0001085146-12-001408.txt : 20121113 0001085146-12-001408.hdr.sgml : 20121112 20121113093653 ACCESSION NUMBER: 0001085146-12-001408 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121113 DATE AS OF CHANGE: 20121113 EFFECTIVENESS DATE: 20121113 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: 121196330 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 laurioncapital3q2012.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: September 30, 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 November 07, 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: 68 Form 13F Information Table Value Total: $509,744 (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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ADOBE SYS INC COM 00724F101 352 10846 SH SOLE 10846 0 0 AETNA INC NEW COM 00817Y108 477 12056 SH SOLE 12056 0 0 AFLAC INC COM 001055102 300 132000 SH CALL SOLE 132000 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 342 23717 SH SOLE 23717 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 2714 99847 SH SOLE 99847 0 0 BAIDU INC SPON ADR REP A 056752108 6121 52400 SH SOLE 52400 0 0 BAKER HUGHES INC COM 057224107 1533 33894 SH SOLE 33894 0 0 BANK OF AMERICA CORPORATION COM 060505104 443 200000 SH PUT SOLE 200000 0 0 BANK OF AMERICA CORPORATION COM 060505104 327 36999 SH SOLE 36999 0 0 BANK OF AMERICA CORPORATION COM 060505104 373 200000 SH CALL SOLE 200000 0 0 BED BATH & BEYOND INC COM 075896100 1154 18320 SH SOLE 18320 0 0 BP PLC SPONSORED ADR 055622104 758 17901 SH SOLE 17901 0 0 BROADCOM CORP CL A 111320107 386 11169 SH SOLE 11169 0 0 CAPITAL ONE FINL CORP COM 14040H105 774 13578 SH SOLE 13578 0 0 CATERPILLAR INC DEL COM 149123101 8050 93564 SH SOLE 93564 0 0 CATERPILLAR INC DEL COM 149123101 1199 421100 SH PUT SOLE 421100 0 0 CATERPILLAR INC DEL COM 149123101 631 240100 SH CALL SOLE 240100 0 0 CIGNA CORPORATION COM 125509109 200 4247 SH SOLE 4247 0 0 CISCO SYS INC COM 17275R102 2618 137144 SH SOLE 137144 0 0 CITIGROUP INC COM NEW 172967424 2191 425800 SH CALL SOLE 425800 0 0 CME GROUP INC COM 12572Q105 1719 30004 SH SOLE 30004 0 0 CVS CAREMARK CORPORATION COM 126650100 1888 38997 SH SOLE 38997 0 0 DEVON ENERGY CORP NEW COM 25179M103 345 5699 SH SOLE 5699 0 0 E M C CORP MASS COM 268648102 318 205400 SH CALL SOLE 205400 0 0 EOG RES INC COM 26875P101 525 122800 SH CALL SOLE 122800 0 0 EOG RES INC COM 26875P101 241 51900 SH PUT SOLE 51900 0 0 F5 NETWORKS INC COM 315616102 256 23700 SH CALL SOLE 23700 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 766 213600 SH CALL SOLE 213600 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 929 202000 SH CALL SOLE 202000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 318 62300 SH PUT SOLE 62300 0 0 HESS CORP COM 42809H107 470 112500 SH CALL SOLE 112500 0 0 HOME DEPOT INC COM 437076102 324 106100 SH CALL SOLE 106100 0 0 INTEL CORP COM 458140100 645 272100 SH PUT SOLE 272100 0 0 INTEL CORP COM 458140100 6258 275911 SH SOLE 275911 0 0 INTL PAPER CO COM 460146103 352 135100 SH CALL SOLE 135100 0 0 ISHARES TR MSCI EAFE INDEX 464287465 20129 379800 SH SOLE 379800 0 0 JOY GLOBAL INC COM 481165108 346 113300 SH CALL SOLE 113300 0 0 JOY GLOBAL INC COM 481165108 428 133700 SH PUT SOLE 133700 0 0 LILLY ELI & CO COM 532457108 2366 49901 SH SOLE 49901 0 0 MARATHON OIL CORP COM 565849106 463 350600 SH CALL SOLE 350600 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 4760 700000 SH CALL SOLE 700000 0 0 MERCK & CO INC NEW COM 58933Y105 215 97300 SH CALL SOLE 97300 0 0 MF GLOBAL HOLDINGSLTD COMMON STOCK 55277J108 1 43541 SH SOLE 43541 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 897 17749 SH SOLE 17749 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 1272 35538 SH SOLE 35538 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 1013 312100 SH CALL SOLE 312100 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 837 195000 SH PUT SOLE 195000 0 0 ORACLE CORP COM 68389X105 249 199300 SH CALL SOLE 199300 0 0 PNC FINL SVCS GROUP INC COM 693475105 448 7101 SH SOLE 7101 0 0 PRICELINE COM INC COM NEW 741503403 818 37500 SH CALL SOLE 37500 0 0 PRUDENTIAL FINL INC COM 744320102 3706 67993 SH SOLE 67993 0 0 SALESFORCE COM INC COM 79466L302 465 114100 SH CALL SOLE 114100 0 0 SANOFI RIGHT 12/31/2020 80105N113 28 16468 SH SOLE 16468 0 0 SCHLUMBERGER LTD COM 806857108 3296 45572 SH SOLE 45572 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 400401 2327642 SH SOLE 2327642 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 2175 290000 SH CALL SOLE 290000 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 1449 1650000 SH PUT SOLE 1650000 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 287 81300 SH CALL SOLE 81300 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1905 46015 SH SOLE 46015 0 0 TEXAS INSTRS INC COM 882508104 4509 163679 SH SOLE 163679 0 0 TEXAS INSTRS INC COM 882508104 336 428200 SH CALL SOLE 428200 0 0 TIME WARNER INC COM NEW 887317303 226 65400 SH CALL SOLE 65400 0 0 TRANSOCEAN LTD REG SHS H8817H100 1933 43057 SH SOLE 43057 0 0 UNITED TECHNOLOGIES CORP COM 913017109 830 10599 SH SOLE 10599 0 0 UNITEDHEALTH GROUP INC COM 91324P102 1688 30456 SH SOLE 30456 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 3891 85378 SH SOLE 85378 0 0 WESTERN DIGITAL CORP COM 958102105 927 23942 SH SOLE 23942 0 0 WHIRLPOOL CORP COM 963320106 1153 108000 SH CALL SOLE 108000 0 0