Integral Derivatives, LLC

Concentrated strategyMomentum follower

Total reported value

$4.1B

Reporting period: 2018-03-31 · Number of holdings: 660

INTEGRAL DERIVATIVES, LLC disclosed 660 holdings in its latest 13F filing for the period ending 2018-03-31, with total reported value of $4.1B and a quarterly turnover rate of 45.7%.

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Personality snowflake

Concentration: 100
Portfolio Stability: 45.67
Momentum/Contrarian: 100
Sector conviction: 61.71
Diversification: 100
Sizing Uniformity: 0

Recent moves

Add SPY
+19.4%　$409.7M
Add NFLX
+30.4%　$39.1M
Trim AAPL
-45.2%　-$72.4M
Trim GOOG
-41.4%　-$68.9M
Trim BABA
-63.0%　-$47.7M
Add AMZN
-24.9%　-$12.2M

Holdings Map

New buyAddUnchangedTrim

Top 10 holdings by weight

Full holdings list this quarter

Showing top 364 holdings (of 660 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	66.76%	+21.36%	+19.39%
2	AMZN	Amazon.com INC	Stock-Consumer Disc	3.97%	+0.55%	-24.88%
3	GOOG	Alphabet Inc-cl C	Stock-Comm Services	2.31%	-0.89%	-41.42%
4	AAPL	Apple INC	Stock-Tech	2.11%	-1.00%	-45.25%
5	NFLX	Netflix INC	Stock-Comm Services	1.91%	+1.15%	+30.44%
6	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	1.55%	-0.42%	-36.11%
7	BKNG	Booking Holdings INC	Stock-Consumer Disc	1.02%	+1.02%	NEW
8	META	Meta Platforms Inc-class A	Stock-Comm Services	1.00%	-0.39%	-36.31%
9	BABA	Alibaba Group Holding-sp Adr	Stock-Consumer Disc	0.76%	-0.79%	-62.99%
10	MSFT	Microsoft CORP	Stock-Tech	0.67%	—	+5.46%
11	NVDA	Nvidia CORP	Stock-Tech	0.42%	-0.32%	-62.23%
12	BAC	Bank Of America CORP	Stock-Financials	0.39%	—	+14.26%
13	UNP	Union Pacific CORP	Stock-Industrials	0.38%	-0.21%	-49.01%
14	GILD	Gilead Sciences INC	Stock-Healthcare	0.30%	—	-9.78%
15	TSLA	Tesla INC	Stock-Consumer Disc	0.29%	-0.40%	-60.75%
16	CVX	Chevron CORP	Stock-Energy	0.28%	-0.47%	-66.71%
17	UPS	United Parcel Service-cl B	Stock-Industrials	0.27%	-0.27%	-54.74%
18	GS	Goldman Sachs Group INC	Stock-Financials	0.26%	—	-27.24%
19	C	Citigroup INC	Stock-Financials	0.26%	—	-19.87%
20	JPM	Jpmorgan Chase & Co	Stock-Financials	0.25%	—	-25.91%
21	WMT	Walmart INC	Stock-Consumer Staples	0.25%	—	-19.78%
22	BRK-B	Berkshire Hathaway Inc-cl B	Stock-Other	0.24%	—	-1.18%
23	WFC	Wells Fargo & Co	Stock-Financials	0.23%	—	-30.73%
24	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	0.23%	-0.38%	-71.12%
25	MU	Micron Technology INC	Stock-Tech	0.21%	-0.12%	-58.60%
26	✓		Stock-Other	0.21%	—	+24.66%
27	✓		Stock-Other	0.20%	—	-23.95%
28	EFA	Ishares Msci Eafe ETF	ETF-Other	0.20%	-0.19%	-59.36%
29	CMG	Chipotle Mexican Grill INC	Stock-Consumer Disc	0.19%	—	-45.47%
30	WDC	Western Digital CORP	Stock-Tech	0.19%	—	-51.48%
31	WYNEUR	Wyndham Destinations INC	Stock-Other	0.19%	—	+43.98%
32	CELG	Celgene CORP	Stock-Other	0.17%	—	-17.38%
33	JNJ	Johnson & Johnson	Stock-Healthcare	0.17%	—	-8.15%
34	XOM	Exxon Mobil CORP	Stock-Energy	0.17%	-0.27%	-65.56%
35	BIDU	Baidu INC - Spon Adr	Stock-Comm Services	0.17%	-0.48%	-78.43%
36	CAT	Caterpillar INC	Stock-Industrials	0.16%	—	-7.03%
37	AEP	American Electric Power Company, Inc.	Stock-Utilities	0.16%	—	+19.02%
38	MO	Altria Group INC	Stock-Consumer Staples	0.16%	—	+6.71%
39	UAL	United Airlines Holdings INC	Stock-Industrials	0.16%	—	-27.43%
40	IBM	Intl Business Machines CORP	Stock-Tech	0.15%	—	-8.80%
41	USX1	United States Steel CORP	Stock-Other	0.15%	—	-5.72%
42	GD	General Dynamics CORP	Stock-Industrials	0.15%	—	—
43	EA	Electronic Arts INC	Stock-Comm Services	0.15%	—	-50.78%
44	V	Visa Inc-class A Shares	Stock-Financials	0.15%	—	-45.37%
45	UNH	Unitedhealth Group INC	Stock-Healthcare	0.14%	-0.16%	-59.83%
46	BA	Boeing Co/the	Stock-Industrials	0.14%	-0.13%	-61.97%
47	BMY	Bristol-myers Squibb Co	Stock-Healthcare	0.13%	—	-55.49%
48	CL	Colgate-palmolive Co	Stock-Consumer Staples	0.13%	—	+21.53%
49	NKE	Nike INC -cl B	Stock-Consumer Disc	0.13%	—	-29.45%
50	ADBE	Adobe INC	Stock-Tech	0.13%	—	+25.13%

