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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
+388.81%
AUM
$10.9B
AUM Growth
+$2.27B
Cap. Flow
+$1.92B
Cap. Flow %
17.69%
Top 10 Hldgs %
25.1%
Holding
1,229
New
517
Increased
145
Reduced
124
Closed
379

Top Buys

Rank Stock Value
1
BHC icon
Bausch Health
BHC
+$99.3M
2
AIG icon
American International
AIG
+$77.8M
3
WY icon
Weyerhaeuser
WY
+$76M
4
TGT icon
Target
TGT
+$47.2M
5
TWX
Time Warner Inc
TWX
+$40.1M

Top Sells

Rank Stock Value
1
DD icon
DuPont de Nemours
DD
+$96.1M
2
IWM icon
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
ESRX
1
CALL
DELISTED
Express Scripts Holding Company
ESRX
$504M 4.65%
5,770,000
-300,000
-5% -$25.7M
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$343M 3.16%
1,681,200
+1,173,200
+231% +$241M
AMZN icon
3
PUT
Amazon
AMZN
$2.92T
$328M 3.02%
9,700,000
+8,662,000
+834% +$273M
GOOG icon
4
PUT
Alphabet (Google) Class C
GOOG
$4.36T
$289M 2.67%
7,628,000
+1,324,000
+21% +$47.5M
GOOG icon
5
CALL
Alphabet (Google) Class C
GOOG
$4.36T
$251M 2.31%
6,612,000
-1,996,000
-23% -$71.6M
AGN
6
CALL
DELISTED
Allergan plc
AGN
$220M 2.03%
705,000
+547,500
+348% +$163M
BHC icon
7
CALL
Bausch Health
BHC
$2.58B
$218M 2.01%
+2,145,000
New +$241M
CHTR icon
8
CALL
Charter Communications
CHTR
$17.3B
$217M 2%
1,183,500
+272,500
+30% +$50.4M
JNJ icon
9
PUT
Johnson & Johnson
JNJ
$618B
$179M 1.65%
1,745,000
+1,685,000
+2,808% +$169M
AAPL icon
10
PUT
Apple
AAPL
$4.54T
$175M 1.61%
6,646,800
-1,437,200
-18% -$41.1M
AGN
11
PUT
DELISTED
Allergan plc
AGN
$173M 1.59%
552,500
+425,000
+333% +$127M
GE icon
12
CALL
GE Aerospace
GE
$374B
$157M 1.45%
1,053,744
+855,515
+432% +$122M
AAPL icon
13
CALL
Apple
AAPL
$4.54T
$155M 1.43%
5,885,600
-1,999,600
-25% -$57.1M
WBA
14
CALL
DELISTED
Walgreens Boots Alliance
WBA
$150M 1.38%
+1,756,000
New +$149M
DIS icon
15
CALL
Walt Disney
DIS
$167B
$142M 1.31%
1,350,800
+475,800
+54% +$53M
YUM icon
16
CALL
Yum! Brands
YUM
$41.8B
$133M 1.23%
+2,539,966
New +$133M
MCD icon
17
CALL
McDonald's
MCD
$192B
$115M 1.06%
975,000
+335,000
+52% +$37.5M
XOM icon
18
CALL
ExxonMobil
XOM
$644B
$108M 1%
+1,390,000
New +$111M
BHC icon
19
PUT
Bausch Health
BHC
$2.58B
$102M 0.94%
+1,000,000
New +$112M
CCEP icon
20
PUT
Coca-Cola Europacific Partners
CCEP
$48.3B
$98.5M 0.91%
2,000,000
– –
TWX
21
CALL
DELISTED
Time Warner Inc
TWX
$97M 0.89%
1,500,000
+750,000
+100% +$52.4M
DIS icon
22
PUT
Walt Disney
DIS
$167B
$96M 0.88%
913,900
-349,600
-28% -$39M
BHC icon
23
Bausch Health
BHC
$2.58B
$89.9M 0.83%
+884,197
New +$99.3M
MON
24
PUT
DELISTED
Monsanto Co
MON
$89.7M 0.83%
+910,000
New +$85.5M
BAC icon
25
CALL
Bank of America
BAC
$435B
$89.2M 0.82%
5,300,000
+100,000
+2% +$1.69M
1
2 3 4 5

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ST
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GCP
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LCM
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MAP
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MA
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LFM
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NSAM
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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.