Laurion Capital Management

Laurion Capital Management as of March 31, 2015

Portfolio Holdings for Laurion Capital Management

Laurion Capital Management holds 256 positions in its portfolio as reported in the March 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Verizon Communications Put Option (VZ) 9.7 $499M 10M 48.63
Citigroup Com New Put Option (C) 4.2 $216M 4.2M 51.52
Microsoft Corporation (MSFT) 3.9 $200M 4.9M 40.66
Anthem Put Option (ELV) 3.6 $187M 1.2M 154.41
JPMorgan Chase & Co. Put Option (JPM) 3.2 $164M 2.7M 60.58
Disney Walt Com Disney (DIS) 3.0 $156M 1.5M 105.00
Apple (AAPL) 2.8 $144M 1.2M 124.43
MetLife Call Option (MET) 2.5 $128M 2.5M 50.55
Ashland Call Option 2.5 $127M 1.0M 127.31
Cbs Corp CL B 2.3 $117M 1.9M 60.63
McDonald's Corporation (MCD) 2.1 $109M 1.1M 97.44
Wells Fargo & Company Put Option (WFC) 2.0 $105M 1.9M 54.40
Intel Corporation Put Option (INTC) 1.9 $96M 3.1M 31.27
Home Depot Call Option (HD) 1.8 $91M 800k 113.61
Devon Energy Corporation Call Option (DVN) 1.8 $91M 1.5M 60.31
Lowe's Companies Put Option (LOW) 1.7 $89M 1.2M 74.39
Chevron Corporation Call Option (CVX) 1.7 $87M 830k 104.98
CVS Caremark Corporation Put Option (CVS) 1.6 $83M 800k 103.21
3M Company Call Option (MMM) 1.6 $83M 500k 164.95
Cheniere Energy Com New Call Option (LNG) 1.5 $79M 1.0M 77.40
Time Warner Cable Put Option 1.5 $75M 500k 149.88
Spdr S&p 500 Etf Tr Tr Unit Call Option (SPY) 1.4 $70M 341k 206.43
Cisco Systems Call Option (CSCO) 1.3 $66M 2.4M 27.52
Yum! Brands Put Option (YUM) 1.1 $54M 688k 78.72
Hldgs (UAL) 1.0 $54M 800k 67.25
Bank of America Corporation Call Option (BAC) 1.0 $52M 3.4M 15.39
Priceline Grp Com New 1.0 $51M 44k 1164.15
Yahoo! Call Option 1.0 $51M 1.1M 44.43
American Intl Group Com New (AIG) 1.0 $50M 934k 53.30
Procter & Gamble Company (PG) 1.0 $50M 606k 81.90
United Technologies Corporation 1.0 $49M 418k 117.20
Starbucks Corporation Put Option (SBUX) 0.9 $47M 500k 94.70
DaVita Put Option (DVA) 0.9 $46M 565k 81.28
Colgate-Palmolive Company (CL) 0.9 $45M 647k 69.34
Google Cl A Call Option 0.8 $42M 75k 554.71
BP Sponsored Adr Call Option (BP) 0.8 $41M 1.1M 39.11
Applied Materials Call Option (AMAT) 0.7 $38M 1.7M 22.56
Qorvo Call Option (QRVO) 0.7 $37M 466k 79.70
Abbott Laboratories Call Option (ABT) 0.7 $37M 800k 46.33
Caterpillar Put Option (CAT) 0.7 $35M 438k 80.03
Williams Companies Call Option (WMB) 0.7 $34M 675k 50.59
AmerisourceBergen Put Option (COR) 0.7 $34M 300k 113.67
Google CL C Call Option 0.7 $34M 62k 548.01
