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Integral Derivatives Portfolio holdings
AUM
$4.07B
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
4.9
quarters
Top 10 Avg Time Held Equity + Options
6.3
quarters
Top 20 Avg Time Held Equity + Options
7.3
quarters
Avg Time Held Equity only
1.8
quarters
Top 10 Avg Time Held Equity only
1
quarter
Top 20 Avg Time Held Equity only
1
quarter
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 | |
|---|---|---|---|---|---|---|---|
1126
Bank of America
BAC
$382B
| – | – |
-160,939
| Closed | -$4.44M | – |
|
1127
PUT
BlackBerry
BB
$4.96B
| – | – |
-22,000
| Closed | -$246K | – |
|
1128
CALL
BCE
BCE
$17.6B
| – | – |
-7,600
| Closed | -$356K | – |
|
1129
PUT
Brink's
BCO
$4.22B
| – | – |
-5,100
| Closed | -$430K | – |
|
1130
Bunge Global
BG
$20B
| – | – |
-10,321
| Closed | -$702K | – |
|
1131
Bausch Health
BHC
$2.22B
| – | – |
-34,053
| Closed | -$540K | – |
|
1132
BHP
BHP
$220B
| – | – |
-7,426
| Closed | -$280K | – |
|
1133
CALL
United States Brent Oil Fund
BNO
$807M
| – | – |
-10,000
| Closed | -$152K | – |
|
1134
CALL
Box
BOX
$5.04B
| – | – |
-11,700
| Closed | -$226K | – |
|
1135
CALL
Burlington
BURL
$16.8B
| – | – |
-5,000
| Closed | -$477K | – |
|
1136
Conagra Brands
CAG
$6.53B
| – | – |
-7,829
| Closed | -$278K | – |
|
1137
CALL
Cheesecake Factory
CAKE
$5.42B
| – | – |
-5,000
| Closed | -$211K | – |
|
1138
Caterpillar
CAT
$367B
| – | – |
-4,378
| Closed | -$607K | – |
|
1139
PUT
Chubb
CB
$133B
| – | – |
-5,000
| Closed | -$713K | – |
|
1140
CALL
Chord Energy
CHRD
$7.91B
| – | – |
-11,300
| Closed | -$103K | – |
|
|
1141
PUT
Chord Energy
CHRD
$7.91B
| – | – |
-10,700
| Closed | -$98K | – |
|
1142
CALL
C.H. Robinson
CHRW
$16.3B
| – | – |
-16,300
| Closed | -$1.24M | – |
|
1143
CALL
Cigna
CI
$74.9B
| – | – |
-4,200
| Closed | -$785K | – |
|
|
1144
PUT
Cigna
CI
$74.9B
| – | – |
-5,000
| Closed | -$935K | – |
|
1145
CME Group
CME
$99.7B
| – | – |
-2,648
| Closed | -$377K | – |
|
1146
PUT
Cummins
CMI
$72.7B
| – | – |
-2,300
| Closed | -$386K | – |
|
1147
CALL
CNX Resources
CNX
$5.1B
| – | – |
-16,800
| Closed | -$237K | – |
|
1148
Salesforce
CRM
$193B
| – | – |
-16,406
| Closed | -$1.67M | – |
|
1149
CALL
Cognizant
CTSH
$26.9B
| – | – |
-7,800
| Closed | -$566K | – |
|
1150
CALL
CVR Energy
CVI
$5.92B
| – | – |
-12,500
| Closed | -$324K | – |
|
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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.