0001085146-14-000522.txt : 20140212 0001085146-14-000522.hdr.sgml : 20140212 20140212091052 ACCESSION NUMBER: 0001085146-14-000522 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140212 DATE AS OF CHANGE: 20140212 EFFECTIVENESS DATE: 20140212 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: 14596895 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 primary_doc.xml 13F-HR LIVE false true false 0001390202 XXXXXXXX 12-31-2013 12-31-2013 false Laurion Capital Management LP

360 MADISON AVENUE SUITE 1900 NEW YORK NY 10017

13F HOLDINGS REPORT 028-12437 N Benjamin A. Smith 212-938-6300 /s/ Benjamin A. Smith New York NY 02-10-2014 0 204 2937423 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 3M CO COM 88579Y101 4685 33400 SH Put SOLE 4685 0 0 3M CO COM 88579Y101 8345 59500 SH Call SOLE 8345 0 0 8X8 INC NEW COM 282914100 281 27700 SH SOLE 281 0 0 ABBOTT LABS COM 002824100 10050 262200 SH Call SOLE 10050 0 0 ABBOTT LABS COM 002824100 11756 306700 SH Put SOLE 11756 0 0 ADOBE SYS INC COM 00724F101 470 7857 SH SOLE 470 0 0 ADOBE SYS INC COM 00724F101 269 4500 SH Call SOLE 269 0 0 ADOBE SYS INC COM 00724F101 2114 35300 SH Put SOLE 2114 0 0 AFLAC INC COM 001055102 6587 98600 SH Put SOLE 6587 0 0 AFLAC INC COM 001055102 5104 76400 SH Call SOLE 5104 0 0 AIR LEASE CORP CL A 00912X302 13570 436600 SH SOLE 13570 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 355 7533 SH SOLE 355 0 0 ALIGN TECHNOLOGY INC COM 016255101 2755 48200 SH SOLE 2755 0 0 ALLSTATE CORP COM 020002101 4238 77700 SH Call SOLE 4238 0 0 ALLSTATE CORP COM 020002101 22 400 SH SOLE 22 0 0 ALLSTATE CORP COM 020002101 2891 53000 SH Put SOLE 2891 0 0 AMAZON COM INC COM 023135106 34775 87200 SH Call SOLE 34775 0 0 AMAZON COM INC COM 023135106 21295 53400 SH Put SOLE 21295 0 0 AMERICAN EXPRESS CO COM 025816109 18064 199100 SH Put SOLE 18064 0 0 AMERICAN EXPRESS CO COM 025816109 16468 181500 SH Call SOLE 16468 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 19771 387291 SH SOLE 19771 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 4957 97100 SH Call SOLE 4957 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 11052 216500 SH Put SOLE 11052 0 0 ARBOR RLTY TR INC COM 038923108 368 55256 SH SOLE 368 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 350 6070 SH SOLE 350 0 0 BAKER HUGHES INC COM 057224107 1048 18971 SH SOLE 1048 0 0 BAKER HUGHES INC COM 057224107 6499 117600 SH Call SOLE 6499 0 0 BAKER HUGHES INC COM 057224107 2399 43400 SH Put SOLE 2399 0 0 BANK NEW YORK MELLON CORP COM 064058100 381 10895 SH SOLE 381 0 0 BANKUNITED INC COM 06652K103 5107 155148 SH SOLE 5107 0 0 BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 706 16600 SH SOLE 706 0 0 BAXTER INTL INC COM 071813109 244 3513 SH SOLE 244 0 0 BED BATH & BEYOND INC