0001085146-12-000356.txt : 20120214 0001085146-12-000356.hdr.sgml : 20120214 20120213211524 ACCESSION NUMBER: 0001085146-12-000356 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120214 DATE AS OF CHANGE: 20120213 EFFECTIVENESS DATE: 20120214 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: 12602038 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 laurion4q2011.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, 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 February 06, 2012 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: 162 Form 13F Information Table Value Total: $1,105,254 (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 381 4662 SH SOLE 381 0 0 ADVANCE AMER CASH ADVANCE CT COM 00739W107 165 18443 SH SOLE 165 0 0 AFLAC INC COM 001055102 2020 46700 SH SOLE 2020 0 0 AGNICO EAGLE MINES LTD COM 008474108 8768 241422 SH SOLE 8768 0 0 AGNICO EAGLE MINES LTD COM 008474108 7188 2500 SH PUT SOLE 7188 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 314 15374 SH SOLE 314 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 226 586 SH PUT SOLE 226 0 0 ALTRIA GROUP INC COM 02209S103 5328 179700 SH SOLE 5328 0 0 AMAZON COM INC COM 023135106 2505 6113 SH CALL SOLE 2505 0 0 AMAZON COM INC COM 023135106 597 435 SH PUT SOLE 597 0 0 AMERICAN CAP LTD COM 02503Y103 108 16002 SH SOLE 108 0 0 AMGEN INC 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