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 | |
|---|---|---|---|---|---|---|---|
|
RAD
776
CALL
DELISTED
Rite Aid Corporation
RAD
| $424K | 0.01% |
2,570
-140
| -5% | -$21.2K |
2013 Q4
12 quarters
|
|
|
KSU
777
PUT
DELISTED
Kansas City Southern
KSU
| $424K | 0.01% |
+5,000
| New | +$441K |
2016 Q4
0 quarters
|
|
|
VER
778
DELISTED
VEREIT, Inc.
VER
| $423K | 0.01% |
+10,008
| New | +$443K |
2016 Q4
0 quarters
|
|
779
ProShares UltraShort Euro
EUO
$40.8M
| $422K | 0.01% |
+15,600
| New | +$403K |
2016 Q4
0 quarters
|
|
780
Macy's
M
$5.92B
| $422K | 0.01% |
11,783
+3,330
| +39% | +$130K |
2016 Q1
3 quarters
|
|
781
Hecla Mining
HL
$10B
| $419K | 0.01% |
79,886
-14,600
| -15% | -$85.6K |
2015 Q1
7 quarters
|
|
782
PUT
Nordic American Tanker
NAT
$1.74B
| $419K | 0.01% |
+50,299
| New | +$447K |
2016 Q4
0 quarters
|
|
783
CALL
AstraZeneca
AZN
$251B
| $418K | 0.01% |
7,650
+600
| +9% | +$34.1K |
2016 Q2
2 quarters
|
|
784
CALL
Zoetis
ZTS
$31.1B
| $418K | 0.01% |
7,800
-7,900
| -50% | -$402K |
2016 Q3
1 quarter
|
|
785
PUT
Methode Electronics
MEI
$508M
| $414K | 0.01% |
+10,000
| New | +$367K |
2016 Q4
0 quarters
|
|
786
CALL
DELISTED
Kellanova
K
| $413K | 0.01% |
+5,964
| New | +$415K |
2016 Q4
0 quarters
|
|
787
Franco-Nevada
FNV
$45.3B
| $412K | 0.01% |
6,900
+200
| +3% | +$12.2K |
2016 Q2
2 quarters
|
|
788
PUT
Lowe's Companies
LOW
$106B
| $412K | 0.01% |
5,800
+300
| +5% | +$21.2K |
2016 Q3
1 quarter
|
|
789
PUT
DELISTED
Discover Financial Services
DFS
| $411K | 0.01% |
5,700
-3,900
| -41% | -$248K |
2016 Q2
2 quarters
|
|
790
Honeywell
HON
$65.8B
| $410K | 0.01% |
3,920
-11,997
| -75% | -$1.22M |
2016 Q2
2 quarters
|
|
791
Western Digital
WDC
$136B
| $409K | 0.01% |
+7,968
| New | +$367K |
2016 Q4
0 quarters
|
|
792
CALL
Agnico Eagle Mines
AEM
$89.6B
| $407K | 0.01% |
9,700
-400
| -4% | -$17.7K |
2016 Q2
2 quarters
|
|
793
CALL
Unilever
UL
$138B
| $407K | 0.01% |
+8,889
| New | +$414K |
2016 Q4
0 quarters
|
|
794
PUT
Veeva Systems
VEEV
$48.1B
| $407K | 0.01% |
+10,000
| New | +$408K |
2016 Q4
0 quarters
|
|
|
EXPR
795
PUT
DELISTED
Express, Inc.
EXPR
| $405K | 0.01% |
1,880
+1,005
| +115% | +$247K |
2016 Q3
1 quarter
|
|
796
CALL
SFL Corp
SFL
$1.81B
| $404K | 0.01% |
+27,200
| New | +$381K |
2016 Q4
0 quarters
|
|
797
CALL
Vanguard Real Estate ETF
VNQ
$36.2B
| $404K | 0.01% |
+4,900
| New | +$399K |
2016 Q4
0 quarters
|
|
798
CALL
Workday
WDAY
$45.5B
| $403K | 0.01% |
+6,100
| New | +$492K |
2016 Q4
0 quarters
|
|
799
CALL
Nebius Group N.V.
NBIS
$50.6B
| $401K | 0.01% |
19,900
-400
| -2% | -$7.87K |
2015 Q3
5 quarters
|
|
800
CALL
BlackBerry
BB
$4.83B
| $399K | 0.01% |
57,900
-2,900
| -5% | -$21.5K |
2015 Q2
6 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.