Laurion Capital Management

Laurion Capital Management as of March 31, 2011

Portfolio Holdings for Laurion Capital Management

Laurion Capital Management holds 242 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 38.0 $348M 1000k 348.46
Oil Service HOLDRs 9.4 $86M 2.5M 34.40
Wells Fargo & Company (WFC) 4.9 $45M 1.4M 31.70
iShares Barclays 20+ Yr Treas.Bond (TLT) 4.4 $40M 436k 92.12
Baker Hughes Incorporated 4.0 $37M 500k 73.44
Hewlett-Packard Company 3.8 $35M 842k 40.97
iShares Silver Trust (SLV) 2.7 $25M 675k 36.79
Energy Select Sector SPDR (XLE) 2.5 $23M 292k 79.81
Industrial SPDR (XLI) 2.4 $22M 586k 37.68
Mosaic Company 2.1 $19M 240k 78.74
Morgan Stanley (MS) 1.9 $17M 635k 27.32
Newmont Mining Corporation (NEM) 1.8 $17M 303k 54.56
iShares MSCI Emerging Markets Indx (EEM) 1.7 $15M 315k 48.69
Prudential Financial (PRU) 1.4 $13M 212k 61.57
Google 1.3 $12M 759k 15.44
Cliffs Natural Resources 0.9 $8.2M 800k 10.25
SPDR Gold Trust (GLD) 0.9 $7.9M 56k 139.81
SPDR S&P Retail (XRT) 0.8 $7.6M 150k 50.80
Campbell Soup Company (CPB) 0.7 $6.6M 200k 33.11
United States Oil Fund 0.7 $6.4M 584k 10.93
Netflix (NFLX) 0.7 $6.0M 195k 30.95
Abbott Laboratories (ABT) 0.7 $5.9M 121k 49.05
salesforce (CRM) 0.5 $4.4M 400k 11.00
iShares Dow Jones US Real Estate (IYR) 0.4 $3.4M 57k 59.40
SPDR S&P Metals and Mining (XME) 0.4 $3.3M 1.3M 2.52
Ens 0.3 $2.3M 1.1M 2.20
iShares MSCI Brazil Index (EWZ) 0.2 $2.0M 534k 3.72
Noble Corp 0.2 $2.0M 1.0M 2.03
Goldman Sachs (GS) 0.2 $1.9M 406k 4.79
Qwest Communications International 0.2 $1.8M 268k 6.83
Big Lots (BIG) 0.2 $1.6M 36k 43.43
Transocean 0.2 $1.5M 473k 3.23
Dow Chemical Company 0.2 $1.4M 500k 2.86
Nike (NKE) 0.1 $1.3M 18k 75.71
Wal-Mart Stores (WMT) 0.1 $1.2M 23k 52.06
Emerson Electric (EMR) 0.1 $1.2M 20k 58.45
Chesapeake Energy Corporation 0.1 $1.2M 35k 33.53
Diamond Offshore Drilling 0.1 $1.1M 854k 1.24
Riverbed Technology 0.1 $1.1M 29k 37.64
BP (BP) 0.1 $985k 22k 44.15
Microsoft Corporation (MSFT) 0.1 $987k 39k 25.37
Beckman Coulter 0.1 $1.0M 12k 83.09
DaVita (DVA) 0.1 $982k 12k 85.53
National-Oilwell Var 0.1 $1.0M 222k 4.60
Xerox Corporation 0.1 $1.0M 96k 10.65
Staples 0.1 $986k 51k 19.41
CMS Energy Corporation (CMS) 0.1 $889k 45k 19.63
Aon Corporation 0.1 $929k 18k 52.96
Exxon Mobil Corporation (XOM) 0.1 $950k 500k 1.90
Lubrizol Corporation 0.1 $902k 6.7k 133.97
Oracle Corporation (ORCL) 0.1 $921k 28k 33.37
SBA Communications Corporation 0.1 $875k 22k 39.69
F5 Networks (FFIV) 0.1 $921k 9.0k 102.61
Cit 0.1 $809k 19k 42.55
BlackRock (BLK) 0.1 $821k 4.1k 200.93
Bed Bath & Beyond 0.1 $821k 17k 48.29
