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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 | |
|---|---|---|---|---|---|---|---|
151
CALL
Verizon
VZ
$177B
| $4.03M | 0.08% |
76,200
-136,900
| -64% | -$6.73M |
2013 Q4
16 quarters
|
|
152
CALL
Biogen
BIIB
$34.3B
| $4.01M | 0.08% |
12,600
+4,200
| +50% | +$1.35M |
2013 Q4
16 quarters
|
|
153
PUT
VanEck Gold Miners ETF
GDX
$26.6B
| $3.97M | 0.08% |
170,800
-125,800
| -42% | -$2.86M |
2016 Q2
6 quarters
|
|
154
Micron Technology
MU
$1.11T
| $3.97M | 0.08% |
96,454
-73,358
| -43% | -$3.16M |
2015 Q1
11 quarters
|
|
155
PUT
Costco
COST
$421B
| $3.96M | 0.08% |
21,300
+14,700
| +223% | +$2.54M |
2015 Q2
10 quarters
|
|
156
PUT
JPMorgan Chase
JPM
$888B
| $3.92M | 0.08% |
36,700
-19,500
| -35% | -$1.97M |
2013 Q4
16 quarters
|
|
157
CALL
Cisco
CSCO
$456B
| $3.86M | 0.08% |
100,900
-226,700
| -69% | -$8.1M |
2013 Q4
16 quarters
|
|
158
PUT
DELISTED
Electronic Arts
EA
| $3.83M | 0.08% |
36,500
+21,500
| +143% | +$2.39M |
2017 Q3
1 quarter
|
|
159
PUT
Nike
NKE
$51.5B
| $3.82M | 0.08% |
61,100
-112,800
| -65% | -$6.48M |
2015 Q3
9 quarters
|
|
160
CALL
American International
AIG
$40.6B
| $3.82M | 0.08% |
64,100
-47,000
| -42% | -$2.89M |
2013 Q4
16 quarters
|
|
161
PUT
Colgate-Palmolive
CL
$70.6B
| $3.8M | 0.07% |
50,400
+5,700
| +13% | +$416K |
2017 Q1
3 quarters
|
|
|
TWX
162
PUT
DELISTED
Time Warner Inc
TWX
| $3.79M | 0.07% |
41,400
+20,500
| +98% | +$1.94M |
2013 Q4
16 quarters
|
|
163
PUT
Starbucks
SBUX
$104B
| $3.79M | 0.07% |
65,900
+25,700
| +64% | +$1.45M |
2016 Q2
6 quarters
|
|
164
PUT
State Street Financial Select Sector SPDR ETF
XLF
$51.1B
| $3.79M | 0.07% |
135,600
-63,100
| -32% | -$1.7M |
2016 Q3
5 quarters
|
|
165
PUT
Bristol-Myers Squibb
BMY
$117B
| $3.76M | 0.07% |
61,300
+16,300
| +36% | +$1.02M |
2013 Q4
16 quarters
|
|
166
PUT
Intel
INTC
$538B
| $3.75M | 0.07% |
81,300
-58,800
| -42% | -$2.57M |
2013 Q4
16 quarters
|
|
167
CALL
Amgen
AMGN
$224B
| $3.72M | 0.07% |
21,400
-26,200
| -55% | -$4.64M |
2013 Q4
16 quarters
|
|
168
PUT
Broadcom
AVGO
$1.71T
| $3.7M | 0.07% |
144,000
-290,000
| -67% | -$7.54M |
2015 Q3
9 quarters
|
|
169
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$41.3B
| $3.69M | 0.07% |
+35,000
| New | +$3.71M |
2017 Q4
0 quarters
|
|
170
CALL
Freeport-McMoran
FCX
$106B
| $3.69M | 0.07% |
194,500
+51,400
| +36% | +$775K |
2013 Q4
16 quarters
|
|
|
171
CALL
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
| $3.64M | 0.07% |
100,800
-44,400
| -31% | -$1.53M |
2015 Q3
9 quarters
|
|
172
CALL
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$13B
| $3.63M | 0.07% |
31,300
+10,000
| +47% | +$1.16M |
2017 Q3
1 quarter
|
|
173
CALL
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $3.63M | 0.07% |
221,100
+67,500
| +44% | +$1M |
2017 Q1
3 quarters
|
|
174
PUT
NetEase
NTES
$80.4B
| $3.62M | 0.07% |
52,500
-86,500
| -62% | -$5.4M |
2016 Q4
4 quarters
|
|
|
AABA
175
CALL
DELISTED
Altaba Inc
AABA
| $3.62M | 0.07% |
51,800
-61,600
| -54% | -$4.29M |
2017 Q2
2 quarters
|
|
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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.