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
+6.82%
1 Year Est. Return
+19.81%
3 Year Est. Return
+45.77%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$5.5B
AUM Growth
+$653M
(+13%)
Cap. Flow
-$20.8M
Cap. Flow
% of AUM
-0.38%
Top 10 Holdings %
Top 10 Hldgs %
53.6%
Holding
1,391
New
320
Increased
377
Reduced
376
Closed
281
Avg Time Held Equity + Options
1.1
years
Top 10 Avg Time Held Equity + Options
1.4
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
0.3
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class C
GOOG
|
+$7.09M |
| 2 |
NVIDIA
NVDA
|
+$5.77M |
| 3 |
Mondelez International
MDLZ
|
+$5.72M |
| 4 |
AT&T
T
|
+$4.59M |
| 5 |
Nike
NKE
|
+$4.35M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$17.3M |
| 2 |
Meta Platforms (Facebook)
META
|
+$15.2M |
| 3 |
Alibaba
BABA
|
+$9.55M |
| 4 |
Alphabet (Google) Class A
GOOGL
|
+$6.73M |
| 5 |
Netflix
NFLX
|
+$3.68M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 94.58% |
| 2 | Communication Services | 1.46% |
| 3 | Technology | 1.3% |
| 4 | Consumer Discretionary | 0.63% |
| 5 | Energy | 0.48% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
676
CALL
Helmerich & Payne
HP
$3.86B
| $584K | 0.01% |
+11,200
| New | +$554K |
2017 Q3
0 quarters
|
|
677
PUT
EOG Resources
EOG
$81.1B
| $580K | 0.01% |
6,000
-3,700
| -38% | -$334K |
2013 Q4
15 quarters
|
|
678
CALL
Zions Bancorporation
ZION
$8.92B
| $580K | 0.01% |
12,300
+2,300
| +23% | +$102K |
2017 Q1
2 quarters
|
|
679
DELISTED
Nordstrom
JWN
| $579K | 0.01% |
12,290
+5,700
| +86% | +$265K |
2017 Q2
1 quarter
|
|
680
CALL
Kinross Gold
KGC
$26B
| $579K | 0.01% |
136,500
-2,600
| -2% | -$11.1K |
2016 Q3
4 quarters
|
|
|
NBL
681
PUT
DELISTED
Noble Energy, Inc.
NBL
| $579K | 0.01% |
20,400
-100
| -0.5% | -$2.63K |
2017 Q2
1 quarter
|
|
682
CALL
Wolfspeed
WOLF
$1.27B
| $578K | 0.01% |
20,500
-14,600
| -42% | -$363K |
2017 Q2
1 quarter
|
|
683
Adobe
ADBE
$93B
| $577K | 0.01% |
3,869
-10,229
| -73% | -$1.53M |
2017 Q1
2 quarters
|
|
684
CALL
CVS Health
CVS
$115B
| $577K | 0.01% |
7,100
+300
| +4% | +$23.7K |
2016 Q1
6 quarters
|
|
685
CALL
Estee Lauder
EL
$36.4B
| $572K | 0.01% |
+5,300
| New | +$544K |
2017 Q3
0 quarters
|
|
686
General Mills
GIS
$17.1B
| $572K | 0.01% |
11,050
+250
| +2% | +$13.7K |
2016 Q3
4 quarters
|
|
687
CALL
Carnival Corporation Ltd
CCL
$34.7B
| $568K | 0.01% |
+8,800
| New | +$588K |
2017 Q3
0 quarters
|
|
688
CALL
Cognizant
CTSH
$28.2B
| $566K | 0.01% |
+7,800
| New | +$548K |
2017 Q3
0 quarters
|
|
689
CALL
AstraZeneca
AZN
$252B
| $562K | 0.01% |
8,300
-50,250
| -86% | -$3.17M |
2016 Q2
5 quarters
|
|
690
PUT
Under Armour Class C
UA
$1.99B
| $559K | 0.01% |
37,200
-63,100
| -63% | -$1.06M |
2017 Q1
2 quarters
|
|
691
DELISTED
Electronic Arts
EA
| $556K | 0.01% |
4,709
+2,500
| +113% | +$290K |
2017 Q2
1 quarter
|
|
|
EGN
692
DELISTED
Energen
EGN
| $556K | 0.01% |
+10,169
| New | +$518K |
2017 Q3
0 quarters
|
|
693
State Street SPDR S&P Bank ETF
KBE
$1.45B
| $555K | 0.01% |
+12,300
| New | +$527K |
2017 Q3
0 quarters
|
|
694
CALL
APA Corp
APA
$16.8B
| $554K | 0.01% |
12,100
-58,600
| -83% | -$2.58M |
2015 Q4
7 quarters
|
|
695
PUT
Harley-Davidson
HOG
$2.79B
| $554K | 0.01% |
11,500
+1,300
| +13% | +$63.3K |
2016 Q4
3 quarters
|
|
696
PUT
Huntsman Corp
HUN
$1.43B
| $548K | 0.01% |
+20,000
| New | +$533K |
2017 Q3
0 quarters
|
|
|
EGN
697
PUT
DELISTED
Energen
EGN
| $547K | 0.01% |
+10,000
| New | +$509K |
2017 Q3
0 quarters
|
|
698
Caterpillar
CAT
$343B
| $546K | 0.01% |
+4,378
| New | +$504K |
2017 Q3
0 quarters
|
|
699
CALL
Charter Communications
CHTR
$11.9B
| $545K | 0.01% |
1,500
-2,000
| -57% | -$744K |
2017 Q2
1 quarter
|
|
700
JPMorgan Chase
JPM
$886B
| $544K | 0.01% |
+5,699
| New | +$526K |
2017 Q3
0 quarters
|
|
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Integral Derivatives's Q3 2017 Portfolio in Review
As of Q3 2017, Integral Derivatives held 1,391 positions worth $5.5B, up 13% from $4.85B the previous quarter. Its ten largest holdings account for 54% of the portfolio.
Integral Derivatives's Q3 2017 filing shows 320 new, 377 increased, 376 reduced and 281 closed positions. Its largest new stake was Nike: 77,516 shares worth $4.02M. The largest sale was Apple, an estimated $17.3M.
By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 94% a quarter earlier, followed by Communication Services and Technology.
- Integral Derivatives's largest Q3 2017 buy was Nike: 77,516 shares worth $4.02M.
- Integral Derivatives added most to Alphabet (Google) Class C in Q3 2017, an estimated $7.09M increase.
- Integral Derivatives's biggest Q3 2017 reduction was Apple, cutting an estimated $17.3M.
- Integral Derivatives fully exited Alibaba in Q3 2017, selling an estimated $9.55M.
- Integral Derivatives's ten largest holdings make up 54% of its $5.5B portfolio in Q3 2017.
- Integral Derivatives opened 320 new positions and closed 281 in Q3 2017.
- Integral Derivatives's portfolio value rose 13% quarter-over-quarter to $5.5B.
Based on Integral Derivatives's 13F filing for Q3 2017, filed 14 Nov 2017.