ID
Integral Derivatives Portfolio holdings
AUM
$4.07B
Turnover
54.59%
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
1.2
years
Top 10 Avg Time Held Equity + Options
1.6
years
Top 20 Avg Time Held Equity + Options
1.8
years
Avg Time Held Equity only
0.4
years
Top 10 Avg Time Held Equity only
0.3
years
Top 20 Avg Time Held Equity only
0.2
years
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 | |
|---|---|---|---|---|---|---|---|
|
SINA
501
DELISTED
Sina Corp
SINA
| $951K | 0.02% |
9,477
-584
| -6% | -$62.3K |
2017 Q1
3 quarters
|
|
502
PUT
DELISTED
Stericycle Inc
SRCL
| $945K | 0.02% |
13,900
| – | – |
2016 Q3
5 quarters
|
|
503
PUT
New Oriental
EDU
$8.91B
| $940K | 0.02% |
+10,000
| New | +$888K |
2017 Q4
0 quarters
|
|
504
PUT
Tyson Foods
TSN
$19.1B
| $940K | 0.02% |
11,600
-2,200
| -16% | -$168K |
2017 Q1
3 quarters
|
|
505
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $937K | 0.02% |
12,900
-6,300
| -33% | -$444K |
2017 Q3
1 quarter
|
|
506
CALL
TransDigm Group
TDG
$60.9B
| $934K | 0.02% |
3,400
-2,100
| -38% | -$570K |
2017 Q2
2 quarters
|
|
507
CALL
GE Aerospace
GE
$317B
| $927K | 0.02% |
11,080
-6,656
| -38% | -$635K |
2013 Q4
16 quarters
|
|
|
ALXN
508
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $921K | 0.02% |
7,700
-10,400
| -57% | -$1.27M |
2016 Q4
4 quarters
|
|
|
EGN
509
CALL
DELISTED
Energen
EGN
| $921K | 0.02% |
16,000
-14,000
| -47% | -$760K |
2017 Q3
1 quarter
|
|
510
Las Vegas Sands
LVS
$23.9B
| $920K | 0.02% |
+13,243
| New | +$883K |
2017 Q4
0 quarters
|
|
511
CALL
Marathon Petroleum
MPC
$135B
| $917K | 0.02% |
13,900
-37,800
| -73% | -$2.31M |
2015 Q4
8 quarters
|
|
512
CALL
Blackstone
BX
$79.5B
| $916K | 0.02% |
28,600
-7,600
| -21% | -$247K |
2015 Q2
10 quarters
|
|
513
PUT
Freeport-McMoran
FCX
$99.2B
| $916K | 0.02% |
48,300
+24,900
| +106% | +$376K |
2013 Q4
16 quarters
|
|
514
CALL
Bath & Body Works
BBWI
$3.77B
| $915K | 0.02% |
18,802
+11,751
| +167% | +$475K |
2017 Q3
1 quarter
|
|
515
CALL
Charter Communications
CHTR
$11.9B
| $907K | 0.02% |
2,700
+1,200
| +80% | +$408K |
2017 Q2
2 quarters
|
|
516
CALL
Equinix
EQIX
$98.3B
| $906K | 0.02% |
+2,000
| New | +$925K |
2017 Q4
0 quarters
|
|
517
iShares Silver Trust
SLV
$27B
| $906K | 0.02% |
56,688
+100
| +0.2% | +$1.58K |
2016 Q1
7 quarters
|
|
518
CALL
Phillips 66
PSX
$118B
| $900K | 0.02% |
8,900
+900
| +11% | +$85.6K |
2016 Q2
6 quarters
|
|
519
Duke Energy
DUK
$93B
| $898K | 0.02% |
10,679
+7,100
| +198% | +$620K |
2017 Q1
3 quarters
|
|
520
PUT
Waste Management
WM
$85.8B
| $898K | 0.02% |
10,400
+400
| +4% | +$32.6K |
2017 Q3
1 quarter
|
|
521
PUT
Lumentum
LITE
$82.2B
| $895K | 0.02% |
+18,300
| New | +$1.02M |
2017 Q4
0 quarters
|
|
522
CALL
CME Group
CME
$103B
| $891K | 0.02% |
+6,100
| New | +$869K |
2017 Q4
0 quarters
|
|
523
PUT
MPLX
MPLX
$58.2B
| $887K | 0.02% |
+25,000
| New | +$880K |
2017 Q4
0 quarters
|
|
524
CALL
Steel Dynamics
STLD
$34.4B
| $884K | 0.02% |
20,500
+13,800
| +206% | +$531K |
2017 Q2
2 quarters
|
|
|
VIAB
525
DELISTED
Viacom Inc. Class B
VIAB
| $882K | 0.02% |
28,615
-21,054
| -42% | -$572K |
2017 Q3
1 quarter
|
|
Similar funds
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DIA
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VAM
SI
PJC
SWITC
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.