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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
-12.52%
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
$6.47B
AUM Growth
-$1.7B
Cap. Flow
-$612M
Cap. Flow %
-9.46%
Top 10 Hldgs %
39.4%
Holding
758
New
244
Increased
84
Reduced
79
Closed
303

Top Buys

Rank Stock Value
1
LOW icon
Lowe's Companies
LOW
+$69.4M
2
MS icon
Morgan Stanley
MS
+$50.7M
3
C icon
Citigroup
C
+$50.1M
4
AMZN icon
Amazon
AMZN
+$49.8M
5
WBD icon
Warner Bros
WBD
+$42.6M

Top Sells

Rank Stock Value
1
IFF icon
International Flavors & Fragrances
IFF
+$284M
2
TMUS icon
T-Mobile US
TMUS
+$161M
3
QCOM icon
Qualcomm
QCOM
+$151M
4
MU icon
Micron Technology
MU
+$149M
5
BABA icon
Alibaba
BABA
+$144M

Sector Composition

Rank Sector Weight
1 Healthcare 11.55%
2 Communication Services 6.92%
3 Consumer Discretionary 5.57%
4 Utilities 3.44%
5 Financials 2.79%
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
$795M 12.28%
10,800,000
+25,000
+0.2% +$1.94M
BABA icon
2
PUT
Alibaba
BABA
$293B
$259M 4%
2,276,600
-1,466,600
-39% -$144M
SPY icon
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$230M 3.55%
+609,300
New +$250M
TMUS icon
4
T-Mobile US
TMUS
$185B
$223M 3.44%
1,656,610
-1,231,051
-43% -$161M
VST icon
5
Vistra
VST
$50B
$219M 3.39%
9,598,312
-33,832
-0.4% -$836K
WBD icon
6
Warner Bros
WBD
$65.9B
$213M 3.29%
15,877,901
+2,297,867
+17% +$42.6M
VTRS icon
7
Viatris
VTRS
$20.4B
$193M 2.98%
18,421,408
-10,970,594
-37% -$120M
HD icon
8
CALL
Home Depot
HD
$331B
$162M 2.5%
590,000
+546,700
+1,263% +$161M
LOW icon
9
Lowe's Companies
LOW
$117B
$148M 2.29%
849,742
+359,799
+73% +$69.4M
BABA icon
10
Alibaba
BABA
$293B
$109M 1.69%
960,516
-1,472,837
-61% -$144M
ZM icon
11
CALL
Zoom
ZM
$28.2B
$105M 1.62%
972,300
+60,700
+7% +$6.4M
BABA icon
12
CALL
Alibaba
BABA
$293B
$98.5M 1.52%
866,900
-356,700
-29% -$35M
BHC icon
13
Bausch Health
BHC
$2.58B
$93.5M 1.44%
11,182,765
-216,736
-2% -$3.03M
MSFT icon
14
PUT
Microsoft
MSFT
$3.45T
$88.9M 1.37%
346,300
-201,500
-37% -$54.7M
APD icon
15
CALL
Air Products & Chemicals
APD
$65.7B
$87.4M 1.35%
+363,400
New +$88.4M
WMT icon
16
PUT
Walmart Inc
WMT
$885B
$78.1M 1.21%
+1,927,500
New +$88.9M
HYG icon
17
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$73.6M 1.14%
+1,000,000
New +$77.8M
CVX icon
18
CALL
Chevron
CVX
$392B
$72.4M 1.12%
+500,000
New +$82.7M
BMY icon
19
CALL
Bristol-Myers Squibb
BMY
$133B
$68.5M 1.06%
+890,000
New +$67.8M
EFA icon
20
CALL
iShares MSCI EAFE ETF
EFA
$78B
$67.8M 1.05%
+1,085,000
New +$73.8M
EFA icon
21
PUT
iShares MSCI EAFE ETF
EFA
$78B
$67.8M 1.05%
+1,085,000
New +$73.8M
LQD icon
22
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$55M 0.85%
+500,000
New +$56.5M
LQD icon
23
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$55M 0.85%
500,000
-100,000
-17% -$11.3M
ABBV icon
24
CALL
AbbVie
ABBV
$443B
$53.6M 0.83%
+350,000
New +$53.5M
C icon
25
Citigroup
C
$222B
$51.3M 0.79%
1,115,642
+1,001,000
+873% +$50.1M
1
2 3 4 5

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LCM
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NSAM
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Laurion Capital Management's Q2 2022 Portfolio in Review

As of Q2 2022, Laurion Capital Management held 758 positions worth $6.47B, down 21% from $8.17B the previous quarter. Its ten largest holdings account for 39% of the portfolio.

Laurion Capital Management withdrew a net $612M in Q2 2022, closing 303 positions and reducing 79 holdings. Its most notable exit was International Flavors & Fragrances, an estimated $284M position sold in full.

By sector, the portfolio is most concentrated in Healthcare at 12% of assets, down from 13% a quarter earlier, followed by Communication Services and Consumer Discretionary.

Against the trend, Laurion Capital Management opened a new position in Morgan Stanley worth $47M.

  • Laurion Capital Management's largest Q2 2022 buy was Morgan Stanley: 618,580 shares worth $47M.
  • Laurion Capital Management added most to Lowe's Companies in Q2 2022, an estimated $69.4M increase.
  • Laurion Capital Management's biggest Q2 2022 reduction was T-Mobile US, cutting an estimated $161M.
  • Laurion Capital Management fully exited International Flavors & Fragrances in Q2 2022, selling an estimated $284M.
  • Laurion Capital Management's ten largest holdings make up 39% of its $6.47B portfolio in Q2 2022.
  • Laurion Capital Management opened 244 new positions and closed 303 in Q2 2022.
  • Laurion Capital Management's portfolio value fell 21% quarter-over-quarter to $6.47B.

Based on Laurion Capital Management's 13F filing for Q2 2022, filed 15 Aug 2022.