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
1 JDS UNIPHASE CORP COM PAR $0.001 245,590 3,369 0.08%
2 HERSHA HOSPITALITY TR 13,100 92 0.00%
3 ABBOTT LABS 27,000 1,216 0.03%
4 ACHILLION PHARMACEUTICALS IN 389,300 4,770 0.11%
5 ACHILLION PHARMACEUTICALS IN 682,900 8,366 0.19%
6 AERCAP HOLDINGS NV 16,126 626 0.01%
7 AGIOS PHARMACEUTICALS INC 1,973 221 0.01%
8 AKORN INCORPORATED 13,000 471 0.01%
9 ALBEMARLE CORP 68,012 4,089 0.09%
10 ALLERGAN INC 77,500 16,475 0.38%
11 ALLERGAN INC 7,500 1,594 0.04%
12 ALLERGAN PLC 199,873 51,450 1.18%
13 ALLIANCEBERNSTEIN GLOBAL HIG 35,636 443 0.01%
14 ALLIANCEBERNSTEIN NATL MUN I 18,158 250 0.01%
15 ALLY FINL INC 13,500 319 0.01%
16 AMERICAN AIRLS GROUP INC 50,000 2,682 0.06%
17 AMERICAN INTL GROUP INC 9,449 233 0.01%
18 AMERICAN TOWER CORP NEW 4,100 405 0.01%
19 ANADARKO PETE CORP 185,000 15,263 0.35%
20 ANADARKO PETE CORP 348,800 28,776 0.66%
21 ANN INC 46,569 1,699 0.04%
22 APOLLO TACTICAL INCOME FD INCORPORATED 21,095 337 0.01%
23 APPLE INC 4,625,500 510,562 11.68%
24 APPLE INC 1,747,680 192,909 4.41%
25 APPLE INC CALL 2,163,600 238,818 5.46%
26 ARES DYNAMIC CR ALLOCATION F 143,348 2,268 0.05%
27 ASML HOLDING N V 100,000 10,783 0.25%
28 ASSOCIATED ESTATES 33,600 780 0.02%
29 ASTRAZENECA PLC 1,250,000 87,975 2.01%
30 AT&T INC 60,000 2,015 0.05%
31 AVENUE INCOME 34,575 522 0.01%
32 AVOLON HLDGS LTD 85,000 1,683 0.04%
33 AXALTA COATING SYS LTD 75,000 1,952 0.04%
34 Altera Corp 200,000 7,388 0.17%
35 BARCLAYS BK PLC 5,450,000 171,730 3.93%
36 BELLICUM PHARMACEUTICALS INCORPORATED 101,000 2,327 0.05%
37 BLACKROCK FLOATING RATE INCO 23,545 303 0.01%
38 BLACKROCK FLOATING RATE INCO 59,242 793 0.02%
39 BLACKROCK LIMITED DURATION INCORPORATED TR COM SHS 116,011 1,824 0.04%
40 BLACKROCK MUNI INTER DR FD I 76,158 1,097 0.03%
41 BLACKROCK MUNIY MICHIGAN 24,238 336 0.01%
42 BLACKROCK MUNIYIELD NY QLTY FD 25,034 326 0.01%
43 BLACKSTONE GSO STRATEGIC CR FD COM SHS BEN IN 89,596 1,477 0.03%
44 BLRK MUYLD MI INSD FD II 23,581 303 0.01%
45 BOYD GAMING CORP COM 39,000 498 0.01%
46 BP PLC 1,056,800 40,285 0.92%
47 BROCADE COMMUNICATIONS SYS I 12,760 151 0.00%
48 BROOKFIELD MORTGAGE 106,544 1,752 0.04%
49 Blackrock Multi-Sector Income Trust 16,690 280 0.01%
50 CA INC 50,100 1,526 0.03%
Page 1 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