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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
+7.23%
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
$19.7B
AUM Growth
-$2.9B
Cap. Flow
+$759M
Cap. Flow %
3.85%
Top 10 Hldgs %
23.89%
Holding
2,054
New
551
Increased
388
Reduced
411
Closed
568

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$341M
2
AMTD
TD Ameritrade Holding Corp
AMTD
+$200M
3
VTRS icon
Viatris
VTRS
+$104M
4
V icon
Visa
V
+$82.8M
5
DG icon
Dollar General
DG
+$81.1M

Top Sells

Rank Stock Value
1
TECK icon
Teck Resources
TECK
+$130M
2
INTU icon
Intuit
INTU
+$96.7M
3
TIF
Tiffany & Co.
TIF
+$94.4M
4
IQV icon
IQVIA
IQV
+$92.6M
5
INCY icon
Incyte
INCY
+$89M

Sector Composition

Rank Sector Weight
1 Miscellaneous 74.31%
2 Financials 5.29%
3 Consumer Discretionary 3.64%
4 Technology 3.32%
5 Healthcare 3.28%
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
$799B
$1.85B 9.37%
6,927,200
-15,288,400
-69% -$3.98B
HYG icon
2
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.1B
$604M 3.06%
+6,925,800
New +$608M
SPY icon
3
State Street SPDR S&P 500 ETF Trust
SPY
$799B
$555M 2.81%
2,080,402
+1,310,910
+170% +$341M
SPY icon
4
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$799B
$427M 2.16%
1,599,900
-5,902,200
-79% -$1.53B
MAR icon
5
CALL
Marriott International
MAR
$87.9B
$264M 1.34%
1,943,600
-985,700
-34% -$121M
AMTD
6
DELISTED
TD Ameritrade Holding Corp
AMTD
$213M 1.08%
4,167,560
+4,001,625
+2,412% +$200M
C icon
7
PUT
Citigroup
C
$227B
$209M 1.06%
2,813,500
-136,800
-5% -$10.1M
MSFT icon
8
PUT
Microsoft
MSFT
$3.71T
$202M 1.03%
2,365,300
+813,800
+52% +$66.8M
AAPL icon
9
PUT
Apple
AAPL
$4.82T
$196M 0.99%
4,638,400
+3,321,200
+252% +$139M
INTC icon
10
CALL
Intel
INTC
$518B
$194M 0.98%
4,199,400
+1,047,200
+33% +$45.7M
HYG icon
11
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.1B
$188M 0.95%
+2,150,000
New +$189M
GS icon
12
PUT
Goldman Sachs
GS
$280B
$187M 0.95%
735,200
+80,300
+12% +$19.7M
BAC icon
13
PUT
Bank of America
BAC
$416B
$157M 0.79%
5,305,400
+1,929,700
+57% +$53.2M
MS icon
14
PUT
Morgan Stanley
MS
$318B
$153M 0.77%
2,914,100
-849,500
-23% -$43M
META icon
15
PUT
Meta Platforms (Facebook)
META
$1.7T
$149M 0.75%
844,000
+331,500
+65% +$58.6M
BABA icon
16
PUT
Alibaba
BABA
$274B
$149M 0.75%
862,200
+102,200
+13% +$18.3M
JPM icon
17
PUT
JPMorgan Chase
JPM
$918B
$147M 0.74%
1,370,800
-114,000
-8% -$11.5M
V icon
18
CALL
Visa
V
$700B
$145M 0.74%
1,275,900
-340,600
-21% -$37.6M
AMZN icon
19
PUT
Amazon
AMZN
$2.68T
$142M 0.72%
2,430,000
+246,000
+11% +$13.5M
GM icon
20
PUT
General Motors
GM
$75.1B
$135M 0.68%
3,282,100
+600,000
+22% +$26M
UNH icon
21
CALL
UnitedHealth
UNH
$338B
$131M 0.67%
596,400
+205,800
+53% +$43.6M
VXX
22
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$126M 0.64%
4,499,400
– –
BA icon
23
PUT
Boeing
BA
$167B
$125M 0.64%
424,900
+160,400
+61% +$43.4M
GOOGL icon
24
PUT
Alphabet (Google) Class A
GOOGL
$4.2T
$124M 0.63%
2,356,000
+1,394,000
+145% +$72M
BAC icon
25
CALL
Bank of America
BAC
$416B
$120M 0.61%
4,049,800
-397,100
-9% -$10.9M
1
2 3 4 5

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Laurion Capital Management's Q4 2017 Portfolio in Review

As of Q4 2017, Laurion Capital Management held 2,054 positions worth $19.7B, down 13% from $22.6B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

Laurion Capital Management deployed $759M of net new capital in Q4 2017, opening 551 new positions and adding to 388 existing holdings. Its largest new stake was Apple: 1,854,008 shares worth $78.4M.

By sector, the portfolio is most concentrated in Miscellaneous at 74% of assets, down from 80% a quarter earlier, followed by Financials and Consumer Discretionary.

On the sell side, the largest reduction was Teck Resources, an estimated $130M trimmed.

  • Laurion Capital Management's largest Q4 2017 buy was Apple: 1,854,008 shares worth $78.4M.
  • Laurion Capital Management added most to State Street SPDR S&P 500 ETF Trust in Q4 2017, an estimated $341M increase.
  • Laurion Capital Management's biggest Q4 2017 reduction was Teck Resources, cutting an estimated $130M.
  • Laurion Capital Management fully exited Tiffany & Co. in Q4 2017, selling an estimated $94.4M.
  • Laurion Capital Management's ten largest holdings make up 24% of its $19.7B portfolio in Q4 2017.
  • Laurion Capital Management opened 551 new positions and closed 568 in Q4 2017.
  • Laurion Capital Management's portfolio value fell 13% quarter-over-quarter to $19.7B.

Based on Laurion Capital Management's 13F filing for Q4 2017, filed 13 Feb 2018.