-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Gl4okLw7mRC4YU7L7Z6d44tjTuWfxb1fjgtNKKc8SrIVnLbUjnxzWhHNsWCbaKMe YjBxT3cyOTdyOpbfPufQNQ== 0001085146-07-000434.txt : 20070216 0001085146-07-000434.hdr.sgml : 20070216 20070216163516 ACCESSION NUMBER: 0001085146-07-000434 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20061231 FILED AS OF DATE: 20070216 DATE AS OF CHANGE: 20070216 EFFECTIVENESS DATE: 20070216 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: 07631810 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 laur4q06.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, 2006 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: 7 Times Square, Suite 2505 New York, NY 10036 13F File Number: 28-NEW 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 16, 2007 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 Form13F Information Table Entry Total: 107 Form13F Information Table Value Total: $118,319 (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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- AAR CORP COM 000361105 226 7600 SH SOLE 226 0 0 ADVANCED MICRO DEVICES INC COM 007903107 467 22700 SH SOLE 467 0 0 ALCATEL-LUCENT SPONSORED ADR 013904305 402 28100 SH SOLE 402 0 0 ALLIED CAP CORP NEW COM 01903Q108 262 8000 SH SOLE 262 0 0 ALTRIA GROUP INC COM 02209S103 2923 33900 SH SOLE 2923 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 464 12800 SH SOLE 464 0 0 AMERICAN INTL GROUP INC COM 026874107 359 5000 SH SOLE 359 0 0 AMERISOURCEBERGEN CORP COM 03073E105 360 8000 SH SOLE 360 0 0 AMPHENOL CORP NEW CL A 032095101 251 4000 SH SOLE 251 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 424 7600 SH SOLE 424 0 0 APPLIED MATLS INC COM 038222105 197 10602 SH SOLE 197 0 0 AUTONATION INC COM 05329W102 205 9600 SH SOLE 205 0 0 AVAYA INC COM 053499109 265 18900 SH SOLE 265 0 0 BANK NEW YORK INC COM 064057102 483 12100 SH SOLE 483 0 0 BANK OF AMERICA CORPORATION COM 060505104 1212 22600 SH SOLE 1212 0 0 BECTON DICKINSON & CO COM 075887109 204 2900 SH SOLE 204 0 0 BED BATH & BEYOND INC COM 075896100 1474 38661 SH SOLE 1474 0 0 BIOGEN IDEC INC COM 09062X103 479 9700 SH SOLE 479 0 0 BOSTON SCIENTIFIC CORP COM 101137107 1157 67400 SH SOLE 1157 0 0 BROADCOM CORP CL A 111320107 233 7191 SH SOLE 233 0 0 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 254 5300 SH SOLE 254 0 0 CANADIAN NAT RES LTD COM 136385101 201 3800 SH SOLE 201 0 0 CAPITAL ONE FINL CORP COM 14040H105 625 8000 SH SOLE 625 0 0 CARMAX INC COM 143130102 855 15800 SH SOLE 855 0 0 CELANESE CORP DEL COM SER A 150870103 237 9200 SH SOLE 237 0 0 CENTURYTEL INC COM 156700106 322 7400 SH SOLE 322 0 0 CERIDIAN CORP NEW COM 156779100 259 9200 SH SOLE 259 0 0 CHEVRON CORP NEW COM 166764100 1686 22700 SH SOLE 1686 0 0 CHUBB CORP COM 171232101 218 4100 SH SOLE 218 0 0 COMCAST CORP NEW CL A 20030N101 215 5043 SH SOLE 215 0 0 CON-WAY INC COM 205944101 211 4800 SH SOLE 211 0 0 CONAGRA FOODS INC COM 205887102 1058 39200 SH SOLE 1058 0 0 DAIMLERCHRYSLER AG ORD D1668R123 297 4800 SH SOLE 297 0 0 DISNEY WALT CO COM DISNEY 254687106 5095 147600 SH SOLE 5095 0 0 DYNEGY INC NEW CL A 26816Q101 86 11900 SH SOLE 86 0 0 ELAN PLC ADR 284131208 459 31500 SH SOLE 459 0 0 EMBARQ CORP COM 29078E105 248 4700 SH SOLE 248 0 0 EQUITABLE RES INC COM 294549100 895 21200 SH SOLE 895 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 324 6400 SH SOLE 324 0 0 FEDERATED DEPT STORES INC DE COM 31410H101 1649 43100 SH SOLE 1649 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 378 15800 SH SOLE 378 0 0 FIFTH THIRD BANCORP COM 316773100 617 14900 SH SOLE 617 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 403 53700 SH SOLE 403 0 0 GENERAL ELECTRIC CO COM 369604103 3381 90200 SH SOLE 3381 0 0 