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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 (2016Q4)
Original 13F HR (0001085146-17-000534) filed in 2017.02.13
#
Name
Shares
Value ($)
%
Options
Notes
501 HP INC 8,400 125 0.00% Call
502 HP INC 168,000 2,493 0.02%
503 HP INC 465,100 6,902 0.07% Put
504 HUMANA INC 281,000 57,333 0.55% Call
505 HUMANA INC 79,700 16,261 0.16% Put
506 HUNTER MARITIME ACQUISITION 38,400 390 0.00%
507 HUNTINGTON BANCSHARES INC 20,500 271 0.00% Call
508 HUNTINGTON BANCSHARES INC 123,500 1,633 0.02%
509 HUNTINGTON BANCSHARES INC 51,300 678 0.01% Put
510 HUNTSMAN CORP 20,313 388 0.00%
511 HYATT HOTELS CORP COM CL A 680,526 37,606 0.36%
512 ICHOR HOLDINGS SHS 40,000 433 0.00%
513 ICICI BANK LIMITED 330,000 2,472 0.02%
514 ICICI BANK LIMITED 1,000,000 7,490 0.07% Put
515 IDERA PHARMACEUTICALS INCORPORATED COM NEW 397,335 596 0.01%
516 IDEXX LAB 2,400 281 0.00%
517 II VI INC 39,300 1,165 0.01%
518 II VI INC 97,500 2,891 0.03% Call
519 ILLINOIS TOOL WKS INC 6,059 742 0.01%
520 ILLINOIS TOOL WKS INC 25,100 3,074 0.03% Call
521 ILLINOIS TOOL WKS INC 27,200 3,331 0.03% Put
522 ILLUMINA INC 11,900 1,524 0.01%
523 INCYTE CORP 5,000 501 0.00%
524 INFOSYS LTD 300,000 4,449 0.04% Put
525 INFOSYS LTD 84,000 1,246 0.01%
526 INGERSOLL-RAND PLC 9,700 728 0.01%
527 INGREDION INC 1,700 212 0.00%
528 INTEL CORP 1,616,800 58,642 0.56% Put
529 INTEL CORP 652,500 23,666 0.23% Call
530 INTERNATIONAL BUSINESS MACHS 34,800 5,776 0.06% Put
531 INTERNATIONAL BUSINESS MACHS 302,000 50,128 0.48% Call
532 INTERPUBLIC GROUP COS INC 111,300 2,606 0.02%
533 INTERSIL CORP 11,700 261 0.00%
534 INTL PAPER CO 3,200 265 0.00% Put
535 INTUITIVE SURGICAL INC 1,600 1,015 0.01%
536 INVESCO CALIF VALUE MUN INC 34,684 421 0.00%
537 INVESCO MUN OPPORTUNITY TR 601,857 7,668 0.07%
538 INVESCO MUN TR 81,073 994 0.01%
539 INVESCO MUNI INCOME OPP TRST 73,734 529 0.01%
540 INVESCO QUALITY MUN INCOME T 43,500 539 0.01%
541 INVESCO TR INVT GRADE NY MUN 76,164 1,011 0.01%
542 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 500,000 43,275 0.41% Put
543 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 27,919 2,416 0.02%
544 ISHARES INC 20,099 1,070 0.01%
545 ISHARES TR 39,100 1,357 0.01%
546 ISHARES TR 500,000 17,355 0.17% Put
547 ISHARES TR 100,000 13,485 0.13% Put
548 ISTAR INC COM 119,300 1,476 0.01% Call
549 IVY HIGH INC OPPORTUNITIES F 139,610 2,062 0.02%
550 Invesco Van Kampen Bond Fund 11,278 209 0.00%
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