Dark
Light
System
Institutional Investment Manager
Laurion Capital Management LP
Laurion Capital Management LP (CIK: 0001390202) incorporated in Delaware, located at 360 Madison Avenue, New York, NY. Institutional holdings reported to the SEC.

Institutional Holdings (2016Q1)
Original 13F HR (0001085146-16-003727) filed in 2016.05.13
#
Name
Shares
Value ($)
%
Options
Notes
101 BROADCOM LTD 50,000 7,725 0.12% Call
102 BROADCOM LTD 50,000 7,725 0.12% Put
103 BROADCOM LTD 100 15 0.00%
104 BROADRIDGE FINL SOLUTIONS IN 4,613 274 0.00%
105 BROCADE COMMUNICATIONS SYS I 10,300 109 0.00%
106 BROOKDALE SR LIVING INC 400,000 6,352 0.10% Put
107 BROOKDALE SR LIVING INC 169,485 2,691 0.04%
108 BROOKFIELD HIGH INCOME FD IN 161,998 1,137 0.02%
109 BROOKFIELD MORTGAGE 13,007 190 0.00%
110 BRUKER CORP 35,300 988 0.02%
111 BUCKLE INC 13,000 440 0.01%
112 BUILDERS FIRSTSOURCE 23,500 265 0.00%
113 BUNGE LIMITED 39,700 2,250 0.04%
114 BURLINGTON STORES INC 230,000 12,935 0.20% Put
115 Barings Global Short Duration 12,583 210 0.00%
116 C H ROBINSON WORLDWIDE INC 8,710 647 0.01%
117 CABELAS INC 6,100 297 0.00%
118 CAL MAINE FOODS INC 23,900 1,241 0.02%
119 CALAVO GROWERS INC COM 19,900 1,135 0.02%
120 CALPINE CORP 167,655 2,543 0.04%
121 CAMERON INTERNATIONAL COMPANY 12,195 818 0.01%
122 CAMPBELL SOUP CO 100 6 0.00%
123 CAMPBELL SOUP CO 1,150,000 73,359 1.16% Put
124 CANADIAN NAT RES LTD 533,300 14,399 0.23% Put
125 CANADIAN SOLAR INC 122,500 2,362 0.04% Call
126 CAPITAL ONE FINL CORP 34,000 2,357 0.04% Call
127 CARMAX INC 480,000 24,528 0.39% Put
128 CARTERS INC 1,896 200 0.00%
129 CATALENT INC 15,100 403 0.01%
130 CBS CORP NEW 100,000 5,509 0.09% Call
131 CBS CORP NEW 100,000 5,509 0.09% Put
132 CELANESE CORP DEL 5,600 367 0.01%
133 CENTENE CORP DEL 30,000 1,847 0.03% Put
134 CENTENE CORP DEL 60,000 3,694 0.06% Call
135 CENTERPOINT ENERGY INC 50,100 1,048 0.02%
136 CENTURY ALUM CO 28,700 202 0.00%
137 CERUS CORP 14,500 86 0.00%
138 CHECK POINT SOFTWARE TECH LT 70,000 6,123 0.10% Call
139 CHEMOURS CO 155,300 1,087 0.02%
140 CHENIERE ENERGY INC 325,000 10,995 0.17% Call
141 CHESAPEAKE ENERGY CORP 129,400 533 0.01%
142 CHESAPEAKE ENERGY CORP 285,000 1,174 0.02% Call
143 CHESAPEAKE ENERGY CORP 802,500 3,307 0.05% Put
144 CHEVRON CORP NEW 380,000 36,252 0.57% Put
145 CHEVRON CORP NEW 100,000 9,540 0.15% Call
146 CHEVRON CORP NEW 188,700 18,002 0.28%
147 CHICOS FAS INC 21,383 284 0.00%
148 CHIMERIX INC 14,651 75 0.00%
149 CHUBB LIMITED 150,000 17,873 0.28% Call
150 CHURCHILL DOWNS INC 1,600 237 0.00%
Page 3 of 15