Laurion Capital Management LP

Quant stat arb Low signal CIK 1390202
League rank
#79
in Quant stat arb · #1954 overall
Long book
$1.01B
Q1 2026
Positions
186
Top-10 weight
58%
concentration
Last quarter
+14.2%
SPY +14.8%
Turnover
76%
of book per quarter

Strategy in plain words

auto-generated from filings

Laurion Capital Management LP is a quantitative fund whose holdings reflect models, not opinions, running a $1.01B US long book across 186 positions.

The portfolio is concentrated: the top 10 names carry 58% of the portfolio. Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: ELECTRONIC ARTS INC, NORFOLK SOUTHERN CORP, BRIDGEBIO PHARMA INC, WARNER BROS DISCOVERY INC, MINERALYS THERAPEUTICS INC.

Over the last 9 quarters its long book ran on average 0pp per quarter ahead of the S&P 500, beating the index in 4 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
-7.2%
Q2 2024
+1.1%
Q3 2024
-3.1%
Q4 2024
-3.7%
Q1 2025
+13.7%
Q2 2025
+21.6%
Q3 2025
+14.0%
Q4 2025
-10.1%
Q1 2026
+14.2%

Sector allocation

Healthcare
26%
Technology
25%
Industrials
23%
Communications
9%
Other
6%
Financials
4%
Services media
2%
Consumer discretionary
2%

Long book by quarter

$3.58B
Q1 2024
$3.05B
Q2 2024
$1.51B
Q3 2024
$1.57B
Q4 2024
$1.26B
Q1 2025
$826.1M
Q2 2025
$679.7M
Q3 2025
$1.41B
Q4 2025
$1.01B
Q1 2026

What does Laurion Capital own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
EA ELECTRONIC ARTS INCTechnology566.8K$115.6M11.4%+27.8%
NSC NORFOLK SOUTHERN CORPIndustrials351.6K$100.9M10.0%Held
BBIO BRIDGEBIO PHARMA INCHealthcare1.3M$93.8M9.3%-9.9%
WBD WARNER BROS DISCOVERY INCCommunications3.1M$85.4M8.5%+28.1%
MLYS MINERALYS THERAPEUTICS INCHealthcare2.2M$60.5M6.0%+30.3%
HO1 HOLOGIC INC604.5K$45.7M4.5%New
NUVB NUVATION BIO INCHealthcare7.8M$33.6M3.3%-0.4%
FPS FORGENT POWER SOLUTIONS-CL AIndustrials700.0K$20.5M2.0%New
BBOT BRIDGEBIO ONCOLOGY THERAPEUTHealthcare1.9M$17.2M1.7%+31.2%
KTOS KRATOS DEFENSE & SECURITYIndustrials225.0K$15.9M1.6%New
SARO STANDARDAERO INCIndustrials600.0K$15.5M1.5%New
CME CME GROUP INCFinancials46.4K$13.7M1.4%-4.5%
CAT CATERPILLAR INCIndustrials14.5K$10.3M1.0%New
DHI DR HORTON INCIndustrials67.5K$9.3M0.9%New
MDLN MEDLINE INC-CL AHealthcare200.1K$8.9M0.9%New
META META PLATFORMS INC-CLASS ATechnology15.3K$8.8M0.9%New
LNG CHENIERE ENERGY INCUtilities28.5K$8.1M0.8%-15.7%
AMAT APPLIED MATERIALS INCTechnology23.5K$8.0M0.8%+922.7%
ADBE ADOBE INCTechnology32.8K$8.0M0.8%New
NVDA NVIDIA CORPTechnology44.4K$7.7M0.8%-83.6%
PYXS PYXIS ONCOLOGY INCHealthcare5.0M$7.3M0.7%+4.2%
LRCX LAM RESEARCH CORPIndustrials32.4K$6.9M0.7%New
CRWD CROWDSTRIKE HOLDINGS INC - ATechnology16.3K$6.4M0.6%New
AVGO BROADCOM INCTechnology19.9K$6.2M0.6%-48.4%
FERG FERGUSON ENTERPRISES INCConsumer discretionary26.0K$6.1M0.6%-13.3%
DASH DOORDASH INC - AServices media40.1K$6.0M0.6%New
ASML ASML HOLDING NV-NY REG SHSIndustrials4.5K$6.0M0.6%New
PHM PULTEGROUP INCIndustrials49.1K$5.8M0.6%New
VOR VOR BIOPHARMA INCHealthcare318.7K$5.7M0.6%+0.4%
NOW SERVICENOW INCTechnology54.3K$5.7M0.6%+341.3%
ORCL ORACLE CORPTechnology38.3K$5.6M0.6%New
FIX COMFORT SYSTEMS USA INCIndustrials4.0K$5.5M0.5%New
GOOGL ALPHABET INC-CL ATechnology18.8K$5.4M0.5%-95.9%
BOBS BOB'S DISCOUNT FURNITUREConsumer discretionary450.0K$5.3M0.5%New
LEN LENNAR CORP-AIndustrials60.0K$5.2M0.5%New
SNPS SYNOPSYS INCTechnology13.1K$5.2M0.5%New
DDOG DATADOG INC - CLASS ATechnology43.7K$5.2M0.5%New
PEPG PEPGEN INCHealthcare2.8M$4.9M0.5%+34.0%
CDNS CADENCE DESIGN SYS INCTechnology17.5K$4.9M0.5%New
AMD ADVANCED MICRO DEVICESTechnology23.7K$4.8M0.5%+86.9%
TER TERADYNE INCTechnology16.2K$4.8M0.5%+217.1%
SBUX STARBUCKS CORPConsumer discretionary53.0K$4.8M0.5%New
GOOG ALPHABET INC-CL CTechnology16.4K$4.7M0.5%-94.8%
TSLA TESLA INCIndustrials12.3K$4.6M0.5%-88.3%
GEV GE VERNOVA INCIndustrials5.1K$4.4M0.4%New
IMUX IMMUNIC INCHealthcare3.9M$4.3M0.4%Held
CRDF CARDIFF ONCOLOGY INCHealthcare2.6M$4.3M0.4%Held
GLW CORNING INCIndustrials31.0K$4.2M0.4%New
AAPL APPLE INCTechnology15.7K$4.0M0.4%-95.5%
AARD AARDVARK THERAPEUTICS INCHealthcare1.0M$3.9M0.4%+1.9%

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 14, 2026349$2.29B canonicalSEC ↗
Q4 202513F-HR/ARESTATEMENTFeb 17, 2026306$2.69B canonicalSEC ↗
Q4 202513F-HRFeb 13, 2026306$3.27B SEC ↗
Q3 202513F-HRNov 17, 2025232$5.82B canonicalSEC ↗
Q2 202513F-HRAug 14, 2025381$5.54B canonicalSEC ↗
Q1 202513F-HRMay 15, 2025264$3.97B canonicalSEC ↗
Q4 202413F-HRFeb 14, 2025293$5.47B canonicalSEC ↗
Q3 202413F-HRNov 14, 2024273$7.36B canonicalSEC ↗
Q2 202413F-HRAug 14, 2024542$8.45B canonicalSEC ↗
Q1 202413F-HRMay 15, 2024509$11.79B canonicalSEC ↗