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LCM
Laurion Capital Management Portfolio holdings
AUM
$2.29B
1-Year Est. Return
75.73%
This Fund
S&P 500
This Quarter
Est. Return
-13.35%
1 Year Est. Return
+75.73%
3 Year Est. Return
+162.63%
5 Year Est. Return
+130.38%
10 Year Est. Return
+388.8%
AUM
$8.59B
AUM Growth
-$2.27B
(-21%)
Cap. Flow
-$1.32B
Cap. Flow
% of AUM
-15.4%
Top 10 Holdings %
Top 10 Hldgs %
27.84%
Holding
1,062
New
470
Increased
99
Reduced
99
Closed
350
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
DuPont de Nemours
DD
|
+$85.8M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$65.6M |
| 3 |
TFCFA
Twenty-First Century Fox, Inc. Class A
TFCFA
|
+$63.4M |
| 4 |
ESRX
Express Scripts Holding Company
ESRX
|
+$41.1M |
| 5 |
AB InBev
BUD
|
+$27.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Qualcomm
QCOM
|
+$131M |
| 2 |
Yum! Brands
YUM
|
+$85.8M |
| 3 |
Coca-Cola Europacific Partners
CCEP
|
+$73.8M |
| 4 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$73.1M |
| 5 |
Weyerhaeuser
WY
|
+$66.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 1.65% |
| 2 | Communication Services | 1.62% |
| 3 | Energy | 1.42% |
| 4 | Technology | 1.38% |
| 5 | Materials | 1.35% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
CPN
401
DELISTED
Calpine Corporation
CPN
| $780K | 0.01% |
+53,450
| New | +$878K |
|
|
ACHN
402
DELISTED
Achillion Pharmaceuticals
ACHN
| $774K | 0.01% |
112,032
-488,250
| -81% | -$3.98M |
|
|
ATVI
403
PUT
DELISTED
Activision Blizzard
ATVI
| $772K | 0.01% |
+25,000
| New | +$697K |
|
|
BGH
404
Barings Global Short Duration High Yield Fund
BGH
$287M
| $764K | 0.01% |
+44,054
| New | +$822K |
|
405
Caesarstone
CSTE
$79.5M
| $760K | 0.01% |
+25,000
| New | +$1.31M |
|
|
IVH
406
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
| $759K | 0.01% |
+58,500
| New | +$825K |
|
407
PUT
Canadian Solar
CSIQ
$1.08B
| $728K | 0.01% |
43,800
+31,300
| +250% | +$696K |
|
408
Boston Scientific
BSX
$71.5B
| $717K | 0.01% |
+43,700
| New | +$747K |
|
|
ADXS
409
PUT
DELISTED
Advaxis Inc
ADXS
| $716K | 0.01% |
+4,667
| New | +$1.13M |
|
|
MQT
410
DELISTED
BlackRock MuniYield Quality Fund II
MQT
| $714K | 0.01% |
+56,018
| New | +$710K |
|
|
NXTM
411
DELISTED
NxStage Medical Inc.
NXTM
| $713K | 0.01% |
45,200
-46,719
| -51% | -$749K |
|
412
Freeport-McMoran
FCX
$97.5B
| $707K | 0.01% |
73,000
-1,946,227
| -96% | -$23.3M |
|
|
WLB
413
DELISTED
Westmoreland Coal Company
WLB
| $705K | 0.01% |
+50,000
| New | +$736K |
|
414
Moody's
MCO
$82.7B
| $687K | 0.01% |
+7,000
| New | +$745K |
|
415
Walmart Inc
WMT
$890B
| $687K | 0.01% |
31,800
-121,800
| -79% | -$2.79M |
|
416
CALL
Trinity Industries
TRN
$2.38B
| $680K | 0.01% |
+41,670
| New | +$791K |
|
417
BlackRock MuniYield Michigan Quality Fund
MIY
$353M
| $665K | 0.01% |
+50,433
| New | +$668K |
|
|
TLN
418
DELISTED
Talen Energy Corporation
TLN
| $639K | 0.01% |
63,300
-436,506
| -87% | -$6.4M |
|
419
XPO
XPO
$23.7B
| $636K | 0.01% |
+77,200
| New | +$1.01M |
|
|
420
PUT
Freeport-McMoran
FCX
$97.5B
| $630K | 0.01% |
65,000
-1,935,000
| -97% | -$23.2M |
|
421
H&R Block
HRB
$5.86B
| $630K | 0.01% |
+17,400
| New | +$589K |
|
422
Autoliv
ALV
$9B
| $621K | 0.01% |
+7,912
| New | +$598K |
|
|
LNW
423
DELISTED
Light & Wonder
LNW
| $603K | 0.01% |
57,700
+33,600
| +139% | +$440K |
|
|
AKS
424
PUT
DELISTED
AK Steel Holding Corp
AKS
| $603K | 0.01% |
+250,000
| New | +$728K |
|
425
Sherwin-Williams
SHW
$89.8B
| $602K | 0.01% |
+8,100
| New | +$710K |
|
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Laurion Capital Management's Q3 2015 Portfolio in Review
As of Q3 2015, Laurion Capital Management held 1,062 positions worth $8.59B, down 21% from $10.9B the previous quarter. Its ten largest holdings account for 28% of the portfolio.
Laurion Capital Management withdrew a net $1.32B in Q3 2015, closing 350 positions and reducing 99 holdings. Its most notable exit was Qualcomm, an estimated $131M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 1.6% of assets, down from 2.5% a quarter earlier, followed by Communication Services and Energy.
Against the trend, Laurion Capital Management opened a new position in Express Scripts Holding Company worth $38.2M.
- Laurion Capital Management's largest Q3 2015 buy was Express Scripts Holding Company: 471,599 shares worth $38.2M.
- Laurion Capital Management added most to DuPont de Nemours in Q3 2015, an estimated $85.8M increase.
- Laurion Capital Management's biggest Q3 2015 reduction was Yum! Brands, cutting an estimated $85.8M.
- Laurion Capital Management fully exited Qualcomm in Q3 2015, selling an estimated $131M.
- Laurion Capital Management's ten largest holdings make up 28% of its $8.59B portfolio in Q3 2015.
- Laurion Capital Management opened 470 new positions and closed 350 in Q3 2015.
- Laurion Capital Management's portfolio value fell 21% quarter-over-quarter to $8.59B.
Based on Laurion Capital Management's 13F filing for Q3 2015, filed 13 Nov 2015.