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 | |
|---|---|---|---|---|---|---|---|
851
PUT
Centene
CNC
$34.7B
| $323K | 0.01% |
6,400
-17,400
| -73% | -$843K |
2017 Q3
1 quarter
|
|
|
CERN
852
CALL
DELISTED
Cerner Corp
CERN
| $323K | 0.01% |
4,800
-600
| -11% | -$41.5K |
2017 Q2
2 quarters
|
|
|
IMMU
853
CALL
DELISTED
Immunomedics Inc
IMMU
| $320K | 0.01% |
19,800
| – | – |
2017 Q2
2 quarters
|
|
854
CALL
Wolverine World Wide
WWW
$1.55B
| $319K | 0.01% |
+10,000
| New | +$289K |
2017 Q4
0 quarters
|
|
855
DELISTED
Newfield Exploration
NFX
| $316K | 0.01% |
+10,015
| New | +$304K |
2017 Q4
0 quarters
|
|
856
CALL
DELISTED
WW International
WW
| $314K | 0.01% |
7,100
+700
| +11% | +$31.9K |
2017 Q2
2 quarters
|
|
857
PUT
TSMC
TSM
$2.23T
| $313K | 0.01% |
+7,900
| New | +$320K |
2017 Q4
0 quarters
|
|
858
CALL
Halozyme
HALO
$13.3B
| $312K | 0.01% |
+15,400
| New | +$283K |
2017 Q4
0 quarters
|
|
859
PUT
McKesson
MCK
$114B
| $312K | 0.01% |
2,000
-2,300
| -53% | -$341K |
2016 Q2
6 quarters
|
|
860
PUT
BP
BP
$126B
| $311K | 0.01% |
8,084
-63,216
| -89% | -$2.29M |
2013 Q4
16 quarters
|
|
861
CALL
Ciena
CIEN
$51B
| $308K | 0.01% |
+14,700
| New | +$312K |
2017 Q4
0 quarters
|
|
862
PUT
Tapestry
TPR
$22.8B
| $305K | 0.01% |
6,900
-200
| -3% | -$8.24K |
2016 Q4
4 quarters
|
|
863
Texas Instruments
TXN
$256B
| $305K | 0.01% |
+2,921
| New | +$284K |
2017 Q4
0 quarters
|
|
864
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
| $305K | 0.01% |
+5,360
| New | +$295K |
2017 Q4
0 quarters
|
|
|
RSPP
865
PUT
DELISTED
RSP Permian, Inc.
RSPP
| $305K | 0.01% |
+7,500
| New | +$269K |
2017 Q4
0 quarters
|
|
866
PUT
Hewlett Packard
HPE
$83.8B
| $304K | 0.01% |
21,200
-19,200
| -48% | -$273K |
2016 Q3
5 quarters
|
|
|
RFP
867
CALL
DELISTED
Resolute Forest Products Inc.
RFP
| $304K | 0.01% |
+27,500
| New | +$223K |
2017 Q4
0 quarters
|
|
868
iShares Biotechnology ETF
IBB
$10.4B
| $303K | 0.01% |
2,839
-17,900
| -86% | -$1.91M |
2017 Q3
1 quarter
|
|
869
Waste Management
WM
$86.2B
| $303K | 0.01% |
+3,516
| New | +$286K |
2017 Q4
0 quarters
|
|
|
MDRX
870
CALL
DELISTED
Veradigm Inc. Common Stock
MDRX
| $303K | 0.01% |
+20,800
| New | +$289K |
2017 Q4
0 quarters
|
|
|
EGN
871
DELISTED
Energen
EGN
| $303K | 0.01% |
5,269
-4,900
| -48% | -$266K |
2017 Q3
1 quarter
|
|
872
CALL
Canadian Solar
CSIQ
$701M
| $302K | 0.01% |
+17,900
| New | +$308K |
2017 Q4
0 quarters
|
|
873
CALL
Invesco CurrencyShares British Pound Sterling Trust
FXB
$101M
| $302K | 0.01% |
+2,300
| New | +$297K |
2017 Q4
0 quarters
|
|
|
NGD
874
PUT
DELISTED
New Gold Inc
NGD
| $302K | 0.01% |
91,800
+66,800
| +267% | +$224K |
2017 Q1
3 quarters
|
|
875
CALL
Sprouts Farmers Market
SFM
$6.03B
| $297K | 0.01% |
+12,200
| New | +$259K |
2017 Q4
0 quarters
|
|
Similar funds
EIM
DIA
CAM
VAM
SI
PJC
SWITC
SMA
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.