1–50 of 364

Reported value over time

Sector allocation

Sector allocation over time

Quarterly history

Period	Holdings	Total value	Stability	Top holdings
2018-03-31	660	$4.1B	46	1SPY 2AMZN 3GOOG Top holdings2018-03-31 1.SPY 2.AMZN 3.GOOG 4.AAPL 5.NFLX 6.GOOGL 7.BKNG 8.META 9.BABA 10.MSFT
2017-12-31	1099	$5.1B	25	1SPY 2AMZN 3GOOG Top holdings2017-12-31 1.SPY 2.AMZN 3.GOOG 4.AAPL 5.GOOGL 6.BABA 7.META 8.NFLX 9.CVX 10.NVDA
2017-09-30	1109	$5.5B	32	1SPY 2AAPL 3AMZN Top holdings2017-09-30 1.SPY 2.AAPL 3.AMZN 4.GOOG 5.META 6.BABA 7.NVDA 8.GOOGL 9.NFLX 10.EEM
2017-06-30	1071	$4.9B	45	1SPY 2AAPL 3AMZN Top holdings2017-06-30 1.SPY 2.AAPL 3.AMZN 4.GOOG 5.META 6.BABA 7.TSLA 8.MSFT 9.GOOGL 10.NFLX
2017-03-31	1119	$5.5B	33	1SPY 2AAPL 3BABA Top holdings2017-03-31 1.SPY 2.AAPL 3.BABA 4.EEM 5.META 6.GOOG 7.AMZN 8.DIS 9.GOOGL 10.EFA
2016-12-31	1109	$5.4B	37	1SPY 2META 3AAPL Top holdings2016-12-31 1.SPY 2.META 3.AAPL 4.BABA 5.MSFT 6.GOOG 7.AMZN 8.IWM 9.741503 10.IBM
2016-09-30	976	$4.8B	33	1SPY 2PG 3META Top holdings2016-09-30 1.SPY 2.PG 3.META 4.AAPL 5.GOOG 6.IBM 7.BABA 8.XOM 9.AMZN 10.CVX
2016-06-30	938	$4.1B	52	1SPY 2META 3AAPL Top holdings2016-06-30 1.SPY 2.META 3.AAPL 4.AMZN 5.BABA 6.XOM 7.GOOG 8.VZ 9.GOOGL 10.TSLA
2016-03-31	832	$3.1B	48	1SPY 2META 3AAPL Top holdings2016-03-31 1.SPY 2.META 3.AAPL 4.XOM 5.GOOG 6.AMZN 7.UPS 8.BABA 9.MSFT 10.TSLA
2015-12-31	1054	$4.0B	47	1SPY 2META 3AAPL Top holdings2015-12-31 1.SPY 2.META 3.AAPL 4.AMZN 5.BABA 6.GOOGL 7.GOOG 8.XOM 9.263534 10.984332
2015-09-30	1072	$3.6B	52	1SPY 2META 3AAPL Top holdings2015-09-30 1.SPY 2.META 3.AAPL 4.38259P 5.AMZN 6.38259P 7.BABA 8.UPS 9.984332 10.IBM
2015-06-30	1085	$3.7B	100	1SPY 2AAPL 3DHR Top holdings2015-06-30 1.SPY 2.AAPL 3.DHR 4.984332 5.BA 6.META 7.MMM 8.BABA 9.WMB 10.38259P
2015-03-31	1039	$4.6B	0	1SPY 2AAPL 3MMM Top holdings2015-03-31 1.SPY 2.AAPL 3.MMM 4.SLB 5.38259P 6.984332 7.META 8.CMCSA 9.EBAY 10.CAT
2014-12-31	1339	$5.8B	0	1SPY 2AAPL 3MMM Top holdings2014-12-31 1.SPY 2.AAPL 3.MMM 4.META 5.984332 6.UPS 7.BRK-B 8.BABA 9.SLB 10.CMCSA
2014-09-30	1375	$5.6B	0	1SPY 2AAPL 3MMM Top holdings2014-09-30 1.SPY 2.AAPL 3.MMM 4.META 5.984332 6.BRK-B 7.UPS 8.TWTRUSD 9.TSLA 10.AIG
2014-06-30	1309	$5.8B	0	1SPY 2AAPL 3MMM Top holdings2014-06-30 1.SPY 2.AAPL 3.MMM 4.META 5.BRK-B 6.TWTRUSD 7.DDD 8.UPS 9.TSLA 10.9990302D
2014-03-31	1259	$5.0B	0	1SPY 2AAPL 3MMM Top holdings2014-03-31 1.SPY 2.AAPL 3.MMM 4.META 5.88732J 6.TWTRUSD 7.UPS 8.CAT 9.PG 10.984332
2013-12-31	1449	$7.2B	0	1SPY 2AAPL338259P Top holdings2013-12-31 1.SPY 2.AAPL 3.38259P 4.META 5.PG 6.741503 7.MMM 8.HLF 9.UPS 10.984332

