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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 | |
|---|---|---|---|---|---|---|---|
451
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$259M
| $1.1M | 0.02% |
4,300
+400
| +10% | +$88.7K |
2017 Q1
3 quarters
|
|
452
PUT
Domino's
DPZ
$9.39B
| $1.1M | 0.02% |
5,800
| – | – |
2017 Q3
1 quarter
|
|
453
Coca-Cola
KO
$390B
| $1.1M | 0.02% |
23,899
+1,377
| +6% | +$63.3K |
2017 Q2
2 quarters
|
|
454
CALL
McKesson
MCK
$113B
| $1.09M | 0.02% |
7,000
-2,500
| -26% | -$370K |
2016 Q2
6 quarters
|
|
455
CALL
TotalEnergies
TTE
$197B
| $1.09M | 0.02% |
+19,700
| New | +$1.09M |
2017 Q4
0 quarters
|
|
456
PUT
DELISTED
bluebird bio
BLUE
| $1.09M | 0.02% |
+471
| New | +$956K |
2017 Q4
0 quarters
|
|
|
457
Domino's
DPZ
$9.39B
| $1.08M | 0.02% |
5,700
| – | – |
2017 Q3
1 quarter
|
|
458
iShares China Large-Cap ETF
FXI
$3.9B
| $1.08M | 0.02% |
+23,295
| New | +$1.08M |
2017 Q4
0 quarters
|
|
459
CALL
DELISTED
Nordstrom
JWN
| $1.08M | 0.02% |
22,700
+13,500
| +147% | +$582K |
2017 Q1
3 quarters
|
|
|
ALXN
460
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $1.08M | 0.02% |
9,000
-8,000
| -47% | -$974K |
2016 Q2
6 quarters
|
|
461
CALL
State Street Technology Select Sector SPDR ETF
XLK
$128B
| $1.07M | 0.02% |
+33,600
| New | +$1.05M |
2017 Q4
0 quarters
|
|
462
CALL
Alcoa
AA
$10.7B
| $1.07M | 0.02% |
19,800
+9,287
| +88% | +$425K |
2013 Q4
16 quarters
|
|
|
ZAYO
463
CALL
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $1.06M | 0.02% |
28,800
-3,600
| -11% | -$127K |
2016 Q4
4 quarters
|
|
464
CALL
Expedia Group
EXPE
$32.6B
| $1.05M | 0.02% |
8,800
+1,200
| +16% | +$156K |
2016 Q2
6 quarters
|
|
|
KSU
465
PUT
DELISTED
Kansas City Southern
KSU
| $1.05M | 0.02% |
+10,000
| New | +$1.07M |
2017 Q4
0 quarters
|
|
466
CALL
Chemours
CC
$1.95B
| $1.05M | 0.02% |
21,000
+4,500
| +27% | +$236K |
2016 Q4
4 quarters
|
|
467
PUT
DELISTED
Coterra Energy
CTRA
| $1.05M | 0.02% |
36,600
+6,600
| +22% | +$181K |
2017 Q2
2 quarters
|
|
468
PUT
HF Sinclair
DINO
$22.8B
| $1.04M | 0.02% |
20,300
-200
| -1% | -$8.45K |
2017 Q3
1 quarter
|
|
469
PUT
3M
MMM
$84.4B
| $1.04M | 0.02% |
5,262
+2,272
| +76% | +$437K |
2017 Q3
1 quarter
|
|
|
MON
470
DELISTED
Monsanto Co
MON
| $1.03M | 0.02% |
8,810
-8,200
| -48% | -$976K |
2017 Q1
3 quarters
|
|
471
PUT
Eli Lilly
LLY
$1.07T
| $1.02M | 0.02% |
12,100
+200
| +2% | +$17K |
2016 Q2
6 quarters
|
|
|
RSPP
472
CALL
DELISTED
RSP Permian, Inc.
RSPP
| $1.02M | 0.02% |
25,100
+100
| +0.4% | +$3.59K |
2017 Q3
1 quarter
|
|
|
NUVA
473
CALL
DELISTED
NuVasive, Inc.
NUVA
| $1.02M | 0.02% |
+17,400
| New | +$987K |
2017 Q4
0 quarters
|
|
|
ETP
474
PUT
DELISTED
Energy Transfer Partners, L.P.
ETP
| $1.02M | 0.02% |
+56,800
| New | +$981K |
2017 Q4
0 quarters
|
|
475
CALL
Humana
HUM
$51B
| $1.02M | 0.02% |
4,100
-2,300
| -36% | -$568K |
2017 Q3
1 quarter
|
|
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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.