Pepsi Call Option (PEP) 0.6 $33M 344k 95.62
Hertz Global Holdings 0.6 $32M 1.5M 21.68
McGraw-Hill Companies Call Option 0.6 $31M 300k 103.40
EMC Corporation Call Option 0.6 $31M 1.2M 25.56
Molson Coors Brewing CL B (TAP) 0.6 $30M 396k 74.45
Axiall Call Option 0.6 $29M 625k 46.94
Autodesk (ADSK) 0.5 $28M 469k 58.64
Cablevision Sys Corp Cl A Ny Cablvs 0.5 $27M 1.5M 18.30
International Business Machines Call Option (IBM) 0.5 $26M 162k 160.50
Dow Chemical Company Call Option 0.5 $24M 500k 47.98
Qualcomm Put Option (QCOM) 0.4 $22M 320k 69.34
Salix Pharmaceuticals 0.4 $21M 120k 172.79
Randgold Res Adr Put Option 0.4 $21M 300k 69.27
Viacom CL B Put Option 0.4 $21M 300k 68.30
eBay Call Option (EBAY) 0.4 $20M 350k 57.68
Ye Cl A Put Option (YELP) 0.4 $20M 425k 47.35
United States Steel Corporation Put Option (X) 0.4 $20M 812k 24.40
Jive Software Put Option 0.4 $19M 3.7M 5.13
Select Sector Spdr Tr Sbi Cons Stpls Call Option (XLP) 0.4 $18M 375k 48.74
Fiat Chrysler Automobiles N SHS 0.3 $17M 1.0M 16.31
Raytheon Com New Call Option 0.3 $16M 150k 109.25
Freeport-mcmoran CL B Call Option (FCX) 0.3 $16M 851k 18.95
EOG Resources Call Option (EOG) 0.3 $16M 175k 91.69
Hca Holdings Put Option (HCA) 0.3 $16M 211k 75.20
Bitauto Hldgs Sponsored Ads Put Option 0.3 $16M 310k 50.88
Select Sector Spdr Tr Sbi Int-energy Put Option (XLE) 0.3 $16M 200k 77.58
Anadarko Petroleum Corporation Call Option 0.3 $15M 185k 82.81
Ctrip Com Intl American Dep Shs 0.3 $15M 250k 58.62
Starwood Hotels & Resorts Worldwide 0.3 $15M 174k 83.50
Micron Technology (MU) 0.3 $14M 530k 27.13
Frontier Communications Call Option 0.3 $14M 2.0M 7.05
Delta Air Lines Inc Del Com New (DAL) 0.3 $14M 300k 44.96
Amazon Put Option (AMZN) 0.2 $13M 35k 372.12
Ishares Tr Russell 2000 Etf Put Option (IWM) 0.2 $12M 100k 124.35
Twenty First Centy Fox CL B Put Option 0.2 $12M 375k 32.88
Intercept Pharmaceuticals In Call Option 0.2 $12M 43k 282.01
Prudential Financial (PRU) 0.2 $12M 150k 80.31
JD Spon Adr Cl A Call Option (JD) 0.2 $12M 400k 29.38
Sherwin-Williams Company (SHW) 0.2 $11M 39k 284.49
Pfizer Call Option (PFE) 0.2 $10M 300k 34.79
Spdr Series Trust S&p Oilgas Exp Put Option 0.2 $10M 200k 51.66
Retrophin 0.2 $10M 421k 23.96
Morgan Stanley Com New Put Option (MS) 0.2 $10M 282k 35.69
Aruba Networks 0.2 $9.4M 382k 24.49
Rite Aid Corporation 0.2 $9.0M 1.0M 8.69
Mbia Put Option (MBI) 0.2 $8.6M 926k 9.30
Realty Income (O) 0.2 $8.2M 159k 51.60
Anheuser Busch Inbev Sa Sponsored Adr Call Option (BUD) 0.2 $8.2M 67k 121.91
