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 | |
|---|---|---|---|---|---|---|---|
626
PUT
Texas Instruments
TXN
$256B
| $668K | 0.01% |
6,400
+3,700
| +137% | +$360K |
2016 Q3
5 quarters
|
|
627
PUT
DELISTED
Sprint Corporation
S
| $667K | 0.01% |
113,200
+76,800
| +211% | +$487K |
2016 Q2
6 quarters
|
|
628
CALL
DELISTED
Qorvo
QRVO
| $666K | 0.01% |
+10,000
| New | +$729K |
2017 Q4
0 quarters
|
|
629
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.13B
| $663K | 0.01% |
16,288
+7,600
| +87% | +$313K |
2017 Q1
3 quarters
|
|
|
RSX
630
PUT
DELISTED
VanEck Russia ETF
RSX
| $662K | 0.01% |
31,200
-24,100
| -44% | -$528K |
2016 Q3
5 quarters
|
|
631
CALL
NetApp
NTAP
$43.6B
| $658K | 0.01% |
11,900
+2,600
| +28% | +$130K |
2017 Q3
1 quarter
|
|
632
Humana
HUM
$51.3B
| $654K | 0.01% |
2,638
+137
| +5% | +$33.8K |
2017 Q1
3 quarters
|
|
633
CALL
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $654K | 0.01% |
20,100
-100
| -0.5% | -$3.19K |
2017 Q1
3 quarters
|
|
634
CALL
Trip.com Group
TCOM
$24.5B
| $653K | 0.01% |
14,800
-100
| -0.7% | -$4.78K |
2015 Q1
11 quarters
|
|
635
Macy's
M
$5.92B
| $651K | 0.01% |
25,824
-10,650
| -29% | -$234K |
2017 Q3
1 quarter
|
|
636
PUT
Snap
SNAP
$10.3B
| $650K | 0.01% |
44,500
-40,300
| -48% | -$587K |
2017 Q1
3 quarters
|
|
|
RHT
637
PUT
DELISTED
Red Hat Inc
RHT
| $649K | 0.01% |
+5,400
| New | +$662K |
2017 Q4
0 quarters
|
|
638
CALL
JOYY Inc
JOYY
$4.03B
| $644K | 0.01% |
+5,700
| New | +$572K |
2017 Q4
0 quarters
|
|
639
PUT
Accenture
ACN
$132B
| $643K | 0.01% |
+4,200
| New | +$609K |
2017 Q4
0 quarters
|
|
640
CALL
Plains All American Pipeline
PAA
$17.6B
| $642K | 0.01% |
31,100
-4,700
| -13% | -$95.7K |
2016 Q2
6 quarters
|
|
|
641
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.26B
| $641K | 0.01% |
4,308
-47,018
| -92% | -$6.55M |
2016 Q3
5 quarters
|
|
642
CALL
Ionis Pharmaceuticals
IONS
$7.1B
| $639K | 0.01% |
12,700
-400
| -3% | -$21.9K |
2016 Q3
5 quarters
|
|
|
STMP
643
PUT
DELISTED
Stamps.com, Inc.
STMP
| $639K | 0.01% |
3,400
+900
| +36% | +$174K |
2017 Q1
3 quarters
|
|
644
CALL
JetBlue
JBLU
$1.14B
| $634K | 0.01% |
28,400
+8,100
| +40% | +$165K |
2016 Q1
7 quarters
|
|
645
PUT
C.H. Robinson
CHRW
$16.3B
| $633K | 0.01% |
+7,100
| New | +$580K |
2017 Q4
0 quarters
|
|
646
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $632K | 0.01% |
32,919
-10,589
| -24% | -$205K |
2017 Q2
2 quarters
|
|
647
CALL
DELISTED
Newfield Exploration
NFX
| $631K | 0.01% |
+20,000
| New | +$607K |
2017 Q4
0 quarters
|
|
|
648
PUT
DELISTED
Newfield Exploration
NFX
| $631K | 0.01% |
+20,000
| New | +$607K |
2017 Q4
0 quarters
|
|
|
AET
649
CALL
DELISTED
Aetna Inc
AET
| $631K | 0.01% |
3,500
-1,100
| -24% | -$189K |
2016 Q2
6 quarters
|
|
650
Silicon Motion
SIMO
$7.58B
| $629K | 0.01% |
11,878
+4,549
| +62% | +$230K |
2017 Q3
1 quarter
|
|
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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.