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LCM
Laurion Capital Management Portfolio holdings
AUM
$3.9B
1-Year Est. Return
75.03%
This Fund
S&P 500
This Quarter
Est. Return
+0.37%
1 Year Est. Return
+75.03%
3 Year Est. Return
+179.36%
5 Year Est. Return
+155.85%
10 Year Est. Return
+431.07%
AUM
$4.69B
AUM Growth
-$60.4M
(-1.3%)
Cap. Flow
+$289M
Cap. Flow
% of AUM
6.16%
Top 10 Holdings %
Top 10 Hldgs %
37%
Holding
454
New
178
Increased
33
Reduced
43
Closed
172
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$179M |
| 2 |
Visa
V
|
+$52.5M |
| 3 |
MON
Monsanto Co
MON
|
+$49.2M |
| 4 |
AGN
Allergan plc
AGN
|
+$40.1M |
| 5 |
PARA
Paramount Global Class B
PARA
|
+$37.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Weyerhaeuser
WY
|
+$122M |
| 2 |
Dollar General
DG
|
+$38.1M |
| 3 |
MRO
Marathon Oil Corporation
MRO
|
+$21.6M |
| 4 |
Carter's
CRI
|
+$21.4M |
| 5 |
GMCR
KEURIG GREEN MTN INC
GMCR
|
+$16.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 82.01% |
| 2 | Technology | 4.72% |
| 3 | Financials | 2.06% |
| 4 | Healthcare | 1.87% |
| 5 | Industrials | 1.69% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
VXX
1
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $320M | 6.82% |
325,594
+13,094
| +4% | +$6.06M |
|
|
2
PUT
Apple
AAPL
$4.82T
| $297M | 6.34% |
11,788,800
+3,098,000
| +36% | +$76M |
|
3
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$799B
| $213M | 4.55% |
+1,083,400
| New | +$214M |
|
|
4
Apple
AAPL
$4.82T
| $183M | 3.92% |
+7,284,340
| New | +$179M |
|
|
MON
5
PUT
DELISTED
Monsanto Co
MON
| $169M | 3.6% |
1,500,000
+1,350,000
| +900% | +$158M |
|
6
PUT
3M
MMM
$84.7B
| $131M | 2.79% |
1,101,994
+83,720
| +8% | +$10.1M |
|
|
MON
7
CALL
DELISTED
Monsanto Co
MON
| $113M | 2.4% |
1,000,000
+850,000
| +567% | +$99.4M |
|
|
8
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$799B
| $104M | 2.22% |
+528,800
| New | +$105M |
|
9
CALL
Darden Restaurants
DRI
$23.9B
| $103M | 2.2% |
+2,237,387
| New | +$94.5M |
|
10
PUT
Johnson & Johnson
JNJ
$638B
| $101M | 2.16% |
951,500
-22,200
| -2% | -$2.3M |
|
11
CALL
iShares S&P 100 ETF
OEF
$20.1B
| $98.6M | 2.1% |
+2,575,000
| New | +$227M |
|
12
CALL
LyondellBasell Industries
LYB
$21B
| $76.1M | 1.62% |
700,000
| – | – |
|
13
CALL
Amazon
AMZN
$2.68T
| $67.4M | 1.44% |
4,178,000
| – | – |
|
14
PUT
ExxonMobil
XOM
$696B
| $63.8M | 1.36% |
678,600
+300,000
| +79% | +$29.9M |
|
|
15
CALL
3M
MMM
$84.7B
| $62.7M | 1.34% |
529,469
+74,989
| +16% | +$9.01M |
|
|
16
Visa
V
$700B
| $52.1M | 1.11% |
+976,400
| New | +$52.5M |
|
|
17
CALL
ExxonMobil
XOM
$696B
| $51.7M | 1.1% |
550,000
+300,000
| +120% | +$29.9M |
|
18
CALL
Union Pacific
UNP
$169B
| $49.3M | 1.05% |
455,000
+295,000
| +184% | +$30.5M |
|
|
19
PUT
Union Pacific
UNP
$169B
| $49.3M | 1.05% |
455,000
+295,000
| +184% | +$30.5M |
|
20
CALL
Williams Companies
WMB
$87.3B
| $48.4M | 1.03% |
875,000
+200,000
| +30% | +$11.5M |
|
|
MON
21
DELISTED
Monsanto Co
MON
| $47.4M | 1.01% |
+421,210
| New | +$49.2M |
|
22
PUT
Citigroup
C
$227B
| $46.6M | 1% |
900,000
+600,000
| +200% | +$30.2M |
|
23
PUT
Caterpillar
CAT
$360B
| $44.8M | 0.96% |
452,700
-150,000
| -25% | -$15.9M |
|
|
AGN
24
DELISTED
Allergan plc
AGN
| $43.2M | 0.92% |
+179,100
| New | +$40.1M |
|
25
PUT
PepsiCo
PEP
$185B
| $42.6M | 0.91% |
457,400
+48,200
| +12% | +$4.4M |
|
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Laurion Capital Management's Q3 2014 Portfolio in Review
As of Q3 2014, Laurion Capital Management held 454 positions worth $4.69B, down 1.3% from $4.75B the previous quarter. Its ten largest holdings account for 37% of the portfolio.
Laurion Capital Management deployed $289M of net new capital in Q3 2014, opening 178 new positions and adding to 33 existing holdings. Its largest new stake was Apple: 7,284,340 shares worth $183M.
By sector, the portfolio is most concentrated in Miscellaneous at 82% of assets, down from 88% a quarter earlier, followed by Technology and Financials.
On the sell side, the largest reduction was Weyerhaeuser, an estimated $122M trimmed.
- Laurion Capital Management's largest Q3 2014 buy was Apple: 7,284,340 shares worth $183M.
- Laurion Capital Management added most to Paramount Global Class B in Q3 2014, an estimated $37.2M increase.
- Laurion Capital Management's biggest Q3 2014 reduction was Weyerhaeuser, cutting an estimated $122M.
- Laurion Capital Management fully exited Marathon Oil Corporation in Q3 2014, selling an estimated $21.6M.
- Laurion Capital Management's ten largest holdings make up 37% of its $4.69B portfolio in Q3 2014.
- Laurion Capital Management opened 178 new positions and closed 172 in Q3 2014.
- Laurion Capital Management's portfolio value fell 1.3% quarter-over-quarter to $4.69B.
Based on Laurion Capital Management's 13F filing for Q3 2014, filed 13 Nov 2014.