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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
+4.74%
1 Year Est. Return
+19.81%
3 Year Est. Return
+45.77%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$5.49B
AUM Growth
+$88.5M
(+1.6%)
Cap. Flow
-$112M
Cap. Flow
% of AUM
-2.03%
Top 10 Holdings %
Top 10 Hldgs %
52.24%
Holding
1,517
New
409
Increased
321
Reduced
370
Closed
398
Avg Time Held Equity + Options
3.6
quarters
Top 10 Avg Time Held Equity + Options
5.6
quarters
Top 20 Avg Time Held Equity + Options
5.7
quarters
Avg Time Held Equity only
1.2
quarters
Top 10 Avg Time Held Equity only
0.6
quarters
Top 20 Avg Time Held Equity only
0.8
quarters
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
IBM
IBM
|
+$19.8M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$7.4M |
| 3 |
Alphabet (Google) Class A
GOOGL
|
+$5.07M |
| 4 |
Invesco CurrencyShares Euro Currency Trust
FXE
|
+$4.89M |
| 5 |
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
|
+$4.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$60M |
| 2 |
Alibaba
BABA
|
+$18.2M |
| 3 |
Booking.com
BKNG
|
+$13.3M |
| 4 |
Pioneer Natural Resource Co.
PXD
|
+$10.2M |
| 5 |
AGN
Allergan plc
AGN
|
+$9.55M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 95.28% |
| 2 | Technology | 1.29% |
| 3 | Communication Services | 0.77% |
| 4 | Energy | 0.75% |
| 5 | Healthcare | 0.49% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$822B
| $1.67B | 30.39% |
7,070,300
+463,400
| +7% | +$108M |
2013 Q4
13 quarters
|
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$822B
| $715M | 13.04% |
3,033,600
-757,100
| -20% | -$176M |
2013 Q4
13 quarters
|
|
3
PUT
Apple
AAPL
$4.91T
| $90.9M | 1.66% |
2,530,000
+81,200
| +3% | +$2.67M |
2013 Q4
13 quarters
|
|
|
4
CALL
Apple
AAPL
$4.91T
| $67M | 1.22% |
1,865,600
+621,200
| +50% | +$20.5M |
2013 Q4
13 quarters
|
|
|
5
PUT
Alibaba
BABA
$277B
| $61.7M | 1.12% |
572,000
+124,200
| +28% | +$12.6M |
2014 Q3
10 quarters
|
|
|
6
PUT
iShares MSCI Emerging Markets ETF
EEM
$31B
| $59.9M | 1.09% |
1,519,700
+1,146,200
| +307% | +$43.5M |
2013 Q4
13 quarters
|
|
7
PUT
iShares Russell 2000 ETF
IWM
$78.5B
| $52.7M | 0.96% |
383,600
-53,100
| -12% | -$7.25M |
2016 Q2
3 quarters
|
|
|
8
CALL
Meta Platforms (Facebook)
META
$1.83T
| $52.6M | 0.96% |
370,400
-172,700
| -32% | -$23.1M |
2013 Q4
13 quarters
|
|
9
PUT
Alphabet (Google) Class C
GOOG
$4.25T
| $51.7M | 0.94% |
1,246,000
-216,000
| -15% | -$8.86M |
2013 Q4
13 quarters
|
|
10
CALL
Amazon
AMZN
$2.83T
| $47.4M | 0.86% |
1,070,000
+274,000
| +34% | +$11.4M |
2013 Q4
13 quarters
|
|
11
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
| $43.4M | 0.79% |
696,500
+503,100
| +260% | +$30.4M |
2013 Q4
13 quarters
|
|
|
12
PUT
Alphabet (Google) Class A
GOOGL
$4.3T
| $43.3M | 0.79% |
1,022,000
+610,000
| +148% | +$25.6M |
2015 Q4
5 quarters
