Laurion Capital Management LP Q3 2016 Filing

Filed November 10, 2016

Portfolio Value

$10.7B

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

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