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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
+3.91%
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
$10.3B
AUM Growth
-$2.17B
(-17%)
Cap. Flow
-$2.64B
Cap. Flow
% of AUM
-25.58%
Top 10 Holdings %
Top 10 Hldgs %
31.63%
Holding
1,755
New
466
Increased
166
Reduced
429
Closed
610
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Dell
DELL
|
+$98M |
| 2 |
PRAH
PRA Health Sciences, Inc.
PRAH
|
+$50.4M |
| 3 |
CADE
Cadence Bancorporation
CADE
|
+$49.9M |
| 4 |
AIMC
Altra Industrial Motion Corp
AIMC
|
+$42.7M |
| 5 |
Marriott Vacations Worldwide
VAC
|
+$38.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
lululemon athletica
LULU
|
+$220M |
| 2 |
WP
Worldpay, Inc.
WP
|
+$152M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$129M |
| 4 |
Invesco QQQ Trust
QQQ
|
+$107M |
| 5 |
Marriott International
MAR
|
+$62.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 6.97% |
| 2 | Healthcare | 3.29% |
| 3 | Financials | 3.08% |
| 4 | Consumer Discretionary | 2.47% |
| 5 | Industrials | 1.88% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $627M | 6.08% |
7,250,000
+2,350,000
| +48% | +$202M |
|
|
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$790B
| $621M | 6.02% |
2,135,000
+60,000
| +3% | +$17.1M |
|
|
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
| $601M | 5.83% |
2,067,200
+1,543,900
| +295% | +$440M |
|
|
4
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $449M | 4.36% |
5,200,000
+2,090,000
| +67% | +$180M |
|
5
CALL
iShares China Large-Cap ETF
FXI
$4.37B
| $213M | 2.06% |
+4,973,200
| New | +$211M |
|
|
AABA
6
DELISTED
Altaba Inc
AABA
| $203M | 1.96% |
2,972,846
-636,936
| -18% | -$44.9M |
|
|
7
PUT
iShares China Large-Cap ETF
FXI
$4.37B
| $166M | 1.61% |
+3,873,200
| New | +$164M |
|
8
PUT
iShares Russell 2000 ETF
IWM
$79.8B
| $160M | 1.55% |
950,000
-2,210,000
| -70% | -$373M |
|
9
PUT
Amazon
AMZN
$2.92T
| $112M | 1.09% |
1,122,000
+172,000
| +18% | +$16.2M |
|
10
PUT
Netflix
NFLX
$299B
| $111M | 1.08% |
2,972,000
+1,337,000
| +82% | +$48.5M |
|
|
11
Dell
DELL
$262B
| $100M | 0.97% |
+3,673,420
| New | +$98M |
|
12
CALL
NVIDIA
NVDA
$4.86T
| $97.3M | 0.94% |
13,844,000
+4,312,000
| +45% | +$28M |
|
|
13
CALL
iShares Russell 2000 ETF
IWM
$79.8B
| $84.3M | 0.82% |
500,000
-1,850,000
| -79% | -$312M |
|
14
GoDaddy
GDDY
$11B
| $78.6M | 0.76% |
942,047
+125,970
| +15% | +$9.84M |
|
15
PUT
Costco
COST
$422B
| $76.4M | 0.74% |
325,200
+5,200
| +2% | +$1.17M |
|
16
CALL
Microsoft
MSFT
$3.45T
| $72.4M | 0.7% |
632,700
-251,300
| -28% | -$27.2M |
|
17
Medpace
MEDP
$16.1B
| $66.4M | 0.64% |
1,108,556
+428,785
| +63% | +$23.5M |
|
18
PUT
Union Pacific
UNP
$174B
| $57M | 0.55% |
+350,000
| New | +$52.7M |
|
|
19
PUT
Microsoft
MSFT
$3.45T
| $54.4M | 0.53% |
475,400
-18,400
| -4% | -$1.99M |
|
20
PUT
AbbVie
ABBV
$443B
| $53.5M | 0.52% |
565,800
+58,200
| +11% | +$5.52M |
|
|
PRAH
21
DELISTED
PRA Health Sciences, Inc.
PRAH
| $53.3M | 0.52% |
+484,115
| New | +$50.4M |
|
22
PUT
Bank of America
BAC
$435B
| $52.5M | 0.51% |
1,783,400
-402,100
| -18% | -$12.2M |
|
|
23
CALL
Netflix
NFLX
$299B
| $51.9M | 0.5% |
+1,387,000
| New | +$50.3M |
|
24
CALL
JPMorgan Chase
JPM
$935B
| $50.4M | 0.49% |
446,700
-101,800
| -19% | -$11.6M |
|
|
25
PUT
JPMorgan Chase
JPM
$935B
| $49.4M | 0.48% |
438,000
+77,700
| +22% | +$8.82M |
|
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Laurion Capital Management's Q3 2018 Portfolio in Review
As of Q3 2018, Laurion Capital Management held 1,755 positions worth $10.3B, down 17% from $12.5B the previous quarter. Its ten largest holdings account for 32% of the portfolio.
Laurion Capital Management withdrew a net $2.64B in Q3 2018, closing 610 positions and reducing 429 holdings. Its most notable exit was Worldpay, Inc., an estimated $152M position sold in full.
By sector, the portfolio is most concentrated in Technology at 7% of assets, up from 6.5% a quarter earlier, followed by Healthcare and Financials.
Against the trend, Laurion Capital Management opened a new position in Dell worth $100M.
- Laurion Capital Management's largest Q3 2018 buy was Dell: 3,673,420 shares worth $100M.
- Laurion Capital Management added most to Cadence Bancorporation in Q3 2018, an estimated $49.9M increase.
- Laurion Capital Management's biggest Q3 2018 reduction was lululemon athletica, cutting an estimated $220M.
- Laurion Capital Management fully exited Worldpay, Inc. in Q3 2018, selling an estimated $152M.
- Laurion Capital Management's ten largest holdings make up 32% of its $10.3B portfolio in Q3 2018.
- Laurion Capital Management opened 466 new positions and closed 610 in Q3 2018.
- Laurion Capital Management's portfolio value fell 17% quarter-over-quarter to $10.3B.
Based on Laurion Capital Management's 13F filing for Q3 2018, filed 13 Nov 2018.