Laurion Capital Management LP Q4 2016 Filing

Filed February 13, 2017

Portfolio Value

$10.4B

Holdings

765

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (765 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	GSGOLDMAN SACHS GROUP INC	1,930,900	$462.4M	4.43%	Put
2	AAPLAPPLE INC	3,976,600	$460.6M	4.41%	Put
3	TRVCCITIGROUP INC	6,031,000	$358.4M	3.43%	Put
4	JPMJPMORGAN CHASE & CO	3,630,300	$313.3M	3.00%	Put
5	BACBANK AMER CORP	13,542,700	$299.3M	2.87%	Put
6	DWDMORGAN STANLEY	5,042,000	$213.0M	2.04%	Put
7	AMZNAMAZON COM INC	246,500	$184.8M	1.77%	Put
8	CHTRCHARTER COMMUNICATIONS INC N	567,500	$163.4M	1.57%	Put
9	NFLXNETFLIX INC	1,296,700	$160.5M	1.54%	Put
10	SYFSYNCHRONY FINL	4,396,400	$159.5M	1.53%	Put
11	GMGENERAL MTRS CO	4,543,000	$158.3M	1.52%	Put
12	—ALLERGAN PLC	568,245	$119.3M	1.14%	Put
13	WFCWELLS FARGO & CO NEW	2,158,100	$118.9M	1.14%	Put
14	MPCMARATHON PETE CORP	2,124,923	$107.0M	1.02%	Call
15	GOOGLALPHABET INC	133,700	$105.9M	1.01%	Put
16	USX1UNITED STATES STL CORP NEW	3,204,900	$105.8M	1.01%	Put
17	MDLZMONDELEZ INTL INC	2,339,608	$103.7M	0.99%	Put
18	TWXCHFTIME WARNER INC	960,000	$92.7M	0.89%	Put
19	METMETLIFE INC	1,696,300	$91.4M	0.88%	Put
20	CVXCHEVRON CORP NEW	751,100	$88.4M	0.85%	Put
21	INTCINTEL CORP	2,269,300	$82.3M	0.79%	Put
22	LYBLYONDELLBASELL INDUSTRIES N	941,600	$80.8M	0.77%	Call
23	METAFACEBOOK INC	688,381	$79.2M	0.76%	Put
24	PRUPRUDENTIAL FINL INC	748,700	$77.9M	0.75%	Put
25	BKNGPRICELINE GRP INC	52,193	$76.5M	0.73%	Put
26	UNHUNITEDHEALTH GROUP INC	474,200	$75.9M	0.73%	Put
27	MOALTRIA GROUP INC	1,105,100	$74.7M	0.72%	Put
28	HUMHUMANA INC	360,700	$73.6M	0.70%	Put
29	ADSKAUTODESK INC	958,096	$70.9M	0.68%	Put
30	SPYSPDR S&P 500 ETF TR	312,500	$69.9M	0.67%	Put
31	DISDISNEY WALT CO	662,600	$69.1M	0.66%	Put
32	VISNCOMMSCOPE HLDG CO INC	1,782,591	$66.3M	0.64%
33	JNJJOHNSON & JOHNSON	564,481	$65.0M	0.62%	Put
34	NVDANVIDIA CORP	603,300	$64.4M	0.62%	Put
35	BABAALIBABA GROUP HLDG LTD	732,300	$64.3M	0.62%	Put
36	LPLALPL FINL HLDGS INC	1,808,600	$63.7M	0.61%
37	FFORD MTR CO DEL	5,219,400	$63.3M	0.61%	Put
38	ZIONZIONS BANCORPORATION	1,464,436	$63.0M	0.60%	Put
39	TAT&T INC	1,454,000	$61.8M	0.59%	Put
40	MSFTMICROSOFT CORP	978,900	$60.8M	0.58%	Put
41	BABOEING CO	369,300	$57.5M	0.55%	Put
42	ADNTADIENT PLC	972,074	$57.0M	0.55%
43	AIGAMERICAN INTL GROUP INC	871,900	$56.9M	0.55%	Put
44	TWTRUSDTWITTER INC	3,436,888	$56.0M	0.54%	Call
45	IBMINTERNATIONAL BUSINESS MACHS	336,800	$55.9M	0.54%	Put
46	—MEAD JOHNSON NUTRITION CO	750,000	$53.1M	0.51%	Put
47	HWCHANCOCK HLDG CO	1,221,400	$52.6M	0.50%
48	GLNGGOLAR LNG LTD BERMUDA	233,900	$50.4M	0.48%	Put
49	GOOGALPHABET INC	65,000	$50.2M	0.48%	Put
