0001085146-11-001145.txt : 20111110 0001085146-11-001145.hdr.sgml : 20111110 20111109202156 ACCESSION NUMBER: 0001085146-11-001145 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111110 DATE AS OF CHANGE: 20111109 EFFECTIVENESS DATE: 20111110 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: 111192992 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 laur3q2011.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: September 30, 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 November 08, 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: 91 Form 13F Information Table Value Total: $383,140 (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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ACTIVISION BLIZZARD INC COM 00507V109 363 30477 SH SOLE 363 0 0 AGNICO EAGLE MINES LTD COM 008474108 5358 90019 SH SOLE 5358 0 0 AGNICO EAGLE MINES LTD COM 008474108 384 2500 SH CALL SOLE 384 0 0 AGNICO EAGLE MINES LTD COM 008474108 2369 2500 SH PUT SOLE 2369 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 268 4191 SH SOLE 268 0 0 AMERICAN CAP LTD COM 02503Y103 117 17090 SH SOLE 117 0 0 APPLE INC COM 037833100 29213 76638 SH SOLE 29213 0 0 APPLE INC COM 037833100 8550 4781 SH CALL SOLE 8550 0 0 APPLE INC COM 037833100 7984 4794 SH PUT SOLE 7984 0 0 BARRICK GOLD CORP COM 067901108 1650 5000 SH CALL SOLE 1650 0 0 BARRICK GOLD CORP COM 067901108 1403 5000 SH PUT SOLE 1403 0 0 BERKSHIRE HATHAWAY INC DEL CL A 084670108 214 2 SH SOLE 214 0 0 BHP BILLITON LTD SPONSORED ADR 088606108 8832 132937 SH SOLE 8832 0 0 BHP BILLITON LTD SPONSORED ADR 088606108 1460 2000 SH PUT SOLE 1460 0 0 BRIGHTPOINT INC COM NEW 109473405 123 13379 SH SOLE 123 0 0 CAPITAL ONE FINL CORP COM 14040H105 1305 3000 SH PUT SOLE 1305 0 0 CAPITAL ONE FINL CORP COM 14040H105 7461 188258 SH SOLE 7461 0 0 CHIMERA INVT CORP COM 16934Q109 138 49955 SH SOLE 138 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 248 5082 SH SOLE 248 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 2430 47496 SH SOLE 2430 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 12888 6500 SH PUT SOLE 12888 0 0 CME GROUP INC COM 12572Q105 1478 6000 SH SOLE 1478 0 0 CNO FINL GROUP INC COM 12621E103 110 20287 SH SOLE 110 0 0 CNOOC LTD SPONSORED ADR 126132109 221 1380 SH SOLE 221 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 162 23110 SH SOLE 162 0 0 EASTMAN KODAK CO COM 277461109 11 14700 SH SOLE 11 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 258 11304 SH SOLE 258 0 0 FORTINET INC COM 34959E109 219 13030 SH SOLE 219 0 0 GOLDCORP INC NEW COM 380956409 958 5000 SH CALL SOLE 958 0 0 GOLDCORP INC NEW COM 380956409 1403 5000 SH PUT SOLE 1403 0 0 GOOGLE INC CL A 38259P508 12208 1570 SH PUT SOLE 12208 0 0 GOOGLE INC CL A 38259P508 33882 65869 SH SOLE 33882 0 0 HECKMANN CORP COM 422680108 59 11242 SH SOLE 59 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 1663 9500 SH SOLE 1663 0 0 ISHARES INC MSCI BRAZIL 464286400 16584 318677 SH SOLE 16584 0 0 ISHARES INC MSCI BRAZIL 464286400 5890 4000 SH PUT SOLE 5890 0 0 ISHARES SILVER TRUST ISHARES 46428Q109 19498 673981 SH SOLE 19498 0 0 ISHARES TR BARCLYS 20+ YR 464287432 45900 20000 SH CALL SOLE 45900 0 0 JOHNSON & JOHNSON COM 478160104 1317 20668 SH SOLE 1317 0 0 KEMPER CORP DEL COM 488401100 266 11100 SH SOLE 266 0 0 LAS VEGAS SANDS CORP COM 517834107 