Laurion Capital Management

Laurion Capital Management as of Sept. 30, 2014

Portfolio Holdings for Laurion Capital Management

Laurion Capital Management holds 282 positions in its portfolio as reported in the September 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Barclays Bk Plc ipath s&p500 vix 6.8 $320M 5.2M 61.37
Apple Inc option 6.3 $297M 2.9M 100.75
Spdr S&p 500 Etf Tr option 4.5 $214M 1.1M 197.02
Apple (AAPL) 3.9 $184M 1.8M 100.75
Monsanto Co New option 3.6 $169M 1.5M 112.51
3m 2.8 $131M 921k 141.68
Monsanto Co New option 2.4 $113M 1.0M 112.51
Spdr S&p 500 Etf Tr option 2.2 $104M 529k 197.02
Darden Restaurants Inc option 2.2 $103M 2.0M 51.46
Johnson & Johnson option 2.2 $101M 952k 106.59
Ishares Tr Index option 2.1 $99M 2.6M 38.28
Lyondellbasell Indu-cl A cmn 1.6 $76M 700k 108.66
Amazon Com Inc option 1.4 $67M 209k 322.44
Exxon Mobil Corp option 1.4 $64M 679k 94.05
3m Co option 1.3 $63M 443k 141.68
Visa (V) 1.1 $52M 244k 213.37
Exxon Mobil Corp option 1.1 $52M 550k 94.05
Union Pac Corp option 1.1 $49M 455k 108.42
Union Pac Corp option 1.1 $49M 455k 108.42
Williams Cos Inc Del option 1.0 $48M 875k 55.35
Monsanto Company 1.0 $47M 421k 112.51
Citigroup Inc opt 1.0 $47M 900k 51.82
Caterpillar 1.0 $45M 453k 99.03
Actavis 0.9 $43M 179k 241.28
Pepsico Inc put 0.9 $43M 457k 93.09
CBS Corporation 0.9 $42M 778k 53.50
Tesla Motors Inc cmn 0.9 $41M 170k 242.68
Tesla Motors Inc cmn 0.9 $41M 170k 242.68
Amazon Com Inc option 0.9 $40M 125k 322.45
Cheniere Energy Inc Cmn Stock cmn 0.8 $40M 500k 80.03
Viacom Inc Cmn Stk-class B cmn 0.8 $39M 500k 76.94
Halliburton Co option 0.7 $34M 530k 64.51
Household International 0.7 $34M 530k 64.51
Mastercard Inc option 0.7 $33M 450k 73.92
Mastercard Inc option 0.7 $33M 450k 73.92
Honeywell Intl Inc option 0.7 $33M 350k 93.12
Honeywell Intl Inc option 0.7 $33M 350k 93.12
AMERICAN INTL Group Inc option 0.7 $33M 606k 54.02
Lyondellbasell Indu-cl A cmn 0.7 $33M 300k 108.66
Dollar General (DG) 0.7 $32M 523k 61.11
Powershares Qqq Trust unit ser 1 0.7 $31M 311k 98.79
Powershares Qqq Trust Call etf 0.7 $31M 311k 98.79
Danaher Corp Cmn Stk cmn 0.7 $30M 400k 75.98
Tri Pointe Homes (TPH) 0.7 $31M 2.4M 12.94
Metlife Inc option 0.6 $30M 550k 53.72
Metlife Inc put 0.6 $30M 550k 53.72
Fedex Corp option 0.6 $29M 180k 161.45
Fedex Corp option 0.6 $29M 180k 161.46
Apple Inc option 0.6 $28M 274k 100.75
Allergan Inc option 0.6 $27M 150k 178.19
Dow Chem Co option 0.6 $26M 500k 52.44