COM 075896100 221 2747 SH SOLE 221 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 5087 42900 SH Call SOLE 5087 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4695 39600 SH Put SOLE 4695 0 0 BITAUTO HLDGS LTD SPONSORED ADS 091727107 3516 110000 SH SOLE 3516 0 0 BOEING CO COM 097023105 4804 35199 SH SOLE 4804 0 0 BOEING CO COM 097023105 27298 200000 SH Put SOLE 27298 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 2482 129600 SH SOLE 2482 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 1765 33200 SH Call SOLE 1765 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 2317 43600 SH Put SOLE 2317 0 0 CARMAX INC COM 143130102 592 12600 SH SOLE 592 0 0 CATHAY GEN BANCORP *W EXP 12/05/201 149150112 245 30000 SH SOLE 245 0 0 CDW CORP COM 12514G108 707 30269 SH SOLE 707 0 0 CHIMERIX INC COM 16934W106 909 60178 SH SOLE 909 0 0 CHUBB CORP COM 171232101 2657 27500 SH Put SOLE 2657 0 0 CHUBB CORP COM 171232101 493 5101 SH SOLE 493 0 0 CHUBB CORP COM 171232101 831 8600 SH Call SOLE 831 0 0 CIGNA CORPORATION COM 125509109 2703 30900 SH Call SOLE 2703 0 0 CIGNA CORPORATION COM 125509109 3149 36000 SH Put SOLE 3149 0 0 CITIGROUP INC COM NEW 172967424 52 1000 SH SOLE 52 0 0 CITIGROUP INC COM NEW 172967424 47900 919200 SH Call SOLE 47900 0 0 CITIGROUP INC COM NEW 172967424 14993 287700 SH Put SOLE 14993 0 0 CLOVIS ONCOLOGY INC COM 189464100 3971 65892 SH SOLE 3971 0 0 CME GROUP INC COM 12572Q105 2895 36904 SH SOLE 2895 0 0 COLGATE PALMOLIVE CO COM 194162103 3397 52100 SH Put SOLE 3397 0 0 COLGATE PALMOLIVE CO COM 194162103 578 8870 SH SOLE 578 0 0 COLGATE PALMOLIVE CO COM 194162103 2191 33600 SH Call SOLE 2191 0 0 COMCAST CORP NEW CL A 20030N101 16676 320900 SH Call SOLE 16676 0 0 CONOCOPHILLIPS COM 20825C104 3843 54400 SH Call SOLE 3843 0 0 CONOCOPHILLIPS COM 20825C104 12674 179400 SH Put SOLE 12674 0 0 CONOCOPHILLIPS COM 20825C104 5986 84732 SH SOLE 5986 0 0 CONSTELLATION BRANDS INC CL A 21036P108 352 4997 SH SOLE 352 0 0 CST BRANDS INC COM 12646R105 927 25255 SH SOLE 927 0 0 CUMULUS MEDIA INC CL A 231082108 2637 341182 SH SOLE 2637 0 0 CVS CAREMARK CORPORATION COM 126650100 4845 67700 SH Put SOLE 4845 0 0 CVS CAREMARK CORPORATION COM 126650100 4237 59200 SH Call SOLE 4237 0 0 DARLING INTL INC COM 237266101 7260 347700 SH SOLE 7260 0 0 DEL FRISCOS RESTAURANT GROUP COM 245077102 1673 70960 SH SOLE 1673 0 0 DEMANDWARE INC COM 24802Y105 7866 122677 SH SOLE 7866 0 0 DIAMONDBACK ENERGY INC COM 25278X109 2072 39200 SH SOLE 2072 0 0 DIGITALGLOBE INC COM NEW 25389M877 243 5900 SH SOLE 243 0 0 DISCOVER FINL SVCS COM 254709108 461 8248 SH SOLE 461 0 0 DISNEY WALT CO COM DISNEY 254687106 46 600 SH SOLE 46 0 0 DISNEY WALT CO COM DISNEY 254687106 37496 490800 SH Put SOLE 37496 0 0 DISNEY WALT CO COM DISNEY 254687106 10253 