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 ZULILY INC 13,100 307 0.01%
2 ZAYO GROUP HOLDINGS 69,300 2,119 0.05%
3 YELP INC 275,000 15,051 0.34%
4 YELP INC 150,000 8,210 0.19%
5 YAHOO INC 621,800 31,407 0.72%
6 XPO LOGISTICS INC 6,600 270 0.01%
7 Washington Prime Group 77,097 1,328 0.03%
8 WYNN RESORTS LTD 2,900 431 0.01%
9 WILLIAMS SONOMA INC 2,900 219 0.01%
10 WILLIAMS COS INC DEL 875,000 39,323 0.90%
11 WHITEWAVE FOODS CO 9,400 329 0.01%
12 WESTERN ASSET MGD HI INCM FD 59,362 303 0.01%
13 WESTERN ASSET HIGH INCOME OP 153,053 822 0.02%
14 WENDYS CO 28,100 254 0.01%
15 WELLS FARGO MULTI SECTOR INC 51,528 702 0.02%
16 VOYA PRIME RATE TR 99,371 528 0.01%
17 VISA INC 306,211 80,289 1.84%
18 VIRTUS GLOBAL MULTI-SEC INC 57,036 904 0.02%
19 VIACOM INC NEW 500,000 37,625 0.86%
20 VERITIV CORP 29,064 1,507 0.03%
21 VECTRUS INC 74,635 2,045 0.05%
22 UNITED PARCEL SERVICE INC 2,300 256 0.01%
23 UNITED CONTL HLDGS INC 594,184 39,745 0.91%
24 ULTA BEAUTY INC 234,400 29,966 0.69%
25 U S SILICA HLDGS INC 18,400 473 0.01%
26 TWENTY FIRST CENTY FOX INC 188,009 7,220 0.17%
27 TRI POINTE HOMES INC COM 1,594,017 24,309 0.56%
28 TRANSOCEAN LTD 58,500 1,072 0.02%
29 TRANSOCEAN LTD 350,000 6,416 0.15%
30 TRANSOCEAN LTD 1,150,000 21,080 0.48%
31 TIME WARNER INC NEW 3,200 487 0.01%
32 TIME WARNER CABLE INC 250,000 38,015 0.87%
33 TILLYS INC CL A 26,301 255 0.01%
34 THL CR SR LN FD 28,113 480 0.01%
35 TESLA MTRS INC 85,000 18,904 0.43%
36 TESLA INC PUT 85,000 18,904 0.43%
37 TEMPLETON GLOBAL INCOME FD 40,847 294 0.01%
38 SYMMETRY SURGICAL INC 10,611 83 0.00%
39 STERLING BANCORP DEL COM 24,216 348 0.01%
40 STANDARD PAC CORP 12,700 93 0.00%
41 ST JUDE MED INC 28,000 1,821 0.04%
42 SPLUNK INC 4,800 283 0.01%
43 SPDR SERIES TRUST 200,000 8,140 0.19%
44 SPDR S&P 500 ETF TR PUT 223,200 45,868 1.05%
45 SPDR S&P 500 ETF TR 1,495,317 307,288 7.03%
46 SMART AND FINAL STORES INC COM 31,000 488 0.01%
47 SKECHERS U S A INC 8,800 486 0.01%
48 SIGMA ALDRICH 6,600 906 0.02%
49 SEVENTY SEVEN ENERGY INC - escrow shares 1,153,950 6,242 0.14%
50 SELECT SECTOR SPDR TR 1,000,000 79,160 1.81%
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