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Integral Derivatives Portfolio holdings
AUM
$4.07B
1-Year Est. Return
19.81%
This Fund
S&P 500
This Quarter
Est. Return
+9.75%
1 Year Est. Return
+19.81%
3 Year Est. Return
+45.77%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$3.97B
AUM Growth
+$324M
(+8.9%)
Cap. Flow
-$33M
Cap. Flow
% of AUM
-0.83%
Top 10 Holdings %
Top 10 Hldgs %
41.34%
Holding
1,337
New
267
Increased
302
Reduced
330
Closed
282
Avg Time Held Equity + Options
3.5
quarters
Top 10 Avg Time Held Equity + Options
4.3
quarters
Top 20 Avg Time Held Equity + Options
2.7
quarters
Avg Time Held Equity only
2
quarters
Top 10 Avg Time Held Equity only
0.7
quarters
Top 20 Avg Time Held Equity only
1.1
quarters
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$28.8M |
| 2 |
YHOO
Yahoo Inc
YHOO
|
+$15.7M |
| 3 |
Berkshire Hathaway Class B
BRK.B
|
+$12.4M |
| 4 |
American International
AIG
|
+$6.95M |
| 5 |
ExxonMobil
XOM
|
+$5.89M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$18.1M |
| 2 |
Verizon
VZ
|
+$9.16M |
| 3 |
Alphabet (Google) Class C
GOOG
|
+$7.34M |
| 4 |
ProShares UltraShort Bloomberg Crude Oil
SCO
|
+$7.23M |
| 5 |
Chevron
CVX
|
+$6.38M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 90.94% |
| 2 | Energy | 1.91% |
| 3 | Communication Services | 1.55% |
| 4 | Financials | 1.3% |
| 5 | Technology | 1.28% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
251
CALL
Illumina
ILMN
$41.8B
| $2.23M | 0.06% |
+11,925
| New | +$1.92M |
2015 Q4
0 quarters
|
|
|
TWC
252
PUT
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $2.23M | 0.06% |
12,000
-52,300
| -81% | -$9.7M |
2013 Q4
8 quarters
|
|
253
PUT
United States Oil Fund
USO
$1.94B
| $2.21M | 0.06% |
25,163
+9,550
| +61% | +$1.02M |
2014 Q4
4 quarters
|
|
254
Cheniere Energy
LNG
$58.3B
| $2.19M | 0.06% |
58,912
-65,240
| -53% | -$2.97M |
2015 Q2
2 quarters
|
|
255
PUT
Ionis Pharmaceuticals
IONS
$7.26B
| $2.19M | 0.06% |
35,300
+4,200
| +14% | +$227K |
2014 Q1
7 quarters
|
|
|
ESRX
256
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $2.19M | 0.06% |
25,000
+10,000
| +67% | +$857K |
2014 Q3
5 quarters
|
|
257
Marathon Petroleum
MPC
$129B
| $2.17M | 0.05% |
41,928
+30,144
| +256% | +$1.58M |
2014 Q4
4 quarters
|
|
258
PUT
Tapestry
TPR
$23.4B
| $2.15M | 0.05% |
65,600
-25,600
| -28% | -$797K |
2015 Q2
2 quarters
|
|
259
CALL
iShares Silver Trust
SLV
$29.3B
| $2.14M | 0.05% |
162,300
+17,500
| +12% | +$247K |
2013 Q4
8 quarters
|
|
260
PUT
State Street Technology Select Sector SPDR ETF
XLK
$129B
| $2.14M | 0.05% |
99,800
-200
| -0.2% | -$4.31K |
2015 Q3
1 quarter
|
|
261
PUT
Regeneron Pharmaceuticals
REGN
$78.5B
| $2.12M | 0.05% |
3,900
+2,200
| +129% | +$1.19M |
2013 Q4
8 quarters
|
|
262
PUT
Petrobras
PBR
$164B
| $2.12M | 0.05% |
492,200
+215,800