134200 SH Call SOLE 10253 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 283 4100 SH SOLE 283 0 0 FAMILY DLR STORES INC COM 307000109 305 4700 SH SOLE 305 0 0 FIFTH THIRD BANCORP COM 316773100 252 12000 SH SOLE 252 0 0 FIFTH THIRD BANCORP COM 316773100 1718 81700 SH Put SOLE 1718 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 8823 75300 SH SOLE 8823 0 0 FLUOR CORP NEW COM 343412102 253 3153 SH SOLE 253 0 0 FMC TECHNOLOGIES INC COM 30249U101 240 4593 SH SOLE 240 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 275 17802 SH SOLE 275 0 0 FORUM ENERGY TECHNOLOGIES IN COM 34984V100 1131 40014 SH SOLE 1131 0 0 GAP INC DEL COM 364760108 210 5378 SH SOLE 210 0 0 GENESEE & WYO INC CL A 371559105 2613 27200 SH SOLE 2613 0 0 GENUINE PARTS CO COM 372460105 230 2767 SH SOLE 230 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 30613 172700 SH Call SOLE 30613 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 13277 74900 SH Put SOLE 13277 0 0 GOOGLE INC CL A 38259P508 38664 34500 SH Call SOLE 38664 0 0 GOOGLE INC CL A 38259P508 37766 33700 SH Put SOLE 37766 0 0 GT ADVANCED TECHNOLOGIES INC COM 36191U106 1703 195300 SH SOLE 1703 0 0 HCA HOLDINGS INC COM 40412C101 7602 159344 SH SOLE 7602 0 0 HONEYWELL INTL INC COM 438516106 15788 172800 SH Call SOLE 15788 0 0 HONEYWELL INTL INC COM 438516106 41828 457800 SH Put SOLE 41828 0 0 HUDSON CITY BANCORP COM 443683107 181 19200 SH SOLE 181 0 0 INTUIT COM 461202103 354 4638 SH SOLE 354 0 0 ISHARES MSCI BRZ CAP ETF 464286400 1724 38588 SH SOLE 1724 0 0 ISHARES MSCI EMG MKT ETF 464287234 3481 83344 SH SOLE 3481 0 0 JOHNSON & JOHNSON COM 478160104 4545 49618 SH SOLE 4545 0 0 JOHNSON & JOHNSON COM 478160104 5926 64700 SH Call SOLE 5926 0 0 JOHNSON & JOHNSON COM 478160104 12328 134600 SH Put SOLE 12328 0 0 JPMORGAN CHASE & CO COM 46625H100 211 3604 SH SOLE 211 0 0 JPMORGAN CHASE & CO COM 46625H100 11270 192700 SH Put SOLE 11270 0 0 JPMORGAN CHASE & CO COM 46625H100 7597 129900 SH Call SOLE 7597 0 0 KOHLS CORP COM 500255104 445 7844 SH SOLE 445 0 0 KROGER CO COM 501044101 466 11800 SH SOLE 466 0 0 KYTHERA BIOPHARMACEUTICALS I COM 501570105 620 16650 SH SOLE 620 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 320 3501 SH SOLE 320 0 0 LINCOLN NATL CORP IND COM 534187109 2736 53000 SH Put SOLE 2736 0 0 LINCOLN NATL CORP IND COM 534187109 1817 35200 SH Call SOLE 1817 0 0 LOCKHEED MARTIN CORP COM 539830109 3107 20900 SH Call SOLE 3107 0 0 LOCKHEED MARTIN CORP COM 539830109 12532 84300 SH Put SOLE 12532 0 0 LORILLARD INC COM 544147101 423 8343 SH SOLE 423 0 0 LSI CORPORATION COM 502161102 1984 180000 SH SOLE 1984 0 0 MARSH & MCLENNAN COS INC COM 571748102 457 9452 SH SOLE 457 0 0 MATTEL INC COM 577081102 217 4556 SH SOLE 217 0 0 MEDALLION FINL CORP COM 583928106 172 11970 SH