GENWORTH FINL INC COM CL A 37247D106 363 10500 SH SOLE 363 0 0 GERDAU S A SPONSORED ADR 373737105 222 13600 SH SOLE 222 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 300 15000 SH SOLE 300 0 0 GYMBOREE CORP COM 403777105 308 8000 SH SOLE 308 0 0 HERSHEY CO COM 427866108 656 13100 SH SOLE 656 0 0 HOME DEPOT INC COM 437076102 592 14900 SH SOLE 592 0 0 HOST HOTELS & RESORTS INC COM 44107P104 514 20900 SH SOLE 514 0 0 ILLINOIS TOOL WKS INC COM 452308109 293 6300 SH SOLE 293 0 0 INDYMAC BANCORP INC COM 456607100 646 14000 SH SOLE 646 0 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 440 26200 SH SOLE 440 0 0 KB HOME COM 48666K109 242 4700 SH SOLE 242 0 0 KELLOGG CO COM 487836108 228 4500 SH SOLE 228 0 0 LAMAR ADVERTISING CO CL A 512815101 292 4475 SH SOLE 292 0 0 LAUDER ESTEE COS INC CL A 518439104 256 6200 SH SOLE 256 0 0 LIMITED BRANDS INC COM 532716107 457 15600 SH SOLE 457 0 0 LOWES COS INC COM 548661107 684 21900 SH SOLE 684 0 0 LSI LOGIC CORP COM 502161102 724 79000 SH SOLE 724 0 0 MANOR CARE INC NEW COM 564055101 286 6100 SH SOLE 286 0 0 MANULIFE FINL CORP COM 56501R106 272 8000 SH SOLE 272 0 0 MERCK & CO INC COM 589331107 888 20400 SH SOLE 888 0 0 MERRILL LYNCH & CO INC COM 590188108 234 2500 SH SOLE 234 0 0 METLIFE INC COM 59156R108 363 6100 SH SOLE 363 0 0 MICRON TECHNOLOGY INC COM 595112103 485 34600 SH SOLE 485 0 0 MICROSOFT CORP COM 594918104 1433 47800 SH SOLE 1433 0 0 NEWMONT MINING CORP COM 651639106 45470 1000000 SH PUT SOLE 1000000 0 0 NOKIA CORP SPONSORED ADR 654902204 1844 90000 SH SOLE 1844 0 0 NORTHEAST UTILS COM 664397106 239 8500 SH SOLE 239 0 0 NORTHERN TR CORP COM 665859104 591 9681 SH SOLE 591 0 0 NOVELIS INC COM 67000X106 396 14400 SH SOLE 396 0 0 NUCOR CORP COM 670346105 945 17100 SH SOLE 945 0 0 ORACLE CORP COM 68389X105 587 34113 SH SOLE 587 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 250 4400 SH SOLE 250 0 0 PAYCHEX INC COM 704326107 470 11800 SH SOLE 470 0 0 PEPSICO INC COM 713448108 626 9900 SH SOLE 626 0 0 PFIZER INC COM 717081103 3079 118100 SH SOLE 3079 0 0 PIONEER NAT RES CO COM 723787107 407 10200 SH SOLE 407 0 0 PRIDE INTL INC DEL COM 74153Q102 586 19300 SH SOLE 586 0 0 PULTE HOMES INC COM 745867101 372 11200 SH SOLE 372 0 0 QUALCOMM INC COM 747525103 1171 31065 SH SOLE 1171 0 0 RADIAN GROUP INC COM 750236101 315 5800 SH SOLE 315 0 0 RAYTHEON CO COM NEW 755111507 1197 22400 SH SOLE 1197 0 0 RF MICRODEVICES INC COM 749941100 81 11800 SH SOLE 81 0 0 ROHM & HAAS CO COM 775371107 201 3900 SH SOLE 201 0 0 SEMPRA ENERGY COM 816851109 248 4400 SH SOLE 248 0 0 SPRINT NEXTEL CORP COM FON 852061100 1811 94500 SH SOLE 1811 0 0 SUNTRUST BKS INC COM 867914103 1098 12900 SH SOLE 1098 0 0 SYMANTEC CORP COM 871503108 458 21526 SH SOLE 458 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 211 19200 SH SOLE 211 0 0 TARGET CORP COM 87612E106 577 10100 SH SOLE 577 0 0 TIME WARNER INC COM 887317105 3615 164300 SH SOLE 3615 0 0 TOLL BROTHERS INC COM 889478103 559 17400 SH SOLE 559 0 0 TOTAL S A SPONSORED ADR 89151E109 662 9200 SH SOLE 662 0 0 UBS AG SHS NEW H89231338 622 10300 SH SOLE 622 0 0 UNIONBANCAL CORP COM 908906100 427 6900 SH SOLE 427 0 0 US BANCORP DEL COM NEW 902973304 835 23000 SH SOLE 835 0 0 VERIZON COMMUNICATIONS COM 92343V104 993 26600 SH SOLE 993 0 0 VIACOM INC NEW CL B 92553P201 601 14800 SH SOLE 601 0 0 WASHINGTON MUT INC COM 939322103 992 21500 SH SOLE 992 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 376 8100 SH SOLE 376 0 0 WELLS FARGO & CO NEW COM 949746101 377 10500 SH SOLE 377 0 0 WENDYS INTL INC COM 950590109 1317 39200 SH SOLE 1317 0 0 XILINX INC COM 983919101 254 10586 SH SOLE 254 0 0 XL CAP LTD CL A G98255105 261 3600 SH SOLE 261 0 0
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