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
PYPL icon
601
CALL
PayPal
PYPL
$47.7B
$734K 0.01%
18,600
+8,000
+75% +$322K
2015 Q3
5 quarters
VXX icon
602
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$733K 0.01%
7,181
-888
-11% -$106K
2016 Q2
2 quarters
IONS icon
603
CALL
Ionis Pharmaceuticals
IONS
$7.12B
$732K 0.01%
15,300
+7,700
+101% +$305K
2016 Q3
1 quarter
WM icon
604
PUT
Waste Management
WM
$85.8B
$730K 0.01%
10,300
+200
+2% +$13.4K
2015 Q4
4 quarters
CME icon
605
CALL
CME Group
CME
$103B
$727K 0.01%
6,300
+3,700
+142% +$412K
2015 Q4
4 quarters
MRK icon
606
Merck
MRK
$364B
$727K 0.01%
12,935
-18,487
-59% -$1.08M
2016 Q1
3 quarters
TSRO
607
CALL
DELISTED
TESARO, Inc.
TSRO
$726K 0.01%
5,400
-100
-2% -$12.6K
2016 Q3
1 quarter
CAT icon
608
PUT
Caterpillar
CAT
$344B
$723K 0.01%
7,800
-64,700
-89% -$5.86M
2013 Q4
12 quarters
CS
609
PUT
DELISTED
Credit Suisse Group
CS
$723K 0.01%
50,500
– –
2016 Q3
1 quarter
ANDV
610
CALL
DELISTED
Andeavor
ANDV
$717K 0.01%
8,200
-900
-10% -$76.4K
2015 Q3
5 quarters
SCHW icon
611
CALL
Charles Schwab
SCHW
$165B
$714K 0.01%
18,100
+10,400
+135% +$372K
2016 Q3
1 quarter
MDCO
612
DELISTED
Medicines Co
MDCO
$714K 0.01%
+21,025
New +$746K
2016 Q4
0 quarters
SPG icon
613
PUT
Simon Property Group
SPG
$64.1B
$711K 0.01%
4,000
+2,100
+111% +$390K
2016 Q3
1 quarter
QSR icon
614
PUT
Restaurant Brands International
QSR
$25.1B
$708K 0.01%
14,850
-10,000
-40% -$461K
2016 Q1
3 quarters
TCP
615
CALL
DELISTED
TC Pipelines LP
TCP
$706K 0.01%
+12,000
New +$648K
2016 Q4
0 quarters
PRU icon
616
Prudential Financial
PRU
$38.8B
$704K 0.01%
+6,769
New +$642K
2016 Q4
0 quarters
PAGP icon
617
CALL
Plains GP Holdings
PAGP
$5.36B
$701K 0.01%
20,200
+13,441
+199% +$461K
2016 Q2
2 quarters
CCEP icon
618
Coca-Cola Europacific Partners
CCEP
$46.6B
$697K 0.01%
22,200
+11,200
+102% +$395K
2016 Q2
2 quarters
ETFC
619
CALL
DELISTED
E*Trade Financial Corporation
ETFC
$693K 0.01%
+20,000
New +$638K
2016 Q4
0 quarters
RY icon
620
PUT
Royal Bank of Canada
RY
$267B
$691K 0.01%
10,200
– –
2016 Q1
3 quarters
ALB icon
621
PUT
Albemarle
ALB
$11.6B
$689K 0.01%
8,000
-15,000
-65% -$1.27M
2016 Q3
1 quarter
HAPN icon
622
Happen Inc
HAPN
$1.63B
$689K 0.01%
+26,233
New +$720K
2016 Q4
0 quarters
P icon
623
PUT
DELISTED
Pandora Media Inc
P
$685K 0.01%
+52,500
New +$651K
2016 Q4
0 quarters
XLU icon
624
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$24.1B
$680K 0.01%
+28,000
New +$669K
2016 Q4
0 quarters
APA icon
625
APA Corp
APA
$16.7B
$677K 0.01%
+10,670
New +$672K
2016 Q4
0 quarters
23 24
25
26 27

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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.