Laurion Capital Management LP
Laurion Capital Management LP is a New York-based hedge fund founded in 2005. The firm manages assets for institutional investors, family offices, and other sophisticated clients. With approximately 61 employees, Laurion specializes in various multi-strategy investment approaches, including relative value and quantitative strategies. The company is registered as an investment adviser with the SEC.
Investment Strategy
Laurion Capital Management employs a multi-strategy approach with a focus on quantitative and relative value strategies across global markets. The firm utilizes systematic and discretionary methods to identify mispricings and inefficiencies in equity, fixed income, and derivatives markets. Laurion aims to deliver absolute returns through a diversified portfolio and rigorous risk management discipline.
Top Holdings
Equity Positions (247)
| Ticker | Security | Weight | Market Value | Shares | Avg Cost | Price | Change (QoQ) |
|---|---|---|---|---|---|---|---|
H HES | HESS CORP | 2.40% | $133.2M | 961,486 | $148.12 | $138.54 | -$47.3M |
A ANSS | ANSYS INC | 2.00% | $110.6M | 314,862 | $321.88 | $351.22 | -$3.9M |
B BBIO | BRIDGEBIO PHARMA INC | 1.88% | $104.1M | 2,411,248 | $15.49 | $43.18 | +$1.2M |
C COF | CAPITAL ONE FINL CORP | 0.68% | $37.6M | 176,638 | $212.76 | $212.76 | +$37.6M |
M MA | MASTERCARD INCORPORATED | 0.44% | $24.3M | 43,247 | $558.82 | $561.94 | +$19.5M |
Options Positions (10)
| Ticker | Security | Action | Type | Notional Value | Contracts | Underlying Price | Premium Paid | Change (Contracts) | Change (Value) |
|---|---|---|---|---|---|---|---|---|---|
H HYG | ISHARES TR | Bought | Put | $282.7M | 35,047 | $80.65 | $78.93 | +7,047 | +$61.8M |
N NVDA | NVIDIA CORPORATION | Bought | Put | $279.4M | 17,684 | $157.99 | $157.99 | +17,684 | +$279.4M |
N NVDA | NVIDIA CORPORATION | Bought | Call | $245.6M | 15,543 | $157.99 | $157.99 | +15,543 | +$245.6M |
A AMZN | AMAZON COM INC | Bought | Call | $167.7M | 7,644 | $219.39 | $217.70 | +7,182 | +$158.9M |
I IWM | ISHARES TR | Sold | Put | $161.8M | 7,500 | $215.79 | $199.49 | -19,194 | -$370.7M |