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
+1.05%
1 Year Est. Return
+19.81%
3 Year Est. Return
+45.77%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$5.4B
AUM Growth
+$612M
Cap. Flow
+$41M
Cap. Flow %
0.76%
Top 10 Hldgs %
51.53%
Holding
1,375
New
399
Increased
402
Reduced
270
Closed
267
Avg Time Held Equity + Options
0.9 years
Top 10 Avg Time Held Equity + Options
1.4 years
Top 20 Avg Time Held Equity + Options
1.3 years
Avg Time Held Equity only
0.3 years
Top 10 Avg Time Held Equity only
0.4 years
Top 20 Avg Time Held Equity only
0.4 years

Top Buys

Rank Stock Value
1
BABA icon
Alibaba
BABA
+$20.3M
2
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$10.8M
3
BIDU icon
Baidu
BIDU
+$6.27M
4
CMCSA icon
Comcast
CMCSA
+$5.98M
5
MSFT icon
Microsoft
MSFT
+$5.98M

Top Sells

Rank Stock Value
1
LMT icon
Lockheed Martin
LMT
+$16.2M
2
YHOO
Yahoo Inc
YHOO
+$8.75M
3
BAC icon
Bank of America
BAC
+$8.19M
4
CVX icon
Chevron
CVX
+$6.68M
5
LNKD
LinkedIn Corporation
LNKD
+$6.14M

Sector Composition

Rank Sector Weight
1 Miscellaneous 93.2%
2 Communication Services 1.81%
3 Energy 1.34%
4 Technology 0.97%
5 Consumer Discretionary 0.86%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
ETP
476
CALL
DELISTED
Energy Transfer Partners L.p.
ETP
$1.12M 0.02%
31,400
+22,900
+269% +$817K
2016 Q3
1 quarter
RTX icon
477
PUT
RTX Corp
RTX
$251B
$1.12M 0.02%
16,208
-122,194
-88% -$8.1M
2015 Q4
4 quarters
AON icon
478
CALL
Aon
AON
$58.6B
$1.11M 0.02%
10,000
-15,000
-60% -$1.67M
2016 Q3
1 quarter
BX icon
479
Blackstone
BX
$79.6B
$1.11M 0.02%
41,140
-546
-1% -$14.2K
2016 Q3
1 quarter
STMP
480
CALL
DELISTED
Stamps.com, Inc.
STMP
$1.11M 0.02%
9,700
– –
2016 Q3
1 quarter
LULU icon
481
PUT
lululemon athletica
LULU
$10.8B
$1.1M 0.02%
17,000
-7,500
-31% -$447K
2015 Q4
4 quarters
RRC icon
482
CALL
Range Resources
RRC
$9.78B
$1.1M 0.02%
+32,100
New +$1.15M
2016 Q4
0 quarters
DATA
483
DELISTED
Tableau Software, Inc.
DATA
$1.1M 0.02%
26,175
+13,896
+113% +$647K
2016 Q3
1 quarter
DD icon
484
CALL
DuPont de Nemours
DD
$17.3B
$1.1M 0.02%
7,582
-9,793
-56% -$1.36M
2013 Q4
12 quarters
SLB icon
485
CALL
SLB Ltd
SLB
$71.6B
$1.09M 0.02%
12,997
-35,200
-73% -$2.89M
2013 Q4
12 quarters
ICPT
486
CALL
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$1.09M 0.02%
10,000
+4,000
+67% +$477K
2016 Q2
2 quarters
WBA icon
487
CALL
DELISTED
Walgreens Boots Alliance
WBA
$1.08M 0.02%
+13,100
New +$1.08M
2016 Q4
0 quarters
VFC icon
488
CALL
VF Corp
VFC
$6.4B
$1.08M 0.02%
+21,559
New +$1.12M
2016 Q4
0 quarters
AET
489
DELISTED
Aetna Inc
AET
$1.07M 0.02%
+8,668
New +$1.04M
2016 Q4
0 quarters
SRCL icon
490
PUT
DELISTED
Stericycle Inc
SRCL
$1.07M 0.02%
13,900
+3,900
+39% +$294K
2016 Q3
1 quarter
MO icon
491
PUT
Altria Group
MO
$122B
$1.07M 0.02%
15,800
+1,100
+7% +$70.8K
2015 Q4
4 quarters
QEP
492
PUT
DELISTED
QEP RESOURCES, INC.
QEP
$1.07M 0.02%
+58,000
New +$1.05M
2016 Q4
0 quarters
EXPE icon
493
PUT
Expedia Group
EXPE
$32.7B
$1.06M 0.02%
9,400
+4,700
+100% +$573K
2016 Q3
1 quarter
WFM
494
PUT
DELISTED
Whole Foods Market Inc
WFM
$1.06M 0.02%
34,600
-100
-0.3% -$3.01K
2013 Q4
12 quarters
SHPG
495
PUT
DELISTED
Shire pic
SHPG
$1.06M 0.02%
6,242
-6,814
-52% -$1.21M
2014 Q2
10 quarters
IP icon
496
CALL
International Paper
IP
$16.8B
$1.06M 0.02%
21,120
+4,646
+28% +$215K
2016 Q1
3 quarters
JBLU icon
497
JetBlue
JBLU
$1.14B
$1.06M 0.02%
47,267
+1,549
+3% +$30.6K
2016 Q2
2 quarters
AA icon
498
PUT
Alcoa
AA
$10.5B
$1.05M 0.02%
38,284
+2,579
+7% +$70K
2013 Q4
12 quarters
MCD icon
499
CALL
McDonald's
MCD
$168B
$1.05M 0.02%
8,600
-27,400
-76% -$3.21M
2013 Q4
12 quarters
RTN
500
PUT
DELISTED
Raytheon Company
RTN
$1.04M 0.02%
+7,300
New +$1.04M
2016 Q4
0 quarters
18 19
20
21 22

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Integral Derivatives's Q4 2016 Portfolio in Review

As of Q4 2016, Integral Derivatives held 1,375 positions worth $5.4B, up 13% from $4.78B the previous quarter. Its ten largest holdings account for 52% of the portfolio.

Integral Derivatives's Q4 2016 filing shows 399 new, 402 increased, 270 reduced and 267 closed positions. Its largest new stake was Alibaba: 210,683 shares worth $18.5M. The largest sale was Lockheed Martin, an estimated $16.2M.

By sector, the portfolio is most concentrated in Miscellaneous at 93% of assets, up from 93% a quarter earlier, followed by Communication Services and Energy.

  • Integral Derivatives's largest Q4 2016 buy was Alibaba: 210,683 shares worth $18.5M.
  • Integral Derivatives added most to Alphabet (Google) Class A in Q4 2016, an estimated $10.8M increase.
  • Integral Derivatives's biggest Q4 2016 reduction was Lockheed Martin, cutting an estimated $16.2M.
  • Integral Derivatives fully exited LinkedIn Corporation in Q4 2016, selling an estimated $6.14M.
  • Integral Derivatives's ten largest holdings make up 52% of its $5.4B portfolio in Q4 2016.
  • Integral Derivatives opened 399 new positions and closed 267 in Q4 2016.
  • Integral Derivatives's portfolio value rose 13% quarter-over-quarter to $5.4B.

Based on Integral Derivatives's 13F filing for Q4 2016, filed 14 Feb 2017.