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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
+388.81%
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
PG icon
1
PUT
Procter & Gamble
PG
$336B
$1.09B 10.21%
+12,135,000
New +$1.05B
PG icon
2
Procter & Gamble
PG
$336B
$915M 8.58%
+10,193,960
New +$885M
AAPL icon
3
PUT
Apple
AAPL
$4.54T
$187M 1.75%
6,603,200
+4,912,400
+291% +$130M
SPY icon
4
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$174M 1.63%
803,100
+716,700
+830% +$155M
CHTR icon
5
CALL
Charter Communications
CHTR
$17.3B
$164M 1.54%
607,500
+215,000
+55% +$54.3M
COTY icon
6
Coty
COTY
$2.42B
$158M 1.48%
+6,708,514
New +$177M
TWTR
7
CALL
DELISTED
Twitter, Inc.
TWTR
$117M 1.1%
5,091,700
+2,089,100
+70% +$39.3M
SPY icon
8
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$114M 1.07%
525,500
+195,400
+59% +$42.2M
DIS icon
9
CALL
Walt Disney
DIS
$167B
$111M 1.04%
1,200,000
+320,800
+36% +$30.7M
JNJ icon
10
CALL
Johnson & Johnson
JNJ
$618B
$106M 0.99%
893,600
+337,200
+61% +$40.9M
IWM icon
11
PUT
iShares Russell 2000 ETF
IWM
$79.8B
$102M 0.96%
825,100
+725,100
+725% +$88.1M
T icon
12
PUT
AT&T
T
$159B
$99.1M 0.93%
3,230,295
-1,138,905
-26% -$36M
AAPL icon
13
CALL
Apple
AAPL
$4.54T
$93.2M 0.87%
3,298,000
-2,126,000
-39% -$56.3M
TSE
14
DELISTED
Trinseo
TSE
$92.4M 0.87%
+1,633,250
New +$86.6M
C icon
15
PUT
Citigroup
C
$222B
$91.5M 0.86%
1,937,100
+731,200
+61% +$33.3M
META icon
16
CALL
Meta Platforms (Facebook)
META
$1.42T
$85.3M 0.8%
665,300
+476,700
+253% +$59.2M
C icon
17
CALL
Citigroup
C
$222B
$85.1M 0.8%
1,801,900
+607,300
+51% +$27.6M
MCD icon
18
CALL
McDonald's
MCD
$192B
$80.8M 0.76%
700,400
+95,400
+16% +$11.3M
GXP
19
DELISTED
Great Plains Energy Incorporated
GXP
$75.3M 0.71%
+2,760,000
New +$79M
TXN icon
20
PUT
Texas Instruments
TXN
$252B
$73.8M 0.69%
+1,051,700
New +$71.7M
AXTA icon
21
Axalta
AXTA
$7.66B
$71.9M 0.67%
+2,544,099
New +$71.2M
JPM icon
22
PUT
JPMorgan Chase
JPM
$935B
$68.3M 0.64%
1,025,600
-385,600
-27% -$25.1M
GS icon
23
PUT
Goldman Sachs
GS
$300B
$67.2M 0.63%
416,800
-97,800
-19% -$15.9M
MPC icon
24
CALL
Marathon Petroleum
MPC
$92.4B
$67.1M 0.63%
1,654,000
+394,600
+31% +$16M
AGN
25
CALL
DELISTED
Allergan plc
AGN
$65M 0.61%
282,200
+98,800
+54% +$24.1M
1
2 3 4 5

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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.