Laurion Capital Management

Laurion Capital Master Fund as of Dec. 31, 2012

Portfolio Holdings for Laurion Capital Master Fund

Laurion Capital Master Fund holds 52 positions in its portfolio as reported in the December 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
SPDR Gold Trust (GLD) 50.3 $195M 1.2M 162.01
Exxon Mobil Corporation (XOM) 10.9 $42M 488k 86.55
iShares MSCI Emerging Markets Indx (EEM) 5.5 $22M 485k 44.35
Schlumberger (SLB) 4.1 $16M 56k 283.39
Citigroup (C) 3.1 $12M 370k 32.98
ConocoPhillips (COP) 2.9 $11M 192k 57.99
Wells Fargo & Company (WFC) 2.1 $8.4M 244k 34.18
Lululemon Athletica (LULU) 2.0 $7.8M 20k 386.78
Freeport-McMoRan Copper & Gold (FCX) 1.8 $7.0M 204k 34.20
Goldman Sachs (GS) 1.6 $6.1M 7.8k 784.47
Apple (AAPL) 1.2 $4.8M 5.9k 820.81
Anadarko Petroleum Corporation 1.2 $4.8M 64k 74.30
Caterpillar (CAT) 0.9 $3.4M 14k 247.38
iShares MSCI South Korea Index Fund (EWY) 0.8 $3.3M 52k 63.35
General Electric Company 0.8 $3.2M 153k 20.99
Deutsche Bank Ag-registered (DB) 0.8 $3.2M 73k 44.29
Chevron Corporation (CVX) 0.6 $2.3M 5.2k 440.26
WellPoint 0.6 $2.2M 36k 60.92
Devon Energy Corporation (DVN) 0.5 $2.0M 39k 52.04
National-Oilwell Var 0.5 $2.0M 30k 68.33
EOG Resources (EOG) 0.5 $2.0M 17k 120.79
Dow Chemical Company 0.5 $1.7M 54k 32.32
Clearwire Corporation 0.5 $1.7M 600k 2.89
Baker Hughes Incorporated 0.4 $1.5M 38k 40.83
Cme (CME) 0.4 $1.5M 30k 50.73
Nike (NKE) 0.3 $1.4M 26k 51.58
Goldcorp 0.3 $1.4M 37k 36.71
HSBC Holdings (HSBC) 0.3 $1.3M 3.1k 412.54
Agilent Technologies Inc C ommon (A) 0.3 $1.2M 29k 40.93
Occidental Petroleum Corporation (OXY) 0.3 $1.1M 14k 76.63
Nucor Corporation (NUE) 0.3 $1.0M 24k 43.19
Medtronic 0.3 $1.1M 26k 41.01
3M Company (MMM) 0.3 $1.0M 1.8k 574.75
Arbitron 0.2 $980k 21k 46.67
Chipotle Mexican Grill (CMG) 0.2 $968k 396.00 2444.44
AFLAC Incorporated (AFL) 0.2 $907k 2.6k 350.19
JPMorgan Chase & Co. (JPM) 0.2 $849k 4.5k 187.00
Halliburton Company (HAL) 0.2 $836k 7.4k 113.73
Potash Corp. Of Saskatchewan I 0.2 $827k 20k 40.67
Celgene Corporation 0.2 $795k 1.1k 744.38
E.I. du Pont de Nemours & Company 0.2 $789k 3.3k 237.08
Akamai Technologies (AKAM) 0.2 $702k 3.0k 234.00
Deere & Company (DE) 0.2 $615k 2.4k 253.50
Spdr S&p 500 Etf (SPY) 0.1 $549k 1.2k 474.09
Visa (V) 0.1 $461k 614.00 750.81
Whole Foods Market 0.1 $425k 708.00 600.28
BP (BP) 0.1 $398k 9.5k 41.68
Morgan Stanley (MS) 0.1 $304k 16k 19.15
Pfizer (PFE) 0.1 $264k 1.0k 264.00
Hess (HES) 0.1 $272k 1.5k 185.03
Starwood Hotels & Resorts Worldwide 0.1 $275k 4.8k 57.45
United Technologies Corporation 0.1 $225k 796.00 282.66