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 | |
|---|---|---|---|---|---|---|---|
576
PUT
Agnico Eagle Mines
AEM
$89.3B
| $771K | 0.02% |
+16,700
| New | +$745K |
2017 Q4
0 quarters
|
|
577
PUT
Lumen Technologies, Inc. Common Stock
LUMN
$4.8B
| $767K | 0.02% |
46,000
-14,800
| -24% | -$251K |
2016 Q4
4 quarters
|
|
578
CALL
Novartis
NVS
$279B
| $764K | 0.02% |
10,156
+1,563
| +18% | +$118K |
2017 Q2
2 quarters
|
|
579
CALL
DELISTED
Verifone Systems Inc
PAY
| $763K | 0.02% |
43,100
-14,800
| -26% | -$275K |
2016 Q3
5 quarters
|
|
580
PUT
Akamai
AKAM
$13.1B
| $754K | 0.01% |
11,600
+600
| +5% | +$33.2K |
2017 Q3
1 quarter
|
|
581
iShares 20+ Year Treasury Bond ETF
TLT
$49B
| $750K | 0.01% |
+5,913
| New | +$742K |
2017 Q4
0 quarters
|
|
582
CALL
Vertex Pharmaceuticals
VRTX
$126B
| $749K | 0.01% |
5,000
-8,000
| -62% | -$1.18M |
2017 Q1
3 quarters
|
|
583
PUT
lululemon athletica
LULU
$10.9B
| $747K | 0.01% |
9,500
-96,600
| -91% | -$6.44M |
2015 Q4
8 quarters
|
|
584
NextEra Energy
NEE
$163B
| $743K | 0.01% |
+19,020
| New | +$734K |
2017 Q4
0 quarters
|
|
585
CALL
Carnival Corporation Ltd
CCL
$35B
| $737K | 0.01% |
11,100
+2,300
| +26% | +$152K |
2017 Q3
1 quarter
|
|
|
WUBA
586
PUT
DELISTED
58.com Inc
WUBA
| $737K | 0.01% |
10,300
+300
| +3% | +$20.8K |
2017 Q3
1 quarter
|
|
587
PUT
DELISTED
Qorvo
QRVO
| $733K | 0.01% |
11,000
+1,000
| +10% | +$72.9K |
2017 Q2
2 quarters
|
|
588
CALL
PepsiCo
PEP
$176B
| $732K | 0.01% |
6,100
+4,000
| +190% | +$457K |
2017 Q1
3 quarters
|
|
589
CALL
Invesco
IVZ
$12.3B
| $731K | 0.01% |
+20,000
| New | +$724K |
2017 Q4
0 quarters
|
|
590
PUT
Abbott
ABT
$178B
| $730K | 0.01% |
12,800
-10,900
| -46% | -$604K |
2017 Q1
3 quarters
|
|
591
AngloGold Ashanti
AU
$44.7B
| $727K | 0.01% |
71,380
+40,000
| +127% | +$386K |
2017 Q1
3 quarters
|
|
592
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.95B
| $727K | 0.01% |
+20,000
| New | +$652K |
2017 Q4
0 quarters
|
|
|
593
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.95B
| $727K | 0.01% |
+20,000
| New | +$652K |
2017 Q4
0 quarters
|
|
594
DELISTED
Sprint Corporation
S
| $727K | 0.01% |
123,476
-64,330
| -34% | -$408K |
2016 Q2
6 quarters
|
|
|
ETP
595
DELISTED
Energy Transfer Partners, L.P.
ETP
| $725K | 0.01% |
40,445
+23,445
| +138% | +$405K |
2017 Q3
1 quarter
|
|
596
PUT
Huntsman Corp
HUN
$1.45B
| $722K | 0.01% |
21,700
+1,700
| +9% | +$52.1K |
2017 Q3
1 quarter
|
|
|
SAFM
597
CALL
DELISTED
Sanderson Farms Inc
SAFM
| $722K | 0.01% |
5,200
+400
| +8% | +$61.8K |
2017 Q3
1 quarter
|
|
598
Nexstar Media Group
NXST
$4.94B
| $717K | 0.01% |
9,164
+2,964
| +48% | +$199K |
2017 Q3
1 quarter
|
|
599
Radware
RDWR
$1.2B
| $717K | 0.01% |
36,964
-12,300
| -25% | -$233K |
2017 Q3
1 quarter
|
|
600
CALL
Children's Place
PLCE
$26M
| $712K | 0.01% |
4,900
-5,700
| -54% | -$694K |
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.