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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 APPLE INC 4,625,500 510,562 11.68%
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%
4 HUMANA INC 1,500,000 215,445 4.93%
5 APPLE INC 1,747,680 192,909 4.41%
6 BARCLAYS BK PLC 5,450,000 171,730 3.93%
7 HUMANA INC 1,000,000 143,630 3.29%
8 MONSANTO CO NEW 1,000,000 119,470 2.73%
9 MONSANTO CO NEW 893,300 106,723 2.44%
10 HERBALIFE LTD 2,817,400 106,217 2.43%
11 Call JNJ $125.0 Exp May 19, 2017 995,200 104,068 2.38%
12 MARATHON PETE CORP 1,100,000 99,286 2.27%
13 ASTRAZENECA PLC 1,250,000 87,975 2.01%
14 VISA INC 306,211 80,289 1.84%
15 SELECT SECTOR SPDR TR 1,000,000 79,160 1.81%
16 SELECT SECTOR SPDR TR 1,000,000 79,160 1.81%
17 JOHNSON & JOHNSON 733,300 76,682 1.75%
18 LYONDELLBASELL INDUSTRIES N 800,000 63,512 1.45%
19 Crown Castle Int'l Corp 725,000 57,058 1.31%
20 ALLERGAN PLC 199,873 51,450 1.18%
21 CONAGRA BRANDS INC 1,278,433 46,382 1.06%
22 SPDR S&P 500 ETF TR PUT 223,200 45,868 1.05%
23 BP PLC 1,056,800 40,285 0.92%
24 UNITED CONTL HLDGS INC 594,184 39,745 0.91%
25 WILLIAMS COS INC DEL 875,000 39,323 0.90%
26 TIME WARNER CABLE INC 250,000 38,015 0.87%
27 VIACOM INC NEW 500,000 37,625 0.86%
28 JD COM INC 1,555,600 35,997 0.82%
29 PROCTER & GAMBLE CO 386,900 35,243 0.81%
30 CHENIERE ENERGY INC 500,000 35,200 0.81%
31 DANAHER CORP DEL 400,000 34,284 0.78%
32 YAHOO INC 621,800 31,407 0.72%
33 ULTA BEAUTY INC 234,400 29,966 0.69%
34 METLIFE INC 533,432 28,853 0.66%
35 ANADARKO PETE CORP 348,800 28,776 0.66%
36 CITIGROUP INC 500,000 27,055 0.62%
37 TRI POINTE HOMES INC COM 1,594,017 24,309 0.56%
38 LYONDELLBASELL INDUSTRIES N 300,000 23,817 0.54%
39 INTEL CORP 650,900 23,621 0.54%
40 DOW CHEM CO 500,000 22,805 0.52%
41 TRANSOCEAN LTD 1,150,000 21,080 0.48%
42 COLGATE PALMOLIVE CO 300,000 20,757 0.47%
43 KEYSIGHT TECHNOLOGIES INC COM 582,462 19,670 0.45%
44 MCDONALDS CORP 202,896 19,011 0.43%
45 TESLA INC PUT 85,000 18,904 0.43%
46 TESLA MTRS INC 85,000 18,904 0.43%
47 LYONDELLBASELL INDUSTRIES N 229,510 18,221 0.42%
48 CSX CORP 500,000 18,115 0.41%
49 ALLERGAN INC 77,500 16,475 0.38%
50 EOG RES INC 175,000 16,112 0.37%
Page 1 of 6
Restatement filing (0001085146-15-000697) filed in 2015.02.17
#
Name
Shares
Value ($)
%
Options
Notes
101 ENBRIDGE INC 50,700 2,606 0.06%
102 ENDURANCE INTL GROUP HLDGS I 227,713 4,197 0.10%
103 ENOVA INTL INC COM 38,408 855 0.02%
104 EOG RES INC 175,000 16,112 0.37% Call
105 ESSENT GROUP LTD 71,000 1,825 0.04%
106 FAMILY DLR STORES INC 150,000 11,882 0.27% Call
107 FIDELITY NATIONAL FINANCIAL IN FNFV GROUP COM 60,615 954 0.02%
108 FIRST TR SR FLG RTE INCM FD 73,841 961 0.02%
109 FIRSTENERGY CORP 7,800 304 0.01%
110 FREEPORT-MCMORAN INC 500,000 11,680 0.27% Call
111 FRESHPET INC COM 49,400 843 0.02%
112 FRONTIER COMMUNICATIONS CORP 13,200 88 0.00%
113 First Trust/Aberdeen Global 22,161 267 0.01%
114 GAMESTOP CORP NEW 214,900 7,264 0.17% Put
115 GAP 9,700 408 0.01%
116 GENERAL ELECTRIC CO 300,000 7,581 0.17% Put
117 GENERAL ELECTRIC CO 300,000 7,581 0.17% Call
118 GREEN PLAINS INC 349,300 8,656 0.20% Call
119 GREEN PLAINS INC COM 43,200 1,070 0.02%
120 HAIN CELESTIAL GROUP INC 6,800 396 0.01%
121 HALLIBURTON CO 103,900 4,087 0.09%
122 HALOZYME THERAPEUTICS INC 46,236 446 0.01%
123 HALYARD HEALTH INC 279,042 12,688 0.29%
124 HAWAIIAN HOLDINGS INC COM 10,600 276 0.01%
125 HD SUPPLY HLDGS INCORPORATED 153,248 4,519 0.10%
126 HERBALIFE LTD 2,817,400 106,217 2.43% Put
127 HERBALIFE LTD 400,500 15,099 0.35% Call
128 HERTZ GLOBAL HOLDINGS INC COM 454,400 11,333 0.26%
129 HEXCEL CORP NEW COM 37,883 1,572 0.04%
130 HOMEAWAY INC 11,100 331 0.01%
131 HORTONWORKS INC 71,000 1,917 0.04%
132 HUMANA INC 1,500,000 215,445 4.93% Put
133 HUMANA INC 1,000,000 143,630 3.29% Call
134 HUNTINGTON BANCSHARES INC 31,200 328 0.01%
135 INFINERA CORPORATION 19,217 283 0.01%
136 INTEL CORP 650,900 23,621 0.54%
137 INTERCONTINENTAL EXCHANGE IN 1,000 219 0.01%
138 INTERDIGITAL INC 5,900 312 0.01%
139 INTL PAPER CO 44,300 2,374 0.05%
140 INTL RECTIFIER COR 21,971 877 0.02%
141 INVESCO DYNAMIC CR OPPORTUNI 151,084 1,790 0.04%
142 INVESCO MUN TR 19,488 247 0.01%
143 INVESCO SR INCOME TR 525,878 2,398 0.05%
144 INVESCO TR INVT GRADE MUNS 16,476 219 0.01%
145 INVESCO TR INVT GRADE NY MUN 26,071 356 0.01%
146 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 100,000 8,960 0.20%
147 IVY HIGH INC OPPORTUNITIES F 36,173 574 0.01%
148 JACK IN THE BOX INC 3,000 240 0.01%
149 JD COM INC 1,555,600 35,997 0.82% Put
150 JDS UNIPHASE CORP 192,400 2,640 0.06% Call
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