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 | |
|---|---|---|---|---|---|---|---|
826
Hello Group
MOMO
$677M
| $352K | 0.01% |
14,392
+1,078
| +8% | +$31.1K |
2017 Q3
1 quarter
|
|
827
PUT
Vanguard Morningstar Value ETF
VTV
$189B
| $351K | 0.01% |
+3,300
| New | +$340K |
2017 Q4
0 quarters
|
|
828
CALL
DELISTED
Array Biopharma Inc
ARRY
| $349K | 0.01% |
27,300
+11,500
| +73% | +$131K |
2017 Q2
2 quarters
|
|
829
Incyte
INCY
$22.6B
| $348K | 0.01% |
+3,675
| New | +$384K |
2017 Q4
0 quarters
|
|
830
CALL
Paychex
PAYX
$38.6B
| $347K | 0.01% |
+5,100
| New | +$335K |
2017 Q4
0 quarters
|
|
831
CALL
American Electric Power
AEP
$68.7B
| $346K | 0.01% |
4,700
-700
| -13% | -$52.3K |
2017 Q3
1 quarter
|
|
|
GWPH
832
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $346K | 0.01% |
2,620
-5,915
| -69% | -$695K |
2017 Q3
1 quarter
|
|
|
NUVA
833
PUT
DELISTED
NuVasive, Inc.
NUVA
| $345K | 0.01% |
5,900
-9,800
| -62% | -$556K |
2017 Q3
1 quarter
|
|
|
EGN
834
PUT
DELISTED
Energen
EGN
| $345K | 0.01% |
6,000
-4,000
| -40% | -$217K |
2017 Q3
1 quarter
|
|
835
VanEck Oil Services ETF
OIH
$1.82B
| $344K | 0.01% |
660
-5,385
| -89% | -$2.67M |
2017 Q1
3 quarters
|
|
836
CALL
SBA Communications
SBAC
$19.2B
| $343K | 0.01% |
2,100
-400
| -16% | -$63.5K |
2017 Q3
1 quarter
|
|
837
Nabors Industries
NBR
$1.19B
| $342K | 0.01% |
1,002
+308
| +44% | +$98.1K |
2016 Q4
4 quarters
|
|
838
CALL
BlackBerry
BB
$4.83B
| $341K | 0.01% |
30,500
-15,200
| -33% | -$166K |
2015 Q2
10 quarters
|
|
839
General Motors
GM
$72.9B
| $341K | 0.01% |
+8,322
| New | +$361K |
2017 Q4
0 quarters
|
|
840
PUT
Tower Semiconductor
TSEM
$23.6B
| $341K | 0.01% |
10,000
-2,100
| -17% | -$69.7K |
2017 Q1
3 quarters
|
|
|
TWTR
841
DELISTED
Twitter, Inc.
TWTR
| $334K | 0.01% |
13,920
-29,321
| -68% | -$602K |
2017 Q3
1 quarter
|
|
842
Dollar Tree
DLTR
$22.8B
| $333K | 0.01% |
+3,100
| New | +$303K |
2017 Q4
0 quarters
|
|
843
CALL
DELISTED
CA, Inc.
CA
| $333K | 0.01% |
+10,000
| New | +$332K |
2017 Q4
0 quarters
|
|
844
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $332K | 0.01% |
+7,400
| New | +$285K |
2017 Q4
0 quarters
|
|
845
Agilent Technologies
A
$49.1B
| $331K | 0.01% |
4,939
-4,400
| -47% | -$297K |
2017 Q1
3 quarters
|
|
|
846
PUT
Hello Group
MOMO
$677M
| $328K | 0.01% |
13,400
-700
| -5% | -$20.2K |
2017 Q3
1 quarter
|
|
847
CALL
The Mosaic Company
MOS
$6.04B
| $328K | 0.01% |
12,800
+700
| +6% | +$16.1K |
2017 Q3
1 quarter
|
|
|
MNDT
848
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $326K | 0.01% |
22,976
+2,065
| +10% | +$31.4K |
2017 Q3
1 quarter
|
|
|
AKS
849
CALL
DELISTED
AK Steel Holding Corp
AKS
| $325K | 0.01% |
57,400
-14,700
| -20% | -$76.6K |
2016 Q4
4 quarters
|
|
850
Intel
INTC
$519B
| $324K | 0.01% |
7,016
-23,179
| -77% | -$1.01M |
2017 Q3
1 quarter
|
|
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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.