Dark
Light
System
Institutional Investment Manager
Laurion Capital Management LP
Laurion Capital Management LP (CIK: 0001390202) incorporated in Delaware, located at 360 Madison Avenue, New York, NY. Institutional holdings reported to the SEC.
Institutional Holdings (2014Q4)
Original 13F HR (0001085146-15-000317) filed in 2015.02.10
#
Name
Shares
Value ($)
%
Options
Notes
51 CABOT OIL & GAS CORP 14,700 435 0.01%
52 CAESARS ENTERTAINMENT 45,100 708 0.02%
53 CAMECO CORP 247,000 4,053 0.09%
54 CARBO CERAMICS INC 8,300 332 0.01%
55 CARBO CERAMICS INC 90,000 3,605 0.08%
56 CDW CORP 96,678 3,400 0.08%
57 CERNER CORP 4,500 291 0.01%
58 CHC GROUP LTD 235,000 757 0.02%
59 CHENIERE ENERGY INC 500,000 35,200 0.81%
60 CHENIERE ENERGY INC 136,782 9,629 0.22%
61 CITIGROUP INC 500,000 27,055 0.62%
62 CITIGROUPINC 25,870 1,400 0.03%
63 CME GROUP INC 30,005 2,749 0.06%
64 CMS Energy Corp 10,136 553 0.01%
65 CNOVA ORD 150,000 1,187 0.03%
66 COEUR MNG INC 28,999 148 0.00%
67 COGNIZANT TECHNOLOGY SOLUTIO 7,400 390 0.01%
68 COLGATE PALMOLIVE CO 300,000 20,757 0.47%
69 CONAGRA BRANDS INC 1,278,433 46,382 1.06%
70 CONNECTURE INC 105,000 946 0.02%
71 CONSOL ENERGY INC 354,000 11,969 0.27%
72 CONSOLIDATED EDISON INC 5,800 383 0.01%
73 CONTINENTAL BLDG PRODS INC COM 22,863 405 0.01%
74 COVISINT CORP 13,138 35 0.00%
75 CSX CORP 500,000 18,115 0.41%
76 CTRIP COM INTL LTD 82,000 3,731 0.09%
77 CVS HEALTH CORP 3,500 337 0.01%
78 Call JNJ $125.0 Exp May 19, 2017 995,200 104,068 2.38%
79 Crown Castle Int'l Corp 725,000 57,058 1.31%
80 DANAHER CORP DEL 4,600 394 0.01%
81 DANAHER CORP DEL 400,000 34,284 0.78%
82 DENBURY RESOURCES INC 36,900 300 0.01%
83 DEUTSCHE MULTI-MKT INCOME TR 24,502 209 0.00%
84 DIAMONDBACK ENERGY INC 257,522 15,395 0.35%
85 DIPLOMAT PHARMACY INC COM 48,000 1,314 0.03%
86 DISCOVER FINL SVCS 6,200 406 0.01%
87 DISH NETWORK CORP 50,000 3,645 0.08%
88 DOMINOS PIZZA INC 23,818 2,243 0.05%
89 DOUBLELINE INCOME SOLUTIONS 57,543 1,145 0.03%
90 DOW CHEM CO 500,000 22,805 0.52%
91 DREAMWORKS ANIMATION SKG INC 31,700 708 0.02%
92 DREYFUS MUN BD INFRSTRCTR FD SHS 38,563 469 0.01%
93 DREYFUS STRATEGIC MUNS INCORPORATED 35,520 291 0.01%
94 E M C CORP MASS COM 10,000 297 0.01%
95 EASTMAN CHEM CO 5,200 394 0.01%
96 EATON VANCE FLTING RATE INC 47,736 663 0.02%
97 EATON VANCE SHORT COM 22,278 315 0.01%
98 EATON VANCE SR FLTNG RTE TR 50,289 688 0.02%
99 EBAY INC 70,500 3,956 0.09%
