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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
201 ROWAN COMPANIES PLC 602,500 11,381 0.11% Put
202 UNION PAC CORP 106,200 11,010 0.11% Put
203 COLGATE PALMOLIVE CO 168,200 11,007 0.11% Call
204 MICRON TECHNOLOGY INC 502,000 11,004 0.11% Call
205 QUALCOMM INC 165,800 10,810 0.10% Put
206 ALLSTATE CORP 145,500 10,783 0.10% Put
207 CREDIT SUISSE GROUP 750,000 10,733 0.10% Call
208 WALGREENS BOOTS ALLIANCE INC 125,700 10,402 0.10% Put
209 FORD MTR CO DEL 855,000 10,371 0.10%
210 COMCAST CORP NEW 149,700 10,337 0.10% Call
211 BROADCOM LTD 58,000 10,252 0.10% Call
212 MBIA INC 950,000 10,165 0.10% Call
213 TD AMERITRADE HLDG CORP 231,700 10,102 0.10%
214 BRISTOL MYERS SQUIBB CO 172,300 10,069 0.10% Put
215 WESTERN DIGITAL CORP 146,000 9,921 0.10% Call
216 FIFTH THIRD BANCORP 367,600 9,912 0.09% Put
217 PIONEER NAT RES CO 54,098 9,741 0.09%
218 ARES DYNAMIC CR ALLOCATION F 645,666 9,737 0.09%
219 SELECT SECTOR SPDR TR 200,000 9,714 0.09% Put
220 SELECT SECTOR SPDR TR 200,000 9,714 0.09% Call
221 MCDONALDS CORP 79,800 9,713 0.09%
222 PROLOGIS INC 183,500 9,687 0.09% Call
223 MONDELEZ INTL INC 218,400 9,681 0.09% Call
224 CARMAX INC 150,000 9,659 0.09% Put
225 CARMAX INC 150,000 9,659 0.09% Call
226 SIMON PPTY GROUP INC NEW 54,300 9,647 0.09% Call
227 TRANSOCEAN LTD 650,000 9,581 0.09% Put
228 ROSS STORES INC 145,900 9,571 0.09%
229 FEDEX CORP 50,600 9,421 0.09% Call
230 CUMMINS INC 68,500 9,362 0.09% Call
231 YUM BRANDS INC 80,000 9,266 0.09% Call
232 CISCO SYS INC 306,000 9,247 0.09% Call
233 PRICELINE GRP INC 6,300 9,236 0.09% Call
234 E TRADE FINANCIAL CORP 265,800 9,209 0.09% Call
235 UNITEDHEALTH GROUP INC 57,500 9,202 0.09%
236 BHP BILLITON LTD 255,000 9,124 0.09% Put
237 LULULEMON ATHLETICA INC 140,000 9,099 0.09% Call
238 APPLIED MATLS INC 281,900 9,096 0.09% Call
239 JOHNSON & JOHNSON 78,181 9,007 0.09%
240 COMERICA INC 131,000 8,923 0.09% Put
241 TRAVELERS COMPANIES INC 71,700 8,777 0.08% Put
242 HERBALIFE LTD 181,400 8,733 0.08% Put
243 FORD MTR CO DEL 714,400 8,666 0.08% Call
244 COCA COLA EUROPEAN PARTNERS 48,800 8,627 0.08% Call
245 ALLSTATE CORP 115,900 8,591 0.08%
246 EXXON MOBIL CORP 94,700 8,548 0.08% Put
247 MOBILE TELESYSTEMS PJSC 931,300 8,484 0.08%
248 BARINGS GLOBAL SHORT DURATIO 440,292 8,467 0.08%
249 Yadkin Finl Corp Com 246,700 8,452 0.08%
250 TIFFANY & CO NEW 108,900 8,432 0.08% Call
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