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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
+22.76%
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
$8.87B
AUM Growth
-$320M
(-3.5%)
Cap. Flow
-$1.88B
Cap. Flow
% of AUM
-21.17%
Top 10 Holdings %
Top 10 Hldgs %
20.57%
Holding
1,286
New
570
Increased
128
Reduced
150
Closed
416
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
SPDR Gold Trust
GLD
|
+$174M |
| 2 |
Carrier Global
CARR
|
+$109M |
| 3 |
Alibaba
BABA
|
+$74M |
| 4 |
T-Mobile US
TMUS
|
+$54.3M |
| 5 |
Otis Worldwide
OTIS
|
+$47.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
RTX Corp
RTX
|
+$409M |
| 2 |
AGN
Allergan plc
AGN
|
+$206M |
| 3 |
Apple
AAPL
|
+$189M |
| 4 |
iShares MSCI EAFE ETF
EFA
|
+$185M |
| 5 |
Bristol-Myers Squibb
BMY
|
+$164M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 78.86% |
| 2 | Industrials | 3.71% |
| 3 | Healthcare | 3.45% |
| 4 | Communication Services | 3.02% |
| 5 | Technology | 2.84% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.1B
| $287M | 3.24% |
3,516,500
-5,547,000
| -61% | -$447M |
|
|
2
CALL
Alibaba
BABA
$268B
| $210M | 2.37% |
975,000
+870,200
| +830% | +$181M |
|
3
PUT
iShares China Large-Cap ETF
FXI
$4.06B
| $199M | 2.24% |
5,003,300
+303,300
| +6% | +$11.8M |
|
4
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$800B
| $192M | 2.16% |
622,200
-514,200
| -45% | -$151M |
|
|
5
SPDR Gold Trust
GLD
$145B
| $181M | 2.04% |
+1,078,961
| New | +$174M |
|
6
CALL
Invesco QQQ Trust
QQQ
$476B
| $180M | 2.02% |
+725,000
| New | +$162M |
|
|
BMY.RT
7
DELISTED
Bristol-Myers Squibb Company Contingent Value Rights
BMY.RT
| $172M | 1.94% |
48,166,163
+2,773,581
| +6% | +$10M |
|
|
8
PUT
Alibaba
BABA
$268B
| $148M | 1.67% |
686,600
+447,500
| +187% | +$93.2M |
|
|
9
Carrier Global
CARR
$44.8B
| $130M | 1.47% |
+5,862,850
| New | +$109M |
|
10
CALL
Mastercard
MA
$499B
| $125M | 1.41% |
421,700
+139,600
| +49% | +$39.4M |
|
11
PUT
Tesla
TSLA
$1.42T
| $124M | 1.39% |
+1,716,000
| New | +$92.8M |
|
12
PUT
Home Depot
HD
$306B
| $107M | 1.21% |
427,800
+63,900
| +18% | +$14.6M |
|
13
PUT
ExxonMobil
XOM
$674B
| $106M | 1.2% |
2,369,700
+1,858,300
| +363% | +$83.3M |
|
14
PUT
Citigroup
C
$225B
| $105M | 1.19% |
2,059,600
+1,103,200
| +115% | +$52.3M |
|
|
15
Alibaba
BABA
$268B
| $101M | 1.13% |
465,954
+355,322
| +321% | +$74M |
|
16
PUT
Walt Disney
DIS
$187B
| $94.1M | 1.06% |
843,600
+567,300
| +205% | +$62.6M |
|
17
PUT
Goldman Sachs
GS
$281B
| $89.5M | 1.01% |
452,700
+384,200
| +561% | +$72.1M |
|
|
18
CALL
Tesla
TSLA
$1.42T
| $89.3M | 1.01% |
+1,240,500
| New | +$67.1M |
|
19
PUT
Union Pacific
UNP
$168B
| $85.6M | 0.97% |
+506,300
| New | +$81.1M |
|
20
PUT
UnitedHealth
UNH
$339B
| $85.1M | 0.96% |
+288,500
| New | +$82.7M |
|
21
VanEck Gold Miners ETF
GDX
$27.9B
| $84.9M | 0.96% |
2,315,266
-142,752
| -6% | -$4.69M |
|
22
PUT
Chevron
CVX
$416B
| $84.5M | 0.95% |
946,800
+914,700
| +2,850% | +$81.9M |
|
|
23
CALL
Goldman Sachs
GS
$281B
| $82.6M | 0.93% |
418,000
+286,300
| +217% | +$53.7M |
|
|
24
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.1B
| $81.6M | 0.92% |
+1,000,000
| New | +$80.6M |
|
|
25
CALL
UnitedHealth
UNH
$339B
| $79.9M | 0.9% |
+270,900
| New | +$77.6M |
|
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Laurion Capital Management's Q2 2020 Portfolio in Review
As of Q2 2020, Laurion Capital Management held 1,286 positions worth $8.87B, down 3.5% from $9.19B the previous quarter. Its ten largest holdings account for 21% of the portfolio.
Laurion Capital Management withdrew a net $1.88B in Q2 2020, closing 416 positions and reducing 150 holdings. Its most notable exit was RTX Corp, an estimated $409M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 79% of assets, up from 64% a quarter earlier, followed by Industrials and Healthcare.
Against the trend, Laurion Capital Management opened a new position in SPDR Gold Trust worth $181M.
- Laurion Capital Management's largest Q2 2020 buy was SPDR Gold Trust: 1,078,961 shares worth $181M.
- Laurion Capital Management added most to Alibaba in Q2 2020, an estimated $74M increase.
- Laurion Capital Management's biggest Q2 2020 reduction was Apple, cutting an estimated $189M.
- Laurion Capital Management fully exited RTX Corp in Q2 2020, selling an estimated $409M.
- Laurion Capital Management's ten largest holdings make up 21% of its $8.87B portfolio in Q2 2020.
- Laurion Capital Management opened 570 new positions and closed 416 in Q2 2020.
- Laurion Capital Management's portfolio value fell 3.5% quarter-over-quarter to $8.87B.
Based on Laurion Capital Management's 13F filing for Q2 2020, filed 14 Aug 2020.