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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
151 LULULEMON ATHLETICA INC 25,000 1,395 0.03%
152 Washington Prime Group 77,097 1,328 0.03%
153 DIPLOMAT PHARMACY INC COM 48,000 1,314 0.03%
154 ABBOTT LABS 27,000 1,216 0.03%
155 CNOVA ORD 150,000 1,187 0.03%
156 DOUBLELINE INCOME SOLUTIONS 57,543 1,145 0.03%
157 MATADOR RES CO 55,431 1,121 0.03%
158 BLACKROCK MUNI INTER DR FD I 76,158 1,097 0.03%
159 TRANSOCEAN LTD 58,500 1,072 0.02%
160 GREEN PLAINS INC COM 43,200 1,070 0.02%
161 NUVEEN COM 77,798 1,049 0.02%
162 METALDYNE PERFORMANCE GR 60,000 1,042 0.02%
163 LIGHT & WONDER INC COM 79,000 1,006 0.02%
164 FIRST TR SR FLG RTE INCM FD 73,841 961 0.02%
165 FIDELITY NATIONAL FINANCIAL IN FNFV GROUP COM 60,615 954 0.02%
166 Connecture Inc 105,000 946 0.02%
167 PRUDENTIAL SHT DURATION HG YLD 55,368 924 0.02%
168 Sigma-Aldrich 6,600 906 0.02%
169 ROVI CORP COM EXCHANGEDFOR CU 40,048 905 0.02%
170 VIRTUS GLOBAL MULTI-SEC INC 57,036 904 0.02%
171 INTL RECTIFIER COR 21,971 877 0.02%
172 NUVEEN MARYLAND QLT MUN INCORPORATED FD 68,548 867 0.02%
173 ENOVA INTL INC COM 38,408 855 0.02%
174 FRESHPET INC COM 49,400 843 0.02%
175 WESTERN ASSET HIGH INCM OPP FD 153,053 822 0.02%
176 BLACKROCK FLOATING RATE INCO 59,242 793 0.02%
177 ASSOCIATED ESTATES 33,600 780 0.02%
178 CHC GROUP LTD 235,000 757 0.02%
179 NUVEEN MICH QUALITY MUN INCO 52,430 717 0.02%
180 DREAMWORKS ANIMATION SKG INC 31,700 708 0.02%
181 CAESARS ENTERTAINMENT 45,100 708 0.02%
182 WELLS FARGO MULTI SECTOR INC 51,528 702 0.02%
183 EATON VANCE SR FLTNG RTE TR 50,289 688 0.02%
184 EATON VANCE FLTING RATE INC 47,736 663 0.02%
185 RITCHIE BROS AUCTIONEERS 23,962 644 0.01%
186 OMNIVISION TECHS INC 24,329 633 0.01%
187 NUVEEN SR INCOME FD 95,972 629 0.01%
188 AERCAP HOLDINGS NV 16,126 626 0.01%
189 NUVEEN FLOATING RATE INCOME 56,977 626 0.01%
190 IVY HIGH INC OPPORTUNITIES F 36,173 574 0.01%
191 CMS Energy Corp 10,136 553 0.01%
192 MFS HIGH INCOME MUN TR 112,845 551 0.01%
193 VOYA PRIME RATE TR 99,371 528 0.01%
194 AVENUE INCOME CR STRATEGIES 34,575 522 0.01%
195 BOYD GAMING CORP COM 39,000 498 0.01%
196 SMART AND FINAL STORES INC COM 31,000 488 0.01%
197 TIME WARNER CABLE INC 3,200 487 0.01%
198 SKECHERS U S A INC 8,800 486 0.01%
199 NUVEEN FLTNG RTE INCM OPP FD 43,139 486 0.01%
200 THL CR SR LN FD 28,113 480 0.01%
Page 4 of 6
Restatement filing (0001085146-15-000697) filed in 2015.02.17
#
Name
Shares
Value ($)
%
Options
Notes
1 Put - Apple, Inc. - 145 - Exp. 8/18/17 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 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 COM 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 @ $130.0 Exp Sep 15, 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 ACTAVIS 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 223,200 45,868 1.05% Put
23 BP PLC CALL 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 Beautry Inc 234,400 29,966 0.69% Call
34 METLIFE INC 533,432 28,853 0.66%
35 ANADARKO PETR 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 582,462 19,670 0.45%
44 MCDONALDS CORP 202,896 19,011 0.43%
45 TESLA 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
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