13F-HR filed by Laurion Capital Management LP
Laurion Capital Management LP filed this 13F-HR for the quarter ended 2013-06-30, filed 2013-08-12, with 146 holding rows worth $1,615,047,000.
- Accession
- 0001085146-13-001383
- Filer
- CIK 1390202
- Filed
- 2013-08-12
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2013
A holdings report, 146 entries on the cover page, a total value of $1,615,047,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,615,047,000 with VALUE read as thousands by filing date, 13F file number 028-12437. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| SPY | 78462F103 | SHS | 1,476,300 | $236,222,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 813,200 | $130,120,000 | thousands by filing date | call |
| Johnson & Johnson | 478160104 | COM | 706,600 | $60,668,000 | thousands by filing date | put |
| MasterCard, Inc | 57636Q104 | COM | 98,800 | $56,761,000 | thousands by filing date | call |
| MasterCard, Inc | 57636Q104 | COM | 70,000 | $40,215,000 | thousands by filing date | put |
| Union Pacific Corporation | 907818108 | COM | 233,100 | $35,962,000 | thousands by filing date | call |
| Citigroup Inc. | 172967424 | COM | 734,700 | $35,242,000 | thousands by filing date | put |
| JPMorgan Chase & Co | 46625H100 | COM | 657,700 | $34,721,000 | thousands by filing date | put |
| Citigroup Inc. | 172967424 | COM | 681,100 | $32,671,000 | thousands by filing date | call |
| JPMorgan Chase & Co | 46625H100 | COM | 591,400 | $31,220,000 | thousands by filing date | call |
| Visa Inc | 92826C839 | COM | 165,400 | $30,227,000 | thousands by filing date | put |
| Johnson & Johnson | 478160104 | COM | 325,200 | $27,922,000 | thousands by filing date | call |
| Honeywell Technologies | 438516106 | COM | 349,200 | $27,704,000 | thousands by filing date | put |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 181,700 | $27,482,000 | thousands by filing date | call |
| Apple Inc | 037833100 | COM | 67,300 | $26,656,000 | thousands by filing date | put |
| Amazon.com, Inc | 023135106 | COM | 94,100 | $26,130,000 | thousands by filing date | put |
| EOG RES INC COM | 26875P101 | Stock | 197,400 | $25,993,000 | thousands by filing date | call |
| Union Pacific Corporation | 907818108 | COM | 163,800 | $25,273,000 | thousands by filing date | put |
| PRICELINE GRP INC | 741503403 | COM NEW | 30,000 | $24,814,000 | thousands by filing date | put |
| PRICELINE GRP INC | 741503403 | COM NEW | 30,000 | $24,814,000 | thousands by filing date | call |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 254,400 | $21,861,000 | thousands by filing date | call |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 137,600 | $20,813,000 | thousands by filing date | put |
| EOG RES INC COM | 26875P101 | Stock | 150,000 | $19,753,000 | thousands by filing date | put |
| METLIFE INC COM | 59156R108 | Stock | 379,900 | $17,385,000 | thousands by filing date | put |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 180,000 | $15,466,000 | thousands by filing date | put |
| STATE STR CORP COM | 857477103 | Stock | 213,700 | $15,081,000 | thousands by filing date | put |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 324,600 | $14,509,000 | thousands by filing date | put |
| MARATHON OIL CORP | 565849106 | COM | 416,700 | $14,410,000 | thousands by filing date | put |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 322,400 | $14,286,000 | thousands by filing date | put |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 151,400 | $14,071,000 | thousands by filing date | put |
| Walt Disney Co | 254687106 | COM | 222,800 | $14,070,000 | thousands by filing date | put |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 187,800 | $13,716,000 | thousands by filing date | call |
| Amgen Inc. | 031162100 | COM | 134,300 | $13,250,000 | thousands by filing date | call |
| Visa Inc | 92826C839 | COM | 69,900 | $12,774,000 | thousands by filing date | call |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 174,700 | $12,037,000 | thousands by filing date | put |
| Amazon.com, Inc | 023135106 | COM | 40,900 | $11,357,000 | thousands by filing date | call |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 69,900 | $11,039,000 | thousands by filing date | call |
| METLIFE INC COM | 59156R108 | Stock | 230,800 | $10,561,000 | thousands by filing date | call |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 63,500 | $10,028,000 | thousands by filing date | put |
| Walt Disney Co | 254687106 | COM | 151,600 | $9,573,000 | thousands by filing date | call |
| MONSANTO CO NEW | 61166W101 | COM | 96,400 | $9,525,000 | thousands by filing date | put |
| Honeywell Technologies | 438516106 | COM | 113,600 | $9,013,000 | thousands by filing date | call |
| HALLIBURTON CO COM | 406216101 | Stock | 216,000 | $9,012,000 | thousands by filing date | put |
| Citigroup Inc. | 172967424 | COM | 176,682 | $8,475,000 | thousands by filing date | |
