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Integral Derivatives Portfolio holdings
AUM
$4.07B
1-Year Est. Return
19.81%
This Fund
S&P 500
This Quarter
Est. Return
+5.14%
1 Year Est. Return
+19.81%
3 Year Est. Return
+45.77%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$5.09B
AUM Growth
-$414M
(-7.5%)
Cap. Flow
-$82.8M
Cap. Flow
% of AUM
-1.63%
Top 10 Holdings %
Top 10 Hldgs %
56.63%
Holding
1,386
New
277
Increased
357
Reduced
419
Closed
288
Avg Time Held Equity + Options
4.9
quarters
Top 10 Avg Time Held Equity + Options
6.3
quarters
Top 20 Avg Time Held Equity + Options
7.3
quarters
Avg Time Held Equity only
1.8
quarters
Top 10 Avg Time Held Equity only
1
quarter
Top 20 Avg Time Held Equity only
1
quarter
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$12.2M |
| 2 |
Union Pacific
UNP
|
+$10.6M |
| 3 |
Baidu
BIDU
|
+$5.97M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$5.26M |
| 5 |
AET
Aetna Inc
AET
|
+$4.46M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$18.5M |
| 2 |
Alphabet (Google) Class C
GOOG
|
+$12.8M |
| 3 |
Netflix
NFLX
|
+$10.2M |
| 4 |
Mondelez International
MDLZ
|
+$9.75M |
| 5 |
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
|
+$6.55M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 95.35% |
| 2 | Communication Services | 1.13% |
| 3 | Technology | 1.09% |
| 4 | Consumer Discretionary | 0.51% |
| 5 | Energy | 0.48% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
26
PUT
Booking.com
BKNG
$120B
| $16.3M | 0.32% |
235,000
-55,000
| -19% | -$3.98M |
2013 Q4
16 quarters
|
|
27
CALL
Microsoft
MSFT
$3.97T
| $15.7M | 0.31% |
184,000
-277,000
| -60% | -$22.7M |
2013 Q4
16 quarters
|
|
28
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
| $15.5M | 0.31% |
220,800
+15,200
| +7% | +$1.06M |
2013 Q4
16 quarters
|
|
29
CALL
Tesla
TSLA
$1.51T
| $15.3M | 0.3% |
735,660
-186,000
| -20% | -$4.05M |
2013 Q4
16 quarters
|
|
30
NVIDIA
NVDA
$5.54T
| $14.4M | 0.28% |
2,985,920
+72,800
| +2% | +$362K |
2016 Q3
5 quarters
|
|
|
31
CALL
Booking.com
BKNG
$120B
| $14.4M | 0.28% |
207,500
+12,500
| +6% | +$906K |
2013 Q4
16 quarters
|
|
32
PUT
iShares Russell 2000 ETF
IWM
$78.5B
| $13.4M | 0.26% |
87,700
-88,800
| -50% | -$13.3M |
2016 Q2
6 quarters
|
|
|
33
State Street SPDR S&P 500 ETF Trust
SPY
$822B
| $13.3M | 0.26% |
49,787
+47,094
| +1,749% | +$12.2M |
2017 Q3
1 quarter
|
|
34
PUT
ExxonMobil
XOM
$695B
| $13M | 0.26% |
155,500
-25,500
| -14% | -$2.11M |
2013 Q4
16 quarters
|
|
|
35
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.13B
| $12M | 0.24% |
80,750
-19,575
| -20% | -$2.73M |
2014 Q2
14 quarters
|
|
36
CALL
iShares MSCI Emerging Markets ETF
EEM
$31B
| $11.9M | 0.23% |
253,400
-113,100
| -31% | -$5.23M |
2015 Q2
10 quarters
|
|
|
37
Union Pacific
UNP
$165B
| $11.8M | 0.23% |
+88,239
| New | +$10.6M |
2017 Q4
0 quarters
|
|
38
Meta Platforms (Facebook)
META