Spdr Series Trust S&p Regl Bkg Put Option (KRE) 0.2 $8.2M 200k 40.83
Navistar International Corporation Put Option 0.2 $7.8M 264k 29.50
Tesla Motors Call Option (TSLA) 0.1 $7.6M 41k 188.77
Inovalon Hldgs Com Cl A 0.1 $7.6M 253k 30.21
ConocoPhillips (COP) 0.1 $7.2M 116k 62.26
Palo Alto Networks (PANW) 0.1 $6.9M 47k 146.07
Ishares Tr Nasdq Biotec Etf Put Option (IBB) 0.1 $6.9M 20k 343.45
Summit Matls Cl A (SUM) 0.1 $6.8M 305k 22.15
General Mills (GIS) 0.1 $6.7M 119k 56.60
Air Products & Chemicals (APD) 0.1 $6.7M 45k 151.29
Mosaic (MOS) 0.1 $6.7M 146k 46.06
M.D.C. Holdings Call Option (MDC) 0.1 $6.6M 231k 28.50
Mallinckrodt Pub SHS 0.1 $6.6M 52k 126.65
Delphi Automotive SHS 0.1 $6.5M 82k 79.74
Walgreen Boots Alliance (WBA) 0.1 $6.4M 75k 84.67
Illumina (ILMN) 0.1 $6.3M 34k 185.64
General Electric Company Call Option 0.1 $6.2M 250k 24.81
Newmont Mining Corporation Call Option (NEM) 0.1 $6.1M 280k 21.71
Douglas Emmett (DEI) 0.1 $6.0M 200k 29.81
Achillion Pharmaceuticals 0.1 $6.0M 603k 9.86
Laredo Petroleum Holdings 0.1 $5.7M 439k 13.04
Gopro Cl A Call Option (GPRO) 0.1 $5.6M 128k 43.41
Continental Resources 0.1 $5.5M 126k 43.67
Dish Network Corp Cl A 0.1 $5.5M 78k 70.06
Walker & Dunlop (WD) 0.1 $5.3M 296k 17.73
Vipshop Hldgs Sponsored Adr Put Option (VIPS) 0.1 $5.2M 175k 29.44
Transocean Reg Shs Call Option (RIG) 0.1 $5.1M 350k 14.67
Pdc Energy 0.1 $5.1M 95k 54.04
Spectra Energy Call Option 0.1 $5.1M 140k 36.17
Seventy Seven Energy 0.1 $4.8M 1.2M 4.15
Wal-Mart Stores (WMT) 0.1 $4.6M 56k 82.24
La Quinta Holdings 0.1 $4.5M 191k 23.68
Whiting Petroleum Corporation Call Option 0.1 $4.5M 144k 30.90
Infrareit 0.1 $4.4M 156k 28.59
Liberty Global Shs Cl A 0.1 $4.2M 82k 51.48
Royal Gold Call Option (RGLD) 0.1 $4.2M 66k 63.12
Juno Therapeutics 0.1 $4.1M 67k 60.65
Diplomat Pharmacy 0.1 $4.0M 117k 34.58
Zimmer Holdings (ZBH) 0.1 $4.0M 34k 117.51
Vistaoutdoor (VSTO) 0.1 $3.6M 85k 42.81
Wyndham Worldwide Corporation Call Option 0.1 $3.6M 40k 90.47
Teradyne Call Option (TER) 0.1 $3.5M 185k 18.85
Zs Pharma 0.1 $3.4M 82k 42.08
Surgical Care Affiliates 0.1 $3.4M 100k 34.33
Marathon Petroleum Corp (MPC) 0.1 $3.3M 33k 102.39
Cme (CME) 0.1 $3.3M 34k 97.49
Melco Crown Entmt Adr Call Option (MLCO) 0.1 $3.2M 150k 21.47
Gamestop Corp Cl A (GME) 0.1 $3.0M 80k 37.96
West 0.1 $3.0M 89k 33.72
Tri Pointe Homes (TPH) 0.1 $3.0M 193k 15.43
Novavax 0.1 $2.9M 354k 8.27
CONSOL Energy 0.1 $2.9M 102k 27.89
CARBO Ceramics Call Option 0.1 $2.7M 90k 30.51
Mattel Call Option (MAT) 0.1 $2.7M 120k 22.85
