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 (2016Q4)
Original 13F HR (0001085146-17-000534) filed in 2017.02.13
#
Name
Shares
Value ($)
%
Options
Notes
601 LOUISIANA PAC CORP 10,600 201 0.00%
602 LOWES COS INC 54,028 3,842 0.04%
603 LOWES COS INC 100,000 7,112 0.07% Call
604 LPL FINL HLDGS INC 1,808,600 63,681 0.61%
605 LSC COMMUNICATIONS INC COM 21,800 647 0.01%
606 LULULEMON ATHLETICA INC 140,000 9,099 0.09% Call
607 Lab Cp Of Amer Hldg New 1,600 205 0.00%
608 Las Vegas Sands Corp 87,500 4,674 0.04% Put
609 Las Vegas Sands Corp 55,100 2,943 0.03% Call
610 Las Vegas Sands Corp 20,302 1,084 0.01%
611 Lear Corp 4,500 596 0.01%
612 Liberty Global Inc. - Series A 21,100 645 0.01%
613 Lincoln Natl Corp 300,800 19,934 0.19% Put
614 Lincoln Natl Corp 177,100 11,738 0.11% Call
615 Linear Technology Corp 19,200 1,197 0.01%
616 Lyondellbasell Industries NV 166,600 14,291 0.14%
617 Lyondellbasell Industries NV 775,000 66,480 0.64% Call
618 MACQUARIE FT TR GB INF UT DI 60,120 687 0.01%
619 MACYS INC 58,500 2,095 0.02%
620 MAMMOTH ENERGY SERVICES INC 200,000 3,040 0.03%
621 MARRIOTT INTL INC NEW 46,200 3,819 0.04% Put
622 MARRIOTT INTL INC NEW 237,400 19,628 0.19%
623 MARRIOTT INTL INC NEW 20,000 1,654 0.02% Call
624 MARTIN MARIETTA MATLS INC 1,100 244 0.00% Put
625 MARTIN MARIETTA MATLS INC 22,500 4,984 0.05% Call
626 MASTERCARD INCORPORATED 37,600 3,883 0.04% Call
627 MASTERCARD INCORPORATED 33,400 3,449 0.03% Put
628 MATTEL INC COM 120,000 3,306 0.03% Call
629 MBIA INC 567,000 6,067 0.06% Put
630 MBIA INC 950,000 10,165 0.10% Call
631 MCKESSON CORP 100,000 14,045 0.13% Call
632 MCKESSON CORP 900 126 0.00%
633 MEAD JOHNSON NUTRITION CO 100,000 7,076 0.07% Put
634 MEAD JOHNSON NUTRITION CO 650,000 45,994 0.44% Call
635 MELCO RESORT ENTERTAINMENT L 2,201,800 35,009 0.34%
636 MERCK & CO INC 79,300 4,668 0.04%
637 MERCK & CO INC 8,000 471 0.00% Call
638 MERCK & CO INC 500,000 29,435 0.28% Put
639 METHODE ELECTRS INC COM 6,500 269 0.00%
640 METLIFE INC 219,400 11,824 0.11% Call
641 METLIFE INC 1,476,900 79,588 0.76% Put
642 MFS Charter Income Trust 159,127 1,356 0.01%
643 MFS GOVT MKTS INCOME TR SH BEN INT 76,758 387 0.00%
644 MFS INTERMEDIATE HIGH 196,117 506 0.00%
645 MGIC INVT CORP WIS 143,800 1,465 0.01%
646 MGM RESORTS INTERNATIONAL 1,500,000 43,245 0.41% Put
647 MICHAEL KORS HLDGS LTD 130,000 5,587 0.05% Call
648 MICROCHIP TECHNOLOGY INC 50,000 3,208 0.03% Put
649 MICROCHIP TECHNOLOGY INC 50,000 3,208 0.03% Call
650 MICRON TECHNOLOGY INC COM 1,302,600 28,553 0.27% Put
Page 13 of 22