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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
+4.49%
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
$22.6B
AUM Growth
+$4.36B
Cap. Flow
+$3.43B
Cap. Flow %
15.15%
Top 10 Hldgs %
40.02%
Holding
2,098
New
505
Increased
396
Reduced
474
Closed
594

Top Buys

Rank Stock Value
1
TECK icon
Teck Resources
TECK
+$130M
2
CHTR icon
Charter Communications
CHTR
+$107M
3
NCLH icon
Norwegian Cruise Line
NCLH
+$106M
4
IQV icon
IQVIA
IQV
+$103M
5
INCY icon
Incyte
INCY
+$96.4M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$189M
2
HD icon
Home Depot
HD
+$179M
3
MBLY
Mobileye N.V.
MBLY
+$106M
4
GOOG icon
Alphabet (Google) Class C
GOOG
+$67.5M
5
KMX icon
CarMax
KMX
+$64.3M

Sector Composition

Rank Sector Weight
1 Technology 2.63%
2 Industrials 2.51%
3 Consumer Discretionary 2.34%
4 Healthcare 2.31%
5 Financials 2.17%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$5.58B 24.66%
22,215,600
+16,075,100
+262% +$3.96B
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$1.88B 8.33%
7,502,100
+3,050,800
+69% +$752M
MAR icon
3
CALL
Marriott International
MAR
$98.3B
$323M 1.43%
2,929,300
+54,300
+2% +$5.6M
C icon
4
PUT
Citigroup
C
$222B
$215M 0.95%
2,950,300
-1,767,200
-37% -$121M
SPY icon
5
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$193M 0.85%
769,492
+19,497
+3% +$4.81M
MS icon
6
PUT
Morgan Stanley
MS
$331B
$181M 0.8%
3,763,600
+504,400
+15% +$23.4M
VXX
7
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$176M 0.78%
4,499,400
+4,054,675
+912% +$188M
V icon
8
CALL
Visa
V
$684B
$170M 0.75%
1,616,500
+326,000
+25% +$33.1M
CHTR icon
9
PUT
Charter Communications
CHTR
$17.3B
$169M 0.75%
+465,000
New +$173M
IQV icon
10
IQVIA
IQV
$38.7B
$163M 0.72%
1,717,517
+1,108,462
+182% +$103M
GS icon
11
PUT
Goldman Sachs
GS
$300B
$155M 0.69%
654,900
-3,000
-0.5% -$677K
JPM icon
12
PUT
JPMorgan Chase
JPM
$935B
$142M 0.63%
1,484,800
-80,600
-5% -$7.43M
CTSH icon
13
CALL
Cognizant
CTSH
$24.9B
$139M 0.61%
1,909,500
+259,500
+16% +$18.2M
GM icon
14
CALL
General Motors
GM
$80.4B
$137M 0.61%
3,393,100
-3,987,000
-54% -$146M
BABA icon
15
PUT
Alibaba
BABA
$293B
$131M 0.58%
760,000
-93,700
-11% -$15.2M
TECK icon
16
Teck Resources
TECK
$29.6B
$127M 0.56%
6,028,521
+5,972,321
+10,627% +$130M
INTC icon
17
CALL
Intel
INTC
$455B
$120M 0.53%
3,152,200
+390,000
+14% +$13.9M
MSFT icon
18
CALL
Microsoft
MSFT
$3.45T
$117M 0.52%
1,566,000
+578,100
+59% +$42.2M
MSFT icon
19
PUT
Microsoft
MSFT
$3.45T
$116M 0.51%
1,551,500
-324,600
-17% -$23.7M
BAC icon
20
CALL
Bank of America
BAC
$435B
$113M 0.5%
4,446,900
-146,000
-3% -$3.54M
WFC icon
21
CALL
Wells Fargo
WFC
$261B
$113M 0.5%
2,040,900
-188,800
-8% -$10M
BKNG icon
22
PUT
Booking.com
BKNG
$149B
$111M 0.49%
1,517,500
+870,000
+134% +$66M
GM icon
23
PUT
General Motors
GM
$80.4B
$108M 0.48%
2,682,100
-3,000,000
-53% -$110M
BABA icon
24
CALL
Alibaba
BABA
$293B
$106M 0.47%
611,400
+396,600
+185% +$64.3M
AMZN icon
25
PUT
Amazon
AMZN
$2.92T
$105M 0.46%
2,184,000
-1,954,000
-47% -$96M
1
2 3 4 5

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Laurion Capital Management's Q3 2017 Portfolio in Review

As of Q3 2017, Laurion Capital Management held 2,098 positions worth $22.6B, up 24% from $18.3B the previous quarter. Its ten largest holdings account for 40% of the portfolio.

Laurion Capital Management deployed $3.43B of net new capital in Q3 2017, opening 505 new positions and adding to 396 existing holdings. Its largest new stake was Charter Communications: 287,146 shares worth $104M.

By sector, the portfolio is most concentrated in Technology at 2.6% of assets, down from 5% a quarter earlier, followed by Industrials and Consumer Discretionary.

On the sell side, the largest reduction was Home Depot, an estimated $179M trimmed.

  • Laurion Capital Management's largest Q3 2017 buy was Charter Communications: 287,146 shares worth $104M.
  • Laurion Capital Management added most to Teck Resources in Q3 2017, an estimated $130M increase.
  • Laurion Capital Management's biggest Q3 2017 reduction was Home Depot, cutting an estimated $179M.
  • Laurion Capital Management fully exited Apple in Q3 2017, selling an estimated $189M.
  • Laurion Capital Management's ten largest holdings make up 40% of its $22.6B portfolio in Q3 2017.
  • Laurion Capital Management opened 505 new positions and closed 594 in Q3 2017.
  • Laurion Capital Management's portfolio value rose 24% quarter-over-quarter to $22.6B.

Based on Laurion Capital Management's 13F filing for Q3 2017, filed 13 Nov 2017.