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 | |
|---|---|---|---|---|---|---|---|
676
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
| $569K | 0.01% |
10,000
-35,600
| -78% | -$1.96M |
2017 Q2
2 quarters
|
|
677
CALL
Arista Networks
ANET
$246B
| $565K | 0.01% |
38,400
-4,800
| -11% | -$64.2K |
2017 Q1
3 quarters
|
|
678
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$338M
| $565K | 0.01% |
16,718
-14,330
| -46% | -$499K |
2017 Q2
2 quarters
|
|
679
Barrick Mining
B
$64B
| $560K | 0.01% |
38,685
-50,455
| -57% | -$744K |
2013 Q4
16 quarters
|
|
|
CLR
680
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $560K | 0.01% |
10,573
-12,436
| -54% | -$545K |
2016 Q4
4 quarters
|
|
|
CLVS
681
CALL
DELISTED
Clovis Oncology, Inc.
CLVS
| $558K | 0.01% |
8,200
-3,500
| -30% | -$245K |
2017 Q3
1 quarter
|
|
682
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.03B
| $554K | 0.01% |
8,100
-22,600
| -74% | -$1.41M |
2017 Q1
3 quarters
|
|
683
PUT
Procter & Gamble
PG
$364B
| $551K | 0.01% |
6,000
-900
| -13% | -$80.9K |
2013 Q4
16 quarters
|
|
|
ATVI
684
DELISTED
Activision Blizzard
ATVI
| $549K | 0.01% |
+8,677
| New | +$549K |
2017 Q4
0 quarters
|
|
|
QEP
685
DELISTED
QEP RESOURCES, INC.
QEP
| $548K | 0.01% |
57,287
-48,234
| -46% | -$437K |
2016 Q4
4 quarters
|
|
686
PUT
Ovintiv
OVV
$18.5B
| $545K | 0.01% |
8,180
-7,060
| -46% | -$417K |
2016 Q4
4 quarters
|
|
687
CALL
Hewlett Packard
HPE
$83.8B
| $543K | 0.01% |
37,800
-11,200
| -23% | -$159K |
2016 Q1
7 quarters
|
|
|
FNSR
688
CALL
DELISTED
Finisar Corp
FNSR
| $541K | 0.01% |
26,600
+9,000
| +51% | +$187K |
2017 Q3
1 quarter
|
|
689
CALL
Sarepta Therapeutics
SRPT
$1.78B
| $540K | 0.01% |
9,700
-8,100
| -46% | -$429K |
2016 Q2
6 quarters
|
|
690
CALL
Roku
ROKU
$22.7B
| $539K | 0.01% |
+10,400
| New | +$358K |
2017 Q4
0 quarters
|
|
691
CALL
Deutsche Bank
DB
$61.6B
| $537K | 0.01% |
28,200
+200
| +0.7% | +$3.61K |
2016 Q1
7 quarters
|
|
692
CALL
Eaton
ETN
$159B
| $537K | 0.01% |
6,800
+3,000
| +79% | +$233K |
2013 Q4
16 quarters
|
|
|
MNDT
693
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $537K | 0.01% |
37,800
+26,500
| +235% | +$403K |
2014 Q1
15 quarters
|
|
694
CALL
Baker Hughes
BKR
$55B
| $535K | 0.01% |
+16,900
| New | +$542K |
2017 Q4
0 quarters
|
|
695
CALL
DELISTED
bluebird bio
BLUE
| $534K | 0.01% |
+232
| New | +$471K |
2017 Q4
0 quarters
|
|
696
CALL
Kroger
KR
$37.3B
| $533K | 0.01% |
19,400
-43,900
| -69% | -$1.02M |
2016 Q4
4 quarters
|
|
|
MNDT
697
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $532K | 0.01% |
37,500
-34,800
| -48% | -$529K |
2016 Q2
6 quarters
|
|
698
PUT
Carnival Corporation Ltd
CCL
$34.9B
| $531K | 0.01% |
+8,000
| New | +$530K |
2017 Q4
0 quarters
|
|
699
CSX Corp
CSX
$89.4B
| $527K | 0.01% |
+28,752
| New | +$509K |
2017 Q4
0 quarters
|
|
700
CALL
Boyd Gaming
BYD
$5.06B
| $526K | 0.01% |
15,000
-5,000
| -25% | -$151K |
2017 Q2
2 quarters
|
|
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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.