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 | |
|---|---|---|---|---|---|---|---|
651
Wynn Resorts
WYNN
$7.59B
| $629K | 0.01% |
+3,728
| New | +$575K |
2017 Q4
0 quarters
|
|
652
Gilead Sciences
GILD
$190B
| $626K | 0.01% |
8,744
-29,413
| -77% | -$2.23M |
2016 Q1
7 quarters
|
|
653
PUT
Ambarella
AMBA
$2.71B
| $623K | 0.01% |
+10,600
| New | +$589K |
2017 Q4
0 quarters
|
|
654
CALL
DELISTED
Chesapeake Energy Corporation
CHK
| $622K | 0.01% |
785
-37
| -5% | -$28.8K |
2015 Q2
10 quarters
|
|
655
PUT
Murphy Oil
MUR
$5.64B
| $621K | 0.01% |
+20,000
| New | +$557K |
2017 Q4
0 quarters
|
|
656
PUT
F5
FFIV
$25.9B
| $617K | 0.01% |
+4,700
| New | +$584K |
2017 Q4
0 quarters
|
|
657
CALL
Snap
SNAP
$10.3B
| $617K | 0.01% |
42,200
-62,300
| -60% | -$908K |
2017 Q1
3 quarters
|
|
658
Cognizant
CTSH
$28.1B
| $613K | 0.01% |
8,637
-6,254
| -42% | -$457K |
2016 Q3
5 quarters
|
|
659
CALL
Keurig Dr Pepper
KDP
$45.1B
| $611K | 0.01% |
6,300
-3,200
| -34% | -$287K |
2017 Q3
1 quarter
|
|
660
CALL
State Street Materials Select Sector SPDR ETF
XLB
$7.85B
| $605K | 0.01% |
+20,000
| New | +$589K |
2017 Q4
0 quarters
|
|
661
The Kraft Heinz Company
KHC
$26.9B
| $604K | 0.01% |
7,771
-39,681
| -84% | -$3.12M |
2017 Q2
2 quarters
|
|
|
ETFC
662
DELISTED
E*Trade Financial Corporation
ETFC
| $602K | 0.01% |
12,139
+2,400
| +25% | +$110K |
2017 Q3
1 quarter
|
|
663
CALL
Molson Coors Class B
TAP
$7.2B
| $599K | 0.01% |
+7,300
| New | +$590K |
2017 Q4
0 quarters
|
|
|
ESRX
664
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $597K | 0.01% |
8,000
| – | – |
2017 Q2
2 quarters
|
|
665
CALL
Waste Management
WM
$86.2B
| $595K | 0.01% |
+6,900
| New | +$562K |
2017 Q4
0 quarters
|
|
|
NBL
666
PUT
DELISTED
Noble Energy, Inc.
NBL
| $592K | 0.01% |
20,300
-100
| -0.5% | -$2.74K |
2017 Q2
2 quarters
|
|
667
CALL
Kinross Gold
KGC
$26.4B
| $591K | 0.01% |
136,700
+200
| +0.1% | +$833 |
2016 Q3
5 quarters
|
|
668
CALL
Zillow
Z
$6.37B
| $585K | 0.01% |
14,300
+8,900
| +165% | +$366K |
2015 Q3
9 quarters
|
|
669
PUT
Nabors Industries
NBR
$1.19B
| $581K | 0.01% |
1,700
-8
| -0.5% | -$2.55K |
2017 Q1
3 quarters
|
|
670
Devon Energy
DVN
$54.9B
| $579K | 0.01% |
13,993
-15,150
| -52% | -$573K |
2017 Q2
2 quarters
|
|
671
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$256M
| $577K | 0.01% |
2,250
-50
| -2% | -$11.1K |
2017 Q1
3 quarters
|
|
672
CALL
DELISTED
Randgold Resources Ltd
GOLD
| $574K | 0.01% |
5,800
+1,000
| +21% | +$95K |
2017 Q2
2 quarters
|
|
673
CALL
US Bancorp
USB
$87.7B
| $573K | 0.01% |
10,700
-1,200
| -10% | -$64.6K |
2017 Q3
1 quarter
|
|
674
PUT
Take-Two Interactive
TTWO
$37.6B
| $571K | 0.01% |
+5,200
| New | +$568K |
2017 Q4
0 quarters
|
|
675
CALL
EQT Corp
EQT
$33B
| $569K | 0.01% |
+18,370
| New | +$602K |
2017 Q4
0 quarters
|
|
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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.