0001085146-11-000540.txt : 20110510 0001085146-11-000540.hdr.sgml : 20110510 20110509213646 ACCESSION NUMBER: 0001085146-11-000540 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110510 DATE AS OF CHANGE: 20110509 EFFECTIVENESS DATE: 20110510 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: 11825541 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 laur1q2011.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: March 31, 2011 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 May 02, 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: 277 Form 13F Information Table Value Total: $523,447 (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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ABB LTD SPONSORED ADR 000375204 303 12520 SH SOLE 303 0 0 ABBOTT LABS COM 002824100 5950 121300 SH SOLE 5950 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 252 5620 SH SOLE 252 0 0 AKORN INC COM 009728106 67 11672 SH SOLE 67 0 0 ALCATEL-LUCENT SPONSORED ADR 013904305 290 49910 SH SOLE 290 0 0 ALLERGAN INC COM 018490102 218 3074 SH SOLE 218 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 378 4400 SH SOLE 378 0 0 ALLIED NEVADA GOLD CORP COM 019344100 209 5900 SH SOLE 209 0 0 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 451 21507 SH SOLE 451 0 0 AMERICAN CAP LTD COM 02503Y103 311 31428 SH SOLE 311 0 0 AMERICAN ELEC PWR INC COM 025537101 688 19590 SH SOLE 688 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 221 6279 SH SOLE 221 0 0 AMERICAN TOWER CORP CL A 029912201 629 12144 SH SOLE 629 0 0 AMGEN INC COM 031162100 536 10022 SH SOLE 536 0 0 AMPHENOL CORP NEW CL A 032095101 473 8700 SH SOLE 473 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 258 22706 SH SOLE 258 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 111 15620 SH SOLE 111 0 0 AON CORP COM 037389103 929 17543 SH SOLE 929 0 0 APPLE INC COM 037833100 13123 37660 SH SOLE 13123 0 0 APPLE INC COM 037833100 12332 600000 SH CALL SOLE 12332 0 0 APPLE INC COM 037833100 6542 362300 SH PUT SOLE 6542 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 227 4923 SH SOLE 227 0 0 AT&T INC COM 00206R102 202 6590 SH SOLE 202 0 0 AUTODESK INC COM 052769106 497 11263 SH SOLE 497 0 0 BAKER HUGHES INC COM 057224107 2790 37990 SH SOLE 2790 0 0 BAKER HUGHES INC COM 057224107 685 116600 SH CALL SOLE 685 0 0 BAKER HUGHES INC COM 057224107 865 345500 SH PUT SOLE 865 0 0 BALL CORP COM 058498106 260 7257 SH SOLE 260 0 0 BANK OF AMERICA CORPORATION COM 060505104 461 34600 SH SOLE 461 0 0 BARNES & NOBLE INC COM 067774109 198 21524 SH SOLE 198 0 0 BECKMAN COULTER INC COM 075811109 1008 12132 SH SOLE 1008 0 0 BED BATH & BEYOND INC COM 075896100 821 17000 SH SOLE 821 0 0 BERKSHIRE HATHAWAY INC DEL CL A 084670108 251 2 SH SOLE 251 0 0 BEST BUY INC COM 086516101 389 13551 SH SOLE 389 0 0 BIG LOTS INC COM 089302103 1567 36078 SH SOLE 1567 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 364 14472 SH SOLE 364 0 0 BLACKROCK INC COM 09247X101 821 4086 SH SOLE 821 0 0 BOEING CO COM 097023105 227 3066 SH SOLE 227 0 0 BORGWARNER INC COM 099724106 652 8180 SH SOLE 652 0 0 BP PLC SPONSORED ADR 055622104 985 22310 SH SOLE 985 0 0 BPZ RESOURCES INC COM 055639108 74 13900 SH SOLE 74 0 0 BROADCOM CORP CL A 111320107 307 7807 SH SOLE 307 0 0 CAMPBELL SOUP CO COM 134429109 6628 200182 SH SOLE 6628 0 0 CANADIAN NATL RY CO COM 136375102 701 9310 SH SOLE 701 0 0 CAPITALSOURCE INC COM 14055X102 113 16050 SH SOLE 113 0 0 CARMAX INC COM 143130102 308 9600 SH SOLE 308 0 0 CELANESE CORP DEL COM SER A 150870103 244 5510 SH SOLE 244 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 272 23936 SH SOLE 272 0 0 CHESAPEAKE ENERGY CORP COM 165167107 1187 35400 SH SOLE 1187 0 0 CHEVRON CORP NEW COM 166764100 355 3306 SH SOLE 355 0 0 CHIMERA INVT CORP COM 16934Q109 488 123245 SH SOLE 488 0 0 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 465 8290 SH SOLE 465 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 549 2014 SH SOLE 549 0 0 CIENA CORP COM NEW 171779309 401 15450 SH SOLE 401 0 0 CIT GROUP INC COM NEW 125581801 809 19014 SH SOLE 809 0 0 CITIGROUP INC COM 172967101 166 37604 SH SOLE 166 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 1538 150000 SH CALL SOLE 1538 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 3581 650000 SH PUT SOLE 3581 0 0 CMS ENERGY CORP COM 125896100 889 45290 SH SOLE 889 0 0 CNA FINL CORP COM 126117100 215 