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 ORACLE CORP 400,000 16,364 0.26% Call
102 ISHARES TR 283,900 16,219 0.26% Put
103 EXELON CORP 450,000 16,137 0.25% Call
104 DOLLAR TREE INC 194,500 16,038 0.25%
105 WHITEWAVE FOODS CO 393,500 15,991 0.25% Call
106 UNION PAC CORP 200,000 15,910 0.25% Call
107 SS&C TECHNOLOGIES HLDGS INC 249,000 15,792 0.25% Call
108 GENERAL MTRS CO 500,000 15,715 0.25% Put
109 GENERAL MTRS CO 500,000 15,715 0.25% Call
110 PIONEER NAT RES CO 110,000 15,481 0.24% Put
111 PAYPAL HLDGS INC 400,000 15,440 0.24% Put
112 CUMMINS INC 133,100 14,633 0.23%
113 CANADIAN NAT RES LTD 533,300 14,399 0.23% Put
114 TEVA PHARMACEUTICAL INDS LTD 260,000 13,913 0.22% Put
115 COMCAST CORP NEW 222,500 13,591 0.21% Put
116 ISHARES TR 235,600 13,460 0.21% Call
117 KIMBERLY CLARK CORP 100,000 13,451 0.21% Call
118 ECOLAB INC 120,000 13,382 0.21% Put
119 HALLIBURTON CO 372,000 13,288 0.21% Put
120 AIR PRODS & CHEMS INC 90,000 12,965 0.20% Call
121 BURLINGTON STORES INC 230,000 12,935 0.20% Put
122 UNITEDHEALTH GROUP INC 100,000 12,890 0.20% Call
123 MORGAN STANLEY 510,000 12,755 0.20% Call
124 TIME WARNER INC 175,500 12,732 0.20%
125 MORGAN STANLEY 508,600 12,721 0.20% Put
126 DOW CHEM CO 250,000 12,715 0.20% Put
127 VALSPAR CORP 117,340 12,558 0.20%
128 SELECT SECTOR SPDR TR 200,000 12,384 0.20% Put
129 CONCHO RESOURCES 120,000 12,125 0.19% Put
130 COLGATE PALMOLIVE CO 168,200 11,883 0.19% Call
131 BANK AMER CORP 865,832 11,706 0.18%
132 OCCIDENTAL PETE CORP DEL 170,000 11,634 0.18% Call
133 RED HAT INC 155,000 11,549 0.18% Put
134 ALBEMARLE CORP 180,000 11,507 0.18% Put
135 DISNEY WALT CO 115,000 11,420 0.18% Call
136 Former Charter Communication (Del 5/18/2016) 56,000 11,336 0.18% Put
137 ANADARKO PETR 240,600 11,205 0.18% Put
138 ISHARES TR 100,000 11,062 0.17% Put
139 CHENIERE ENERGY INC 325,000 10,995 0.17% Call
140 SYNCHRONY FINL 383,300 10,985 0.17%
141 OMNOVA SOLUTIONS INC COM 1,906,900 10,602 0.17%
142 ANADARKO PETR 221,300 10,306 0.16% Call
143 MONDELEZ INTL INC 250,000 10,030 0.16% Put
144 CISCO SYS INC 350,000 9,965 0.16% Put
145 ARMSTRONG WORLD INDS INC NEW COM 205,823 9,956 0.16%
146 VISA INC 127,500 9,751 0.15% Call
147 VISA INC 127,500 9,751 0.15% Put
148 RED HAT INC 130,400 9,716 0.15%
149 CHEVRON CORP NEW 100,000 9,540 0.15% Call
150 ALPHABET INC 12,500 9,536 0.15% Call
Page 3 of 15