10284 268240 SH SOLE 10284 0 0 LAS VEGAS SANDS CORP COM 517834107 2567 3777 SH PUT SOLE 2567 0 0 LIBERTY MEDIA CORP - LIBER-A TRACKING STK 530322106 297 4486 SH SOLE 297 0 0 LORILLARD INC COM 544147101 914 8261 SH SOLE 914 0 0 MACERICH CO COM 554382101 237 5568 SH SOLE 237 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 7264 131626 SH SOLE 7264 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 2226 8000 SH CALL SOLE 2226 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 5538 8000 SH PUT SOLE 5538 0 0 MF GLOBAL HLDGS LTD COM 55277J108 226 54753 SH SOLE 226 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 179 15559 SH SOLE 179 0 0 MOSAIC CO NEW COM 61945C103 1813 37029 SH SOLE 1813 0 0 NORANDA ALUM HLDG CORP COM 65542W107 167 20006 SH SOLE 167 0 0 OCWEN FINL CORP COM NEW 675746309 345 26106 SH SOLE 345 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 11396 6499 SH PUT SOLE 11396 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 14464 140280 SH SOLE 14464 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 2836 4500 SH CALL SOLE 2836 0 0 PAETEC HOLDING CORP COM 695459107 117 22033 SH SOLE 117 0 0 PARAMOUNT GOLD & SILVER CORP COM 69924P102 91 38549 SH SOLE 91 0 0 PDL BIOPHARMA INC COM 69329Y104 170 30596 SH SOLE 170 0 0 PRICESMART INC COM 741511109 261 4187 SH SOLE 261 0 0 PRUDENTIAL FINL INC COM 744320102 5608 119675 SH SOLE 5608 0 0 PRUDENTIAL FINL INC COM 744320102 3464 2635 SH PUT SOLE 3464 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 244 7312 SH SOLE 244 0 0 RADIAN GROUP INC COM 750236101 26 11828 SH SOLE 26 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 131 39300 SH SOLE 131 0 0 SANOFI RIGHT 12/31/2020 80105N113 17 16468 SH SOLE 17 0 0 SONUS NETWORKS INC COM 835916107 57 26300 SH SOLE 57 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 11246 11500 SH CALL SOLE 11246 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 39911 42250 SH PUT SOLE 39911 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 3930 8057 SH PUT SOLE 3930 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 1712 5058 SH CALL SOLE 1712 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 121 15880 SH SOLE 121 0 0 STAR SCIENTIFIC INC COM 85517P101 78 33950 SH SOLE 78 0 0 SUPERVALU INC COM 868536103 544 81619 SH SOLE 544 0 0 SUPERVALU INC COM 868536103 750 5000 SH PUT SOLE 750 0 0 SYMETRA FINL CORP COM 87151Q106 200 24576 SH SOLE 200 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 608 41340 SH SOLE 608 0 0 TRUE RELIGION APPAREL INC COM 89784N104 204 7552 SH SOLE 204 0 0 UNITED STATES OIL FUND LP UNITS 91232N108 1058 5000 SH CALL SOLE 1058 0 0 VALE S A ADR 91912E105 5581 244771 SH SOLE 5581 0 0 VALE S A ADR 91912E105 2363 6177 SH PUT SOLE 2363 0 0 VARIAN MED SYS INC COM 92220P105 214 4111 SH SOLE 214 0 0 VIVUS INC COM 928551100 101 12499 SH SOLE 101 0 0 VMWARE INC CL A COM 928563402 275 3424 SH SOLE 275 0 0 VONAGE HLDGS CORP COM 92886T201 166 63800 SH SOLE 166 0 0 W & T OFFSHORE INC COM 92922P106 219 15910 SH SOLE 219 0 0 WARNER CHILCOTT PLC-CLASS A COMMON STOCK 044924447 353 24670 SH SOLE 353 0 0 WELLS FARGO & CO NEW COM 949746101 2192 90896 SH SOLE 2192 0 0 WELLS FARGO & CO NEW COM 949746101 4550 7000 SH PUT SOLE 4550 0 0 WESTERN REFNG INC COM 959319104 172 13832 SH SOLE 172 0 0 WILLIAMS COS INC DEL COM 969457100 808 33195 SH SOLE 808 0 0