Holding changes this quarter

Integral Derivatives, LLC's most significant position changes for 2018-03-31: New buy: Booking Holdings INC (BKNG); Sold out: Booking Hldgs INC; Sold out: Praxair INC (PXGBX); Add: Ss Spdr S&p 500 ETF Trust-us (SPY) — shares +19.39%; Add: Netflix INC (NFLX) — shares +30.44%.

Position changes disclosed by Integral Derivatives, LLC for the quarter ending 2018-03-31, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	SPY	Ss Spdr S&p 500 ETF Trust-us	+21.4%	+19.39%	Add
2	NFLX	Netflix INC	+1.2%	+30.44%	Add
3	AMZN	Amazon.com INC	+0.6%	-24.88%	Trim
4	MU	Micron Technology INC	-0.1%	-58.60%	Trim
5	XLE	Ss Energy Select Sector	-0.1%	-60.63%	Trim
6	BA	Boeing Co/the	-0.1%	-61.97%	Trim
7	MCD	Mcdonald's CORP	-0.1%	-64.53%	Trim
8	NXPI	NXP Semiconductors N.V.	-0.1%	-65.84%	Trim
9	NEM	Newmont CORP	-0.1%	-76.19%	Trim
10	CRM	Salesforce INC	-0.2%	-80.63%	Trim
11	UNH	Unitedhealth Group INC	-0.2%	-59.83%	Trim
12	PXDEUR	Pioneer Natural Resources Co	-0.2%	-73.69%	Trim
13	APC3EUR	Anadarko Petroleum CORP	-0.2%	-82.76%	Trim
14	FXI	Ishares China Large-cap ETF	-0.2%	-78.78%	Trim
15	MDLZ	Mondelez International Inc-a	-0.2%	-77.23%	Trim
16	KRE	Ss Spdr S&p Regional Bank	-0.2%	-88.20%	Trim
17	EFA	Ishares Msci Eafe ETF	-0.2%	-59.36%	Trim
18	✓		-0.2%	-91.23%	Trim
19	UNP	Union Pacific CORP	-0.2%	-49.01%	Trim
20	T	At&t INC	-0.2%	-71.33%	Trim
21	VLO	Valero Energy CORP	-0.2%	-76.65%	Trim
22	GLD	Spdr Gold Shares	-0.2%	-80.86%	Trim
23	AAL	American Airlines Group INC	-0.2%	-76.21%	Trim
24	JD	Jd.com Inc-adr	-0.2%	-76.97%	Trim
25	DD	DuPont de Nemours, Inc.	-0.2%	-89.16%	Trim
26	IWM	Ishares Russell 2000 ETF	-0.2%	-91.15%	Trim
27	UPS	United Parcel Service-cl B	-0.3%	-54.74%	Trim
28	XOM	Exxon Mobil CORP	-0.3%	-65.56%	Trim
29	ORCL	Oracle CORP	-0.3%	-87.78%	Trim
30	AABAUSD	Altaba INC	-0.3%	-83.13%	Trim
31	DAL	Delta Air Lines INC	-0.3%	-79.31%	Trim
32	LRCXEUR	Lam Research CORP	-0.3%	-91.50%	Trim
33	TLT	Ishares 20+ Year Treasury Bd	-0.3%	-77.64%	Trim
34	EWZ	Ishares Msci Brazil ETF	-0.3%	-92.42%	Trim
35	NVDA	Nvidia CORP	-0.3%	-62.23%	Trim
36	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	-0.4%	-90.23%	Trim
