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
Cap. Flow
-$82.8M
Cap. Flow %
-1.63%
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
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$12.2M
2
UNP icon
Union Pacific
UNP
+$10.6M
3
BIDU icon
Baidu
BIDU
+$5.97M
4
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$5.26M
5
AET
Aetna Inc
AET
+$4.46M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$18.5M
2
GOOG icon
Alphabet (Google) Class C
GOOG
+$12.8M
3
NFLX icon
Netflix
NFLX
+$10.2M
4
MDLZ icon
Mondelez International
MDLZ
+$9.75M
5
XOP icon
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
CONN icon
801
CALL
DELISTED
Conn's Inc.
CONN
$377K 0.01%
+10,600
New +$324K
2017 Q4
0 quarters
RAD
802
CALL
DELISTED
Rite Aid Corporation
RAD
$377K 0.01%
9,575
+5,355
+127% +$191K
2013 Q4
16 quarters
FL icon
803
PUT
DELISTED
Foot Locker
FL
$375K 0.01%
+8,000
New +$299K
2017 Q4
0 quarters
WOLF icon
804
PUT
Wolfspeed
WOLF
$1.3B
$375K 0.01%
+10,100
New +$348K
2017 Q4
0 quarters
SHOP icon
805
CALL
Shopify
SHOP
$222B
$374K 0.01%
37,000
-53,000
-59% -$543K
2017 Q1
3 quarters
TMV icon
806
CALL
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$236M
$374K 0.01%
8,480
+360
+4% +$16.7K
2017 Q1
3 quarters
LOW icon
807
CALL
Lowe's Companies
LOW
$106B
$372K 0.01%
4,000
-7,400
-65% -$612K
2017 Q3
1 quarter
CPRI icon
808
PUT
Capri Holdings
CPRI
$1.71B
$371K 0.01%
5,900
-4,600
-44% -$252K
2016 Q4
4 quarters
ON icon
809
CALL
ON Semiconductor
ON
$28.6B
$371K 0.01%
+17,700
New +$361K
2017 Q4
0 quarters
CS
810
DELISTED
Credit Suisse Group
CS
$371K 0.01%
20,770
+8,000
+63% +$132K
2016 Q3
5 quarters
SONC
811
PUT
DELISTED
Sonic Corp
SONC
$371K 0.01%
+13,500
New +$348K
2017 Q4
0 quarters
HAS icon
812
PUT
Hasbro
HAS
$13.5B
$364K 0.01%
+4,000
New +$375K
2017 Q4
0 quarters
IPGP icon
813
CALL
IPG Photonics
IPGP
$3.13B
$364K 0.01%
+1,700
New +$361K
2017 Q4
0 quarters
VXX icon
814
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$363K 0.01%
+13,031
New +$430K
2017 Q4
0 quarters
LOW icon
815
PUT
Lowe's Companies
LOW
$106B
$362K 0.01%
3,900
-35,600
-90% -$2.94M
2017 Q2
2 quarters
UA icon
816
PUT
Under Armour Class C
UA
$2B
$360K 0.01%
27,000
-10,200
-27% -$134K
2017 Q1
3 quarters
LNG icon
817
Cheniere Energy
LNG
$57.8B
$359K 0.01%
+6,664
New +$321K
2017 Q4
0 quarters
SYF icon
818
PUT
Synchrony
SYF
$23.3B
$359K 0.01%
9,300
+2,300
+33% +$78.7K
2017 Q3
1 quarter
PBF icon
819
CALL
PBF Energy
PBF
$10.6B
$358K 0.01%
10,100
-21,200
-68% -$655K
2016 Q4
4 quarters
UAA icon
820
CALL
Under Armour
UAA
$2.06B
$358K 0.01%
24,800
-5,100
-17% -$73.7K
2016 Q1
7 quarters
TZA icon
821
CALL
Direxion Daily Small Cap Bear 3x ETF
TZA
$257M
$357K 0.01%
+73
New +$381K
2017 Q4
0 quarters
CS
822
PUT
DELISTED
Credit Suisse Group
CS
$357K 0.01%
20,000
– –
2016 Q3
5 quarters
CI icon
823
Cigna
CI
$76.5B
$356K 0.01%
+1,755
New +$349K
2017 Q4
0 quarters
GDXJ icon
824
VanEck Junior Gold Miners ETF
GDXJ
$7.76B
$355K 0.01%
10,401
+4,400
+73% +$144K
2017 Q2
2 quarters
ENDP
825
PUT
DELISTED
Endo International plc
ENDP
$353K 0.01%
+45,600
New +$341K
2017 Q4
0 quarters
31 32
33
34 35

Similar funds

EIM
ExxonMobil Investment Management Irving, Texas $3.47B AUM 15.39% 1-Year Est. Return
DIA
Denver Investment Advisors Denver, Colorado $1.89B AUM 7.9% 1-Year Est. Return
CAM
CGOV Asset Management Toronto, Ontario, Canada $1.73B AUM 9.15% 1-Year Est. Return
VAM
ValueInvest Asset Management Luxembourg $1.47B AUM 0.87% 1-Year Est. Return
SI
Sentry Investments Toronto, Ontario, Canada $6.7B AUM 3.72% 1-Year Est. Return
PJC
Pelorus Jack Capital San Francisco, California $1.44B AUM
SWITC
Stewart West Indies Trading Company Boulder, Colorado $1.16B AUM 17.5% 1-Year Est. Return
SMA
Simply Money Advisors Cincinnati, Ohio $711M AUM 6.92% 1-Year Est. Return

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.