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
201 CABOT OIL & GAS CORP 750,800 17,539 0.17% Call
202 CAESARS ENTERTAINMENT 175,000 4,123 0.04% Call
203 CALAMOS CONV & HIGH INCOME F 55,199 582 0.01%
204 CALAMOS GBL DYN INCOME FUND COM 210,163 1,465 0.01%
205 CALAMOS STRATEGIC TOTL RETN 252,681 2,598 0.02%
206 CALATLANTIC GROUP INC 108,200 3,680 0.04%
207 CALPINE CORP 159,465 1,823 0.02%
208 CAMPING WORLD HLDGS INC CL A 160,000 5,214 0.05%
209 CANADIAN SOLAR INC 122,500 1,492 0.01% Call
210 CAPITAL ONE FINL CORP 141,300 12,328 0.12% Call
211 CAPITAL ONE FINL CORP 133,650 11,660 0.11%
212 CAPITAL ONE FINL CORP 213,100 18,592 0.18% Put
213 CARDINAL HEALTH INC 2,800 202 0.00%
214 CARMAX INC 150,000 9,659 0.09% Call
215 CARMAX INC 150,000 9,659 0.09% Put
216 CARMAX INC 57,300 3,690 0.04%
217 CASEY'S GENERAL STORES INC COM 31,400 3,733 0.04%
218 CATALENT INC 988,942 26,662 0.26%
219 CATERPILLAR INC 51,200 4,749 0.05% Call
220 CATERPILLAR INC 173,900 16,127 0.15% Put
221 CBS CORP NEW 8,300 528 0.01%
222 CDK GLOBAL INC 100,000 5,969 0.06% Call
223 CELANESE CORP DEL 12,300 969 0.01%
224 CELGENE CORP 1,800 208 0.00%
225 CENTENE CORP DEL 5,600 316 0.00%
226 CENTRAIS ELETRICAS BRASILEIRAS SPONSORED ADR 594,088 4,123 0.04%
227 CENTRAL SECS CORP COM 12,832 280 0.00%
228 CENTURY ALUM CO 10,400 89 0.00%
229 CHARLES RIV LABS INTL INC 4,032 307 0.00%
230 CHARTER COMMUNICATIONS INC N 100,000 28,792 0.28% Put
231 CHARTER COMMUNICATIONS INC N 467,500 134,603 1.29% Call
232 CHECK POINT SOFTWARE TECH LT 34,900 2,948 0.03%
233 CHEMTURA CORP 6,900 229 0.00%
234 CHENIERE ENERGY INC 457,000 18,933 0.18% Call
235 CHENIERE ENERGY INC 357,000 14,790 0.14% Put
236 CHESAPEAKE ENERGY CORP 425,000 2,984 0.03% Call
237 CHESAPEAKE ENERGY CORP 300,000 2,106 0.02% Put
238 CHEVRON CORP NEW 249,800 29,401 0.28% Call
239 CHEVRON CORP NEW 501,300 59,001 0.57% Put
240 CHICOS FAS INC 13,300 191 0.00%
241 CHIPOTLE MEXICAN GRILL INC 3,400 1,283 0.01% Call
242 CHIPOTLE MEXICAN GRILL INC 22,200 8,377 0.08% Put
243 CIENA CORP 63,500 1,550 0.01%
244 CIGNA CORPORATION 51,400 6,856 0.07%
245 CIRRUS LOGIC INC 7,900 447 0.00%
246 CISCO SYS INC 306,000 9,247 0.09% Call
247 CISCO SYS INC 232,900 7,038 0.07% Put
248 CISCO SYS INC 261,175 7,893 0.08%
249 CIT GROUP INC 557,600 23,799 0.23% Call
250 CIT GROUP INC 355,100 15,156 0.15% Put
Page 5 of 22