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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
1 iPath S&P 500 VIX Short-Term F 513,300 9,039 0.14%
2 ZUMIEZ INC 12,200 243 0.00%
3 YUM BRANDS INC 5,000 409 0.01% Put
4 YUM BRANDS INC 68,200 5,582 0.09%
5 YELP INC 66,400 1,320 0.02%
6 YAHOO INC 50,000 1,841 0.03% Put
7 XPO LOGISTICS INC 23,500 721 0.01%
8 XILINX INC 50,000 2,372 0.04% Call
9 XILINX INC 200,000 9,486 0.15% Put
10 XILINX INC 146,300 6,939 0.11%
11 WPX ENERGY INC 260,300 1,819 0.03%
12 WP GLIMCHER IN COM 13,800 131 0.00%
13 WORTHINGTON INDS INC 13,700 488 0.01%
14 WILLIAMS SONOMA INC 67,800 3,711 0.06%
15 WILLIAMS COS INC DEL 150,000 2,411 0.04% Call
16 WHOLE FOODS MKT INC 11,200 348 0.01%
17 WHITING PETE CORP NEW 169,800 1,355 0.02%
18 WHITEWAVE FOODS CO 100,000 4,064 0.06% Put
19 WHITEWAVE FOODS CO 393,500 15,991 0.25% Call
20 WEYERHAEUSER CO 119,100 3,690 0.06%
21 WEYERHAEUSER CO 2,733,900 84,697 1.34% Call
22 WEYERHAEUSER CO 2,700,000 83,646 1.32% Put
23 WESTERN UN CO 31,830 614 0.01%
24 WESTERN ASSET PREMIER BD FD SHS BEN INT 136,777 1,717 0.03%
25 WESTERN ASSET MGD HI INCM FD 895,519 3,967 0.06%
26 WESTERN ASSET HIGH INCOME OP 1,141,776 5,355 0.08%
27 WESTERN ASSET HGH YLD DFNDFD 68,716 958 0.02%
28 WESTERN ASSET GLOBAL HIGH IN 243,046 2,197 0.03%
29 WESTERN ASSET GLB PTNRS INCO 203,527 1,632 0.03%
30 WESTERN ALLIANCE BANCORP 8,500 284 0.00%
31 WELLTOWER INC 728,381 50,506 0.80%
32 WELLS FARGO MULTI SECTOR INC 344,976 4,216 0.07%
33 WELLS FARGO INCOME OPPORTUNI 892,354 6,755 0.11%
34 WELLS FARGO & CO NEW 400,000 19,344 0.31% Put
35 WELLS FARGO & CO NEW 400,000 19,344 0.31% Call
36 WEATHERFORD INTL PLC 450,000 3,501 0.06% Put
37 WEATHERFORD INTL PLC 200,000 1,556 0.02%
38 WAYFAIR INC 9,100 393 0.01%
39 WALGREENS BOOTS ALLIANCE INC 20,500 1,727 0.03%
40 WAL-MART STORES INC 75,000 5,137 0.08% Put
41 WABCO HLDGS INC 5,320 569 0.01%
42 WABASH NATL CORP 10,600 140 0.00%
43 VONAGE HLDGS CORP 32,900 150 0.00%
44 VITAMIN SHOPPE INC 7,500 232 0.00%
45 VISA INC 127,500 9,751 0.15% Put
46 VISA INC 127,500 9,751 0.15% Call
47 VIRTUS GLOBAL MULTI-SEC INC 234,054 3,317 0.05%
48 VIPSHOP HLDGS LTD 150,000 1,932 0.03% Call
49 VIPSHOP HLDGS LTD 300,000 3,864 0.06% Put
50 VIPSHOP HLDGS LTD 141,699 1,825 0.03%
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