Laurion Capital Management

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