Hldgs (UAL) 0.6 $26M 557k 46.79
Equinix 0.6 $26M 121k 212.48
Crown Castle Intl Corp call 0.5 $24M 300k 80.53
T-mobile Us Inc put 0.5 $24M 823k 28.87
Visa Inc option 0.5 $22M 103k 213.37
Walgreen 0.5 $21M 359k 59.27
Citigroup Inc opt 0.4 $21M 400k 51.82
American International (AIG) 0.4 $20M 376k 54.02
Amgen (AMGN) 0.4 $20M 140k 140.46
United Parcel Service Inc option 0.4 $20M 200k 98.29
United Parcel Service Inc option 0.4 $20M 200k 98.29
Colgate Palmolive Co option 0.4 $20M 300k 65.22
Goldman Sachs Group Inc option 0.4 $19M 101k 183.57
Visa Inc option 0.4 $19M 87k 213.37
Cvs Caremark Corporation option 0.4 $18M 230k 79.59
Home Depot Inc option 0.4 $18M 200k 91.74
Jpmorgan Chase & Co option 0.4 $18M 300k 60.24
Jpmorgan Chase & Co option 0.4 $18M 300k 60.24
Cvs Caremark Corporation option 0.4 $18M 230k 79.59
Home Depot Inc option 0.4 $18M 200k 91.74
Google Inc option 0.4 $18M 30k 588.40
Google Inc put 0.4 $18M 30k 588.40
Intuit (INTU) 0.4 $17M 197k 87.65
American Express Co option 0.4 $18M 200k 87.54
American Express Co option 0.4 $18M 200k 87.54
Caterpillar (CAT) 0.4 $17M 172k 99.03
Phh Corp option 0.4 $17M 750k 22.36
PHH CORPORATION WHEN ISSUED Common Stock cmn 0.4 $17M 750k 22.36
Freeport-mcmoran Copper & Go option 0.3 $16M 500k 32.65
Verizon Communications Inc option 0.3 $17M 330k 49.99
Verizon Communications Inc option 0.3 $17M 330k 49.99
Exxon Mobil Corporation (XOM) 0.3 $16M 170k 94.05
Johnson & Johnson call 0.3 $16M 150k 106.59
Pfizer (PFE) 0.3 $16M 529k 29.57
CenterPoint Energy (CNP) 0.3 $16M 637k 24.47
Chevron Corp New option 0.3 $16M 130k 119.32
Chevron Corp New option 0.3 $16M 130k 119.32
Walgreen Co option 0.3 $16M 262k 59.27
Wells Fargo & Co New option 0.3 $16M 300k 51.87
Wells Fargo & Co New option 0.3 $16M 300k 51.87
Cisco Sys Inc option 0.3 $15M 600k 25.17
Qualcomm Inc option 0.3 $15M 200k 74.77
Qualcomm Inc option 0.3 $15M 200k 74.77
Spdr Series Trust option 0.3 $15M 500k 29.59
Caterpillar 0.3 $15M 150k 99.03
Hertz Global Holdings 0.3 $14M 538k 25.39
Chevron Corporation (CVX) 0.3 $13M 110k 119.32
Ocwen Financial Corp call 0.3 $13M 501k 26.18
Merck & Co Inc New option 0.2 $12M 200k 59.28
Merck & Co Inc New put 0.2 $12M 200k 59.28
Transocean Ltd option 0.2 $11M 350k 31.97
Oasis Petroleum 0.2 $11M 271k 41.81
At&t Inc option 0.2 $11M 300k 35.24
Goldman Sachs Group 0.2 $10M 56k 183.57
Anadarko Pete Corp option 0.2 $10M 100k 101.44
Anadarko Pete Corp option 0.2 $10M 100k 101.44
