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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
+6.39%
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
$10.7B
AUM Growth
+$4.28B
Cap. Flow
+$3.85B
Cap. Flow %
36.12%
Top 10 Hldgs %
29.38%
Holding
1,276
New
485
Increased
176
Reduced
171
Closed
397

Top Buys

Rank Stock Value
1
PG icon
Procter & Gamble
PG
+$885M
2
COTY icon
Coty
COTY
+$177M
3
TSE
Trinseo
TSE
+$86.6M
4
GXP
Great Plains Energy Incorporated
GXP
+$79M
5
AXTA icon
Axalta
AXTA
+$71.2M

Top Sells

Rank Stock Value
1
MCD icon
McDonald's
MCD
+$64.9M
2
MSFT icon
Microsoft
MSFT
+$51.2M
3
ABBV icon
AbbVie
ABBV
+$49.5M
4
GS icon
Goldman Sachs
GS
+$36.4M
5
C icon
Citigroup
C
+$32M

Sector Composition

Rank Sector Weight
1 Consumer Staples 11.48%
2 Healthcare 3.02%
3 Materials 2.52%
4 Technology 1.96%
5 Consumer Discretionary 1.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TXN icon
76
CALL
Texas Instruments
TXN
$259B
$31.3M 0.29%
445,500
+324,200
+267% +$22.1M
AIG icon
77
PUT
American International
AIG
$41.6B
$30.9M 0.29%
521,400
+130,200
+33% +$7.44M
SCHW
78
PUT
Charles Schwab
SCHW
$186B
$30.9M 0.29%
977,200
-22,800
-2% -$669K
NAT icon
79
Nordic American Tanker
NAT
$1.36B
$30.3M 0.28%
+3,024,000
New +$35.1M
YUM icon
80
Yum! Brands
YUM
$41.1B
$29.5M 0.28%
451,936
+180,961
+67% +$11.6M
TGT icon
81
Target
TGT
$66.5B
$29.2M 0.27%
+424,940
New +$30.5M
DE icon
82
PUT
Deere & Co
DE
$167B
$29M 0.27%
339,800
+111,600
+49% +$9.13M
GLW icon
83
PUT
Corning
GLW
$144B
$29M 0.27%
1,225,000
– –
BAC icon
84
PUT
Bank of America
BAC
$438B
$28.9M 0.27%
1,846,500
-1,090,700
-37% -$16.2M
YUM icon
85
PUT
Yum! Brands
YUM
$41.1B
$28.8M 0.27%
+440,808
New +$28.1M
TSN icon
86
PUT
Tyson Foods
TSN
$20.5B
$28M 0.26%
+375,000
New +$27.5M
IBM icon
87
PUT
IBM
IBM
$221B
$27.6M 0.26%
181,481
-60,040
-25% -$9.11M
MSFT icon
88
CALL
Microsoft
MSFT
$3.74T
$27.6M 0.26%
478,300
-761,300
-61% -$43M
HD icon
89
PUT
Home Depot
HD
$352B
$27.5M 0.26%
213,400
+170,700
+400% +$22.7M
MS icon
90
PUT
Morgan Stanley
MS
$337B
$26.4M 0.25%
823,200
+171,900
+26% +$5.13M
XOM icon
91
CALL
ExxonMobil
XOM
$629B
$26.2M 0.25%
+300,000
New +$26.6M
CAT icon
92
PUT
Caterpillar
CAT
$393B
$26.1M 0.24%
293,700
+8,200
+3% +$671K
BIIB icon
93
Biogen
BIIB
$30.4B
$25.9M 0.24%
82,850
+77,850
+1,557% +$23.1M
BAC icon
94
Bank of America
BAC
$438B
$25.1M 0.24%
1,601,419
+216,603
+16% +$3.23M
RDS.A
95
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$25M 0.23%
+517,682
New +$25.3M
XLRN
96
DELISTED
Acceleron Pharma
XLRN
$25M 0.23%
+690,000
New +$22.9M
BHC icon
97
Bausch Health
BHC
$2.22B
$24.9M 0.23%
1,014,007
+94,939
+10% +$2.46M
PXD
98
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$24.6M 0.23%
+132,700
New +$22.6M
MCK icon
99
McKesson
MCK
$101B
$24.6M 0.23%
+147,300
New +$27.5M
WMT icon
100
PUT
Walmart Inc
WMT
$886B
$24.3M 0.23%
+1,011,000
New +$24.5M
2 3
4
5 6

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Laurion Capital Management's Q3 2016 Portfolio in Review

As of Q3 2016, Laurion Capital Management held 1,276 positions worth $10.7B, up 67% from $6.39B the previous quarter. Its ten largest holdings account for 29% of the portfolio.

Laurion Capital Management deployed $3.85B of net new capital in Q3 2016, opening 485 new positions and adding to 176 existing holdings. Its largest new stake was Procter & Gamble: 10,193,960 shares worth $915M.

By sector, the portfolio is most concentrated in Consumer Staples at 11% of assets, up from 2.6% a quarter earlier, followed by Healthcare and Materials.

On the sell side, the largest reduction was Microsoft, an estimated $51.2M trimmed.

  • Laurion Capital Management's largest Q3 2016 buy was Procter & Gamble: 10,193,960 shares worth $915M.
  • Laurion Capital Management added most to CATALENT, INC. in Q3 2016, an estimated $38.1M increase.
  • Laurion Capital Management's biggest Q3 2016 reduction was Microsoft, cutting an estimated $51.2M.
  • Laurion Capital Management fully exited McDonald's in Q3 2016, selling an estimated $64.9M.
  • Laurion Capital Management's ten largest holdings make up 29% of its $10.7B portfolio in Q3 2016.
  • Laurion Capital Management opened 485 new positions and closed 397 in Q3 2016.
  • Laurion Capital Management's portfolio value rose 67% quarter-over-quarter to $10.7B.

Based on Laurion Capital Management's 13F filing for Q3 2016, filed 10 Nov 2016.