On Saturday, Buffett boarded a private jet bound for Daegu, South Korea. "I'm going to be the Osama bin Laden of capitalism. I'm on my way to an unknown destination in Asia where I'm going to look for a cave," he joked. "If the U.S. Armed forces can't find Osama bin Laden in 10 years, let Goldman Sachs try to find me."

Buffett is headed to South Korea and then India as part of a long-planned business trip.

Buffett's Berkshire Hathaway owns $5 billion in preferred shares of Goldman as part of the investment he made in the bankduring the financial crisis back in 2008.

The investment from the Oracle of Omaha helped shore up market sentiment in Goldman shares at the time, but came at a steep price for the bank. Goldman has been paying a 10 percent dividend on the shares, or roughly $500 million a year.

On Friday, Goldman and other banks that passed stress tests received approval from regulators to buy back shares and raise dividend payments to investors, and Goldman jumped at the chance.

That same day, Buffett received a phone call from Goldman Chairman and CEO Lloyd Blankfein. "We'd been kidding about this for some time and Lloyd said 'The time has come,'" Buffett said. "I said this isn't Warren Buffett you're talking to, this is some other guy. You'll have to talk to him and he's not here."

His remarks may have been tongue in cheek, but Buffett has been very public in his desire to keep the Goldman preferred shares as long as possible. Little wonder — just in the dividend alone, the investment has paid him close to about $1.4 million a day.

And Buffett's done the math. Talk to him for 10 minutes, and he's likely to point out that he's made about $9,000 from Goldman in the time since the conversation began. "That preferred has been paying us $15 a second," he says. "Tick ... Tick ... Tick."

Buffett made another big bet during the height of the financial crisis, plunking down $3 billion for preferred shares in General Electric. Those shares cannot be redeemed by the industrial conglomerate until this fall, but Buffett says he expects to hear from GE soon after that.

GE is a minority shareholder in NBC Universal, CNBC's parent company.