|
|
13
CALL
Microsoft
MSFT
$3.97T
| $42.7M | 0.78% |
648,700
-192,100
| -23% | -$12.3M |
2013 Q4
13 quarters
|
|
14
CALL
Walt Disney
DIS
$187B
| $42.2M | 0.77% |
371,900
+63,400
| +21% | +$6.98M |
2013 Q4
13 quarters
|
|
|
15
CALL
Alibaba
BABA
$277B
| $32.9M | 0.6% |
305,000
-48,000
| -14% | -$4.88M |
2014 Q3
10 quarters
|
|
|
16
PUT
Walt Disney
DIS
$187B
| $31.9M | 0.58% |
281,300
+94,700
| +51% | +$10.4M |
2013 Q4
13 quarters
|
|
|
17
PUT
Meta Platforms (Facebook)
META
$1.83T
| $30.4M | 0.55% |
214,200
-325,400
| -60% | -$43.5M |
2013 Q4
13 quarters
|
|
18
CALL
United Parcel Service
UPS
$80.5B
| $30.2M | 0.55% |
281,900
-54,400
| -16% | -$5.94M |
2013 Q4
13 quarters
|
|
|
19
PUT
Amazon
AMZN
$2.83T
| $30.1M | 0.55% |
678,000
-236,000
| -26% | -$9.84M |
2013 Q4
13 quarters
|
|
|
20
CALL
Alphabet (Google) Class C
GOOG
$4.25T
| $29.8M | 0.54% |
718,000
-52,000
| -7% | -$2.13M |
2013 Q4
13 quarters
|
|
|
21
CALL
iShares MSCI EAFE ETF
EFA
$76.4B
| $29.3M | 0.53% |
469,800
+371,700
| +379% | +$22.5M |
2014 Q2
11 quarters
|
|
22
PUT
Halliburton
HAL
$27.1B
| $27.9M | 0.51% |
566,400
+350,200
| +162% | +$18.8M |
2013 Q4
13 quarters
|
|
23
PUT
iShares China Large-Cap ETF
FXI
$3.94B
| $26.9M | 0.49% |
699,100
+536,300
| +329% | +$20.2M |
2013 Q4
13 quarters
|
|
24
PUT
ExxonMobil
XOM
$695B
| $26.6M | 0.48% |
324,200
+186,700
| +136% | +$15.6M |
2013 Q4
13 quarters
|
|
|
25
PUT
Booking.com
BKNG
$120B
| $25.1M | 0.46% |
352,500
-197,500
| -36% | -$13M |
2013 Q4
13 quarters
|
|
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Integral Derivatives's Q1 2017 Portfolio in Review
As of Q1 2017, Integral Derivatives held 1,517 positions worth $5.49B, up 1.6% from $5.4B the previous quarter. Its ten largest holdings account for 52% of the portfolio.
Integral Derivatives's Q1 2017 filing shows 409 new, 321 increased, 370 reduced and 398 closed positions. Its largest new stake was IBM: 117,858 shares worth $19.6M. The largest sale was Meta Platforms (Facebook), an estimated $60M.
By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 93% a quarter earlier, followed by Technology and Communication Services.
- Integral Derivatives's largest Q1 2017 buy was IBM: 117,858 shares worth $19.6M.
- Integral Derivatives added most to Alphabet (Google) Class A in Q1 2017, an estimated $5.07M increase.
- Integral Derivatives's biggest Q1 2017 reduction was Meta Platforms (Facebook), cutting an estimated $60M.
- Integral Derivatives fully exited Booking.com in Q1 2017, selling an estimated $13.3M.
- Integral Derivatives's ten largest holdings make up 52% of its $5.49B portfolio in Q1 2017.
- Integral Derivatives opened 409 new positions and closed 398 in Q1 2017.
- Integral Derivatives's portfolio value rose 1.6% quarter-over-quarter to $5.49B.
Based on Integral Derivatives's 13F filing for Q1 2017, filed 15 May 2017.