Dollar Tree (DLTR) 0.1 $847k 15k 55.53
New York Community Ban (NYCB) 0.1 $800k 46k 17.26
ON Semiconductor (ON) 0.1 $821k 83k 9.87
Hecla Mining Company (HL) 0.1 $827k 91k 9.08
Canadian Natl Ry (CNI) 0.1 $701k 9.3k 75.30
Devon Energy Corporation (DVN) 0.1 $760k 8.3k 91.73
Kimberly-Clark Corporation (KMB) 0.1 $704k 11k 65.30
American Electric Power Company (AEP) 0.1 $688k 20k 35.12
CONSOL Energy 0.1 $734k 14k 53.63
Oceaneering International (OII) 0.1 $730k 8.2k 89.44
Rovi Corporation 0.1 $725k 14k 53.66
Intrepid Potash 0.1 $701k 20k 34.84
People's United Financial 0.1 $667k 53k 12.58
American Tower Corporation 0.1 $629k 12k 51.80
Travelers Companies (TRV) 0.1 $628k 11k 59.47
Comerica Incorporated (CMA) 0.1 $648k 18k 36.71
Limited Brands 0.1 $610k 19k 32.89
Qualcomm (QCOM) 0.1 $669k 984k 0.68
Marshall & Ilsley Corporation 0.1 $639k 80k 7.99
BorgWarner (BWA) 0.1 $652k 8.2k 79.71
United States Steel Corporation (X) 0.1 $615k 11k 53.93
Pfizer (PFE) 0.1 $595k 29k 20.31
Amgen (AMGN) 0.1 $536k 10k 53.48
EOG Resources (EOG) 0.1 $592k 5.0k 118.45
Vornado Realty Trust (VNO) 0.1 $590k 6.7k 87.49
Tesoro Corporation 0.1 $566k 21k 26.81
Goldcorp 0.1 $530k 11k 49.77
Chipotle Mexican Grill (CMG) 0.1 $549k 2.0k 272.59
Titanium Metals Corporation 0.1 $533k 29k 18.59
Corning Incorporated (GLW) 0.1 $429k 21k 20.62
Bank of America Corporation (BAC) 0.1 $461k 35k 13.32
CSX Corporation (CSX) 0.1 $480k 1.0M 0.48
Tractor Supply Company (TSCO) 0.1 $503k 8.4k 59.88
Hospira 0.1 $446k 8.1k 55.17
FirstEnergy (FE) 0.1 $474k 13k 37.09
Autodesk (ADSK) 0.1 $497k 11k 44.13
Suno 0.1 $498k 11k 45.58
Supervalu 0.1 $475k 500k 0.95
Masco Corporation (MAS) 0.1 $429k 31k 13.92
Universal Health Services (UHS) 0.1 $454k 9.2k 49.44
Kroger (KR) 0.1 $414k 17k 23.96
Directv 0.1 $440k 9.4k 46.76
DISH Network 0.1 $439k 18k 24.35
Procter & Gamble Company (PG) 0.1 $456k 7.4k 61.62
TJX Companies (TJX) 0.1 $492k 9.9k 49.71
Discovery Communications 0.1 $494k 12k 39.93
Sohu 0.1 $464k 5.2k 89.40
Amphenol Corporation (APH) 0.1 $473k 8.7k 54.37
Tenne 0.1 $492k 12k 42.45
Allscripts Healthcare Solutions (MDRX) 0.1 $451k 22k 20.97
Life Technologies 0.1 $455k 8.7k 52.47
W&T Offshore (WTI) 0.1 $422k 19k 22.82
Emergency Medical Services Corporation 0.1 $437k 6.9k 63.52
Finisar Corporation 0.1 $461k 19k 24.61
Raymond James Financial (RJF) 0.1 $420k 11k 38.21
China Life Insurance Company 0.1 $465k 8.3k 56.09
Quest Software 0.1 $461k 18k 25.37
Chimera Investment Corporation 0.1 $488k 123k 3.96
Oneok (OKE) 0.1 $472k 7.1k 66.95
Jazz Pharmaceuticals 0.1 $432k 14k 31.87
Marvell Technology Group 0.1 $482k 31k 15.56