37	SLB	Slb LTD	-0.4%	-84.18%	Trim
38	EEM	Ishares Msci Emerging Market	-0.4%	-71.12%	Trim
39	META	Meta Platforms Inc-class A	-0.4%	-36.31%	Trim
40	TSLA	Tesla INC	-0.4%	-60.75%	Trim
41	GOOGL	Alphabet Inc-cl A	-0.4%	-36.11%	Trim
42	HAL	Halliburton Co	-0.5%	-86.43%	Trim
43	CVX	Chevron CORP	-0.5%	-66.71%	Trim
44	BIDU	Baidu INC - Spon Adr	-0.5%	-78.43%	Trim
45	BABA	Alibaba Group Holding-sp Adr	-0.8%	-62.99%	Trim
46	GOOG	Alphabet Inc-cl C	-0.9%	-41.42%	Trim
47	AAPL	Apple INC	-1%	-45.25%	Trim
48	BKNG	Booking Holdings INC	—	NEW	New buy
49	✓	Booking Hldgs INC	—	EXIT	Sold out
50	PXGBX	Praxair INC	—	EXIT	Sold out

FAQ

What is Integral Derivatives, LLC and what type of investor is it?

Integral Derivatives, LLC is a investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2018-03-31), the firm manages a tracked equity portfolio valued at approximately $4.1B, spread across 660 disclosed positions.

What are Integral Derivatives, LLC's largest equity positions?

Based on the latest 13F filing, Integral Derivatives, LLC's top holdings by market value are: 1. Ss Spdr S&p 500 ETF Trust-us (SPY) — $2.7B (66.8%) 2. Amazon.com INC (AMZN) — $161.7M (4.0%) 3. Alphabet Inc-cl C (GOOG) — $94.2M (2.3%) 4. Apple INC (AAPL) — $86.0M (2.1%) 5. Netflix INC (NFLX) — $77.9M (1.9%)

What changes did Integral Derivatives, LLC make in its most recent portfolio filing?

In the latest reported quarter, Integral Derivatives, LLC made 50 notable position adjustments: 1 new positions were initiated, 2 existing holdings were added to, 45 positions were partially reduced, and 2 were completely exited. The largest of these moves: New buy: Booking Holdings INC (BKNG); Sold out: Booking Hldgs INC; Sold out: Praxair INC (PXGBX); Add: Ss Spdr S&p 500 ETF Trust-us (SPY) — shares +19.39%; Add: Netflix INC (NFLX) — shares +30.44%

What sectors does Integral Derivatives, LLC focus on?

Integral Derivatives, LLC is concentrated in the following sectors based on its current disclosed equity portfolio: • Communication Services: 28.6% • Consumer Discretionary: 27.2% • Information Technology: 18.7% • Financials: 8.4% • Industrials: 5.5% • Health Care: 5.4%