Alliant Energy Corporation (LNT) 0.1 $2.7M 43k 62.99
Advanced Micro Devices Put Option (AMD) 0.1 $2.7M 1.0M 2.68
Citizens Financial (CFG) 0.0 $2.5M 103k 24.13
Ares Dynamic Cr Allocation (ARDC) 0.0 $2.4M 148k 16.24
MGM Resorts International. Call Option (MGM) 0.0 $2.4M 114k 21.03
Orbital Atk 0.0 $2.4M 31k 76.62
Sabre (SABR) 0.0 $2.3M 95k 24.30
Solaredge Technologies (SEDG) 0.0 $2.2M 102k 21.93
Zendesk 0.0 $2.2M 96k 22.69
Altera Corporation 0.0 $2.2M 51k 42.92
Scientific Games Corp Cl A Put Option (LNW) 0.0 $2.1M 204k 10.47
Imperva 0.0 $2.1M 49k 42.70
Mobileye N V Amstelveen Ord Shs 0.0 $2.1M 50k 42.03
Flowers Foods (FLO) 0.0 $1.8M 79k 22.74
Globant S A (GLOB) 0.0 $1.8M 85k 21.06
Cree Call Option 0.0 $1.8M 50k 35.50
Catalent (CTLT) 0.0 $1.7M 56k 31.15
Boot Barn Hldgs (BOOT) 0.0 $1.7M 71k 23.92
Brookfield Mortg. Opportunity bond etf 0.0 $1.7M 100k 16.47
Michael Kors Hldgs SHS Call Option 0.0 $1.6M 25k 65.76
Rackspace Hosting 0.0 $1.6M 32k 51.60
Box Cl A (BOX) 0.0 $1.5M 78k 19.74
Q2 Holdings (QTWO) 0.0 $1.5M 73k 21.14
Invesco Van Kampen Dyn Cr Opp Fund 0.0 $1.5M 121k 11.97
Prudential Sht Duration Hg Y 0.0 $1.3M 82k 16.27
Goodyear Tire & Rubber Company Call Option (GT) 0.0 $1.3M 49k 27.08
Lifelock 0.0 $1.2M 85k 14.11
Weight Watchers International Put Option 0.0 $1.0M 150k 6.99
Doubleline Income Solutions (DSL) 0.0 $998k 50k 19.86
Dreamworks Animation Skg Cl A 0.0 $993k 41k 24.20
Hubspot (HUBS) 0.0 $850k 21k 39.91
Vale S A Adr Put Option (VALE) 0.0 $848k 150k 5.65
Infinera (INFN) 0.0 $844k 43k 19.67
Apollo Tactical Income Fd In (AIF) 0.0 $789k 48k 16.31
Blackstone Gso Strategic Cr Com Shs Ben In (BGB) 0.0 $782k 48k 16.19
Ormat Technologies (ORA) 0.0 $734k 19k 38.03
Prudential Gl Sh Dur Hi Yld 0.0 $660k 41k 15.94
Terraform Pwr Cl A Com 0.0 $653k 18k 36.50
Ciena Corp Com New Put Option (CIEN) 0.0 $653k 34k 19.32
Nabors Industries SHS 0.0 $617k 45k 13.65
Aircastle 0.0 $567k 25k 22.46
Regulus Therapeutics 0.0 $555k 33k 16.95
Avago Technologies SHS 0.0 $495k 3.9k 126.92
Capital One Financial (COF) 0.0 $489k 6.2k 78.87
Alkermes SHS (ALKS) 0.0 $463k 7.6k 60.92
Activision Blizzard 0.0 $459k 20k 22.72
Kite Pharma 0.0 $442k 7.7k 57.65
Freescale Semiconductor SHS 0.0 $428k 11k 40.76
Aol 0.0 $416k 11k 39.62
Waste Management (WM) 0.0 $412k 7.6k 54.21
Zoetis Cl A (ZTS) 0.0 $412k 8.9k 46.29
Windstream Hldgs 0.0 $411k 56k 7.41
Automatic Data Processing (ADP) 0.0 $403k 4.7k 85.74
Northrop Grumman Corporation (NOC) 0.0 $402k 2.5k 160.80
Servicenow (NOW) 0.0 $402k 5.1k 78.82
