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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
+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 | |
|---|---|---|---|---|---|---|
126
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $17.6M | 0.16% |
500,000
| – | – |
|
127
ExxonMobil
XOM
$634B
| $17.5M | 0.16% |
+224,819
| New | +$18M |
|
|
ESRX
128
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $17.5M | 0.16% |
+200,000
| New | +$17.1M |
|
|
PARA
129
CALL
DELISTED
Paramount Global Class B
PARA
| $17.4M | 0.16% |
370,000
| – | – |
|
130
CALL
Ford
F
$55.7B
| $17.4M | 0.16% |
+1,235,000
| New | +$17.9M |
|
131
PUT
Marriott International
MAR
$92.3B
| $17.2M | 0.16% |
+256,400
| New | +$18.5M |
|
|
ODP
132
PUT
DELISTED
ODP
ODP
| $17.1M | 0.16% |
303,000
-167,000
| -36% | -$11.1M |
|
133
PUT
PVH
PVH
$4.04B
| $16.9M | 0.16% |
+230,000
| New | +$20.3M |
|
134
PUT
iShares MSCI EAFE ETF
EFA
$80.2B
| $16.7M | 0.15% |
+283,900
| New | +$17.1M |
|
135
CALL
PNC Financial Services
PNC
$101B
| $16.7M | 0.15% |
+175,000
| New | +$16.3M |
|
|
136
PUT
PNC Financial Services
PNC
$101B
| $16.7M | 0.15% |
+175,000
| New | +$16.3M |
|
137
PUT
Kohl's
KSS
$2.19B
| $16.7M | 0.15% |
+350,000
| New | +$16.2M |
|
138
PUT
Microsoft
MSFT
$3.71T
| $16.6M | 0.15% |
300,000
-167,100
| -36% | -$8.79M |
|
139
Advance Auto Parts
AAP
$3.49B
| $16.6M | 0.15% |
+110,200
| New | +$19.1M |
|
140
CALL
Honeywell
HON
$78B
| $16.6M | 0.15% |
+178,063
| New | +$16.3M |
|
|
141
PUT
Honeywell
HON
$78B
| $16.6M | 0.15% |
+178,063
| New | +$16.3M |
|
142
Pfizer
PFE
$153B
| $16.5M | 0.15% |
537,888
+142,315
| +36% | +$4.48M |
|
143
State Street SPDR S&P 500 ETF Trust
SPY
$823B
| $16.5M | 0.15% |
+80,728
| New | +$16.6M |
|
144
Signet Jewelers
SIG
$3.76B
| $16.4M | 0.15% |
+132,211
| New | +$17.9M |
|
145
PUT
Wells Fargo
WFC
$264B
| $16.3M | 0.15% |
+300,000
| New | +$16.3M |
|
146
CALL
Amgen
AMGN
$222B
| $16.2M | 0.15% |
+100,000
| New | +$15.7M |
|
|
147
PUT
Amgen
AMGN
$222B
| $16.2M | 0.15% |
+100,000
| New | +$15.7M |
|
|
APC
148
DELISTED
Anadarko Petroleum
APC
| $16.1M | 0.15% |
+331,600
| New | +$20.3M |
|
149
PUT
PepsiCo
PEP
$190B
| $16M | 0.15% |
160,200
+160,000
| +80,000% | +$16M |
|
|
150
CALL
PepsiCo
PEP
$190B
| $16M | 0.15% |
160,000
+10,000
| +7% | +$998K |
|
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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.