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 | |
| 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 (TUP) | 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 (PXD) | 0.0 | $315k | 1.6k | 196.88 | |
| Southwestern Energy Company (SWN) | 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 |
