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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
1 BARCLAYS BK PLC 5,450,000 171,730 3.93%
2 APPLE INC 4,625,500 510,562 11.68%
3 HERBALIFE LTD 2,817,400 106,217 2.43%
4 APPLE INC CALL 2,163,600 238,818 5.46%
5 APPLE INC 1,747,680 192,909 4.41%
6 TRI POINTE HOMES INC COM 1,594,017 24,309 0.56%
7 JD COM INC 1,555,600 35,997 0.82%
8 HUMANA INC 1,500,000 215,445 4.93%
9 SPDR S&P 500 ETF TR 1,495,317 307,288 7.03%
10 CONAGRA BRANDS INC 1,278,433 46,382 1.06%
11 ASTRAZENECA PLC 1,250,000 87,975 2.01%
12 SEVENTY SEVEN ENERGY INC - escrow shares 1,153,950 6,242 0.14%
13 TRANSOCEAN LTD 1,150,000 21,080 0.48%
14 MARATHON PETE CORP 1,100,000 99,286 2.27%
15 BP PLC 1,056,800 40,285 0.92%
16 HUMANA INC 1,000,000 143,630 3.29%
17 SELECT SECTOR SPDR TR 1,000,000 79,160 1.81%
18 MONSANTO CO NEW 1,000,000 119,470 2.73%
19 SELECT SECTOR SPDR TR 1,000,000 79,160 1.81%
20 SEADRILL LIMITED 1,000,000 11,940 0.27%
21 Call JNJ $125.0 Exp May 19, 2017 995,200 104,068 2.38%
22 MONSANTO CO NEW 893,300 106,723 2.44%
23 WILLIAMS COS INC DEL 875,000 39,323 0.90%
24 LYONDELLBASELL INDUSTRIES N 800,000 63,512 1.45%
25 MBIA INC 750,000 7,155 0.16%
26 JOHNSON & JOHNSON 733,300 76,682 1.75%
27 Crown Castle Int'l Corp 725,000 57,058 1.31%
28 ACHILLION PHARMACEUTICALS IN 682,900 8,366 0.19%
29 INTEL CORP 650,900 23,621 0.54%
30 NOBLE CORP PLC 640,000 10,605 0.24%
31 YAHOO INC 621,800 31,407 0.72%
32 UNITED CONTL HLDGS INC 594,184 39,745 0.91%
33 KEYSIGHT TECHNOLOGIES INC COM 582,462 19,670 0.45%
34 METLIFE INC 533,432 28,853 0.66%
35 INVESCO SR INCOME TR 525,878 2,398 0.05%
36 CITIGROUP INC 500,000 27,055 0.62%
37 DOW CHEM CO 500,000 22,805 0.52%
38 CHENIERE ENERGY INC 500,000 35,200 0.81%
39 SEADRILL LIMITED 500,000 5,970 0.14%
40 FREEPORT-MCMORAN INC 500,000 11,680 0.27%
41 NQ MOBILE INC 500,000 1,955 0.04%
42 CSX CORP 500,000 18,115 0.41%
43 VIACOM INC NEW 500,000 37,625 0.86%
44 OASIS PETE INC NEW 493,630 8,164 0.19%
45 HERTZ GLOBAL HOLDINGS INC COM 454,400 11,333 0.26%
46 HERBALIFE LTD 400,500 15,099 0.35%
47 DANAHER CORP DEL 400,000 34,284 0.78%
48 ACHILLION PHARMACEUTICALS IN 389,300 4,770 0.11%
49 PROCTER & GAMBLE CO 386,900 35,243 0.81%
50 LENDINGCLUB CORP 370,000 9,361 0.21%
Page 1 of 6
Restatement filing (0001085146-15-000697) filed in 2015.02.17
#
Name
Shares
Value ($)
%
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
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