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 | |
|---|---|---|---|---|---|---|---|
|
VMW
601
DELISTED
VMware, Inc
VMW
| $712K | 0.01% |
5,682
+1,297
| +30% | +$156K |
2017 Q1
3 quarters
|
|
602
PUT
ArcelorMittal
MT
$47B
| $710K | 0.01% |
21,962
+1,400
| +7% | +$41.5K |
2017 Q3
1 quarter
|
|
603
CALL
TripAdvisor
TRIP
$1.05B
| $710K | 0.01% |
20,600
+8,900
| +76% | +$322K |
2017 Q2
2 quarters
|
|
604
CALL
Royal Gold
RGLD
$19.1B
| $706K | 0.01% |
8,600
-1,100
| -11% | -$94.2K |
2017 Q2
2 quarters
|
|
605
PUT
Wheaton Precious Metals
WPM
$58.9B
| $702K | 0.01% |
31,700
+7,600
| +32% | +$158K |
2017 Q3
1 quarter
|
|
606
PUT
Corning
GLW
$121B
| $701K | 0.01% |
21,900
+13,400
| +158% | +$422K |
2017 Q3
1 quarter
|
|
607
Kroger
KR
$37.3B
| $698K | 0.01% |
+25,440
| New | +$592K |
2017 Q4
0 quarters
|
|
608
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.71B
| $696K | 0.01% |
8,200
-1,600
| -16% | -$134K |
2016 Q3
5 quarters
|
|
609
CALL
NRG Energy
NRG
$21.2B
| $695K | 0.01% |
24,400
+16,200
| +198% | +$441K |
2017 Q3
1 quarter
|
|
|
LSI
610
PUT
DELISTED
Life Storage, Inc.
LSI
| $695K | 0.01% |
11,700
-3,300
| -22% | -$190K |
2016 Q3
5 quarters
|
|
611
CALL
Wynn Resorts
WYNN
$7.59B
| $691K | 0.01% |
4,100
-4,600
| -53% | -$709K |
2016 Q3
5 quarters
|
|
|
QEP
612
PUT
DELISTED
QEP RESOURCES, INC.
QEP
| $687K | 0.01% |
71,800
-55,200
| -43% | -$500K |
2016 Q4
4 quarters
|
|
|
SRCI
613
CALL
DELISTED
SRC Energy Inc
SRCI
| $685K | 0.01% |
+80,300
| New | +$708K |
2017 Q4
0 quarters
|
|
614
CALL
KKR & Co
KKR
$76.8B
| $680K | 0.01% |
32,300
-63,200
| -66% | -$1.27M |
2016 Q4
4 quarters
|
|
|
615
CALL
Corning
GLW
$121B
| $678K | 0.01% |
+21,200
| New | +$667K |
2017 Q4
0 quarters
|
|
616
Lockheed Martin
LMT
$121B
| $675K | 0.01% |
2,101
-550
| -21% | -$173K |
2016 Q2
6 quarters
|
|
617
PUT
Terex
TEX
$5.97B
| $675K | 0.01% |
14,000
-5,000
| -26% | -$230K |
2016 Q2
6 quarters
|
|
618
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $674K | 0.01% |
3,900
-7,100
| -65% | -$1.09M |
2015 Q3
9 quarters
|
|
619
PUT
Harley-Davidson
HOG
$2.81B
| $672K | 0.01% |
13,200
+1,700
| +15% | +$82.7K |
2016 Q4
4 quarters
|
|
620
CALL
United Rentals
URI
$64.4B
| $670K | 0.01% |
+3,900
| New | +$594K |
2017 Q4
0 quarters
|
|
621
PUT
DELISTED
Chesapeake Energy Corporation
CHK
| $670K | 0.01% |
846
-555
| -40% | -$432K |
2016 Q2
6 quarters
|
|
622
Berkshire Hathaway Class B
BRK.B
$1.13T
| $669K | 0.01% |
3,377
-1,550
| -31% | -$294K |
2017 Q2
2 quarters
|
|
623
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$338M
| $669K | 0.01% |
19,800
-7,300
| -27% | -$254K |
2016 Q1
7 quarters
|
|
624
Kinder Morgan
KMI
$74.3B
| $668K | 0.01% |
36,992
+18,236
| +97% | +$327K |
2017 Q2
2 quarters
|
|
625
PUT
Roku
ROKU
$22.7B
| $668K | 0.01% |
+12,900
| New | +$444K |
2017 Q4
0 quarters
|
|
Similar funds
EIM
DIA
CAM
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.