Laurion Capital Management

Laurion Capital Management as of Dec. 31, 2014

Portfolio Holdings for Laurion Capital Management

Laurion Capital Management holds 298 positions in its portfolio as reported in the December 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple Inc option 11.7 $511M 4.6M 110.38
Spdr S&p 500 Etf (SPY) 7.0 $307M 1.5M 205.50
Apple Inc option 5.5 $239M 2.2M 110.38
Humana Inc put 4.9 $215M 1.5M 143.63
Apple (AAPL) 4.4 $193M 1.7M 110.38
Barclays Bk Plc ipath s&p500 vix 3.9 $172M 5.5M 31.51
Humana Inc option 3.3 $144M 1.0M 143.63
Monsanto Co New option 2.7 $120M 1.0M 119.47
Monsanto Co New option 2.4 $107M 893k 119.47
Herbalife Ltd Common Stock cmn 2.4 $106M 2.8M 37.70
Johnson & Johnson call 2.4 $104M 995k 104.57
Marathon Petroleum Corp cmn 2.3 $99M 1.1M 90.26
ASTRAZENECA Plc-spons 2.0 $88M 1.3M 70.38
Visa (V) 1.8 $80M 306k 262.20
Select Sector Spdr Tr option 1.8 $79M 1.0M 79.16
Select Sector Spdr Tr option 1.8 $79M 1.0M 79.16
Johnson & Johnson option 1.8 $77M 733k 104.57
Lyondellbasell Indu-cl A cmn 1.4 $64M 800k 79.39
Crown Castle Intl Corp New call 1.3 $57M 725k 78.70
Actavis 1.2 $51M 200k 257.41
ConAgra Foods (CAG) 1.1 $46M 1.3M 36.28
Spdr S&p 500 Etf Tr option 1.1 $46M 223k 205.50
Bp Plc option 0.9 $40M 1.1M 38.12
Hldgs (UAL) 0.9 $40M 594k 66.89
Williams Cos Inc Del option 0.9 $39M 875k 44.94
Time Warner Cable Inc put 0.9 $38M 250k 152.06
Viacom Inc Cmn Stk-class B cmn 0.9 $38M 500k 75.25
Jd Com Inc spon adr cl a 0.8 $36M 1.6M 23.14
Procter & Gamble Co option 0.8 $35M 387k 91.09
Cheniere Energy Inc Cmn Stock cmn 0.8 $35M 500k 70.40
Danaher Corp Cmn Stk cmn 0.8 $34M 400k 85.71
Yahoo! 0.7 $31M 622k 50.51
Ulta Salon Cosmetics & Fragr cmn 0.7 $30M 234k 127.84
Anadarko Petroleum Corporation 0.7 $29M 349k 82.50
MetLife (MET) 0.7 $29M 533k 54.09
Citigroup Inc opt 0.6 $27M 500k 54.11
Tri Pointe Homes (TPH) 0.6 $24M 1.6M 15.25
Intel Corporation (INTC) 0.5 $24M 651k 36.29
Lyondellbasell Indu-cl A cmn 0.5 $24M 300k 79.39
Dow Chem Co option 0.5 $23M 500k 45.61
Transocean Ltd option 0.5 $21M 1.2M 18.33
Colgate Palmolive Co option 0.5 $21M 300k 69.19
Keysight Technologies (KEYS) 0.5 $20M 583k 33.77
McDonald's Corporation (MCD) 0.4 $19M 203k 93.70
Tesla Motors Inc cmn 0.4 $19M 85k 222.40
Tesla Motors Inc cmn 0.4 $19M 85k 222.40
Industries N shs - a - (LYB) 0.4 $18M 230k 79.39
Csx Corp option 0.4 $18M 500k 36.23
Allergan 0.4 $17M 78k 212.58
Eog Res Inc option 0.4 $16M 175k 92.07
Lamar Advertising Co New call 0.4 $16M 300k 53.64
Anadarko Pete Corp option 0.3 $15M 185k 82.50
Herbalife Ltd option 0.3 $15M 401k 37.70
Diamondback Energy (FANG) 0.3 $15M 258k 59.78
Yelp Inc cmn 0.3 $15M 275k 54.73
Receptos 0.3 $14M 110k 122.51
Procter & Gamble Co put 0.3 $13M 144k 91.09