Microsoft Corp option 0.2 $10M 225k 46.36
Wynn Resorts (WYNN) 0.2 $9.7M 52k 187.08
Biogen Idec Inc option 0.2 $9.9M 30k 330.80
Biogen Idec Inc option 0.2 $9.9M 30k 330.80
Sprint 0.2 $10M 1.6M 6.34
Du Pont E I De Nemours & Co option 0.2 $9.0M 125k 71.76
Du Pont E I De Nemours & Co option 0.2 $9.0M 125k 71.76
International Business Machs option 0.2 $8.5M 45k 189.82
International Business Machs option 0.2 $8.5M 45k 189.82
Amazon (AMZN) 0.2 $8.0M 25k 322.43
General Electric 0.2 $7.7M 300k 25.62
Yahoo! 0.2 $7.3M 179k 40.75
General Electric Co option 0.2 $7.7M 300k 25.62
ConAgra Foods (CAG) 0.1 $7.2M 217k 33.04
Cheniere Energy (LNG) 0.1 $7.0M 88k 80.03
PHH Corporation 0.1 $5.9M 266k 22.36
Qualcomm (QCOM) 0.1 $5.1M 68k 74.77
Metropcs Communications (TMUS) 0.1 $5.1M 176k 28.87
Time 0.1 $5.3M 226k 23.43
Paragon Offshore Plc equity 0.1 $5.2M 845k 6.15
Citizens Financial (CFG) 0.1 $5.2M 220k 23.42
Dresser-Rand 0.1 $4.8M 58k 82.27
CONSOL Energy 0.1 $4.1M 108k 37.86
Pfizer Inc option 0.1 $4.4M 150k 29.57
Pfizer Inc option 0.1 $4.4M 150k 29.57
Northstar Asset Management C 0.1 $4.1M 220k 18.42
Google 0.1 $3.6M 6.1k 588.42
Israel Chemicals 0.1 $3.6M 500k 7.23
Tribune Publishing 0.1 $3.7M 184k 20.18
Honeywell International (HON) 0.1 $3.1M 34k 93.13
RF Micro Devices 0.1 $3.4M 298k 11.54
Seventy Seven Energy 0.1 $3.3M 140k 23.74
Veritiv Corp - When Issued 0.1 $3.4M 69k 50.06
Moody's Corporation (MCO) 0.1 $2.6M 28k 94.51
International Paper Company (IP) 0.1 $2.8M 59k 47.73
Hewlett-Packard Company 0.1 $2.7M 75k 35.47
Accenture (ACN) 0.1 $2.6M 32k 81.32
Ocwen Financial Corporation 0.1 $3.0M 115k 26.18
Cme (CME) 0.1 $2.6M 31k 82.54
General Electric Company 0.1 $2.2M 87k 25.62
Canadian Pacific Railway 0.1 $2.6M 12k 207.50
TreeHouse Foods (THS) 0.1 $2.5M 31k 80.51
Palo Alto Networks (PANW) 0.1 $2.5M 26k 98.12
Mallinckrodt Pub 0.1 $2.3M 25k 90.16
Travelport Worldwide 0.1 $2.6M 155k 16.46
International Rectifier Corporation 0.0 $1.8M 45k 39.25
Halliburton Company (HAL) 0.0 $1.9M 29k 64.51
Sigma-Aldrich Corporation 0.0 $2.0M 15k 136.00
Enbridge (ENB) 0.0 $1.8M 38k 47.88
iShares MSCI Brazil Index (EWZ) 0.0 $1.7M 39k 43.46
SPDR S&P Homebuilders (XHB) 0.0 $1.7M 59k 29.59
Ocean Rig Udw 0.0 $2.1M 128k 16.12
Melco Crown Entmt Ltd call 0.0 $2.0M 75k 26.29
Melco Crown Entmt Ltd put 0.0 $2.0M 75k 26.29
Intercontinental Exchange (ICE) 0.0 $1.9M 9.6k 195.00
Ims Health Holdings 0.0 $1.7M 67k 26.18
Theravance Biopharma (TBPH) 0.0 $1.7M 74k 23.05
