Laurion Capital Master Fund as of March 31, 2012
Portfolio Holdings for Laurion Capital Master Fund
Laurion Capital Master Fund holds 139 positions in its portfolio as reported in the March 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Apple (AAPL) | 66.1 | $3.5B | 315k | 11254.50 | |
| SPDR Gold Trust (GLD) | 25.7 | $1.4B | 2.3M | 592.66 | |
| Baidu (BIDU) | 0.6 | $30M | 202k | 145.77 | |
| Joy Global | 0.5 | $29M | 56k | 514.84 | |
| Apache Corporation | 0.4 | $22M | 221k | 100.44 | |
| At&t (T) | 0.3 | $17M | 550k | 31.23 | |
| Costco Wholesale Corporation (COST) | 0.3 | $17M | 183k | 90.80 | |
| Walt Disney Company (DIS) | 0.3 | $15M | 94k | 154.68 | |
| CIGNA Corporation | 0.3 | $14M | 287k | 49.25 | |
| WellPoint | 0.3 | $14M | 189k | 73.80 | |
| Abbott Laboratories (ABT) | 0.2 | $12M | 203k | 61.29 | |
| Pfizer (PFE) | 0.2 | $12M | 534k | 22.66 | |
| Coca-Cola Company (KO) | 0.2 | $12M | 157k | 74.01 | |
| iShares FTSE/Xinhua China 25 Index (FXI) | 0.2 | $10M | 273k | 36.63 | |
| Goldman Sachs (GS) | 0.2 | $9.9M | 80k | 124.37 | |
| Hewlett-Packard Company | 0.1 | $7.8M | 328k | 23.83 | |
| Caterpillar (CAT) | 0.1 | $7.5M | 70k | 106.53 | |
| Nextera Energy (NEE) | 0.1 | $7.4M | 120k | 61.08 | |
| Suncor Energy (SU) | 0.1 | $7.6M | 233k | 32.70 | |
| JPMorgan Chase & Co. (JPM) | 0.1 | $7.1M | 18k | 398.70 | |
| Occidental Petroleum Corporation (OXY) | 0.1 | $7.2M | 76k | 95.23 | |
| Starbucks Corporation (SBUX) | 0.1 | $7.1M | 126k | 55.89 | |
| Marathon Oil Corporation (MRO) | 0.1 | $6.9M | 217k | 31.70 | |
| Directv | 0.1 | $5.7M | 115k | 49.34 | |
| Simon Property (SPG) | 0.1 | $5.9M | 40k | 145.69 | |
| iShares MSCI EAFE Index Fund (EFA) | 0.1 | $5.5M | 100k | 54.90 | |
| United States Oil Fund | 0.1 | $5.2M | 133k | 39.23 | |
| BHP Billiton (BHP) | 0.1 | $5.5M | 77k | 72.40 | |
| HSBC Holdings (HSBC) | 0.1 | $4.7M | 105k | 44.39 | |
| Nordstrom (JWN) | 0.1 | $4.7M | 85k | 55.72 | |
| Colgate-Palmolive Company (CL) | 0.1 | $5.0M | 51k | 97.77 | |
| Abercrombie & Fitch (ANF) | 0.1 | $4.9M | 98k | 49.61 | |
| Energy Select Sector SPDR (XLE) | 0.1 | $4.8M | 67k | 71.73 | |
| CVS Caremark Corporation (CVS) | 0.1 | $4.2M | 95k | 44.80 | |
| Deere & Company (DE) | 0.1 | $4.2M | 52k | 80.89 | |
| Johnson & Johnson (JNJ) | 0.1 | $4.0M | 60k | 65.95 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.1 | $3.6M | 94k | 38.04 | |
| Home Depot (HD) | 0.1 | $3.1M | 10k | 296.77 | |
| Peabody Energy Corporation | 0.1 | $3.1M | 106k | 28.96 | |
| Alcoa | 0.1 | $3.1M | 307k | 10.02 | |
| Pepsi (PEP) | 0.1 | $3.5M | 52k | 66.35 | |
| SanDisk Corporation | 0.1 | $3.2M | 64k | 49.60 | |
| Petroleo Brasileiro SA (PBR) | 0.1 | $2.6M | 98k | 26.56 | |
| Time Warner | 0.1 | $2.7M | 73k | 37.75 | |
