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 | |
|---|---|---|---|---|---|---|---|
701
Quest Diagnostics
DGX
$25.8B
| $543K | 0.01% |
+5,800
| New | +$616K |
2017 Q3
0 quarters
|
|
702
CALL
Akamai
AKAM
$13.3B
| $541K | 0.01% |
+11,100
| New | +$531K |
2017 Q3
0 quarters
|
|
703
CALL
Sysco
SYY
$39.4B
| $540K | 0.01% |
10,000
-700
| -7% | -$36.4K |
2016 Q4
3 quarters
|
|
|
XLNX
704
PUT
DELISTED
Xilinx Inc
XLNX
| $538K | 0.01% |
7,600
-2,600
| -25% | -$170K |
2017 Q1
2 quarters
|
|
705
CALL
Lam Research
LRCX
$359B
| $537K | 0.01% |
29,000
-114,000
| -80% | -$1.85M |
2017 Q2
1 quarter
|
|
|
706
PUT
Akamai
AKAM
$13.3B
| $536K | 0.01% |
+11,000
| New | +$526K |
2017 Q3
0 quarters
|
|
707
CALL
Centene
CNC
$34.1B
| $532K | 0.01% |
11,000
+1,000
| +10% | +$43K |
2017 Q2
1 quarter
|
|
|
SHPG
708
DELISTED
Shire pic
SHPG
| $532K | 0.01% |
3,473
-2,682
| -44% | -$420K |
2017 Q2
1 quarter
|
|
709
Autodesk
ADSK
$48B
| $531K | 0.01% |
+4,729
| New | +$522K |
2017 Q3
0 quarters
|
|
710
PUT
ArcelorMittal
MT
$47B
| $530K | 0.01% |
+20,562
| New | +$532K |
2017 Q3
0 quarters
|
|
711
CALL
The Gap Inc
GAP
$7.89B
| $529K | 0.01% |
+17,900
| New | +$440K |
2017 Q3
0 quarters
|
|
712
CALL
Unilever
UL
$137B
| $527K | 0.01% |
+8,089
| New | +$520K |
2017 Q3
0 quarters
|
|
713
CALL
Omnicom Group
OMC
$21.5B
| $526K | 0.01% |
+7,100
| New | +$547K |
2017 Q3
0 quarters
|
|
714
PUT
3M
MMM
$84.4B
| $525K | 0.01% |
+2,990
| New | +$518K |
2017 Q3
0 quarters
|
|
715
PUT
Seagate
STX
$164B
| $524K | 0.01% |
15,800
-12,800
| -45% | -$435K |
2015 Q4
7 quarters
|
|
716
CALL
Boyd Gaming
BYD
$4.99B
| $521K | 0.01% |
20,000
-1,500
| -7% | -$38.8K |
2017 Q2
1 quarter
|
|
717
APA Corp
APA
$16.7B
| $520K | 0.01% |
+11,352
| New | +$500K |
2017 Q3
0 quarters
|
|
718
PUT
Las Vegas Sands
LVS
$23.9B
| $520K | 0.01% |
8,100
-48,600
| -86% | -$3.01M |
2016 Q2
5 quarters
|
|
719
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $519K | 0.01% |
13,244
-2,612
| -16% | -$121K |
2017 Q2
1 quarter
|
|
720
CALL
Illumina
ILMN
$40.5B
| $518K | 0.01% |
2,673
-1,850
| -41% | -$344K |
2016 Q4
3 quarters
|
|
|
ATVI
721
CALL
DELISTED
Activision Blizzard
ATVI
| $516K | 0.01% |
8,000
+1,100
| +16% | +$68.6K |
2015 Q3
8 quarters
|
|
722
Medtronic
MDT
$119B
| $515K | 0.01% |
6,616
| – | – |
2016 Q3
4 quarters
|
|
723
PUT
iShares Silver Trust
SLV
$27B
| $515K | 0.01% |
32,700
-2,300
| -7% | -$36.7K |
2014 Q2
13 quarters
|
|
724
Morgan Stanley
MS
$283B
| $514K | 0.01% |
10,666
-2,600
| -20% | -$121K |
2016 Q4
3 quarters
|
|
725
Merck
MRK
$364B
| $513K | 0.01% |
8,398
-9,416
| -53% | -$571K |
2016 Q1
6 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.