We are live on
!
Find out more
LCM
Laurion Capital Management Portfolio holdings
AUM
$2.29B
1-Year Est. Return
75.73%
This Fund
S&P 500
This Quarter
Est. Return
+1.2%
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
$10.9B
AUM Growth
+$2.27B
(+26%)
Cap. Flow
+$1.92B
Cap. Flow
% of AUM
17.69%
Top 10 Holdings %
Top 10 Hldgs %
25.1%
Holding
1,229
New
517
Increased
145
Reduced
124
Closed
379
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Bausch Health
BHC
|
+$99.3M |
| 2 |
American International
AIG
|
+$77.8M |
| 3 |
Weyerhaeuser
WY
|
+$76M |
| 4 |
Target
TGT
|
+$47.2M |
| 5 |
TWX
Time Warner Inc
TWX
|
+$40.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
DuPont de Nemours
DD
|
+$96.1M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$77.2M |
| 3 |
YHOO
Yahoo Inc
YHOO
|
+$49.9M |
| 4 |
ESRX
Express Scripts Holding Company
ESRX
|
+$40.4M |
| 5 |
TFCFA
Twenty-First Century Fox, Inc. Class A
TFCFA
|
+$30.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 1.83% |
| 2 | Healthcare | 1.59% |
| 3 | Technology | 1.54% |
| 4 | Financials | 1.35% |
| 5 | Consumer Staples | 1.26% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
101
PUT
Union Pacific
UNP
$175B
| $23.2M | 0.21% |
+297,000
| New | +$25.5M |
|
102
CALL
Sysco
SYY
$40.1B
| $22.6M | 0.21% |
+550,000
| New | +$22.6M |
|
|
GMCR
103
CALL
DELISTED
KEURIG GREEN MTN INC
GMCR
| $22.5M | 0.21% |
+250,000
| New | +$15.5M |
|
104
CALL
Kraft Heinz
KHC
$30B
| $20.9M | 0.19% |
287,500
| – | – |
|
105
Flex
FLEX
$45B
| $20.6M | 0.19% |
+2,444,069
| New | +$20.7M |
|
106
CALL
Lowe's Companies
LOW
$125B
| $20.5M | 0.19% |
+270,000
| New | +$20M |
|
107
CSX Corp
CSX
$93.5B
| $20.2M | 0.19% |
+2,334,300
| New | +$21.2M |
|
108
Teva Pharmaceuticals
TEVA
$40.8B
| $20.1M | 0.19% |
306,641
+262,941
| +602% | +$16.2M |
|
109
PUT
VF Corp
VFC
$5.82B
| $19.8M | 0.18% |
+338,141
| New | +$21.1M |
|
110
CALL
Mastercard
MA
$493B
| $19.5M | 0.18% |
200,000
| – | – |
|
111
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.2B
| $19M | 0.18% |
+911,317
| New | +$19.2M |
|
112
CALL
Cisco
CSCO
$477B
| $19M | 0.18% |
700,000
+655,000
| +1,456% | +$18.1M |
|
|
113
PUT
Cisco
CSCO
$477B
| $19M | 0.18% |
700,000
+250,000
| +56% | +$6.9M |
|
114
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $18.9M | 0.17% |
+375,000
| New | +$18.6M |
|
115
CALL
Northrop Grumman
NOC
$81B
| $18.9M | 0.17% |
+100,000
| New | +$18.3M |
|
|
116
PUT
Northrop Grumman
NOC
$81B
| $18.9M | 0.17% |
+100,000
| New | +$18.3M |
|
117
PUT
Lumen
LUMN
$6.49B
| $18.9M | 0.17% |
+750,000
| New | +$20.1M |
|
118
CALL
Boeing
BA
$185B
| $18.8M | 0.17% |
+130,000
| New | +$18.7M |
|
|
119
PUT
Boeing
BA
$185B
| $18.8M | 0.17% |
+130,000
| New | +$18.7M |
|
|
CB
120
CALL
DELISTED
CHUBB CORPORATION
CB
| $18.7M | 0.17% |
+159,700
| New | +$20.7M |
|
121
CALL
Verizon
VZ
$195B
| $18.5M | 0.17% |
400,000
+363,800
| +1,005% | +$16.5M |
|
|
122
PUT
Verizon
VZ
$195B
| $18.5M | 0.17% |
+400,000
| New | +$18.2M |
|
123
PUT
Franklin Resources
BEN
$17.2B
| $18.4M | 0.17% |
+500,000
| New | +$19.6M |
|
124
PUT
Bank of America
BAC
$441B
| $18.1M | 0.17% |
1,075,000
+275,000
| +34% | +$4.65M |
|
125
CALL
AbbVie
ABBV
$433B
| $18M | 0.17% |
303,600
| – | – |
|
Similar funds
AFM
GCP
LCM
MAP
MA
LFM
NSAM
ABI
Laurion Capital Management's Q4 2015 Portfolio in Review
As of Q4 2015, Laurion Capital Management held 1,229 positions worth $10.9B, up 26% from $8.59B the previous quarter. Its ten largest holdings account for 25% of the portfolio.
Laurion Capital Management deployed $1.92B of net new capital in Q4 2015, opening 517 new positions and adding to 145 existing holdings. Its largest new stake was Bausch Health: 884,197 shares worth $89.9M.
By sector, the portfolio is most concentrated in Communication Services at 1.8% of assets, up from 1.6% a quarter earlier, followed by Healthcare and Technology.
On the sell side, the largest reduction was DuPont de Nemours, an estimated $96.1M trimmed.
- Laurion Capital Management's largest Q4 2015 buy was Bausch Health: 884,197 shares worth $89.9M.
- Laurion Capital Management added most to Weyerhaeuser in Q4 2015, an estimated $76M increase.
- Laurion Capital Management's biggest Q4 2015 reduction was DuPont de Nemours, cutting an estimated $96.1M.
- Laurion Capital Management fully exited iShares Russell 2000 ETF in Q4 2015, selling an estimated $77.2M.
- Laurion Capital Management's ten largest holdings make up 25% of its $10.9B portfolio in Q4 2015.
- Laurion Capital Management opened 517 new positions and closed 379 in Q4 2015.
- Laurion Capital Management's portfolio value rose 26% quarter-over-quarter to $10.9B.
Based on Laurion Capital Management's 13F filing for Q4 2015, filed 12 Feb 2016.