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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
+4.73%
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
$6.39B
AUM Growth
+$52.1M
(+0.82%)
Cap. Flow
+$448M
Cap. Flow
% of AUM
7.01%
Top 10 Holdings %
Top 10 Hldgs %
15.65%
Holding
1,217
New
466
Increased
130
Reduced
146
Closed
426
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
McDonald's
MCD
|
+$67.9M |
| 2 |
Microsoft
MSFT
|
+$49.7M |
| 3 |
AbbVie
ABBV
|
+$47.6M |
| 4 |
Goldman Sachs
GS
|
+$34.9M |
| 5 |
Citigroup
C
|
+$31.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Adobe
ADBE
|
+$98.8M |
| 2 |
Welltower
WELL
|
+$43.7M |
| 3 |
Apple
AAPL
|
+$31.4M |
| 4 |
STOR
STORE Capital Corporation
STOR
|
+$24.2M |
| 5 |
Chevron
CVX
|
+$19M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 77.34% |
| 2 | Healthcare | 3.65% |
| 3 | Financials | 3.47% |
| 4 | Technology | 3.18% |
| 5 | Consumer Discretionary | 2.99% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
PUT
AT&T
T
$174B
| $143M | 2.23% |
4,369,200
+2,648,000
| +154% | +$78.8M |
|
|
2
CALL
Apple
AAPL
$4.91T
| $130M | 2.03% |
5,424,000
+2,793,200
| +106% | +$69.4M |
|
3
CALL
iShares MSCI Emerging Markets ETF
EEM
$31.2B
| $127M | 1.99% |
3,695,300
+3,495,300
| +1,748% | +$117M |
|
|
4
PUT
Microsoft
MSFT
$3.67T
| $102M | 1.59% |
1,989,100
+1,122,300
| +129% | +$58.3M |
|
5
CALL
Charter Communications
CHTR
$14.7B
| $89.7M | 1.4% |
392,500
-450,500
| -53% | -$96.8M |
|
6
PUT
JPMorgan Chase
JPM
$929B
| $87.7M | 1.37% |
1,411,200
+811,200
| +135% | +$50.7M |
|
7
CALL
Walt Disney
DIS
$177B
| $86M | 1.35% |
879,200
+764,200
| +665% | +$76.4M |
|
8
CALL
Southern Company
SO
$98.4B
| $80.4M | 1.26% |
+1,500,000
| New | +$75.4M |
|
9
PUT
Johnson & Johnson
JNJ
$651B
| $78.1M | 1.22% |
643,600
+443,600
| +222% | +$50.4M |
|
|
10
PUT
Goldman Sachs
GS
$274B
| $76.5M | 1.2% |
514,600
+471,600
| +1,097% | +$73.6M |
|
|
11
CALL
McDonald's
MCD
$176B
| $72.8M | 1.14% |
605,000
| – | – |
|
|
12
CALL
Goldman Sachs
GS
$274B
| $72.8M | 1.14% |
490,000
+474,200
| +3,001% | +$74M |
|
|
13
CALL
JPMorgan Chase
JPM
$929B
| $72.7M | 1.14% |
1,169,900
+569,900
| +95% | +$35.6M |
|
|
14
CALL
Chevron
CVX
$411B
| $70.7M | 1.11% |
674,200
+574,200
| +574% | +$57.8M |
|
15
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$803B
| $69.2M | 1.08% |
+330,100
| New | +$68.5M |
|
|
16
CALL
Johnson & Johnson
JNJ
$651B
| $67.5M | 1.06% |
556,400
-943,600
| -63% | -$107M |
|
17
CALL
Altria Group
MO
$116B
| $66.2M | 1.04% |
+960,000
| New | +$61.5M |
|
|
18
McDonald's
MCD
$176B
| $65.9M | 1.03% |
547,372
+542,172
| +10,426% | +$67.9M |
|
|
MON
19
CALL
DELISTED
Monsanto Co
MON
| $64.8M | 1.01% |
626,700
-23,300
| -4% | -$2.31M |
|
|
20
CALL
Microsoft
MSFT
$3.67T
| $63.4M | 0.99% |
1,239,600
-22,200
| -2% | -$1.15M |
|
21
CALL
Delta Air Lines
DAL
$52.4B
| $63.4M | 0.99% |
1,740,000
| – | – |
|
|
EA
22
PUT
DELISTED
Electronic Arts
EA
| $63.3M | 0.99% |
835,000
+735,000
| +735% | +$51.7M |
|
|
AGN
23
PUT
DELISTED
Allergan plc
AGN
| $63M | 0.99% |
+272,400
| New | +$62.8M |
|
|
HES
24
CALL
DELISTED
Hess
HES
| $61.7M | 0.97% |
+1,025,900
| New | +$59.4M |
|
|
25
PUT
Chevron
CVX
$411B
| $59.3M | 0.93% |
565,300
+185,300
| +49% | +$18.6M |
|
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Laurion Capital Management's Q2 2016 Portfolio in Review
As of Q2 2016, Laurion Capital Management held 1,217 positions worth $6.39B, up 0.82% from $6.34B the previous quarter. Its ten largest holdings account for 16% of the portfolio.
Laurion Capital Management deployed $448M of net new capital in Q2 2016, opening 466 new positions and adding to 130 existing holdings. Its largest new stake was Microsoft: 956,491 shares worth $48.9M.
By sector, the portfolio is most concentrated in Miscellaneous at 77% of assets, down from 85% a quarter earlier, followed by Healthcare and Financials.
On the sell side, the largest reduction was Adobe, an estimated $98.8M trimmed.
- Laurion Capital Management's largest Q2 2016 buy was Microsoft: 956,491 shares worth $48.9M.
- Laurion Capital Management added most to McDonald's in Q2 2016, an estimated $67.9M increase.
- Laurion Capital Management's biggest Q2 2016 reduction was Adobe, cutting an estimated $98.8M.
- Laurion Capital Management fully exited STORE Capital Corporation in Q2 2016, selling an estimated $24.2M.
- Laurion Capital Management's ten largest holdings make up 16% of its $6.39B portfolio in Q2 2016.
- Laurion Capital Management opened 466 new positions and closed 426 in Q2 2016.
- Laurion Capital Management's portfolio value rose 0.82% quarter-over-quarter to $6.39B.
Based on Laurion Capital Management's 13F filing for Q2 2016, filed 12 Aug 2016.