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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
+388.81%
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
ESRX
1
CALL
DELISTED
Express Scripts Holding Company
ESRX
$491M 5.72%
6,070,000
+2,070,000
+52% +$180M
GOOG icon
2
CALL
Alphabet (Google) Class C
GOOG
$4.36T
$264M 3.08%
8,608,000
-434,000
-5% -$13.3M
SPY icon
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$244M 2.84%
+1,271,500
New +$258M
HYG icon
4
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$228M 2.66%
2,741,700
+541,700
+25% +$46.9M
AAPL icon
5
PUT
Apple
AAPL
$4.54T
$223M 2.6%
8,084,000
-2,560,800
-24% -$75.1M
AAPL icon
6
CALL
Apple
AAPL
$4.54T
$217M 2.53%
7,885,200
-4,239,600
-35% -$124M
GOOG icon
7
PUT
Alphabet (Google) Class C
GOOG
$4.36T
$194M 2.26%
6,304,000
+5,254,000
+500% +$161M
JPM icon
8
CALL
JPMorgan Chase
JPM
$935B
$194M 2.25%
3,175,000
+2,000,000
+170% +$131M
AMZN icon
9
CALL
Amazon
AMZN
$2.92T
$175M 2.04%
6,838,000
+5,338,000
+356% +$135M
CHTR icon
10
CALL
Charter Communications
CHTR
$17.3B
$160M 1.87%
+911,000
New +$166M
ADBE icon
11
CALL
Adobe
ADBE
$99.5B
$144M 1.68%
1,750,000
+1,450,000
+483% +$118M
DIS icon
12
PUT
Walt Disney
DIS
$167B
$129M 1.5%
1,263,500
+673,800
+114% +$73.4M
PFE icon
13
CALL
Pfizer
PFE
$143B
$129M 1.5%
4,331,940
+1,538,840
+55% +$49.3M
DD
14
CALL
DELISTED
Du Pont De Nemours E I
DD
$123M 1.43%
+2,550,000
New +$136M
MSFT icon
15
CALL
Microsoft
MSFT
$3.45T
$122M 1.43%
2,765,500
+236,000
+9% +$10.6M
CCEP icon
16
CALL
Coca-Cola Europacific Partners
CCEP
$48.3B
$109M 1.27%
+2,250,000
New +$109M
SPY icon
17
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$97.3M 1.13%
+508,000
New +$103M
CCEP icon
18
PUT
Coca-Cola Europacific Partners
CCEP
$48.3B
$96.7M 1.13%
2,000,000
– –
DD icon
19
PUT
DuPont de Nemours
DD
$18.5B
$96M 1.12%
893,892
+728,042
+439% +$84.4M
MET icon
20
CALL
MetLife
MET
$61.9B
$94.3M 1.1%
2,244,000
– –
DIS icon
21
CALL
Walt Disney
DIS
$167B
$89.4M 1.04%
875,000
-1,596,400
-65% -$174M
DD icon
22
DuPont de Nemours
DD
$18.5B
$84.7M 0.99%
788,575
+740,400
+1,537% +$85.8M
MJN
23
CALL
DELISTED
Mead Johnson Nutrition Company
MJN
$82.4M 0.96%
1,170,000
+170,000
+17% +$14M
BAC icon
24
CALL
Bank of America
BAC
$435B
$81M 0.94%
5,200,000
+800,000
+18% +$13.5M
MA icon
25
PUT
Mastercard
MA
$502B
$77.4M 0.9%
859,000
+200,000
+30% +$18.8M
1
2 3 4 5

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LCM
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LFM
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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.