Kinder Morgan (KMI) 0.3 $13M 302k 42.31
Halyard Health 0.3 $13M 279k 45.47
CONSOL Energy 0.3 $12M 354k 33.81
Freeport-mcmoran Copper & Go option 0.3 $12M 500k 23.36
Family Dlr Stores Inc call 0.3 $12M 150k 79.21
Seadrill Ltd cmn 0.3 $12M 1.0M 11.94
Hertz Global Holdings 0.3 $11M 454k 24.94
Mattel Inc cmn 0.2 $11M 350k 30.95
Asml Holding N V opt 0.2 $11M 100k 107.83
Ne Us 01/17/15 40 Call call 0.2 $11M 640k 16.57
Cheniere Energy (LNG) 0.2 $9.6M 137k 70.40
Lendingclub 0.2 $9.4M 370k 25.30
iShares iBoxx $ High Yid Corp Bond (HYG) 0.2 $9.0M 100k 89.60
Green Plains Renewable Energ 0.2 $8.7M 349k 24.78
Spdr Series Trust option 0.2 $8.1M 200k 40.70
Oasis Petroleum 0.2 $8.2M 494k 16.54
Achillion Pharmaceuticals 0.2 $8.4M 683k 12.25
Yelp Inc cmn 0.2 $8.2M 150k 54.73
Procter & Gamble Company (PG) 0.2 $7.8M 86k 91.08
General Electric 0.2 $7.6M 300k 25.27
General Electric Co option 0.2 $7.6M 300k 25.27
Altera Corp 0.2 $7.4M 200k 36.94
Gamestop Corp New put 0.2 $7.3M 215k 33.80
Twenty-first Century Fox 0.2 $7.2M 188k 38.40
Johnson & Johnson (JNJ) 0.2 $6.9M 66k 104.57
NVIDIA Corporation (NVDA) 0.2 $7.0M 349k 20.05
Mbia Inc put 0.2 $7.2M 750k 9.54
Transocean Ltd option 0.1 $6.4M 350k 18.33
Metlife Inc put 0.1 $6.8M 125k 54.09
Seadrill Ltd cmn 0.1 $6.0M 500k 11.94
Seventy Seven Energy 0.1 $6.2M 1.2M 5.41
Klx Inc Com $0.01 0.1 $5.5M 134k 41.25
Pfizer Inc option 0.1 $4.7M 150k 31.15
Pfizer Inc option 0.1 $4.7M 150k 31.15
Achillion Pharmaceuticals In cmn 0.1 $4.8M 389k 12.25
Molson Coors Brewing Company (TAP) 0.1 $4.4M 58k 74.52
Mastercard Inc option 0.1 $4.3M 50k 86.16
Seadrill 0.1 $4.3M 361k 11.94
Mastercard Inc option 0.1 $4.3M 50k 86.16
Hd Supply 0.1 $4.5M 153k 29.49
Endurance Intl Group Hldgs I 0.1 $4.2M 228k 18.43
Cameco Corporation (CCJ) 0.1 $4.1M 247k 16.41
Medtronic 0.1 $4.0M 56k 72.21
eBay (EBAY) 0.1 $4.0M 71k 56.11
Halliburton Company (HAL) 0.1 $4.1M 104k 39.34
Ctrip.com International 0.1 $3.7M 82k 45.50
Albemarle Corporation (ALB) 0.1 $4.1M 68k 60.12
Liberty Media 0.1 $3.5M 120k 29.42
JDS Uniphase Corporation 0.1 $3.4M 246k 13.72
Dish Network Corp Comm on 0.1 $3.6M 50k 72.90
Carbo Ceramics Inc Cmn Stock cmn 0.1 $3.6M 90k 40.06
Cdw (CDW) 0.1 $3.4M 97k 35.17
La Quinta Holdings 0.1 $3.5M 157k 22.06
On Deck Capital 0.1 $3.4M 151k 22.43
Cme (CME) 0.1 $2.7M 30k 91.62
Enbridge (ENB) 0.1 $2.6M 51k 51.40
Marvell Technology Group 0.1 $2.6M 182k 14.50
Jds Uniphase Corp call 0.1 $2.6M 192k 13.72
American Airls 0.1 $2.7M 50k 53.64
Juno Therapeutics 0.1 $2.6M 50k 52.22
New Relic 0.1 $2.8M 80k 34.84
At&t (T) 0.1 $2.0M 60k 33.58
International Paper Company (IP) 0.1 $2.4M 44k 53.59
Qualcomm (QCOM) 0.1 $2.0M 28k 74.33
Domino's Pizza (DPZ) 0.1 $2.2M 24k 94.17
