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 | |
|---|---|---|---|---|---|---|---|
876
CALL
DELISTED
Esperion Therapeutics
ESPR
| $296K | 0.01% |
+4,500
| New | +$242K |
2017 Q4
0 quarters
|
|
877
PUT
iShares MSCI Canada ETF
EWC
$7.13B
| $296K | 0.01% |
10,000
| – | – |
2016 Q4
4 quarters
|
|
|
TWNK
878
PUT
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $296K | 0.01% |
+20,000
| New | +$264K |
2017 Q4
0 quarters
|
|
879
PUT
Equifax
EFX
$17.6B
| $295K | 0.01% |
2,500
-3,500
| -58% | -$393K |
2017 Q3
1 quarter
|
|
880
PUT
Banco Santander
SAN
$194B
| $294K | 0.01% |
46,957
+5,218
| +13% | +$33K |
2013 Q4
16 quarters
|
|
881
PUT
Emerson Electric
EMR
$89.7B
| $293K | 0.01% |
4,200
+800
| +24% | +$51.8K |
2017 Q2
2 quarters
|
|
882
CALL
DELISTED
TEGNA Inc
TGNA
| $293K | 0.01% |
+20,800
| New | +$272K |
2017 Q4
0 quarters
|
|
883
CALL
Ally Financial
ALLY
$11.1B
| $292K | 0.01% |
10,000
-5,000
| -33% | -$133K |
2017 Q3
1 quarter
|
|
|
HZNP
884
PUT
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $292K | 0.01% |
+20,000
| New | +$281K |
2017 Q4
0 quarters
|
|
885
Phillips 66
PSX
$118B
| $289K | 0.01% |
+2,853
| New | +$271K |
2017 Q4
0 quarters
|
|
886
CALL
GSK
GSK
$96B
| $287K | 0.01% |
6,480
-160
| -2% | -$7.39K |
2015 Q4
8 quarters
|
|
887
PUT
Whirlpool
WHR
$1.8B
| $287K | 0.01% |
1,700
-300
| -15% | -$50.8K |
2016 Q3
5 quarters
|
|
888
PUT
Garmin
GRMN
$53.7B
| $286K | 0.01% |
+4,800
| New | +$282K |
2017 Q4
0 quarters
|
|
889
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$2.36B
| $285K | 0.01% |
+14,400
| New | +$277K |
2017 Q4
0 quarters
|
|
890
CALL
Prospect Capital
PSEC
$859M
| $283K | 0.01% |
42,000
-27,000
| -39% | -$176K |
2017 Q3
1 quarter
|
|
891
PUT
Deere & Co
DE
$176B
| $282K | 0.01% |
1,800
-6,900
| -79% | -$965K |
2013 Q4
16 quarters
|
|
892
CALL
Century Aluminum
CENX
$3.27B
| $279K | 0.01% |
+14,200
| New | +$217K |
2017 Q4
0 quarters
|
|
893
CALL
ASML
ASML
$643B
| $278K | 0.01% |
1,600
+200
| +14% | +$35.3K |
2017 Q3
1 quarter
|
|
894
CALL
Herbalife
HLF
$1.49B
| $278K | 0.01% |
8,200
+1,400
| +21% | +$49K |
2017 Q3
1 quarter
|
|
895
PUT
Bunge Global
BG
$21B
| $275K | 0.01% |
4,100
-12,000
| -75% | -$816K |
2017 Q1
3 quarters
|
|
896
PUT
Chemours
CC
$1.94B
| $275K | 0.01% |
+5,500
| New | +$288K |
2017 Q4
0 quarters
|
|
897
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.78B
| $273K | 0.01% |
+3,576
| New | +$270K |
2017 Q4
0 quarters
|
|
898
PUT
Shopify
SHOP
$221B
| $273K | 0.01% |
+27,000
| New | +$277K |
2017 Q4
0 quarters
|
|
|
FIT
899
CALL
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $272K | 0.01% |
47,600
-12,100
| -20% | -$77K |
2016 Q4
4 quarters
|
|
900
PUT
Kohl's
KSS
$2.37B
| $271K | 0.01% |
5,000
-2,900
| -37% | -$133K |
2017 Q3
1 quarter
|
|
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SI
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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.