| American Express Company | 025816109 | COM | 108,100 | $8,082,000 | thousands by filing date | call |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 110,000 | $8,033,000 | thousands by filing date | put |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 136,740 | $7,846,000 | thousands by filing date | |
| WYNN RESORTS LTD | 983134107 | COM | 61,000 | $7,808,000 | thousands by filing date | put |
| American Express Company | 025816109 | COM | 101,900 | $7,618,000 | thousands by filing date | put |
| MARATHON OIL CORP | 565849106 | COM | 217,600 | $7,524,000 | thousands by filing date | call |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 168,300 | $7,523,000 | thousands by filing date | call |
| WYNN RESORTS LTD | 983134107 | COM | 56,500 | $7,232,000 | thousands by filing date | call |
| Schlumberger Limited | 806857108 | COM | 100,200 | $7,180,000 | thousands by filing date | put |
| RAYTHEON CO | 755111507 | COM NEW | 106,300 | $7,029,000 | thousands by filing date | call |
| HALLIBURTON CO COM | 406216101 | Stock | 165,600 | $6,908,000 | thousands by filing date | call |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 71,500 | $6,645,000 | thousands by filing date | call |
| FORD MTR CO COM | 345370860 | Stock | 422,100 | $6,530,000 | thousands by filing date | call |
| Abbott Laboratories | 002824100 | COM | 181,000 | $6,313,000 | thousands by filing date | call |
| STATE STR CORP COM | 857477103 | Stock | 88,800 | $6,266,000 | thousands by filing date | call |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 85,000 | $6,199,000 | thousands by filing date | put |
| Abbott Laboratories | 002824100 | COM | 176,700 | $6,165,000 | thousands by filing date | put |
| FORD MTR CO COM | 345370860 | Stock | 386,600 | $5,981,000 | thousands by filing date | put |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 131,500 | $5,827,000 | thousands by filing date | call |
| CSX Corporation | 126408103 | COM | 244,900 | $5,679,000 | thousands by filing date | call |
| Texas Instruments Incorporated | 882508104 | COM | 161,200 | $5,620,000 | thousands by filing date | put |
| Schlumberger Limited | 806857108 | COM | 73,300 | $5,253,000 | thousands by filing date | call |
| Wells Fargo & Company | 949746101 | COM | 125,000 | $5,159,000 | thousands by filing date | put |
| Wells Fargo & Company | 949746101 | COM | 125,000 | $5,159,000 | thousands by filing date | call |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 116,105 | $5,145,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 400,000 | $5,144,000 | thousands by filing date | put |
| Bank of America Corp | 060505104 | COM | 400,000 | $5,144,000 | thousands by filing date | call |
| Morgan Stanley | 617446448 | COM | 200,000 | $4,886,000 | thousands by filing date | put |
| Morgan Stanley | 617446448 | COM | 200,000 | $4,886,000 | thousands by filing date | call |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 69,496 | $4,788,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 48,300 | $4,766,000 | thousands by filing date | put |
| TIME WARNER INC | 887317303 | COM NEW | 78,600 | $4,544,000 | thousands by filing date | put |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 146,500 | $4,530,000 | thousands by filing date | call |
| ZOETIS INC CL A | 98978V103 | Stock | 145,414 | $4,492,000 | thousands by filing date | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 143,000 | $4,421,000 | thousands by filing date | put |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 58,000 | $4,230,000 | thousands by filing date | call |
| RAYTHEON CO | 755111507 | COM NEW | 57,200 | $3,782,000 | thousands by filing date | put |
| MONSANTO CO NEW | 61166W101 | COM | 38,171 | $3,771,000 | thousands by filing date | |
| CSX Corporation | 126408103 | COM | 155,000 | $3,595,000 | thousands by filing date | put |
| HARLEY DAVIDSON INC COM | 412822108 | Stock | 65,000 | $3,563,000 | thousands by filing date | call |
| WELLPOINT INC | 94973V107 | COM | 41,300 | $3,380,000 | thousands by filing date | put |
| AFLAC INC COM | 001055102 | Stock | 58,000 | $3,371,000 | thousands by filing date | put |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 46,200 | $3,183,000 | thousands by filing date | call |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 162,900 | $3,175,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 64,300 | $3,094,000 | thousands by filing date | call |
| CVS Health Corporation | 126650100 | COM | 51,700 | $2,956,000 | thousands by filing date | call |
| WELLPOINT INC | 94973V107 | COM | 35,900 | $2,938,000 | thousands by filing date | call |
| Dow Chemical Company | 260543103 | COM | 91,200 | $2,934,000 | thousands by filing date | call |
| NUCOR CORP COM | 670346105 | Stock | 66,000 | $2,859,000 | thousands by filing date | put |
