0001085146-13-000862.txt : 20130509 0001085146-13-000862.hdr.sgml : 20130509 20130509144303 ACCESSION NUMBER: 0001085146-13-000862 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130331 FILED AS OF DATE: 20130509 DATE AS OF CHANGE: 20130509 EFFECTIVENESS DATE: 20130509 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: 13828105 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 laurion1q2013.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: March 31, 2013 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 May 09, 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: 49 Form 13F Information Table Value Total: $69,670 (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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ABBOTT LABS COM 002824100 223 3354 SH CALL SOLE 223 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 474 3081 SH CALL SOLE 474 0 0 ARBITRON INC COM 03875Q108 984 21000 SH SOLE 984 0 0 AT&T INC COM 00206R102 546 6961 SH CALL SOLE 546 0 0 BAKER HUGHES INC COM 057224107 482 10377 SH SOLE 482 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 358 804 SH CALL SOLE 358 0 0 BROADCOM CORP CL A 111320107 246 1310 SH CALL SOLE 246 0 0 CATERPILLAR INC DEL COM 149123101 3254 37416 SH SOLE 3254 0 0 CATERPILLAR INC DEL COM 149123101 303 2690 SH CALL SOLE 303 0 0 CATERPILLAR INC DEL COM 149123101 537 1414 SH PUT SOLE 537 0 0 CELGENE CORP COM 151020104 352 316 SH CALL SOLE 352 0 0 CHEVRON CORP NEW COM 166764100 1092 1177 SH CALL SOLE 1092 0 0 CHEVRON CORP NEW COM 166764100 220 595 SH PUT SOLE 220 0 0 CISCO SYS INC COM 17275R102 4111 196611 SH SOLE 4111 0 0 CISCO SYS INC COM 17275R102 222 4486 SH PUT SOLE 222 0 0 CITIGROUP INC COM NEW 172967424 1268 4678 SH CALL SOLE 1268 0 0 CLEARWIRE CORP NEW CL A 18538Q105 1944 600000 SH SOLE 1944 0 0 CME GROUP INC COM 12572Q105 1842 30004 SH SOLE 1842 0 0 CONOCOPHILLIPS COM 20825C104 397 1435 SH CALL SOLE 397 0 0 DOW CHEM CO COM 260543103 1770 55605 SH SOLE 1770 0 0 EBAY INC COM 278642103 2443 45056 SH SOLE 2443 0 0 EOG RES INC COM 26875P101 879 1431 SH CALL SOLE 879 0 0 EXXON MOBIL CORP COM 30231G102 1793 19902 SH SOLE 1793 0 0 GENERAL ELECTRIC CO COM 369604103 211 4640 SH CALL SOLE 211 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 858 1951 SH CALL SOLE 858 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 949 1350 SH PUT SOLE 949 0 0 HESS CORP COM 42809H107 376 555 SH CALL SOLE 376 0 0 HEWLETT PACKARD CO COM 428236103 290 752 SH CALL SOLE 290 0 0 HOME DEPOT INC COM 437076102 424 6073 SH SOLE 424 0 0 ISHARES INC MSCI BRAZIL CAPP 464286400 2102 38588 SH SOLE 2102 0 0 ISHARES TR FTSE CHINA25 IDX 464287184 9535 258397 SH SOLE 9535 0 0 JOHNSON & JOHNSON COM 478160104 448 1087 SH CALL SOLE 448 0 0 JPMORGAN CHASE & CO COM 46625H100 4989 105124 SH SOLE 4989 0 0 JPMORGAN CHASE & CO COM 46625H100 423 1958 SH PUT SOLE 423 0 0 METLIFE INC COM 59156R108 368 898 SH CALL SOLE 368 0 0 MORGAN STANLEY COM NEW 617446448 3046 138593 SH SOLE 3046 0 0 NUCOR CORP COM 670346105 218 860 SH CALL SOLE 218 0 0 ORACLE CORP COM 68389X105 4055 125381 SH SOLE 4055 0 0 PNC FINL SVCS GROUP INC COM 693475105 337 517 SH CALL SOLE 337 0 0 PROCTER & GAMBLE CO COM 742718109 1733 22492 SH SOLE 1733 0 0 PRUDENTIAL FINL INC COM 744320102 685 1840 SH CALL SOLE 685 0 0 SCHLUMBERGER LTD COM 806857108 313 2000 SH CALL SOLE 313 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 205 2581 SH SOLE 205 0 0 SMUCKER J M CO COM NEW 832696405 287 2892 SH SOLE 287 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 9479 61374 SH SOLE 9479 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 419 6253 SH PUT SOLE 419 0 0 TEXAS INSTRS INC COM 882508104 276 1425 SH CALL SOLE 276 0 0 UNION PAC CORP COM 907818108 1153 1659 SH CALL SOLE 1153 0 0 WILLIAMS COS INC DEL COM 969457100 751 1312 SH CALL SOLE 751 0 0