| Cisco Systems (CSCO) | 0.1 | $2.6M | 28k | 93.43 | |
| Intel Corporation (INTC) | 0.1 | $2.4M | 87k | 28.11 | |
| Verisign (VRSN) | 0.1 | $2.8M | 74k | 38.34 | |
| Nike (NKE) | 0.1 | $2.9M | 27k | 108.45 | |
| Oracle Corporation (ORCL) | 0.1 | $2.9M | 99k | 29.16 | |
| MetLife (MET) | 0.1 | $2.5M | 68k | 37.35 | |
| Corning Incorporated (GLW) | 0.0 | $2.0M | 142k | 14.08 | |
| Bank of America Corporation (BAC) | 0.0 | $2.4M | 15k | 161.57 | |
| Bed Bath & Beyond | 0.0 | $2.4M | 36k | 65.76 | |
| Cummins (CMI) | 0.0 | $2.4M | 20k | 120.05 | |
| Philip Morris International (PM) | 0.0 | $1.9M | 22k | 88.61 | |
| Procter & Gamble Company (PG) | 0.0 | $2.0M | 30k | 67.20 | |
| TJX Companies (TJX) | 0.0 | $2.0M | 7.5k | 259.60 | |
| Citigroup (C) | 0.0 | $2.0M | 10k | 195.85 | |
| Vale (VALE) | 0.0 | $1.4M | 62k | 23.33 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.0 | $1.5M | 30k | 49.00 | |
| Hartford Financial Services (HIG) | 0.0 | $1.5M | 70k | 21.09 | |
| Lincoln National Corporation (LNC) | 0.0 | $1.7M | 65k | 26.36 | |
| CSX Corporation (CSX) | 0.0 | $1.5M | 72k | 21.52 | |
| Dow Chemical Company | 0.0 | $1.4M | 9.7k | 146.88 | |
| Akamai Technologies (AKAM) | 0.0 | $1.8M | 50k | 36.70 | |
| Honeywell International (HON) | 0.0 | $1.5M | 25k | 61.07 | |
| Qualcomm (QCOM) | 0.0 | $1.4M | 21k | 68.01 | |
| Seagate Technology Com Stk | 0.0 | $1.7M | 62k | 26.95 | |
| United States Steel Corporation (X) | 0.0 | $1.4M | 47k | 29.37 | |
| ICICI Bank (IBN) | 0.0 | $951k | 27k | 34.85 | |
| Exxon Mobil Corporation (XOM) | 0.0 | $1.3M | 15k | 86.74 | |
| Bristol Myers Squibb (BMY) | 0.0 | $1.2M | 35k | 33.76 | |
| Wells Fargo & Company (WFC) | 0.0 | $1.3M | 3.2k | 419.83 | |
| Verizon Communications (VZ) | 0.0 | $1.2M | 32k | 38.22 | |
| General Mills (GIS) | 0.0 | $833k | 21k | 39.43 | |
| United Technologies Corporation | 0.0 | $1.2M | 14k | 82.97 | |
| Southern Company (SO) | 0.0 | $1.2M | 26k | 44.94 | |
| Illinois Tool Works (ITW) | 0.0 | $1.2M | 24k | 49.91 | |
| First Solar (FSLR) | 0.0 | $1.2M | 50k | 25.04 | |
| priceline.com Incorporated | 0.0 | $860k | 1.2k | 717.26 | |
| Alpha Natural Resources | 0.0 | $1.1M | 74k | 15.21 | |
| Express Scripts | 0.0 | $1.2M | 23k | 54.16 | |
| Teck Resources Ltd cl b (TECK) | 0.0 | $988k | 28k | 35.65 | |
| Berkshire Hathaway (BRK.B) | 0.0 | $743k | 9.2k | 81.18 | |
| Wal-Mart Stores (WMT) | 0.0 | $437k | 7.1k | 61.14 | |
| Eli Lilly & Co. (LLY) | 0.0 | $443k | 11k | 40.25 | |
| Genuine Parts Company (GPC) | 0.0 | $295k | 4.7k | 62.77 | |
| National-Oilwell Var | 0.0 | $484k | 6.1k | 79.42 | |
| Office Depot | 0.0 | $285k | 83k | 3.44 | |
| American Financial (AFG) | 0.0 | $332k | 8.6k | 38.63 | |
