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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
Cap. Flow
-$1.32B
Cap. Flow %
-15.4%
Top 10 Hldgs %
27.84%
Holding
1,062
New
470
Increased
99
Reduced
99
Closed
350

Top Buys

Rank Stock Value
1
DD icon
DuPont de Nemours
DD
+$85.8M
2
IWM icon
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
BUD icon
AB InBev
BUD
+$27.6M

Top Sells

Rank Stock Value
1
QCOM icon
Qualcomm
QCOM
+$131M
2
YUM icon
Yum! Brands
YUM
+$85.8M
3
CCEP icon
Coca-Cola Europacific Partners
CCEP
+$73.8M
4
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$73.1M
5
WY icon
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
IWM icon
26
iShares Russell 2000 ETF
IWM
$81.5B
$73.1M 0.85%
669,000
+553,000
+477% +$65.6M
JPM icon
27
PUT
JPMorgan Chase
JPM
$954B
$70.1M 0.82%
1,150,000
+425,000
+59% +$27.8M
APC
28
CALL
DELISTED
Anadarko Petroleum
APC
$69.1M 0.81%
1,145,000
+60,000
+6% +$4.26M
MRK icon
29
CALL
Merck
MRK
$323B
$68.2M 0.79%
1,446,240
+1,341,440
+1,280% +$71.3M
ULTA icon
30
CALL
Ulta Beauty
ULTA
$23.6B
$65.3M 0.76%
+400,000
New +$65.8M
TFCFA
31
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$65M 0.76%
2,410,400
+2,119,601
+729% +$63.4M
QCOM icon
32
PUT
Qualcomm
QCOM
$172B
$64.7M 0.75%
1,204,000
+1,104,000
+1,104% +$65.6M
MCD icon
33
CALL
McDonald's
MCD
$194B
$63.1M 0.73%
640,000
+450,000
+237% +$43.8M
INTC icon
34
CALL
Intel
INTC
$500B
$60.3M 0.7%
2,000,000
+700,000
+54% +$20.2M
INTC icon
35
PUT
Intel
INTC
$500B
$60.3M 0.7%
2,000,000
+494,600
+33% +$14.3M
DVN icon
36
CALL
Devon Energy
DVN
$49.9B
$59.2M 0.69%
1,595,000
+95,000
+6% +$4.36M
HD icon
37
PUT
Home Depot
HD
$349B
$57.7M 0.67%
500,000
+150,000
+43% +$17.4M
YHOO
38
DELISTED
Yahoo Inc
YHOO
$53.6M 0.62%
1,855,565
+548,817
+42% +$19M
CHTR icon
39
PUT
Charter Communications
CHTR
$18.3B
$52.9M 0.62%
+301,000
New +$54.9M
ILMN icon
40
PUT
Illumina
ILMN
$29B
$52.7M 0.61%
+308,400
New +$62.3M
VFC icon
41
CALL
VF Corp
VFC
$5.82B
$52.3M 0.61%
814,554
– –
SLB icon
42
PUT
SLB Ltd
SLB
$78.7B
$51.7M 0.6%
+750,000
New +$59.4M
TWX
43
CALL
DELISTED
Time Warner Inc
TWX
$51.6M 0.6%
+750,000
New +$58.9M
SPLS
44
CALL
DELISTED
Staples Inc
SPLS
$51.4M 0.6%
+4,386,000
New +$61.8M
CVX icon
45
CALL
Chevron
CVX
$381B
$51.4M 0.6%
+651,500
New +$54.8M
AIG icon
46
CALL
American International
AIG
$40.6B
$50.8M 0.59%
893,800
+547,800
+158% +$33.5M
TGT icon
47
CALL
Target
TGT
$69.3B
$50.3M 0.59%
+639,100
New +$51M
PRGO icon
48
CALL
Perrigo
PRGO
$1.75B
$48.8M 0.57%
310,000
+265,000
+589% +$48.6M
AGN
49
CALL
DELISTED
Allergan plc
AGN
$42.8M 0.5%
+157,500
New +$48.4M
M icon
50
PUT
Macy's
M
$6.59B
$42.6M 0.5%
830,000
– –
1
2
3 4 5

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NSAM
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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.