Laurion Capital Management

Laurion Capital Master Fund as of March 31, 2013

Portfolio Holdings for Laurion Capital Master Fund

Laurion Capital Master Fund holds 43 positions in its portfolio as reported in the March 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares FTSE/Xinhua China 25 Index (FXI) 13.9 $9.5M 258k 36.90
SPDR Gold Trust (GLD) 13.8 $9.5M 61k 154.45
JPMorgan Chase & Co. (JPM) 7.4 $5.1M 107k 47.46
Cisco Systems (CSCO) 6.1 $4.2M 201k 20.91
Oracle Corporation (ORCL) 5.9 $4.1M 125k 32.34
Caterpillar (CAT) 5.3 $3.6M 42k 86.97
Morgan Stanley (MS) 4.4 $3.0M 139k 21.98
eBay (EBAY) 3.6 $2.4M 45k 54.22
iShares MSCI Brazil Index (EWZ) 3.1 $2.1M 39k 54.47
Clearwire Corporation 2.8 $1.9M 600k 3.24
Cme (CME) 2.7 $1.8M 30k 61.39
Exxon Mobil Corporation (XOM) 2.6 $1.8M 20k 90.09
Dow Chemical Company 2.6 $1.8M 56k 31.83
Procter & Gamble Company (PG) 2.5 $1.7M 23k 77.05
Chevron Corporation (CVX) 2.4 $1.6M 1.8k 927.78
Goldman Sachs (GS) 2.1 $1.5M 3.3k 439.77
Citigroup (C) 1.9 $1.3M 4.7k 271.06
Union Pacific Corporation (UNP) 1.7 $1.2M 1.7k 695.00
Arbitron 1.4 $984k 21k 46.86
EOG Resources (EOG) 1.3 $879k 1.4k 614.26
Williams Companies (WMB) 1.1 $751k 1.3k 572.41
Prudential Financial (PRU) 1.0 $685k 1.8k 372.28
At&t (T) 0.8 $546k 7.0k 78.44
Baker Hughes Incorporated 0.7 $482k 10k 46.45
American International (AIG) 0.7 $474k 3.1k 153.85
Johnson & Johnson (JNJ) 0.7 $448k 1.1k 412.14
Home Depot (HD) 0.6 $424k 6.1k 69.82
Spdr S&p 500 Etf (SPY) 0.6 $419k 6.3k 67.01
ConocoPhillips (COP) 0.6 $397k 1.4k 276.66
Hess (HES) 0.6 $376k 555.00 677.48
MetLife (MET) 0.5 $368k 898.00 409.80
Berkshire Hathaway (BRK.B) 0.5 $358k 804.00 445.27
Celgene Corporation 0.5 $352k 316.00 1113.92
PNC Financial Services (PNC) 0.5 $337k 517.00 651.84
Schlumberger (SLB) 0.5 $313k 2.0k 156.50
Hewlett-Packard Company 0.4 $290k 752.00 385.64
J.M. Smucker Company (SJM) 0.4 $287k 2.9k 99.24
Texas Instruments Incorporated (TXN) 0.4 $276k 1.4k 193.68
Broadcom Corporation 0.4 $246k 1.3k 187.79
Abbott Laboratories (ABT) 0.3 $223k 3.4k 66.49
Nucor Corporation (NUE) 0.3 $218k 860.00 253.49
General Electric Company 0.3 $211k 4.6k 45.47
Energy Select Sector SPDR (XLE) 0.3 $205k 2.6k 79.43