Laurion Capital Master Fund as of Sept. 30, 2012
Portfolio Holdings for Laurion Capital Master Fund
Laurion Capital Master Fund holds 56 positions in its portfolio as reported in the September 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| SPDR Gold Trust (GLD) | 81.5 | $734M | 4.3M | 172.02 | |
| Caterpillar (CAT) | 7.2 | $65M | 755k | 86.04 | |
| iShares MSCI EAFE Index Fund (EFA) | 2.2 | $20M | 380k | 53.00 | |
| Texas Instruments Incorporated (TXN) | 1.8 | $16M | 592k | 27.55 | |
| Baidu (BIDU) | 0.7 | $6.1M | 52k | 116.81 | |
| Market Vectors Gold Miners ETF | 0.5 | $4.8M | 700k | 6.80 | |
| Verizon Communications (VZ) | 0.4 | $3.9M | 85k | 45.57 | |
| Prudential Financial (PRU) | 0.4 | $3.7M | 68k | 54.51 | |
| Schlumberger (SLB) | 0.4 | $3.3M | 46k | 72.33 | |
| Archer Daniels Midland Company (ADM) | 0.3 | $2.7M | 100k | 27.18 | |
| Cisco Systems (CSCO) | 0.3 | $2.6M | 137k | 19.09 | |
| Eli Lilly & Co. (LLY) | 0.3 | $2.4M | 50k | 47.41 | |
| Citigroup (C) | 0.2 | $2.2M | 426k | 5.15 | |
| Teva Pharmaceutical Industries (TEVA) | 0.2 | $1.9M | 46k | 41.40 | |
| Transocean (RIG) | 0.2 | $1.9M | 43k | 44.89 | |
| CVS Caremark Corporation (CVS) | 0.2 | $1.9M | 39k | 48.41 | |
| Cme (CME) | 0.2 | $1.7M | 30k | 57.29 | |
| UnitedHealth (UNH) | 0.2 | $1.7M | 31k | 55.42 | |
| Occidental Petroleum Corporation (OXY) | 0.2 | $1.6M | 507k | 3.25 | |
| Baker Hughes Incorporated | 0.2 | $1.5M | 34k | 45.23 | |
| Goldman Sachs (GS) | 0.1 | $1.2M | 264k | 4.60 | |
| Intel Corporation (INTC) | 0.1 | $1.3M | 548k | 2.37 | |
| Noble Corporation Com Stk | 0.1 | $1.3M | 36k | 35.79 | |
| Bed Bath & Beyond | 0.1 | $1.2M | 18k | 62.99 | |
| Whirlpool Corporation (WHR) | 0.1 | $1.2M | 108k | 10.68 | |
| Bank of America Corporation (BAC) | 0.1 | $970k | 437k | 2.22 | |
| Western Digital (WDC) | 0.1 | $927k | 24k | 38.72 | |
| Motorola Solutions (MSI) | 0.1 | $897k | 18k | 50.54 | |
| Capital One Financial (COF) | 0.1 | $774k | 14k | 57.00 | |
| United Technologies Corporation | 0.1 | $830k | 11k | 78.31 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.1 | $767k | 214k | 3.59 | |
| priceline.com Incorporated | 0.1 | $818k | 38k | 21.81 | |
| BP (BP) | 0.1 | $758k | 18k | 42.34 | |
| Joy Global | 0.1 | $753k | 247k | 3.05 | |
| EOG Resources (EOG) | 0.1 | $748k | 175k | 4.28 | |
| PNC Financial Services (PNC) | 0.1 | $448k | 7.1k | 63.09 | |
| Aetna | 0.1 | $477k | 12k | 39.57 | |
| Hess (HES) | 0.1 | $470k | 113k | 4.18 | |
| Marathon Oil Corporation (MRO) | 0.1 | $463k | 351k | 1.32 | |
| salesforce (CRM) | 0.1 | $466k | 114k | 4.08 | |
| Devon Energy Corporation (DVN) | 0.0 | $345k | 5.7k | 60.54 | |
| Home Depot (HD) | 0.0 | $324k | 106k | 3.05 | |
| Adobe Systems Incorporated (ADBE) | 0.0 | $352k | 11k | 32.45 | |
| International Paper Company (IP) | 0.0 | $353k | 135k | 2.61 | |
| EMC Corporation | 0.0 | $318k | 205k | 1.55 | |
| Broadcom Corporation | 0.0 | $386k | 11k | 34.56 | |
| ArcelorMittal | 0.0 | $342k | 24k | 14.42 | |
| Time Warner | 0.0 | $226k | 65k | 3.46 | |
| AFLAC Incorporated (AFL) | 0.0 | $300k | 132k | 2.27 | |
| Oracle Corporation (ORCL) | 0.0 | $249k | 199k | 1.25 | |
| Starwood Hotels & Resorts Worldwide | 0.0 | $287k | 81k | 3.53 | |
| F5 Networks (FFIV) | 0.0 | $256k | 24k | 10.80 | |
| CIGNA Corporation | 0.0 | $200k | 4.2k | 47.09 | |
| Merck & Co (MRK) | 0.0 | $215k | 97k | 2.21 | |
| MF Global Holdings | 0.0 | $870.820000 | 44k | 0.02 | |
| Sanofi Aventis Wi Conval Rt | 0.0 | $28k | 17k | 1.70 |