Comcast Corporation (CMCSA) 0.0 $324k 13k 24.70
BioMarin Pharmaceutical (BMRN) 0.0 $364k 15k 25.15
Chevron Corporation (CVX) 0.0 $355k 3.3k 107.38
Fidelity National Financial 0.0 $389k 28k 14.14
Ultra Petroleum 0.0 $329k 6.7k 49.25
Best Buy (BBY) 0.0 $389k 14k 28.71
Whirlpool Corporation (WHR) 0.0 $369k 4.3k 85.40
Endo Pharmaceuticals 0.0 $393k 10k 38.12
ConocoPhillips (COP) 0.0 $327k 4.1k 79.81
Liberty Global 0.0 $345k 8.3k 41.40
Patterson Companies (PDCO) 0.0 $339k 11k 32.15
Gannett 0.0 $405k 27k 15.23
Iron Mountain Incorporated 0.0 $333k 11k 31.19
Omni (OMC) 0.0 $382k 7.8k 49.08
Fiserv (FI) 0.0 $370k 5.9k 62.72
Alliance Data Systems Corporation (BFH) 0.0 $378k 4.4k 85.91
Sears Holdings Corporation 0.0 $391k 4.7k 82.58
Monster Worldwide 0.0 $335k 21k 15.90
TriQuint Semiconductor 0.0 $379k 29k 12.91
Questar Corporation 0.0 $388k 22k 17.43
Ciena Corporation (CIEN) 0.0 $401k 16k 25.95
United Therapeutics Corporation (UTHR) 0.0 $360k 5.4k 67.08
SM Energy (SM) 0.0 $389k 5.2k 74.15
O'reilly Automotive (ORLY) 0.0 $325k 5.7k 57.48
JPMorgan Chase & Co. (JPM) 0.0 $274k 119k 2.31
PNC Financial Services (PNC) 0.0 $289k 4.6k 62.99
Dick's Sporting Goods (DKS) 0.0 $270k 6.8k 40.00
Norfolk Southern (NSC) 0.0 $308k 4.4k 69.32
Medco Health Solutions 0.0 $264k 4.7k 56.21
CarMax (KMX) 0.0 $308k 9.6k 32.08
Coach 0.0 $268k 5.2k 52.03
FMC Technologies 0.0 $292k 3.1k 94.41
PPG Industries (PPG) 0.0 $244k 2.6k 95.16
Pitney Bowes (PBI) 0.0 $247k 9.6k 25.70
Ryder System (R) 0.0 $235k 4.6k 50.70
Western Digital (WDC) 0.0 $254k 6.8k 37.30
Nokia Corporation (NOK) 0.0 $255k 30k 8.50
JetBlue Airways Corporation (JBLU) 0.0 $242k 39k 6.27
Raytheon Company 0.0 $232k 4.6k 50.81
Berkshire Hathaway (BRK.A) 0.0 $251k 2.00 125500.00
Credit Suisse Group 0.0 $242k 5.7k 42.61
Agilent Technologies Inc C ommon (A) 0.0 $252k 5.6k 44.84
Jacobs Engineering 0.0 $251k 4.9k 51.33
Novo Nordisk A/S (NVO) 0.0 $238k 1.9k 125.26
SL Green Realty 0.0 $304k 4.0k 75.32
Transatlantic Holdings 0.0 $277k 5.7k 48.66
Genzyme Corporation 0.0 $253k 3.3k 76.25
Marathon Oil Corporation (MRO) 0.0 $318k 6.0k 53.27
Entergy Corporation (ETR) 0.0 $245k 3.6k 67.34
Broadcom Corporation 0.0 $307k 7.8k 39.32
American Capital 0.0 $311k 31k 9.90
Celanese Corporation (CE) 0.0 $244k 5.5k 44.28
Saks Incorporated 0.0 $233k 21k 11.31
Ez (EZPW) 0.0 $314k 10k 31.36
Central European Distribution 0.0 $272k 24k 11.36
Mack-Cali Realty (VRE) 0.0 $247k 7.3k 33.93
Digital River 0.0 $278k 7.4k 37.37
GrafTech International 0.0 $286k 14k 20.63
Jabil Circuit (JBL) 0.0 $244k 12k 20.46
MetLife (MET) 0.0 $258k 5.8k 44.79
Talisman Energy Inc Com Stk 0.0 $254k 10k 24.66