7288 SH SOLE 215 0 0 COACH INC COM 189754104 268 5151 SH SOLE 268 0 0 COBALT INTL ENERGY INC COM 19075F106 179 10665 SH SOLE 179 0 0 COMCAST CORP NEW CL A 20030N101 324 13115 SH SOLE 324 0 0 COMERICA INC COM 200340107 648 17653 SH SOLE 648 0 0 CONOCOPHILLIPS COM 20825C104 327 4097 SH SOLE 327 0 0 CONSOL ENERGY INC COM 20854P109 734 13686 SH SOLE 734 0 0 CORNING INC COM 219350105 429 20800 SH SOLE 429 0 0 CREDIT SUISSE GROUP SPONSORED ADR 225401108 242 5680 SH SOLE 242 0 0 CSX CORP COM 126408103 240 500000 SH PUT SOLE 240 0 0 CSX CORP COM 126408103 468 500000 SH CALL SOLE 468 0 0 DAVITA INC COM 23918K108 982 11481 SH SOLE 982 0 0 DEVON ENERGY CORP NEW COM 25179M103 760 8285 SH SOLE 760 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 498 400000 SH CALL SOLE 498 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 1126 400000 SH PUT SOLE 1126 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 4193 53958 SH SOLE 4193 0 0 DICKS SPORTING GOODS INC COM 253393102 270 6750 SH SOLE 270 0 0 DIGITAL RIV INC COM 25388B104 278 7439 SH SOLE 278 0 0 DIRECTV COM CL A 25490A101 440 9410 SH SOLE 440 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 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10014 SH SOLE 314 0 0 F5 NETWORKS INC COM 315616102 921 8976 SH SOLE 921 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 389 27519 SH SOLE 389 0 0 FIFTH THIRD BANCORP COM 316773100 209 15042 SH SOLE 209 0 0 FINISAR CORP COM NEW 31787A507 461 18734 SH SOLE 461 0 0 FIRSTENERGY CORP COM 337932107 474 12780 SH SOLE 474 0 0 FISERV INC COM 337738108 370 5899 SH SOLE 370 0 0 FMC TECHNOLOGIES INC COM 30249U101 292 3093 SH SOLE 292 0 0 GANNETT INC COM 364730101 405 26600 SH SOLE 405 0 0 GARDNER DENVER INC COM 365558105 200 2565 SH SOLE 200 0 0 GENZYME CORP COM 372917104 253 3318 SH SOLE 253 0 0 GOLDCORP INC NEW COM 380956409 530 10650 SH SOLE 530 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 1915 400000 SH CALL SOLE 1915 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 887 5600 SH SOLE 887 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 212 14120 SH SOLE 212 0 0 GOOGLE INC CL A 38259P508 4415 285900 SH CALL SOLE 4415 0 0 GOOGLE INC CL A 38259P508 9482 352700 SH PUT SOLE 9482 0 0 GOOGLE INC CL A 38259P508 70747 120685 SH SOLE 70747 0 0 GRAFTECH INTL LTD COM 384313102 286 13862 SH SOLE 286 0 0 HASBRO INC COM 418056107 215 4592 SH SOLE 215 0 0 HCC INS HLDGS INC COM 404132102 211 6748 SH SOLE 211 0 0 HECLA MNG CO COM 422704106 827 91064 SH SOLE 827 0 0 HEWLETT PACKARD CO COM 428236103 3339 81500 SH SOLE 3339 0 0 HEWLETT PACKARD CO COM 428236103 340 307200 SH CALL SOLE 340 0 0 HEWLETT PACKARD CO COM 428236103 724 453600 SH PUT SOLE 724 0 0 HOSPIRA INC COM 441060100 446 8084 SH SOLE 446 0 0 IAMGOLD CORP COM 450913108 255 11590 SH SOLE 255 0 0 INTERPUBLIC GROUP COS INC COM 460690100 126 10010 SH SOLE 126 0 0 INTREPID POTASH INC COM 46121Y102 701 20121 SH SOLE 701 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 202 10000 SH PUT SOLE 202 0 0 IRON MTN INC COM 462846106 333 10678 SH SOLE 333 0 0 ISHARES INC MSCI BRAZIL 464286400 1490 400000 SH PUT SOLE 1490 0 0 ISHARES INC MSCI BRAZIL 464286400 2609 33677 SH SOLE 2609 0 0 ISHARES INC MSCI BRAZIL 464286400 550 100000 SH CALL SOLE 550 0 0 ISHARES SILVER 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6239 79231 SH SOLE 6239 0 0 MOSAIC CO COM 61945A107 796 160400 SH PUT SOLE 796 0 0 NATIONAL OILWELL VARCO INC COM 637071101 764 166100 SH PUT SOLE 764 0 0 NATIONAL OILWELL VARCO INC COM 637071101 221 55900 SH CALL SOLE 221 0 0 NETEASE COM INC SPONSORED ADR 64110W102 203 4110 SH SOLE 203 0 0 NETFLIX INC COM 64110L106 3191 103100 SH CALL SOLE 3191 0 0 NETFLIX INC COM 64110L106 1007 92200 SH PUT SOLE 1007 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 800 46353 SH SOLE 800 0 0 NEWMONT MINING CORP COM 651639106 1232 22580 SH SOLE 1232 0 0 NEWMONT MINING CORP COM 651639106 651 280000 SH CALL SOLE 651 0 0 NIKE INC CL B 654106103 1343 17738 SH SOLE 1343 0 0 NOBLE CORP COM 042206849 1015 500000 SH CALL SOLE 1015 0 0 NOBLE CORP COM 042206849 710 500000 SH PUT SOLE 710 0 0 NOKIA CORP SPONSORED ADR 654902204 255 29990 SH SOLE 255 0 0 NORFOLK SOUTHERN CORP COM 655844108 308 4443 SH SOLE 308 0 0 NOVO-NORDISK A S ADR 670100205 238 1900 SH SOLE 238 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 325 5654 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