| +78% | +$1.05M |
2013 Q4
8 quarters
|
|
263
CALL
State Street SPDR S&P Biotech ETF
XBI
$10B
| $2.12M | 0.05% |
30,200
+9,000
| +42% | +$614K |
2015 Q1
3 quarters
|
|
264
PUT
JPMorgan Chase
JPM
$889B
| $2.11M | 0.05% |
32,000
-30,700
| -49% | -$2M |
2013 Q4
8 quarters
|
|
265
PUT
DELISTED
US Steel
X
| $2.11M | 0.05% |
264,600
+174,400
| +193% | +$1.71M |
2013 Q4
8 quarters
|
|
266
PUT
Baxter International
BAX
$12.8B
| $2.11M | 0.05% |
55,200
| – | – |
2015 Q2
2 quarters
|
|
267
PUT
Starbucks
SBUX
$105B
| $2.1M | 0.05% |
35,000
| – | – |
2013 Q4
8 quarters
|
|
|
268
Ionis Pharmaceuticals
IONS
$7.26B
| $2.1M | 0.05% |
33,847
-2,320
| -6% | -$125K |
2014 Q2
6 quarters
|
|
269
CALL
Darden Restaurants
DRI
$22.6B
| $2.07M | 0.05% |
+32,500
| New | +$1.89M |
2015 Q4
0 quarters
|
|
270
PUT
The Kraft Heinz Company
KHC
$26.6B
| $2.07M | 0.05% |
28,400
+16,700
| +143% | +$1.23M |
2015 Q3
1 quarter
|
|
271
CALL
ConocoPhillips
COP
$165B
| $2.05M | 0.05% |
44,000
+2,000
| +5% | +$105K |
2013 Q4
8 quarters
|
|
272
CALL
Home Depot
HD
$290B
| $2.05M | 0.05% |
15,500
-22,500
| -59% | -$2.86M |
2014 Q2
6 quarters
|
|
273
CALL
DELISTED
Splunk Inc
SPLK
| $2.04M | 0.05% |
34,600
+20,900
| +153% | +$1.2M |
2015 Q2
2 quarters
|
|
274
PUT
Clorox
CLX
$10.2B
| $2.03M | 0.05% |
+16,000
| New | +$1.99M |
2015 Q4
0 quarters
|
|
275
PUT
3M
MMM
$83B
| $1.99M | 0.05% |
15,787
+9,807
| +164% | +$1.26M |
2013 Q4
8 quarters
|
|
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Integral Derivatives's Q4 2015 Portfolio in Review
As of Q4 2015, Integral Derivatives held 1,337 positions worth $3.97B, up 8.9% from $3.64B the previous quarter. Its ten largest holdings account for 41% of the portfolio.
Integral Derivatives's Q4 2015 filing shows 267 new, 302 increased, 330 reduced and 282 closed positions. Its largest new stake was Yahoo Inc: 469,814 shares worth $15.6M. The largest sale was Apple, an estimated $18.1M.
By sector, the portfolio is most concentrated in Miscellaneous at 91% of assets, up from 90% a quarter earlier, followed by Energy and Communication Services.
- Integral Derivatives's largest Q4 2015 buy was Yahoo Inc: 469,814 shares worth $15.6M.
- Integral Derivatives added most to State Street SPDR S&P 500 ETF Trust in Q4 2015, an estimated $28.8M increase.
- Integral Derivatives's biggest Q4 2015 reduction was Apple, cutting an estimated $18.1M.
- Integral Derivatives fully exited Alphabet (Google) Class C in Q4 2015, selling an estimated $7.34M.
- Integral Derivatives's ten largest holdings make up 41% of its $3.97B portfolio in Q4 2015.
- Integral Derivatives opened 267 new positions and closed 282 in Q4 2015.
- Integral Derivatives's portfolio value rose 8.9% quarter-over-quarter to $3.97B.
Based on Integral Derivatives's 13F filing for Q4 2015, filed 22 Jan 2016.