| CVS Health Corporation | 126650100 | COM | 49,900 | $2,853,000 | thousands by filing date | put |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 30,088 | $2,796,000 | thousands by filing date | |
| HSBC HLDGS PLC SPON ADR NEW | 404280406 | ADR | 53,200 | $2,761,000 | thousands by filing date | put |
| HARLEY DAVIDSON INC COM | 412822108 | Stock | 49,200 | $2,697,000 | thousands by filing date | put |
| Berkshire Hathaway Inc | 084670702 | COM | 23,300 | $2,607,000 | thousands by filing date | put |
| MONSANTO CO NEW | 61166W101 | COM | 25,200 | $2,490,000 | thousands by filing date | call |
| HSBC HLDGS PLC SPON ADR NEW | 404280406 | ADR | 46,200 | $2,398,000 | thousands by filing date | call |
| STARWOOD HOTELS&RESORTS WRLD | 85590A401 | COM | 37,100 | $2,344,000 | thousands by filing date | put |
| Berkshire Hathaway Inc | 084670702 | COM | 20,700 | $2,317,000 | thousands by filing date | call |
| AFLAC INC COM | 001055102 | Stock | 39,600 | $2,301,000 | thousands by filing date | call |
| ALLSTATE CORP COM | 020002101 | Stock | 47,700 | $2,296,000 | thousands by filing date | put |
| CME Group Inc. Class A | 12572Q105 | COM | 30,104 | $2,288,000 | thousands by filing date | |
| Dow Chemical Company | 260543103 | COM | 71,100 | $2,288,000 | thousands by filing date | put |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 13,836 | $2,093,000 | thousands by filing date | |
| DU PONT E I DE NEMOURS & CO | 263534109 | COM | 39,800 | $2,089,000 | thousands by filing date | put |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 54,500 | $2,079,000 | thousands by filing date | put |
| STARWOOD HOTELS&RESORTS WRLD | 85590A401 | COM | 30,600 | $1,933,000 | thousands by filing date | call |
| HSBC HLDGS PLC SPON ADR NEW | 404280406 | ADR | 36,926 | $1,916,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 33,000 | $1,908,000 | thousands by filing date | call |
| Honeywell Technologies | 438516106 | COM | 23,722 | $1,882,000 | thousands by filing date | |
| LIFE TECHNOLOGIES CORP | 53217V109 | COM | 25,400 | $1,880,000 | thousands by filing date | |
| DU PONT E I DE NEMOURS & CO | 263534109 | COM | 33,200 | $1,743,000 | thousands by filing date | call |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 38,588 | $1,692,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 59,366 | $1,663,000 | thousands by filing date | |
| SUNCOR ENERGY INC NEW COM | 867224107 | Stock | 54,600 | $1,611,000 | thousands by filing date | put |
| TESORO CORP | 881609101 | COM | 28,800 | $1,507,000 | thousands by filing date | put |
| SUNCOR ENERGY INC NEW COM | 867224107 | Stock | 49,000 | $1,445,000 | thousands by filing date | call |
| NUCOR CORP COM | 670346105 | Stock | 32,300 | $1,399,000 | thousands by filing date | call |
| Apple Inc | 037833100 | COM | 3,400 | $1,347,000 | thousands by filing date | call |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 38,100 | $1,292,000 | thousands by filing date | call |
| Abbott Laboratories | 002824100 | COM | 34,760 | $1,212,000 | thousands by filing date | |
| TESORO CORP | 881609101 | COM | 22,436 | $1,174,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 30,900 | $1,078,000 | thousands by filing date | call |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 27,500 | $1,049,000 | thousands by filing date | call |
| Texas Instruments Incorporated | 882508104 | COM | 26,581 | $927,000 | thousands by filing date | |
| SUNCOR ENERGY INC NEW COM | 867224107 | Stock | 30,646 | $904,000 | thousands by filing date | |
| TESORO CORP | 881609101 | COM | 16,500 | $863,000 | thousands by filing date | call |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 24,000 | $814,000 | thousands by filing date | put |
| TIME WARNER INC | 887317303 | COM NEW | 10,756 | $622,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 8,354 | $599,000 | thousands by filing date | |
| ZIONS BANCORPORATION | 989701107 | COM | 18,400 | $531,000 | thousands by filing date | call |
| Morgan Stanley | 617446448 | COM | 12,026 | $294,000 | thousands by filing date | |
| DU PONT E I DE NEMOURS & CO | 263534109 | COM | 5,313 | $279,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 4,592 | $242,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 2,581 | $202,000 | thousands by filing date | |
| ZIONS BANCORPORATION | 989701107 | COM | 1,900 | $55,000 | thousands by filing date | put |
| Dow Chemical Company | 260543103 | COM | 1,700 | $55,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 1,300 | $50,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 973 | $43,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 600 | $38,000 | thousands by filing date | |
| MARATHON OIL CORP | 565849106 | COM | 694 | $24,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 200 | $20,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 400 | $19,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-13-001383 | this filing | 2013-08-12 | acceptance time not in the bulk data set |