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ID
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 | |
|---|---|---|---|---|---|---|---|
1001
PUT
Lloyds Banking Group
LYG
$78.8B
| $178K | ﹤0.01% |
47,500
| – | – |
2016 Q2
6 quarters
|
|
|
FTR
1002
CALL
DELISTED
Frontier Communications Corp.
FTR
| $176K | ﹤0.01% |
+26,070
| New | +$243K |
2017 Q4
0 quarters
|
|
|
CY
1003
DELISTED
Cypress Semiconductor
CY
| $176K | ﹤0.01% |
+11,542
| New | +$183K |
2017 Q4
0 quarters
|
|
1004
Eldorado Gold
EGO
$9.56B
| $171K | ﹤0.01% |
23,970
+13,790
| +135% | +$102K |
2017 Q2
2 quarters
|
|
1005
PUT
Range Resources
RRC
$9.93B
| $171K | ﹤0.01% |
10,000
-1,000
| -9% | -$18K |
2017 Q1
3 quarters
|
|
1006
CALL
IAMGOLD
IAG
$10.4B
| $170K | ﹤0.01% |
29,200
+2,800
| +11% | +$16K |
2016 Q4
4 quarters
|
|
1007
CALL
GoPro
GPRO
$244M
| $166K | ﹤0.01% |
21,900
-900
| -4% | -$7.98K |
2017 Q2
2 quarters
|
|
1008
Cameco
CCJ
$37.5B
| $146K | ﹤0.01% |
15,838
-3,800
| -19% | -$35.6K |
2017 Q1
3 quarters
|
|
|
PRTY
1009
PUT
DELISTED
Party City Holdco Inc.
PRTY
| $146K | ﹤0.01% |
10,500
-9,500
| -48% | -$117K |
2017 Q3
1 quarter
|
|
1010
PUT
Navient
NAVI
$883M
| $145K | ﹤0.01% |
10,900
+600
| +6% | +$7.58K |
2017 Q3
1 quarter
|
|
1011
CALL
DELISTED
Emerge Energy Services LP
EMES
| $144K | ﹤0.01% |
20,000
-400
| -2% | -$3.13K |
2017 Q3
1 quarter
|
|
|
NGD
1012
DELISTED
New Gold Inc
NGD
| $142K | ﹤0.01% |
+43,050
| New | +$145K |
2017 Q4
0 quarters
|
|
1013
PUT
Viavi Solutions
VIAV
$10.2B
| $141K | ﹤0.01% |
+16,100
| New | +$146K |
2017 Q4
0 quarters
|
|
|
1014
CALL
Cameco
CCJ
$37.5B
| $140K | ﹤0.01% |
+15,200
| New | +$142K |
2017 Q4
0 quarters
|
|
1015
PUT
NGL Energy Partners
NGL
$1.87B
| $140K | ﹤0.01% |
10,000
-100
| -1% | -$1.24K |
2017 Q3
1 quarter
|
|
1016
CALL
DELISTED
TrueCar
TRUE
| $140K | ﹤0.01% |
+12,500
| New | +$165K |
2017 Q4
0 quarters
|
|
|
PRTY
1017
DELISTED
Party City Holdco Inc.
PRTY
| $140K | ﹤0.01% |
+10,000
| New | +$123K |
2017 Q4
0 quarters
|
|
1018
CALL
SSR Mining
SSRM
$6.75B
| $138K | ﹤0.01% |
15,700
| – | – |
2017 Q3
1 quarter
|
|
1019
CALL
AES
AES
$10.7B
| $135K | ﹤0.01% |
+12,500
| New | +$135K |
2017 Q4
0 quarters
|
|
|
PIR
1020
PUT
DELISTED
Pier 1 Imports, Inc.
PIR
| $132K | ﹤0.01% |
+1,590
| New | +$141K |
2017 Q4
0 quarters
|
|
1021
Itaú Unibanco
ITUB
$109B
| $130K | ﹤0.01% |
+20,615
| New | +$132K |
2017 Q4
0 quarters
|
|
1022
CALL
First Majestic Silver
AG
$8.05B
| $127K | ﹤0.01% |
18,900
-4,700
| -20% | -$32.4K |
2016 Q3
5 quarters
|
|
1023
PUT
Lesaka Technologies
LSAK
$404M
| $127K | ﹤0.01% |
+10,700
| New | +$109K |
2017 Q4
0 quarters
|
|
|
AKS
1024
PUT
DELISTED
AK Steel Holding Corp
AKS
| $125K | ﹤0.01% |
22,000
-9,700
| -31% | -$50.6K |
2017 Q3
1 quarter
|
|
1025
CALL
Happen Inc
HAPN
$1.71B
| $124K | ﹤0.01% |
+6,020
| New | +$150K |
2017 Q4
0 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.