Invesco Van Kampen Senior Income Trust (VVR) 0.1 $2.4M 526k 4.56
Ares Dynamic Cr Allocation (ARDC) 0.1 $2.3M 143k 15.82
Kkr Income Opportunities (KIO) 0.1 $2.0M 122k 16.18
Retrophin 0.1 $2.3M 187k 12.24
Paylocity Holding Corporation (PCTY) 0.1 $2.3M 90k 26.11
Vectrus (VVX) 0.1 $2.0M 75k 27.40
Zayo Group Hldgs 0.1 $2.1M 69k 30.58
Bellicum Pharma 0.1 $2.3M 101k 23.04
Mbia (MBI) 0.0 $1.9M 203k 9.54
Pinnacle Entertainment 0.0 $1.8M 80k 22.25
Hexcel Corporation (HXL) 0.0 $1.6M 38k 41.50
St. Jude Medical 0.0 $1.8M 28k 65.04
Allergan Inc option 0.0 $1.6M 7.5k 212.53
Invesco Van Kampen Dyn Cr Opp Fund 0.0 $1.8M 151k 11.85
BlackRock Ltd. Duration Income Trust (BLW) 0.0 $1.8M 116k 15.72
Ann 0.0 $1.7M 47k 36.48
Melco Crown Entmt Ltd call 0.0 $1.9M 75k 25.40
Melco Crown Entmt Ltd put 0.0 $1.9M 75k 25.40
Brookfield Mortg. Opportunity bond etf 0.0 $1.8M 107k 16.44
Nq Mobile Inc adr repstg cl a 0.0 $2.0M 500k 3.91
Essent (ESNT) 0.0 $1.8M 71k 25.70
Hortonworks 0.0 $1.9M 71k 27.00
Axalta Coating Sys (AXTA) 0.0 $2.0M 75k 26.03
Avolon Hldgs 0.0 $1.7M 85k 19.80
Abbott Laboratories (ABT) 0.0 $1.2M 27k 45.04
Ca 0.0 $1.5M 50k 30.46
Blackrock Muni Intermediate Drtn Fnd (MUI) 0.0 $1.1M 76k 14.40
Lululemon Athletica Inc call 0.0 $1.4M 25k 55.80
Citigroup (C) 0.0 $1.4M 26k 54.12
Matador Resources (MTDR) 0.0 $1.1M 55k 20.22
Blackstone Gso Strategic (BGB) 0.0 $1.5M 90k 16.49
Doubleline Income Solutions (DSL) 0.0 $1.1M 58k 19.90
Washington Prime 0.0 $1.3M 77k 17.23
Veritiv Corp - When Issued 0.0 $1.5M 29k 51.85
Diplomat Pharmacy 0.0 $1.3M 48k 27.38
Cnova N V 0.0 $1.2M 150k 7.91
Transocean (RIG) 0.0 $1.1M 59k 18.32
International Rectifier Corporation 0.0 $877k 22k 39.92
Sigma-Aldrich Corporation 0.0 $906k 6.6k 137.27
Scientific Games (LNW) 0.0 $1.0M 79k 12.73
Associated Estates Realty Corporation 0.0 $780k 34k 23.21
DreamWorks Animation SKG 0.0 $708k 32k 22.33
Rovi Corporation 0.0 $905k 40k 22.60
Green Plains Renewable Energy (GPRE) 0.0 $1.1M 43k 24.77
Eaton Vance Senior Floating Rate Fund (EFR) 0.0 $688k 50k 13.68
Western Asst High Incm Opprtnty Fnd (HIO) 0.0 $822k 153k 5.37
BlackRock Floating Rate Income Strat. Fn (FRA) 0.0 $793k 59k 13.39
Eaton Vance Floating-Rate Income Trust (EFT) 0.0 $663k 48k 13.89
First Trust/Four Corners SFRI Fund II (FCT) 0.0 $961k 74k 13.01
Wells Fargo Adv Multi-Sector Inco Fund (ERC) 0.0 $702k 52k 13.62
Nuveen Maryland Premium Income Municipal 0.0 $867k 69k 12.65
Nuveen Nj Div Advantage Mun (NXJ) 0.0 $1.0M 78k 13.48
Nuveen Michigan Qlity Incom Municipal 0.0 $717k 52k 13.68
Caesars Entertainment 0.0 $708k 45k 15.70
VIRTUS GLOBAL Multi-sec (VGI) 0.0 $904k 57k 15.85
Prudential Sht Duration Hg Y 0.0 $924k 55k 16.69
Chc 0.0 $757k 235k 3.22
Fidelity Natl Inc New Fnfv Group Com Isin #us31620r4020 0.0 $954k 61k 15.74