SOLE 172 0 0 MEDTRONIC INC COM 585055106 717 12491 SH SOLE 717 0 0 METLIFE INC COM 59156R108 1283 23800 SH Call SOLE 1283 0 0 METLIFE INC COM 59156R108 1930 35800 SH Put SOLE 1930 0 0 MICRON TECHNOLOGY INC COM 595112103 1197 55000 SH Call SOLE 1197 0 0 MICRON TECHNOLOGY INC COM 595112103 440 20200 SH Put SOLE 440 0 0 MONDELEZ INTL INC CL A 609207105 201 5701 SH SOLE 201 0 0 MORGAN STANLEY COM NEW 617446448 1035 33000 SH Call SOLE 1035 0 0 MORGAN STANLEY COM NEW 617446448 1273 40600 SH Put SOLE 1273 0 0 MORGAN STANLEY COM NEW 617446448 426 13600 SH SOLE 426 0 0 MOSAIC CO NEW COM 61945C103 247 5234 SH SOLE 247 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 366 5423 SH SOLE 366 0 0 NATIONAL OILWELL VARCO INC COM 637071101 255 3201 SH SOLE 255 0 0 NCR CORP NEW COM 62886E108 3477 102075 SH SOLE 3477 0 0 NETAPP INC COM 64110D104 311 7569 SH SOLE 311 0 0 NETFLIX INC COM 64110L106 552 1500 SH SOLE 552 0 0 NOODLES & CO CL A 65540B105 3563 99186 SH SOLE 3563 0 0 NORWEGIAN CRUISE LINE HLDGS SHS G66721104 340 5507 SH SOLE 340 0 0 NORWEGIAN CRUISE LINE HOLDIN US Common Stock 088030478 8387 236455 SH SOLE 8387 0 0 NOVADAQ TECHNOLOGIES INC COM 66987G102 387 23450 SH SOLE 387 0 0 PENTAIR LTD-REGISTERED US Common Stock 083439173 245 3148 SH SOLE 245 0 0 PERFORMANT FINL CORP COM 71377E105 515 50000 SH SOLE 515 0 0 PETROCHINA CO LTD SPONSORED ADR 71646E100 205 1867 SH SOLE 205 0 0 PETSMART INC COM 716768106 326 4486 SH SOLE 326 0 0 PFIZER INC COM 717081103 3737 122000 SH Call SOLE 3737 0 0 PFIZER INC COM 717081103 4138 135100 SH Put SOLE 4138 0 0 PINNACLE FOODS INC DEL COM 72348P104 3159 115051 SH SOLE 3159 0 0 PNC FINL SVCS GROUP INC COM 693475105 7742 99800 SH Put SOLE 7742 0 0 PNC FINL SVCS GROUP INC COM 693475105 5136 66200 SH Call SOLE 5136 0 0 PORTOLA PHARMACEUTICALS INC COM 737010108 1960 76100 SH SOLE 1960 0 0 PROCTER & GAMBLE CO COM 742718109 611 7501 SH SOLE 611 0 0 PRUDENTIAL FINL INC COM 744320102 6308 68400 SH Call SOLE 6308 0 0 PRUDENTIAL FINL INC COM 744320102 4178 45300 SH Put SOLE 4178 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 295 9199 SH SOLE 295 0 0 QLIK TECHNOLOGIES INC COM 74733T105 653 24539 SH SOLE 653 0 0 QLIK TECHNOLOGIES INC COM 74733T105 6658 250000 SH Call SOLE 6658 0 0 QUALCOMM INC COM 747525103 2658 35800 SH Call SOLE 2658 0 0 QUALCOMM INC COM 747525103 5190 69900 SH Put SOLE 5190 0 0 RANGE RES CORP COM 75281A109 304 3600 SH SOLE 304 0 0 RAYTHEON CO COM NEW 755111507 20987 231400 SH Put SOLE 20987 0 0 RAYTHEON CO COM NEW 755111507 7301 80500 SH Call SOLE 7301 0 0 RETAILMENOT INC COM SER 1 76132B106 1518 52740 SH SOLE 1518 0 0 SAFE BULKERS INC US Common Stock 037146714 4029 387442 SH SOLE 4029 0 0 SAFEWAY INC COM NEW 786514208 325 9978 SH SOLE 325 0 0 SCHLUMBERGER LTD COM 806857108 7020 