Vectrus (VVX) 0.0 $1.9M 96k 19.54
CarMax (KMX) 0.0 $1.5M 33k 46.45
Wells Fargo & Company (WFC) 0.0 $1.2M 23k 51.88
Compuware Corporation 0.0 $1.6M 150k 10.61
Oracle Corporation (ORCL) 0.0 $1.3M 33k 38.28
Winthrop Realty Trust 0.0 $1.5M 100k 15.07
iShares MSCI Emerging Markets Indx (EEM) 0.0 $907k 22k 41.57
Patterson Companies (PDCO) 0.0 $921k 22k 41.44
OmniVision Technologies 0.0 $804k 30k 26.46
Coca Cola Co option 0.0 $1.1M 25k 42.65
Phillips 66 (PSX) 0.0 $1.1M 14k 81.29
Rice Energy 0.0 $1.0M 39k 26.60
Horizon Pharma 0.0 $707k 58k 12.27
Cyberark Software (CYBR) 0.0 $992k 31k 32.00
Smart & Final Stores 0.0 $1.2M 80k 14.42
Comcast Corporation (CMCSA) 0.0 $301k 5.6k 53.75
Time Warner Cable 0.0 $402k 2.8k 143.57
Corning Incorporated (GLW) 0.0 $425k 22k 19.32
Annaly Capital Management 0.0 $381k 36k 10.67
Leucadia National 0.0 $260k 11k 23.85
Suntrust Banks Inc $1.00 Par Cmn 0.0 $369k 9.7k 38.04
Republic Services (RSG) 0.0 $258k 6.6k 39.09
Wal-Mart Stores (WMT) 0.0 $398k 5.2k 76.54
Seattle Genetics 0.0 $323k 8.7k 37.13
Abbott Laboratories (ABT) 0.0 $250k 6.0k 41.67
Pulte (PHM) 0.0 $406k 23k 17.65
Carter's (CRI) 0.0 $240k 3.1k 77.42
Citrix Systems 0.0 $271k 3.8k 71.32
Nucor Corporation (NUE) 0.0 $331k 6.1k 54.26
Harley-Davidson (HOG) 0.0 $402k 6.9k 58.26
Johnson Controls 0.0 $462k 11k 44.00
Morgan Stanley (MS) 0.0 $470k 14k 34.56
JetBlue Airways Corporation (JBLU) 0.0 $282k 27k 10.60
Tyson Foods (TSN) 0.0 $409k 10k 39.36
United Technologies Corporation 0.0 $243k 2.3k 105.65
Danaher Corporation (DHR) 0.0 $297k 3.9k 76.15
Gannett 0.0 $264k 8.9k 29.66
Tupperware Brands Corporation 0.0 $235k 3.4k 69.12
D.R. Horton (DHI) 0.0 $250k 12k 20.49
Chesapeake Energy Corporation 0.0 $621k 27k 23.00
Pioneer Natural Resources 0.0 $315k 1.6k 196.88
Southwestern Energy Company 0.0 $318k 9.1k 34.95
Delta Air Lines (DAL) 0.0 $311k 8.6k 36.16
Key (KEY) 0.0 $293k 22k 13.32
Alaska Air (ALK) 0.0 $370k 8.5k 43.53
Black Hills Corporation (BKH) 0.0 $350k 7.3k 47.95
Huntsman Corporation (HUN) 0.0 $468k 18k 26.00
Assured Guaranty (AGO) 0.0 $266k 12k 22.17
Bill Barrett Corporation 0.0 $555k 25k 22.02
Coeur d'Alene Mines Corporation (CDE) 0.0 $378k 76k 4.96
Copa Holdings Sa-class A (CPA) 0.0 $429k 4.0k 107.25
FMC Corporation (FMC) 0.0 $366k 6.4k 57.19
Akorn 0.0 $290k 8.0k 36.25
BorgWarner (BWA) 0.0 $368k 7.0k 52.57
Chicago Bridge & Iron Company 0.0 $463k 8.0k 57.88
Rockwell Automation (ROK) 0.0 $319k 2.9k 110.00
Cameron International Corporation 0.0 $471k 7.1k 66.34
