-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, BtTJ7g/RODsl+jaXa+dxRkpeRqB5bdtBTS4VtsJIS47VmaIl7Q6C360VICLrrLzf iecxqUGefbqfb2gUnlIy3g== 0001085146-11-000209.txt : 20110211 0001085146-11-000209.hdr.sgml : 20110211 20110211171246 ACCESSION NUMBER: 0001085146-11-000209 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101231 FILED AS OF DATE: 20110211 DATE AS OF CHANGE: 20110211 EFFECTIVENESS DATE: 20110211 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Laurion Capital Management LP CENTRAL INDEX KEY: 0001390202 IRS NUMBER: 562504425 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12437 FILM NUMBER: 11600407 BUSINESS ADDRESS: STREET 1: 7 TIMES SQUARE, SUITE 2505 CITY: NEW YORK STATE: NY ZIP: 10021 BUSINESS PHONE: 212-938-6325 MAIL ADDRESS: STREET 1: 7 TIMES SQUARE, SUITE 2505 CITY: NEW YORK STATE: NY ZIP: 10021 13F-HR 1 laur4q2010.txt LAURION CAPITAL MANAGEMENT LP UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2010 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Laurion Capital Management LP Address: 360 Madison Avenue, Suite 1900 New York, NY 10017 13F File Number: 028-12437 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Benjamin A. Smith Title: Partner Phone: 212.938.6300 Signature, Place, and Date of Signing: /s/ Benjamin A. Smith New York, NY February 11, 2011 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 185 Form 13F Information Table Value Total: $393,117 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- AETNA INC NEW COM 00817Y108 206 6740 SH SOLE 6740 0 0 AFLAC INC COM 001055102 323 5723 SH SOLE 5723 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 303 6449 SH SOLE 6449 0 0 AMAZON COM INC COM 023135106 11009 610100 SH CALL SOLE 610100 0 0 AMAZON COM INC COM 023135106 675 354100 SH PUT SOLE 354100 0 0 AMERICAN CAP LTD COM 02503Y103 122 16200 SH SOLE 16200 0 0 AMERICAN EXPRESS CO COM 025816109 1747 135700 SH CALL SOLE 135700 0 0 ANADARKO PETE CORP COM 032511107 707 9288 SH SOLE 9288 0 0 APPLE INC COM 037833100 9664 1254900 SH PUT SOLE 1254900 0 0 APPLE INC COM 037833100 18254 1631900 SH CALL SOLE 1631900 0 0 ARCH CAP GROUP LTD ORD G0450A105 247 2800 SH SOLE 2800 0 0 AUTOZONE INC 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