Stryker Corporation (SYK) 0.0 $400k 4.3k 92.23
Cypress Semiconductor Corporation 0.0 $399k 28k 14.12
American Realty Capital Prop 0.0 $398k 40k 9.85
Pacira Pharmaceuticals (PCRX) 0.0 $397k 4.5k 88.93
Altria (MO) 0.0 $395k 7.9k 50.00
Coca-cola Enterprises 0.0 $393k 8.9k 44.16
Bunge 0.0 $387k 4.7k 82.34
Tandem Diabetes Care 0.0 $378k 30k 12.63
TASER International 0.0 $371k 15k 24.09
Amgen (AMGN) 0.0 $368k 2.3k 160.00
General Dynamics Corporation (GD) 0.0 $366k 2.7k 135.56
Mylan N V Shs Euro 0.0 $365k 6.1k 59.37
Reynolds American 0.0 $365k 5.3k 68.87
Fastenal Company (FAST) 0.0 $356k 8.6k 41.40
American Tower Reit (AMT) 0.0 $339k 3.6k 94.17
Eaton Vance Limited Duration Income Fund (EVV) 0.0 $335k 23k 14.41
Eagle Materials (EXP) 0.0 $334k 4.0k 83.50
Bank of New York Mellon Corporation (BK) 0.0 $330k 8.2k 40.24
Oneok (OKE) 0.0 $321k 6.7k 48.26
Jack in the Box (JACK) 0.0 $317k 3.3k 96.06
Southern Company (SO) 0.0 $310k 7.0k 44.29
Clorox Company (CLX) 0.0 $309k 2.8k 110.36
Chc Group SHS 0.0 $297k 223k 1.33
Weyerhaeuser Company (WY) 0.0 $292k 8.8k 33.18
Enlink Midstream Com Unit Rep Ltd (ENLC) 0.0 $288k 8.8k 32.56
Horizon Pharma SHS 0.0 $286k 11k 26.01
Entellus Medical Cm 0.0 $278k 13k 21.89
Universal Display Corporation (OLED) 0.0 $273k 5.8k 46.75
Foundation Medicine 0.0 $269k 5.6k 48.04
Whitewave Foods 0.0 $266k 6.0k 44.33
E Trade Financial Corp Com New 0.0 $263k 9.2k 28.59
Medivation 0.0 $258k 2.0k 129.00
Norfolk Southern Call Option (NSC) 0.0 $257k 2.5k 102.80
Invitae (NVTAQ) 0.0 $256k 15k 16.73
Cognizant Technology Solutio Cl A (CTSH) 0.0 $250k 4.0k 62.50
Align Technology (ALGN) 0.0 $242k 4.5k 53.78
Boston Beer Cl A (SAM) 0.0 $241k 900.00 267.78
Kellogg Company (K) 0.0 $237k 3.6k 65.83
Pandora Media 0.0 $228k 14k 16.18
Occidental Petroleum Corporation (OXY) 0.0 $219k 3.0k 73.00
Zulily Cl A 0.0 $218k 17k 12.98
Ares Multi Strategy Cr Fd In 0.0 $217k 11k 20.09
Sodastream International Usd Shs 0.0 $214k 11k 20.23
Discover Financial Services (DFS) 0.0 $208k 3.7k 56.22
Carrizo Oil & Gas 0.0 $207k 4.2k 49.63
Annaly Capital Management 0.0 $203k 20k 10.41
Merrimack Pharmaceuticals In 0.0 $177k 15k 11.85
Nuance Communications 0.0 $175k 12k 14.34
Nordic American Tanker Shippin (NAT) 0.0 $157k 13k 11.90
Sterling Bancorp 0.0 $142k 11k 13.43
Ariad Pharmaceuticals 0.0 $128k 16k 8.26
Genworth Finl Com Cl A (GNW) 0.0 $119k 16k 7.32
Deutsche Multi-mkt Income Tr SHS 0.0 $102k 12k 8.48
Office Depot 0.0 $98k 11k 9.25
Groupon Com Cl A 0.0 $76k 11k 7.21
Plug Power Com New (PLUG) 0.0 $65k 25k 2.59