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 | |
|---|---|---|---|---|---|---|---|
1051
CALL
SiriusXM
SIRI
$8.94B
| $74K | ﹤0.01% |
1,380
-2,310
| -63% | -$128K |
2017 Q1
3 quarters
|
|
1052
CALL
DELISTED
Sears Holding Corporation
SHLD
| $72K | ﹤0.01% |
20,000
+6,100
| +44% | +$30.2K |
2017 Q1
3 quarters
|
|
1053
PUT
Gold Fields
GFI
$31.7B
| $71K | ﹤0.01% |
16,500
+4,000
| +32% | +$16.1K |
2016 Q4
4 quarters
|
|
1054
CALL
Genworth Financial
GNW
$3.33B
| $71K | ﹤0.01% |
22,800
+4,000
| +21% | +$13.8K |
2016 Q3
5 quarters
|
|
1055
CALL
Nokia
NOK
$52.6B
| $68K | ﹤0.01% |
14,500
-8,000
| -36% | -$41.2K |
2013 Q4
16 quarters
|
|
1056
CALL
DELISTED
Southwestern Energy Company
SWN
| $67K | ﹤0.01% |
12,000
| – | – |
2016 Q4
4 quarters
|
|
|
JCP
1057
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
| $67K | ﹤0.01% |
21,300
+7,900
| +59% | +$25.4K |
2017 Q2
2 quarters
|
|
1058
Banco Santander
SAN
$194B
| $65K | ﹤0.01% |
+10,435
| New | +$65.9K |
2017 Q4
0 quarters
|
|
|
GNC
1059
DELISTED
GNC Holdings, Inc.
GNC
| $63K | ﹤0.01% |
+17,066
| New | +$107K |
2017 Q4
0 quarters
|
|
|
ESV
1060
DELISTED
Ensco Rowan plc
ESV
| $63K | ﹤0.01% |
2,674
-3,690
| -58% | -$81.8K |
2017 Q1
3 quarters
|
|
|
1061
PUT
SiriusXM
SIRI
$8.94B
| $62K | ﹤0.01% |
1,160
| – | – |
2017 Q3
1 quarter
|
|
|
1062
Nokia
NOK
$52.6B
| $59K | ﹤0.01% |
12,722
-36,403
| -74% | -$188K |
2016 Q4
4 quarters
|
|
1063
DELISTED
Pandora Media Inc
P
| $59K | ﹤0.01% |
12,256
-17,130
| -58% | -$103K |
2017 Q1
3 quarters
|
|
1064
CALL
Fortuna Silver Mines
FSM
$3.01B
| $58K | ﹤0.01% |
+11,100
| New | +$50K |
2017 Q4
0 quarters
|
|
|
1065
PUT
DELISTED
Sears Holding Corporation
SHLD
| $57K | ﹤0.01% |
15,900
+100
| +0.6% | +$495 |
2016 Q4
4 quarters
|
|
1066
CALL
Hecla Mining
HL
$10B
| $55K | ﹤0.01% |
13,900
+2,000
| +17% | +$8.7K |
2015 Q4
8 quarters
|
|
|
KERX
1067
DELISTED
Keryx Biopharmaceuticals Inc
KERX
| $54K | ﹤0.01% |
+11,627
| New | +$64.1K |
2017 Q4
0 quarters
|
|
1068
Community Health Systems
CYH
$420M
| $52K | ﹤0.01% |
+12,144
| New | +$61K |
2017 Q4
0 quarters
|
|
|
APRN
1069
CALL
DELISTED
Blue Apron Holdings, Inc. Class A Common Stock
APRN
| $52K | ﹤0.01% |
72
| – | – |
2017 Q3
1 quarter
|
|
1070
DELISTED
Chesapeake Energy Corporation
CHK
| $52K | ﹤0.01% |
65
-160
| -71% | -$125K |
2017 Q1
3 quarters
|
|
|
1071
PUT
Genworth Financial
GNW
$3.33B
| $49K | ﹤0.01% |
15,600
| – | – |
2016 Q4
4 quarters
|
|
1072
CALL
Aurinia Pharmaceuticals
AUPH
$2.21B
| $45K | ﹤0.01% |
+10,000
| New | +$55.5K |
2017 Q4
0 quarters
|
|
|
ACHN
1073
DELISTED
Achillion Pharmaceuticals
ACHN
| $44K | ﹤0.01% |
+15,368
| New | +$55.8K |
2017 Q4
0 quarters
|
|
|
DNR
1074
PUT
DELISTED
Denbury Resources, Inc.
DNR
| $43K | ﹤0.01% |
19,500
+100
| +0.5% | +$157 |
2016 Q4
4 quarters
|
|
|
JCP
1075
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
| $43K | ﹤0.01% |
13,600
-17,900
| -57% | -$57.6K |
2013 Q4
16 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.