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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
-23.33%
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
$9.19B
AUM Growth
-$3.81B
Cap. Flow
-$1.1B
Cap. Flow %
-11.98%
Top 10 Hldgs %
31.02%
Holding
1,242
New
392
Increased
123
Reduced
175
Closed
529

Top Buys

Rank Stock Value
1
RTX icon
RTX Corp
RTX
+$428M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$225M
3
BMY icon
Bristol-Myers Squibb
BMY
+$193M
4
AAPL icon
Apple
AAPL
+$181M
5
AGN
Allergan plc
AGN
+$160M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$165M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$56M
3
VST icon
Vistra
VST
+$46M
4
UBER icon
Uber
UBER
+$42.6M
5
CTVA icon
Corteva
CTVA
+$38M

Sector Composition

Rank Sector Weight
1 Technology 7.31%
2 Healthcare 7.17%
3 Industrials 6.49%
4 Financials 4.52%
5 Communication Services 3.25%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HYG icon
1
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$699M 7.6%
+9,063,500
New +$766M
RTX icon
2
RTX Corp
RTX
$290B
$389M 4.24%
6,553,776
+5,055,692
+337% +$428M
SPY icon
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$300M 3.26%
+1,163,500
New +$355M
SPY icon
4
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$293M 3.19%
+1,136,400
New +$347M
EFA icon
5
CALL
iShares MSCI EAFE ETF
EFA
$78B
$211M 2.29%
3,940,000
-410,000
-9% -$26M
EFA icon
6
PUT
iShares MSCI EAFE ETF
EFA
$78B
$211M 2.29%
3,940,000
-2,521,300
-39% -$160M
AGN
7
DELISTED
Allergan plc
AGN
$206M 2.24%
1,163,966
+848,913
+269% +$160M
EFA icon
8
iShares MSCI EAFE ETF
EFA
$78B
$190M 2.07%
+3,548,457
New +$225M
FXI icon
9
PUT
iShares China Large-Cap ETF
FXI
$4.37B
$176M 1.92%
4,700,000
+3,878,800
+472% +$158M
BMY icon
10
Bristol-Myers Squibb
BMY
$133B
$176M 1.91%
+3,152,326
New +$193M
BMY.RT
11
DELISTED
Bristol-Myers Squibb Company Contingent Value Rights
BMY.RT
$172M 1.88%
45,392,582
-4,588,909
-9% -$15.1M
AAPL icon
12
PUT
Apple
AAPL
$4.54T
$163M 1.77%
2,556,400
-4,578,800
-64% -$337M
AAPL icon
13
Apple
AAPL
$4.54T
$156M 1.7%
+2,457,812
New +$181M
MSFT icon
14
CALL
Microsoft
MSFT
$3.45T
$142M 1.55%
901,700
-102,200
-10% -$16.8M
BAC icon
15
Bank of America
BAC
$435B
$95.4M 1.04%
+4,492,432
New +$135M
HD icon
16
Home Depot
HD
$331B
$94M 1.02%
503,219
+331,887
+194% +$72.9M
FXI icon
17
CALL
iShares China Large-Cap ETF
FXI
$4.37B
$86.3M 0.94%
2,300,000
+2,128,800
+1,243% +$86.6M
CSCO icon
18
PUT
Cisco
CSCO
$457B
$85.1M 0.93%
2,165,400
-2,321,000
-52% -$102M
NVDA icon
19
PUT
NVIDIA
NVDA
$4.86T
$84.3M 0.92%
12,792,000
-29,700,000
-70% -$187M
MSFT icon
20
PUT
Microsoft
MSFT
$3.45T
$80.1M 0.87%
507,900
-1,287,100
-72% -$212M
MA icon
21
PUT
Mastercard
MA
$502B
$75.7M 0.82%
313,500
-165,800
-35% -$49.3M
SPG icon
22
Simon Property Group
SPG
$74.4B
$72.4M 0.79%
+1,320,405
New +$158M
PPLI
23
People Inc
PPLI
$3.09B
$71.9M 0.78%
2,243,725
+123,625
+6% +$4.9M
INTC icon
24
PUT
Intel
INTC
$455B
$69.7M 0.76%
1,288,200
-198,800
-13% -$11.8M
MA icon
25
CALL
Mastercard
MA
$502B
$68.1M 0.74%
282,100
-38,500
-12% -$11.4M
1
2 3 4 5

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Laurion Capital Management's Q1 2020 Portfolio in Review

As of Q1 2020, Laurion Capital Management held 1,242 positions worth $9.19B, down 29% from $13B the previous quarter. Its ten largest holdings account for 31% of the portfolio.

Laurion Capital Management withdrew a net $1.1B in Q1 2020, closing 529 positions and reducing 175 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $165M position sold in full.

By sector, the portfolio is most concentrated in Technology at 7.3% of assets, up from 2.8% a quarter earlier, followed by Healthcare and Industrials.

Against the trend, Laurion Capital Management opened a new position in iShares MSCI EAFE ETF worth $190M.

  • Laurion Capital Management's largest Q1 2020 buy was iShares MSCI EAFE ETF: 3,548,457 shares worth $190M.
  • Laurion Capital Management added most to RTX Corp in Q1 2020, an estimated $428M increase.
  • Laurion Capital Management's biggest Q1 2020 reduction was Corteva, cutting an estimated $38M.
  • Laurion Capital Management fully exited State Street SPDR S&P 500 ETF Trust in Q1 2020, selling an estimated $165M.
  • Laurion Capital Management's ten largest holdings make up 31% of its $9.19B portfolio in Q1 2020.
  • Laurion Capital Management opened 392 new positions and closed 529 in Q1 2020.
  • Laurion Capital Management's portfolio value fell 29% quarter-over-quarter to $9.19B.

Based on Laurion Capital Management's 13F filing for Q1 2020, filed 14 May 2020.