Enova Intl (ENVA) 0.0 $855k 38k 22.26
Metaldyne Performance Group, I 0.0 $1.0M 60k 17.37
Freshpet (FRPT) 0.0 $843k 49k 17.06
Connecture 0.0 $946k 105k 9.01
Huntington Bancshares Incorporated (HBAN) 0.0 $328k 31k 10.51
Cognizant Technology Solutions (CTSH) 0.0 $390k 7.4k 52.70
Time Warner Cable 0.0 $487k 3.2k 152.19
Boyd Gaming Corporation (BYD) 0.0 $498k 39k 12.77
Aercap Holdings Nv Ord Cmn (AER) 0.0 $626k 16k 38.82
Discover Financial Services (DFS) 0.0 $406k 6.2k 65.48
Cabot Oil & Gas Corporation (CTRA) 0.0 $435k 15k 29.59
Seattle Genetics 0.0 $299k 9.3k 32.15
Consolidated Edison (ED) 0.0 $383k 5.8k 66.03
KB Home (KBH) 0.0 $473k 29k 16.54
FirstEnergy (FE) 0.0 $304k 7.8k 38.97
United Parcel Service (UPS) 0.0 $256k 2.3k 111.30
Cerner Corporation 0.0 $291k 4.5k 64.67
Mattel (MAT) 0.0 $285k 9.2k 30.98
Ritchie Bros. Auctioneers Inco 0.0 $644k 24k 26.88
Jack in the Box (JACK) 0.0 $240k 3.0k 80.00
Morgan Stanley (MS) 0.0 $390k 10k 38.81
Eastman Chemical Company (EMN) 0.0 $394k 5.2k 75.77
CVS Caremark Corporation (CVS) 0.0 $337k 3.5k 96.29
Mylan 0.0 $318k 5.6k 56.30
Williams-Sonoma (WSM) 0.0 $219k 2.9k 75.52
Gap (GAP) 0.0 $408k 9.7k 42.06
Danaher Corporation (DHR) 0.0 $394k 4.6k 85.65
EMC Corporation 0.0 $297k 10k 29.70
Oracle Corporation (ORCL) 0.0 $427k 9.5k 44.95
Wynn Resorts (WYNN) 0.0 $431k 2.9k 148.62
Rite Aid Corporation 0.0 $406k 54k 7.52
Hawaiian Holdings 0.0 $276k 11k 26.04
ON Semiconductor (ON) 0.0 $240k 24k 10.13
CARBO Ceramics 0.0 $332k 8.3k 40.00
InterDigital (IDCC) 0.0 $312k 5.9k 52.88
Infinera (INFN) 0.0 $283k 19k 14.73
RF Micro Devices 0.0 $322k 19k 16.60
Skechers USA (SKX) 0.0 $486k 8.8k 55.23
Akorn 0.0 $471k 13k 36.23
Denbury Resources 0.0 $300k 37k 8.13
Hain Celestial (HAIN) 0.0 $396k 6.8k 58.24
KLA-Tencor Corporation (KLAC) 0.0 $394k 5.6k 70.36
OmniVision Technologies 0.0 $633k 24k 26.02
Riverbed Technology 0.0 $280k 14k 20.44
Cleco Corporation 0.0 $553k 10k 54.56
NPS Pharmaceuticals 0.0 $469k 13k 35.80
Halozyme Therapeutics (HALO) 0.0 $446k 46k 9.65
Templeton Global Income Fund 0.0 $294k 41k 7.20
AllianceBernstein Global Hgh Incm (AWF) 0.0 $443k 36k 12.43
Eaton Vance Short Duration Diversified I (EVG) 0.0 $315k 22k 14.14
AllianceBernstein Natnl Muncpl Incm Fnd. (AFB) 0.0 $250k 18k 13.77
BlackRock Floating Rate Income Trust (BGT) 0.0 $303k 24k 12.87
Invesco Van Kampen Trust For Inv Grd Mun (VGM) 0.0 $219k 17k 13.29
Nuveen Fltng Rte Incm Opp 0.0 $486k 43k 11.27
Nuveen Floating Rate Income Fund (JFR) 0.0 $626k 57k 10.99
Western Asset Managed High Incm Fnd 0.0 $303k 59k 5.10
Dreyfus Strategic Muni. 0.0 $291k 36k 8.19
Invesco Van Kampen Municipal Trust (VKQ) 0.0 $247k 20k 12.67
Invesco Van Kampen Trust for IGNYM Fund (VTN) 0.0 $356k 26k 13.66