| Texas Instruments Incorporated (TXN) | 0.0 | $703k | 21k | 33.62 | |
| Agilent Technologies Inc C ommon (A) | 0.0 | $632k | 14k | 44.52 | |
| Accenture (ACN) | 0.0 | $299k | 1.3k | 227.55 | |
| Lowe's Companies (LOW) | 0.0 | $662k | 21k | 31.37 | |
| Yahoo! | 0.0 | $666k | 44k | 15.22 | |
| salesforce (CRM) | 0.0 | $539k | 657.00 | 820.40 | |
| Pharmacyclics | 0.0 | $294k | 11k | 27.76 | |
| iShares MSCI Brazil Index (EWZ) | 0.0 | $576k | 8.9k | 64.71 | |
| General Motors Company (GM) | 0.0 | $634k | 25k | 25.67 | |
| Level 3 Communications | 0.0 | $337k | 13k | 25.73 | |
| iStar Financial | 0.0 | $97k | 13k | 7.24 | |
| MasterCard Incorporated (MA) | 0.0 | $260k | 261.00 | 996.17 | |
| PNC Financial Services (PNC) | 0.0 | $265k | 849.00 | 312.13 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.0 | $261k | 1.1k | 236.84 | |
| Eastman Kodak Company | 0.0 | $5.0k | 15k | 0.34 | |
| Duke Energy Corporation | 0.0 | $250k | 12k | 21.01 | |
| Valspar Corporation | 0.0 | $262k | 5.4k | 48.34 | |
| Airgas | 0.0 | $204k | 2.3k | 88.97 | |
| Boston Scientific Corporation (BSX) | 0.0 | $201k | 34k | 5.98 | |
| Morgan Stanley (MS) | 0.0 | $225k | 1.2k | 190.19 | |
| Raytheon Company | 0.0 | $232k | 4.4k | 52.73 | |
| Anadarko Petroleum Corporation | 0.0 | $239k | 344.00 | 694.77 | |
| Berkshire Hathaway (BRK.A) | 0.0 | $244k | 2.00 | 122000.00 | |
| SandRidge Energy | 0.0 | $160k | 20k | 7.84 | |
| Arctic Cat | 0.0 | $234k | 5.5k | 42.74 | |
| Netflix (NFLX) | 0.0 | $231k | 690.00 | 334.78 | |
| Human Genome Sciences | 0.0 | $115k | 14k | 8.22 | |
| Radian (RDN) | 0.0 | $51k | 12k | 4.31 | |
| Tenne | 0.0 | $265k | 7.1k | 37.18 | |
| Cincinnati Bell | 0.0 | $92k | 23k | 4.02 | |
| Ferro Corporation | 0.0 | $77k | 13k | 5.97 | |
| Health Net | 0.0 | $208k | 5.2k | 39.80 | |
| VAALCO Energy (EGY) | 0.0 | $116k | 12k | 9.45 | |
| American Equity Investment Life Holding | 0.0 | $132k | 10k | 12.78 | |
| Advance America, Cash Advance Centers | 0.0 | $122k | 12k | 10.52 | |
| Cooper Tire & Rubber Company | 0.0 | $200k | 13k | 15.20 | |
| Education Realty Trust | 0.0 | $136k | 13k | 10.88 | |
| Hercules Offshore | 0.0 | $93k | 20k | 4.72 | |
| Sequenom | 0.0 | $46k | 11k | 4.06 | |
| Dynavax Technologies Corporation | 0.0 | $102k | 20k | 5.06 | |
| Materials SPDR (XLB) | 0.0 | $244k | 6.6k | 36.97 | |
| MF Global Holdings | 0.0 | $2.2k | 44k | 0.05 | |
| Sonus Networks | 0.0 | $76k | 26k | 2.89 | |
| Chimera Investment Corporation | 0.0 | $141k | 50k | 2.82 | |
| Power-One | 0.0 | $61k | 14k | 4.52 | |
| Primoris Services (PRIM) | 0.0 | $232k | 15k | 16.04 | |
| Jones Group | 0.0 | $260k | 21k | 12.57 | |
| Citizens Republic Bancorp In | 0.0 | $172k | 11k | 15.63 | |
| American Tower Reit (AMT) | 0.0 | $239k | 3.8k | 62.89 |
