573,800 | $49.9B | 0.47% | Put |
| 54 | SYFSYNCHRONY FINL | 1,775,640 | $49.7B | 0.47% | Put |
| 55 | AIGAMERICAN INTL GROUP INC | 830,800 | $49.3B | 0.46% | Put |
| 56 | CP.TOCANADIAN PAC RY LTD | 315,000 | $48.1B | 0.45% | Call |
| 57 | HONHONEYWELL INTL INC | 400,000 | $46.6B | 0.44% | Call |
| 58 | UNPUNION PAC CORP | 464,000 | $45.3B | 0.42% | Put |
| 59 | DISHDISH NETWORK CORP | 811,295 | $44.4B | 0.42% | Put |
| 60 | NFLXNETFLIX INC | 448,900 | $44.2B | 0.41% | Put |
| 61 | PXDEURPIONEER NAT RES CO | 238,083 | $44.2B | 0.41% | Put |
| 62 | UTXZUNITED TECHNOLOGIES CORP | 434,400 | $44.1B | 0.41% | Put |
| 63 | TRUTRANSUNION | 1,271,100 | $43.9B | 0.41% | |
| 64 | —VIMPELCOM LTD | 11,964,557 | $41.6B | 0.39% | |
| 65 | MCKMCKESSON CORP | 247,300 | $41.2B | 0.39% | Call |
| 66 | NXPINXP SEMICONDUCTORS N V | 400,000 | $40.8B | 0.38% | Call |
| 67 | VVISA INC | 481,800 | $39.8B | 0.37% | Put |
| 68 | DEDEERE & CO | 459,000 | $39.2B | 0.37% | Put |
| 69 | USX1UNITED STATES STL CORP NEW | 2,062,300 | $38.9B | 0.36% | Put |
| 70 | TWXCHFTIME WARNER INC | 479,400 | $38.2B | 0.36% | Put |
| 71 | GOOGLALPHABET INC | 46,900 | $37.7B | 0.35% | Put |
| 72 | ABXBARRICK GOLD CORP | 2,099,611 | $37.2B | 0.35% | Put |
| 73 | UNVREURUNIVAR INC | 1,655,664 | $36.2B | 0.34% | |
| 74 | HPHELMERICH & PAYNE INC | 500,000 | $33.6B | 0.32% | Put |
| 75 | CATCATERPILLAR INC DEL | 372,300 | $33.0B | 0.31% | Put |
| 76 | DELLDELL TECHNOLOGIES INC | 682,716 | $32.6B | 0.31% | |
| 77 | WMBWILLIAMS COS INC DEL | 1,045,000 | $32.1B | 0.30% | Put |
| 78 | BIIBBIOGEN INC | 101,450 | $31.8B | 0.30% | Put |
| 79 | MOALTRIA GROUP INC | 500,000 | $31.6B | 0.30% | Call |
| 80 | SCHWSCHWAB CHARLES CORP NEW | 977,200 | $30.9B | 0.29% | Put |
| 81 | NATNORDIC AMERICAN TANKERS LIMI | 3,000,000 | $30.3B | 0.28% | |
| 82 | GLWCORNING INC | 1,273,400 | $30.1B | 0.28% | Put |
| 83 | NEMNEWMONT MINING CORP | 762,348 | $30.0B | 0.28% | Put |
| 84 | HALHALLIBURTON CO | 644,600 | $28.9B | 0.27% | Put |
| 85 | HDHOME DEPOT INC | 221,800 | $28.5B | 0.27% | Put |
| 86 | LNGCHENIERE ENERGY INC | 654,000 | $28.5B | 0.27% | Put |
| 87 | XOMEXXON MOBIL CORP | 326,300 | $28.5B | 0.27% | Put |
| 88 | AFWALIGN TECHNOLOGY INC | 302,500 | $28.4B | 0.27% | Put |
| 89 | TSNTYSON FOODS INC | 375,000 | $28.0B | 0.26% | Put |
| 90 | BHCVALEANT PHARMACEUTICALS INTL | 1,138,407 | $27.9B | 0.26% | Put |
| 91 | AXPAMERICAN EXPRESS CO | 435,900 | $27.9B | 0.26% | Put |
| 92 | ADBEADOBE SYS INC | 252,600 | $27.4B | 0.26% | Put |
| 93 | PFEPFIZER INC | 758,000 | $25.7B | 0.24% | Put |
| 94 | CITUSDCIT GROUP INC | 706,400 | $25.6B | 0.24% | Put |
| 95 | RDS/AROYAL DUTCH SHELL PLC | 500,000 | $25.0B | 0.23% | Call |
| 96 | XLRNACCELERON PHARMA INC | 690,000 | $25.0B | 0.23% | |
| 97 | AMGNAMGEN INC | 147,875 | $24.7B | 0.23% | Put |
| 98 | DVNDEVON ENERGY CORP NEW | 558,900 | $24.7B | 0.23% | Put |
| 99 | GILDGILEAD SCIENCES INC | 306,900 | $24.3B | 0.23% | Put |
| 100 | USBUS BANCORP DEL | 546,300 | $23.4B | 0.22% | Put |
Page 1 of 7Next