50	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	889,989	$49.9M	0.48%	Call
51	SCHWSCHWAB CHARLES CORP NEW	1,251,500	$49.4M	0.47%	Put
52	TXNTEXAS INSTRS INC	671,900	$49.0M	0.47%	Put
53	GLWCORNING INC	1,972,094	$47.9M	0.46%	Put
54	PFEPFIZER INC	1,460,726	$47.4M	0.45%	Put
55	HONHONEYWELL INTL INC	401,800	$46.5M	0.45%	Call
56	WBAWALGREENS BOOTS ALLIANCE INC	555,400	$46.0M	0.44%	Put
57	ETRAE TRADE FINANCIAL CORP	1,320,824	$45.8M	0.44%	Put
58	HYGISHARES TR	527,919	$45.7M	0.44%	Put
59	RFREGIONS FINL CORP NEW	3,180,400	$45.7M	0.44%	Put
60	—DOW CHEM CO	784,200	$44.9M	0.43%	Put
61	CLCOLGATE PALMOLIVE CO	681,716	$44.6M	0.43%	Put
62	MGMMGM RESORTS INTERNATIONAL	1,500,000	$43.2M	0.41%	Put
63	UPSUNITED PARCEL SERVICE INC	376,300	$43.1M	0.41%	Call
64	COFCAPITAL ONE FINL CORP	488,050	$42.6M	0.41%	Put
65	WDCWESTERN DIGITAL CORP	625,700	$42.5M	0.41%	Put
66	ABXBARRICK GOLD CORP	2,619,550	$41.9M	0.40%	Put
67	—SPRINT CORP	4,778,224	$40.2M	0.39%	Call
68	STXSEAGATE TECHNOLOGY PLC	1,052,400	$40.2M	0.38%	Put
69	MUMICRON TECHNOLOGY INC	1,822,013	$39.9M	0.38%	Put
70	ADBEADOBE SYS INC	387,483	$39.9M	0.38%	Put
71	CITUSDCIT GROUP INC	912,700	$39.0M	0.37%	Put
72	STTSTATE STR CORP	497,600	$38.7M	0.37%	Put
73	HHYATT HOTELS CORP	680,526	$37.6M	0.36%
74	DELLDELL TECHNOLOGIES INC	682,500	$37.5M	0.36%
75	DEDEERE & CO	353,800	$36.5M	0.35%	Put
76	GEGENERAL ELECTRIC CO	1,136,800	$35.9M	0.34%	Put
77	XOMEXXON MOBIL CORP	394,700	$35.6M	0.34%	Put
78	—TWENTY FIRST CENTY FOX INC	1,264,436	$35.5M	0.34%	Put
79	PRAHPRA HEALTH SCIENCES INC	641,900	$35.4M	0.34%
80	QCOMQUALCOMM INC	540,300	$35.2M	0.34%	Put
81	MLCOMELCO CROWN ENTMT LTD	2,201,800	$35.0M	0.34%
82	USBUS BANCORP DEL	677,500	$34.8M	0.33%	Put
83	MRKMERCK & CO INC	587,300	$34.6M	0.33%	Put
84	CMICUMMINS INC	251,900	$34.4M	0.33%	Put
85	S9QSPIRIT AEROSYSTEMS HLDGS INC	584,967	$34.1M	0.33%
86	LNGCHENIERE ENERGY INC	814,000	$33.7M	0.32%	Put
87	PNCPNC FINL SVCS GROUP INC	282,891	$33.1M	0.32%	Put
88	PXDEURPIONEER NAT RES CO	181,798	$32.7M	0.31%	Put
89	MCDMCDONALDS CORP	267,600	$32.6M	0.31%	Put
90	UNVREURUNIVAR INC	1,136,992	$32.3M	0.31%
91	LNCLINCOLN NATL CORP IND	477,900	$31.7M	0.30%	Put
92	BACVERIZON COMMUNICATIONS INC	582,200	$31.1M	0.30%	Put
93	XLESELECT SECTOR SPDR TR	408,800	$30.8M	0.29%	Put
94	MIDDMIDDLEBY CORP	236,300	$30.4M	0.29%	Call
95	CMECME GROUP INC	257,705	$29.7M	0.28%	Put
96	UTXZUNITED TECHNOLOGIES CORP	271,000	$29.7M	0.28%	Put
97	OXYOCCIDENTAL PETE CORP DEL	415,400	$29.6M	0.28%	Put
98	—XEROX CORP	3,372,300	$29.4M	0.28%
99	XOPUSDSPDR SERIES TRUST	707,500	$29.3M	0.28%	Put
100	—TRINSEO S A	485,729	$28.8M	0.28%

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