100 EL POLLO LOCO HLDGS INC 15,738 314 0.01%
Page 2 of 6
Restatement filing (0001085146-15-000697) filed in 2015.02.17
#
Name
Shares
Value ($)
%
Options
Notes
1 APPLE INC 4,625,500 510,562 11.68% Put
2 SPDR S&P 500 ETF TR 1,495,317 307,288 7.03%
3 APPLE INC CALL 2,163,600 238,818 5.46% Call
4 HUMANA INC 1,500,000 215,445 4.93% Put
5 APPLE INC 1,747,680 192,909 4.41%
6 BARCLAYS BK PLC 5,450,000 171,730 3.93% Put
7 HUMANA INC 1,000,000 143,630 3.29% Call
8 MONSANTO CO NEW 1,000,000 119,470 2.73% Call
9 MONSANTO CO NEW 893,300 106,723 2.44% Put
10 HERBALIFE LTD 2,817,400 106,217 2.43% Put
11 Call JNJ $125.0 Exp May 19, 2017 995,200 104,068 2.38% Call
12 MARATHON PETE CORP 1,100,000 99,286 2.27% Call
13 ASTRAZENECA PLC 1,250,000 87,975 2.01% Put
14 VISA INC 306,211 80,289 1.84%
15 SELECT SECTOR SPDR TR 1,000,000 79,160 1.81% Call
16 SELECT SECTOR SPDR TR 1,000,000 79,160 1.81% Put
17 JOHNSON & JOHNSON 733,300 76,682 1.75% Put
18 LYONDELLBASELL INDUSTRIES N 800,000 63,512 1.45% Call
19 Crown Castle Int'l Corp 725,000 57,058 1.31% Call
20 ALLERGAN PLC 199,873 51,450 1.18%
21 CONAGRA BRANDS INC 1,278,433 46,382 1.06%
22 SPDR S&P 500 ETF TR PUT 223,200 45,868 1.05% Put
23 BP PLC 1,056,800 40,285 0.92% Call
24 UNITED CONTL HLDGS INC 594,184 39,745 0.91%
25 WILLIAMS COS INC DEL 875,000 39,323 0.90% Call
26 TIME WARNER CABLE INC 250,000 38,015 0.87% Put
27 VIACOM INC NEW 500,000 37,625 0.86% Put
28 JD COM INC 1,555,600 35,997 0.82% Put
29 PROCTER & GAMBLE CO 386,900 35,243 0.81% Call
30 CHENIERE ENERGY INC 500,000 35,200 0.81% Call
31 DANAHER CORP DEL 400,000 34,284 0.78% Put
32 YAHOO INC 621,800 31,407 0.72%
33 ULTA BEAUTY INC 234,400 29,966 0.69% Call
34 METLIFE INC 533,432 28,853 0.66%
35 ANADARKO PETE CORP 348,800 28,776 0.66%
36 CITIGROUP INC 500,000 27,055 0.62% Put
37 TRI POINTE HOMES INC COM 1,594,017 24,309 0.56%
38 LYONDELLBASELL INDUSTRIES N 300,000 23,817 0.54% Put
39 INTEL CORP 650,900 23,621 0.54%
40 DOW CHEM CO 500,000 22,805 0.52% Call
41 TRANSOCEAN LTD 1,150,000 21,080 0.48% Put
42 COLGATE PALMOLIVE CO 300,000 20,757 0.47% Call
43 KEYSIGHT TECHNOLOGIES INC COM 582,462 19,670 0.45%
44 MCDONALDS CORP 202,896 19,011 0.43%
45 TESLA MTRS INC 85,000 18,904 0.43% Call
46 TESLA INC PUT 85,000 18,904 0.43% Put
47 LYONDELLBASELL INDUSTRIES N 229,510 18,221 0.42%
48 CSX CORP 500,000 18,115 0.41% Put
49 ALLERGAN INC 77,500 16,475 0.38% Put
50 EOG RES INC 175,000 16,112 0.37% Call
Page 1 of 6