Greenbrier Companies (GBX) 0.0 $264k 3.6k 73.33
Seadrill 0.0 $286k 11k 26.73
Yamana Gold 0.0 $292k 49k 6.00
Colfax Corporation 0.0 $382k 6.7k 57.01
Avago Technologies 0.0 $305k 3.5k 87.14
QEP Resources 0.0 $380k 12k 30.81
Aegerion Pharmaceuticals 0.0 $264k 7.9k 33.42
Vera Bradley (VRA) 0.0 $434k 21k 20.67
Glu Mobile 0.0 $325k 63k 5.18
Kinder Morgan (KMI) 0.0 $345k 9.0k 38.33
Citigroup (C) 0.0 $532k 10k 51.80
Ralph Lauren Corp (RL) 0.0 $346k 2.1k 164.76
American Realty Capital Prop 0.0 $390k 32k 12.07
Tripadvisor (TRIP) 0.0 $293k 3.2k 91.56
Clovis Oncology 0.0 $268k 5.9k 45.42
Duke Energy (DUK) 0.0 $314k 4.2k 74.76
Tillys (TLYS) 0.0 $397k 53k 7.52
Mondelez Int (MDLZ) 0.0 $397k 12k 34.22
Whitewave Foods 0.0 $312k 8.6k 36.28
Pennymac Financial Service A 0.0 $501k 34k 14.66
Lin Media 0.0 $366k 17k 22.17
Stock Bldg Supply Hldgs 0.0 $368k 23k 15.72
Nord Anglia Education 0.0 $595k 35k 17.00
Voya Financial (VOYA) 0.0 $391k 10k 39.10
Now (DNOW) 0.0 $286k 9.4k 30.43
Grubhub 0.0 $342k 10k 34.20
Vital Therapies 0.0 $241k 12k 20.43
Otonomy 0.0 $322k 13k 24.03
Rightside 0.0 $332k 34k 9.76
Barrick Gold Corp (GOLD) 0.0 $169k 12k 14.70
Hartford Financial Services (HIG) 0.0 $227k 6.1k 37.21
Via 0.0 $69k 900.00 76.67
Valero Energy Corporation (VLO) 0.0 $208k 4.5k 46.22
Colgate-Palmolive Company (CL) 0.0 $85k 1.3k 65.38
Weyerhaeuser Company (WY) 0.0 $226k 7.1k 31.83
Staples 0.0 $138k 11k 12.11
Jacobs Engineering 0.0 $225k 4.6k 48.91
Harman International Industries 0.0 $210k 2.1k 98.13
SandRidge Energy 0.0 $66k 16k 4.26
Frontier Communications 0.0 $77k 12k 6.53
BOK Financial Corporation (BOKF) 0.0 $230k 3.5k 66.42
ArcelorMittal 0.0 $199k 15k 13.72
Marvell Technology Group 0.0 $198k 15k 13.47
Key Energy Services 0.0 $72k 15k 4.86
GrafTech International 0.0 $73k 16k 4.56
MetLife (MET) 0.0 $137k 2.6k 53.66
AK Steel Holding Corporation 0.0 $84k 11k 8.00
MannKind Corporation 0.0 $64k 11k 5.93
Agnico (AEM) 0.0 $232k 8.0k 29.00
Brocade Communications Systems 0.0 $209k 19k 10.85
Rentrak Corporation 0.0 $219k 3.6k 60.83
Celldex Therapeutics 0.0 $219k 17k 12.96
EXACT Sciences Corporation (EXAS) 0.0 $196k 10k 19.41
Industries N shs - a - (LYB) 0.0 $11k 100.00 110.00
Opko Health (OPK) 0.0 $163k 19k 8.49
Expedia (EXPE) 0.0 $204k 2.3k 87.55
Groupon 0.0 $99k 15k 6.69
New Residential Invt 0.0 $72k 12k 5.85
Gogo (GOGO) 0.0 $187k 11k 16.85
Veeva Sys Inc cl a (VEEV) 0.0 $206k 7.3k 28.22
Popeyes Kitchen 0.0 $212k 5.2k 40.57