0001085146-13-000354.txt : 20130211 0001085146-13-000354.hdr.sgml : 20130211 20130211151920 ACCESSION NUMBER: 0001085146-13-000354 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130211 DATE AS OF CHANGE: 20130211 EFFECTIVENESS DATE: 20130211 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: 13591292 BUSINESS ADDRESS: STREET 1: 360 MADISON AVENUE STREET 2: SUITE 1900 CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 212-938-6325 MAIL ADDRESS: STREET 1: 360 MADISON AVENUE STREET 2: SUITE 1900 CITY: NEW YORK STATE: NY ZIP: 10017 13F-HR 1 laurioncapital4q2012.txt LAURION CAPITAL MASTER FUND 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, 2012 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 Master Fund 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 08, 2013 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: 70 Form 13F Information Table Value Total: $371,407 (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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M CO COM 88579Y101 1015 1766 SH CALL SOLE 1015 0 0 AFLAC INC COM 001055102 907 2590 SH CALL SOLE 907 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1172 28636 SH SOLE 1172 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 702 3000 SH CALL SOLE 702 0 0 ANADARKO PETE CORP COM 032511107 4694 63174 SH SOLE 4694 0 0 ANADARKO PETE CORP COM 032511107 221 933 SH PUT SOLE 221 0 0 APPLE INC COM 037833100 284 346 SH PUT SOLE 284 0 0 APPLE INC COM 037833100 1973 3701 SH SOLE 1973 0 0 APPLE INC COM 037833100 3396 1821 SH CALL SOLE 3396 0 0 ARBITRON INC COM 03875Q108 980 21000 SH SOLE 980 0 0 BAKER HUGHES INC COM 057224107 1532 37523 SH SOLE 1532 0 0 BP PLC SPONSORED ADR 055622104 398 9549 SH SOLE 398 0 0 CATERPILLAR INC DEL COM 149123101 1721 6957 SH CALL SOLE 1721 0 0 CATERPILLAR INC DEL COM 149123101 425 6975 SH PUT SOLE 425 0 0 CELGENE CORP COM 151020104 795 1068 SH CALL SOLE 795 0 0 CHEVRON CORP NEW COM 166764100 269 611 SH PUT SOLE 269 0 0 CHEVRON CORP NEW COM 166764100 2017 4593 SH CALL SOLE 2017 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 968 396 SH CALL SOLE 968 0 0 CITIGROUP INC COM NEW 172967424 612 18555 SH PUT SOLE 612 0 0 CITIGROUP INC COM NEW 172967424 13909 351580 SH SOLE 13909 0 0 CLEARWIRE CORP NEW CL A 18538Q105 1734 600000 SH SOLE 1734 0 0 CME GROUP INC COM 12572Q105 1522 30004 SH SOLE 1522 0 0 CONOCOPHILLIPS COM 20825C104 10728 184993 SH SOLE 10728 0 0 CONOCOPHILLIPS COM 20825C104 238 728 SH CALL SOLE 238 0 0 CONOCOPHILLIPS COM 20825C104 506 6369 SH PUT SOLE 506 0 0 DEERE & CO COM 244199105 615 2426 SH CALL SOLE 615 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 3236 73061 SH SOLE 3236 0 0 DEVON ENERGY CORP NEW COM 25179M103 2002 38467 SH SOLE 2002 0 0 DOW CHEM CO COM 260543103 1703 52694 SH SOLE 1703 0 0 DOW CHEM CO COM 260543103 248 1143 SH CALL SOLE 248 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 789 3328 SH CALL SOLE 789 0 0 EOG RES INC COM 26875P101 1935 16020 SH SOLE 1935 0 0 EOG RES INC COM 26875P101 235 639 SH CALL SOLE 235 0 0 EXXON MOBIL CORP COM 30231G102 41645 481168 SH SOLE 41645 0 0 EXXON MOBIL CORP COM 30231G102 1473 7267 SH PUT SOLE 1473 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 6982 204149 SH SOLE 6982 0 0 GENERAL ELECTRIC CO COM 369604103 3215 153186 SH SOLE 3215 0 0 GOLDCORP INC NEW COM 380956409 1363 37127 SH SOLE 1363 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 3567 4547 SH CALL SOLE 3567 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 781 3221 SH PUT SOLE 781 0 0 HALLIBURTON CO COM 406216101 836 7351 SH CALL SOLE 836 0 0 HESS CORP COM 42809H107 272 1470 SH CALL SOLE 272 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 1283 3110 SH CALL SOLE 1283 0 0 ISHARES INC MSCI S KOREA 464286772 3307 52200 SH SOLE 3307 0 0 ISHARES TR MSCI EMERG MKT 464287234 21494 484654 SH SOLE 21494 0 0 JPMORGAN CHASE & CO COM 46625H100 849 4540 SH CALL SOLE 849 0 0 LULULEMON ATHLETICA INC COM 550021109 234 605 SH PUT SOLE 234 0 0 LULULEMON ATHLETICA INC COM 550021109 1444 18949 SH SOLE 1444 0 0 LULULEMON ATHLETICA INC COM 550021109 253 493 SH CALL SOLE 253 0 0 MEDTRONIC INC COM 585055106 1058 25798 SH SOLE 1058 0 0 MORGAN STANLEY COM NEW 617446448 304 15874 SH SOLE 304 0 0 NATIONAL OILWELL VARCO INC COM 637071101 2028 29678 SH SOLE 2028 0 0 NIKE INC CL B 654106103 1351 26190 SH SOLE 1351 0 0 NUCOR CORP COM 670346105 1033 23917 SH SOLE 1033 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 1104 14406 SH SOLE 1104 0 0 PFIZER INC COM 717081103 264 1000 SH CALL SOLE 264 0 0 POTASH CORP SASK INC COM 73755L107 827 20334 SH SOLE 827 0 0 SCHLUMBERGER LTD COM 806857108 592 2089 SH PUT SOLE 592 0 0 SCHLUMBERGER LTD COM 806857108 3581 51677 SH SOLE 3581 0 0 SCHLUMBERGER LTD COM 806857108 857 1936 SH CALL SOLE 857 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 191346 1181074 SH SOLE 191346 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 1655 22500 SH PUT SOLE 1655 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 549 1158 SH CALL SOLE 549 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 275 4787 SH SOLE 275 0 0 UNITED TECHNOLOGIES CORP COM 913017109 225 796 SH CALL SOLE 225 0 0 VISA INC COM CL A 92826C839 461 614 SH CALL SOLE 461 0 0 WELLPOINT INC COM 94973V107 2200 36113 SH SOLE 2200 0 0 WELLS FARGO & CO NEW COM 949746101 8185 239473 SH SOLE 8185 0 0 WELLS FARGO & CO NEW COM 949746101 608 4867 SH PUT SOLE 608 0 0 WHOLE FOODS MKT INC COM 966837106 425 708 SH CALL SOLE 425 0 0