$1.83T
| $11.5M | 0.23% |
64,989
-22,161
| -25% | -$3.92M |
2015 Q1
11 quarters
|
|
39
PUT
Valero Energy
VLO
$125B
| $11.2M | 0.22% |
122,200
+35,400
| +41% | +$2.92M |
2016 Q3
5 quarters
|
|
40
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$48.5B
| $10.8M | 0.21% |
84,900
+41,500
| +96% | +$5.21M |
2013 Q4
16 quarters
|
|
41
CALL
Oracle
ORCL
$429B
| $10.6M | 0.21% |
223,900
-36,000
| -14% | -$1.77M |
2015 Q4
8 quarters
|
|
42
PUT
Delta Air Lines
DAL
$54B
| $10.2M | 0.2% |
183,000
+76,200
| +71% | +$3.98M |
2013 Q4
16 quarters
|
|
|
43
CALL
Delta Air Lines
DAL
$54B
| $10.2M | 0.2% |
182,600
+111,400
| +156% | +$5.82M |
2015 Q4
8 quarters
|
|
44
PUT
iShares MSCI Brazil ETF
EWZ
$12.1B
| $10.2M | 0.2% |
251,800
+28,600
| +13% | +$1.16M |
2013 Q4
16 quarters
|
|
45
CALL
DuPont de Nemours
DD
$17.6B
| $10.1M | 0.2% |
55,721
+31,287
| +128% | +$5.64M |
2017 Q2
2 quarters
|
|
|
46
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$48.5B
| $9.98M | 0.2% |
78,700
+70,300
| +837% | +$8.82M |
2015 Q2
10 quarters
|
|
|
47
PUT
Union Pacific
UNP
$165B
| $9.86M | 0.19% |
73,500
-56,500
| -43% | -$6.81M |
2013 Q4
16 quarters
|
|
48
CALL
DELISTED
Praxair Inc
PX
| $9.82M | 0.19% |
63,500
-26,300
| -29% | -$3.9M |
2017 Q1
3 quarters
|
|
|
49
PUT
Mondelez International
MDLZ
$77.1B
| $9.48M | 0.19% |
221,600
+53,100
| +32% | +$2.23M |
2015 Q3
9 quarters
|
|
|
50
CALL
ExxonMobil
XOM
$695B
| $9.47M | 0.19% |
113,200
-10,100
| -8% | -$835K |
2013 Q4
16 quarters
|
|
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SMA
Integral Derivatives's Q4 2017 Portfolio in Review
As of Q4 2017, Integral Derivatives held 1,386 positions worth $5.09B, down 7.5% from $5.5B the previous quarter. Its ten largest holdings account for 57% of the portfolio.
Integral Derivatives's Q4 2017 filing shows 277 new, 357 increased, 419 reduced and 288 closed positions. Its largest new stake was Union Pacific: 88,239 shares worth $11.8M. The largest sale was Apple, an estimated $18.5M.
By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 95% a quarter earlier, followed by Communication Services and Technology.
- Integral Derivatives's largest Q4 2017 buy was Union Pacific: 88,239 shares worth $11.8M.
- Integral Derivatives added most to State Street SPDR S&P 500 ETF Trust in Q4 2017, an estimated $12.2M increase.
- Integral Derivatives's biggest Q4 2017 reduction was State Street SPDR S&P Oil & Gas Exploration & Production ETF, cutting an estimated $6.55M.
- Integral Derivatives fully exited Apple in Q4 2017, selling an estimated $18.5M.
- Integral Derivatives's ten largest holdings make up 57% of its $5.09B portfolio in Q4 2017.
- Integral Derivatives opened 277 new positions and closed 288 in Q4 2017.
- Integral Derivatives's portfolio value fell 7.5% quarter-over-quarter to $5.09B.
Based on Integral Derivatives's 13F filing for Q4 2017, filed 14 Feb 2018.