Nuveen Municipal Advantage Fund 0.0 $300k 22k 13.66
Nuveen Senior Income Fund 0.0 $629k 96k 6.55
Nuveen Dividend Advantage Municipal Fd 2 0.0 $370k 26k 14.11
Nuveen PA Investnt Quality Municipal (NQP) 0.0 $315k 23k 13.72
Rockwell Medical Technologies 0.0 $231k 23k 10.27
BlackRock MuniYield New York Insured Fnd (MYN) 0.0 $326k 25k 13.02
Nuveen Ohio Quality Income M 0.0 $399k 26k 15.34
MFS High Income Municipal Trust (CXE) 0.0 $551k 113k 4.88
First Trust/Aberdeen Global Opportunity 0.0 $267k 22k 12.05
MFS High Yield Municipal Trust (CMU) 0.0 $352k 80k 4.39
BlackRock MuniYield Michigan Insured Fnd (MIY) 0.0 $336k 24k 13.86
BlackRock Muniyield Michigan Ins. Fnd II 0.0 $303k 24k 12.85
Nuveen Conn Prem Income Mun sh ben int 0.0 $337k 27k 12.53
American Intl Group 0.0 $233k 9.4k 24.66
Avenue Income Cr Strat 0.0 $522k 35k 15.10
Wendy's/arby's Group (WEN) 0.0 $254k 28k 9.04
Homeaway 0.0 $331k 11k 29.82
Xpo Logistics Inc equity (XPO) 0.0 $270k 6.6k 40.91
American Tower Reit (AMT) 0.0 $405k 4.1k 98.78
Us Silica Hldgs (SLCA) 0.0 $473k 18k 25.71
stock 0.0 $283k 4.8k 58.96
Tillys (TLYS) 0.0 $255k 26k 9.70
Whitewave Foods 0.0 $329k 9.4k 35.00
Regulus Therapeutics 0.0 $380k 24k 16.03
Prudential Gl Sh Dur Hi Yld 0.0 $390k 25k 15.91
Blackrock Multi-sector Incom other (BIT) 0.0 $280k 17k 16.78
Apollo Tactical Income Fd In (AIF) 0.0 $337k 21k 15.98
Dreyfus Mun Bd Infrastructure 0.0 $469k 39k 12.16
Ivy High Income Opportunities 0.0 $574k 36k 15.87
Premier (PINC) 0.0 $345k 10k 33.56
Agios Pharmaceuticals (AGIO) 0.0 $221k 2.0k 112.01
Sterling Bancorp 0.0 $348k 24k 14.37
Intercontinental Exchange (ICE) 0.0 $219k 1.0k 219.00
Zulily Inc cl a 0.0 $307k 13k 23.44
Thl Cr Sr Ln 0.0 $480k 28k 17.07
Continental Bldg Prods 0.0 $405k 23k 17.71
Voya Prime Rate Trust sh ben int 0.0 $528k 99k 5.31
Ally Financial (ALLY) 0.0 $319k 14k 23.63
Lo (LOCO) 0.0 $314k 16k 19.95
Smart & Final Stores 0.0 $488k 31k 15.74
Restaurant Brands Intl Inc Com equity / large cap (QSR) 0.0 $226k 5.8k 39.11
New Senior Inv Grp 0.0 $362k 22k 16.45
MGIC Investment (MTG) 0.0 $97k 10k 9.33
Orexigen Therapeutics 0.0 $81k 13k 6.07
KBR (KBR) 0.0 $188k 11k 16.94
Johnson Controls 0.0 $213k 4.4k 48.41
Office Depot 0.0 $164k 19k 8.59
Standard Pacific 0.0 $93k 13k 7.32
Frontier Communications 0.0 $88k 13k 6.67
Hersha Hospitality Trust 0.0 $92k 13k 7.02
Coeur d'Alene Mines Corporation (CDE) 0.0 $148k 29k 5.10
MannKind Corporation 0.0 $108k 21k 5.24
Brocade Communications Systems 0.0 $151k 13k 11.83
Nuveen Insd Dividend Advantage (NVG) 0.0 $184k 13k 14.14
MFS Municipal Income Trust (MFM) 0.0 $98k 15k 6.64
Plug Power (PLUG) 0.0 $65k 22k 3.01
Covisint 0.0 $35k 13k 2.66
Deutsche Multi-mkt Income Tr Shs cef 0.0 $209k 25k 8.53
Symmetry Surgical 0.0 $83k 11k 7.82