Abb (ABBNY) 0.0 $303k 13k 24.20
Amylin Pharmaceuticals 0.0 $258k 23k 11.36
Panera Bread Company 0.0 $253k 2.0k 127.14
VMware 0.0 $281k 3.5k 81.43
Alcatel-Lucent 0.0 $290k 50k 5.81
Superior Energy Services 0.0 $236k 5.7k 41.05
Tor Dom Bk Cad (TD) 0.0 $305k 3.4k 88.53
Iamgold Corp (IAG) 0.0 $255k 12k 22.00
Ball Corporation (BALL) 0.0 $260k 7.3k 35.83
QEP Resources 0.0 $255k 6.3k 40.48
Hasbro (HAS) 0.0 $215k 4.6k 46.82
Time Warner 0.0 $221k 6.2k 35.65
Eli Lilly & Co. (LLY) 0.0 $200k 5.7k 35.09
At&t (T) 0.0 $202k 6.6k 30.65
R.R. Donnelley & Sons Company 0.0 $200k 11k 18.95
Boeing Company (BA) 0.0 $227k 3.1k 74.04
Powerwave Technologies 0.0 $227k 50k 4.51
LifePoint Hospitals 0.0 $219k 5.5k 40.14
AstraZeneca (AZN) 0.0 $227k 4.9k 46.11
Goodyear Tire & Rubber Company (GT) 0.0 $212k 14k 15.01
Allergan 0.0 $218k 3.1k 70.92
Intuitive Surgical (ISRG) 0.0 $202k 10k 20.20
Rio Tinto (RIO) 0.0 $204k 2.9k 71.25
UnitedHealth (UNH) 0.0 $210k 4.6k 45.22
Weyerhaeuser Company (WY) 0.0 $229k 9.3k 24.62
Citi 0.0 $166k 38k 4.41
Fifth Third Ban (FITB) 0.0 $209k 15k 13.89
WESCO International (WCC) 0.0 $227k 3.6k 62.45
HCC Insurance Holdings 0.0 $211k 6.7k 31.27
CNA Financial Corporation (CNA) 0.0 $215k 7.3k 29.50
NetEase (NTES) 0.0 $203k 4.1k 49.39
Sapient Corporation 0.0 $186k 16k 11.45
Barnes & Noble 0.0 $198k 22k 9.20
Saic 0.0 $175k 10k 16.95
Under Armour (UAA) 0.0 $229k 3.4k 68.01
Dycom Industries (DY) 0.0 $190k 11k 17.38
Lindsay Corporation (LNN) 0.0 $217k 2.7k 79.20
Timberland Company 0.0 $211k 5.1k 41.28
Universal Display Corporation (OLED) 0.0 $225k 4.1k 55.01
Gardner Denver 0.0 $200k 2.6k 77.97
LivePerson (LPSN) 0.0 $156k 12k 12.66
Stone Energy Corporation 0.0 $200k 6.0k 33.33
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.0 $206k 4.3k 48.07
Stifel Financial (SF) 0.0 $215k 3.0k 71.83
Allied Nevada Gold 0.0 $209k 5.9k 35.42
Ivanhoe Mines 0.0 $229k 8.3k 27.44
Entropic Communications 0.0 $200k 24k 8.44
Manulife Finl Corp (MFC) 0.0 $223k 13k 17.70
American International (AIG) 0.0 $221k 6.3k 35.20
Oclaro 0.0 $138k 12k 11.48
Paramount Gold and Silver 0.0 $208k 54k 3.87
Yamana Gold 0.0 $190k 15k 12.34
Cobalt Intl Energy 0.0 $179k 11k 16.78
CapitalSource 0.0 $113k 16k 7.04
Tenet Healthcare Corporation 0.0 $102k 14k 7.41
Tellabs 0.0 $80k 15k 5.23
Interpublic Group of Companies (IPG) 0.0 $126k 10k 12.59
Akorn 0.0 $67k 12k 5.74
Anworth Mortgage Asset Corporation 0.0 $111k 16k 7.11
BPZ Resources 0.0 $74k 14k 5.32
Wendy's Arby's 0.0 $61k 12k 5.02
SatCon Technology Corporation 0.0 $51k 13k 3.86
MF Global Holdings 0.0 $137k 17k 8.30
Opko Health (OPK) 0.0 $65k 17k 3.74