77900 SH Call SOLE 7020 0 0 SCHLUMBERGER LTD COM 806857108 12904 143200 SH Put SOLE 12904 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 228 2581 SH SOLE 228 0 0 SENSATA TECHNOLOGIES HOLDING US Common Stock 049581602 3774 97355 SH SOLE 3774 0 0 SOUTHWESTERN ENERGY CO COM 845467109 444 11278 SH SOLE 444 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 752 6474 SH SOLE 752 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 542265 2936400 SH Put SOLE 542265 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 378795 2051200 SH Call SOLE 378795 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 840052 4548936 SH SOLE 840052 0 0 SPROUTS FMRS MKT INC COM 85208M102 3636 94626 SH SOLE 3636 0 0 STAR BULK CARRIERS CORP SHS NEW Y8162K121 1314 98600 SH SOLE 1314 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2327 29300 SH Put SOLE 2327 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 802 10100 SH Call SOLE 802 0 0 STATE STR CORP COM 857477103 7412 101000 SH Call SOLE 7412 0 0 STATE STR CORP COM 857477103 8769 119500 SH Put SOLE 8769 0 0 SUMMIT HOTEL PPTYS COM 866082100 264 29337 SH SOLE 264 0 0 TABLEAU SOFTWARE INC CL A 87336U105 2213 32099 SH SOLE 2213 0 0 TAMINCO CORP COM 87509U106 3719 184041 SH SOLE 3719 0 0 TIME WARNER INC COM NEW 887317303 4957 71100 SH Call SOLE 4957 0 0 TIME WARNER INC COM NEW 887317303 5223 74900 SH Put SOLE 5223 0 0 TIME WARNER INC COM NEW 887317303 35 500 SH SOLE 35 0 0 TOWER INTL INC COM 891826109 1965 91800 SH SOLE 1965 0 0 TRAVELCENTERS OF AMERICA LLC COM 894174101 1613 165569 SH SOLE 1613 0 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 1041 30100 SH SOLE 1041 0 0 UBIQUITI NETWORKS INC COM 90347A100 4596 100000 SH SOLE 4596 0 0 UNION PAC CORP COM 907818108 14247 84800 SH Call SOLE 14247 0 0 UNION PAC CORP COM 907818108 8719 51900 SH Put SOLE 8719 0 0 UNITED TECHNOLOGIES CORP COM 913017109 4337 38114 SH SOLE 4337 0 0 UNITED TECHNOLOGIES CORP COM 913017109 3516 30900 SH Call SOLE 3516 0 0 UNITED TECHNOLOGIES CORP COM 913017109 17377 152700 SH Put SOLE 17377 0 0 VANTIV INC CL A 92210H105 14677 450078 SH SOLE 14677 0 0 VISA INC COM CL A 92826C839 14965 67200 SH Call SOLE 14965 0 0 VISA INC COM CL A 92826C839 6525 29300 SH Put SOLE 6525 0 0 WALGREEN CO COM 931422109 6315 109938 SH SOLE 6315 0 0 WELLPOINT INC COM 94973V107 408 4418 SH SOLE 408 0 0 WELLS FARGO & CO NEW COM 949746101 53294 1173900 SH Call SOLE 53294 0 0 WELLS FARGO & CO NEW COM 949746101 66243 1459100 SH Put SOLE 66243 0 0 WHOLE FOODS MKT INC COM 966837106 6633 114700 SH Call SOLE 6633 0 0 WHOLE FOODS MKT INC COM 966837106 8634 149300 SH Put SOLE 8634 0 0 XL GROUP PLC SHS G98290102 287 9012 SH SOLE 287 0 0 XYLEM INC COM 98419M100 201 5800 SH SOLE 201 0 0 YELP INC CL A 985817105 6902 100100 SH SOLE 6902 0 0