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
(+13%)
Cap. Flow
+$41M
Cap. Flow
% of AUM
0.76%
Top 10 Holdings %
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 |
Alibaba
BABA
|
+$20.3M |
| 2 |
Alphabet (Google) Class A
GOOGL
|
+$10.8M |
| 3 |
Baidu
BIDU
|
+$6.27M |
| 4 |
Comcast
CMCSA
|
+$5.98M |
| 5 |
Microsoft
MSFT
|
+$5.98M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Lockheed Martin
LMT
|
+$16.2M |
| 2 |
YHOO
Yahoo Inc
YHOO
|
+$8.75M |
| 3 |
Bank of America
BAC
|
+$8.19M |
| 4 |
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 | |
|---|---|---|---|---|---|---|---|
626
CALL
Hain Celestial
HAIN
$52.5M
| $671K | 0.01% |
+17,200
| New | +$644K |
2016 Q4
0 quarters
|
|
627
CALL
Stryker
SYK
$108B
| $671K | 0.01% |
+5,600
| New | +$644K |
2016 Q4
0 quarters
|
|
628
CALL
Cleveland-Cliffs
CLF
$7.18B
| $667K | 0.01% |
79,300
-59,400
| -43% | -$447K |
2016 Q2
2 quarters
|
|
629
CALL
Chemours
CC
$1.93B
| $666K | 0.01% |
+30,140
| New | +$619K |
2016 Q4
0 quarters
|
|
630
PUT
Carnival Corporation Ltd
CCL
$34.9B
| $666K | 0.01% |
+12,800
| New | +$641K |
2016 Q4
0 quarters
|
|
631
Visa
V
$735B
| $663K | 0.01% |
8,495
-2,249
| -21% | -$181K |
2015 Q4
4 quarters
|
|
632
CALL
DELISTED
Guess Inc
GES
| $657K | 0.01% |
+54,300
| New | +$762K |
2016 Q4
0 quarters
|
|
|
ZAYO
633
CALL
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $657K | 0.01% |
+20,000
| New | +$655K |
2016 Q4
0 quarters
|
|
634
CALL
Mondelez International
MDLZ
$79.9B
| $656K | 0.01% |
14,800
-7,700
| -34% | -$332K |
2016 Q2
2 quarters
|
|
|
KSU
635
CALL
DELISTED
Kansas City Southern
KSU
| $653K | 0.01% |
+7,700
| New | +$679K |
2016 Q4
0 quarters
|
|
|
WLL
636
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $651K | 0.01% |
181
-93
| -34% | -$279K |
2014 Q2
10 quarters
|
|
|
BOBE
637
CALL
DELISTED
Bob Evans Farms, Inc.
BOBE
| $649K | 0.01% |
+12,200
| New | +$549K |
2016 Q4
0 quarters
|
|
638
PUT
People Inc
PPLI
$3.02B
| $648K | 0.01% |
55,954
-55,954
| -50% | -$655K |
2016 Q3
1 quarter
|
|
639
CALL
Urban Outfitters
URBN
$7.25B
| $644K | 0.01% |
+22,600
| New | +$762K |
2016 Q4
0 quarters
|
|
640
CALL
Nucor
NUE
$58.3B
| $643K | 0.01% |
10,800
+200
| +2% | +$11.2K |
2016 Q3
1 quarter
|
|
641
CALL
Abercrombie & Fitch
ANF
$6.35B
| $641K | 0.01% |
+53,400
| New | +$793K |
2016 Q4
0 quarters
|
|
|
642
CALL
Carnival Corporation Ltd
CCL
$34.9B
| $640K | 0.01% |
12,300
-3,800
| -24% | -$190K |
2016 Q2
2 quarters
|
|
|
EGN
643
CALL
DELISTED
Energen
EGN
| $640K | 0.01% |
+11,100
| New | +$632K |
2016 Q4
0 quarters
|
|
|
CLR
644
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $639K | 0.01% |
12,400
+7,800
| +170% | +$403K |
2016 Q3
1 quarter
|
|
645
CALL
General Mills
GIS
$17.2B
| $636K | 0.01% |
10,300
-6,200
| -38% | -$384K |
2015 Q1
7 quarters
|
|
646
CALL
State Street Materials Select Sector SPDR ETF
XLB
$7.85B
| $636K | 0.01% |
+25,600
| New | +$621K |
2016 Q4
0 quarters
|
|
647
PUT
Agnico Eagle Mines
AEM
$89.6B
| $634K | 0.01% |
15,100
-14,900
| -50% | -$658K |
2016 Q3
1 quarter
|
|
648
PUT
Coca-Cola Europacific Partners
CCEP
$47.1B
| $634K | 0.01% |
20,200
+200
| +1% | +$7.04K |
2016 Q2
2 quarters
|
|
649
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$899M
| $633K | 0.01% |
4,145
+3,260
| +368% | +$675K |
2016 Q1
3 quarters
|
|
|
MNDT
650
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $633K | 0.01% |
53,200
-37,600
| -41% | -$488K |
2014 Q1
11 quarters
|
|
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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.