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ID
Integral Derivatives Portfolio holdings
AUM
$4.07B
1-Year Est. Return
19.81%
This Fund
S&P 500
This Quarter
Est. Return
+1.41%
1 Year Est. Return
+19.81%
3 Year Est. Return
+45.77%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$3.06B
AUM Growth
-$906M
(-23%)
Cap. Flow
-$163M
Cap. Flow
% of AUM
-5.33%
Top 10 Holdings %
Top 10 Hldgs %
46.41%
Holding
1,316
New
261
Increased
221
Reduced
302
Closed
484
Avg Time Held Equity + Options
3.7
quarters
Top 10 Avg Time Held Equity + Options
4.9
quarters
Top 20 Avg Time Held Equity + Options
3.4
quarters
Avg Time Held Equity only
1.8
quarters
Top 10 Avg Time Held Equity only
0.3
quarters
Top 20 Avg Time Held Equity only
1
quarter
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ExxonMobil
XOM
|
+$6.86M |
| 2 |
Verizon
VZ
|
+$6.03M |
| 3 |
Union Pacific
UNP
|
+$4.61M |
| 4 |
Bunge Global
BG
|
+$4.08M |
| 5 |
Micron Technology
MU
|
+$3.79M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$30.8M |
| 2 |
Amazon
AMZN
|
+$14.2M |
| 3 |
PayPal
PYPL
|
+$13.8M |
| 4 |
Meta Platforms (Facebook)
META
|
+$12.5M |
| 5 |
Du Pont De Nemours E I
DD
|
+$10.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 92.83% |
| 2 | Energy | 1.9% |
| 3 | Communication Services | 1.56% |
| 4 | Industrials | 0.8% |
| 5 | Technology | 0.75% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
351
PUT
United Rentals
URI
$66B
| $1.12M | 0.04% |
+18,000
| New | +$1M |
2016 Q1
0 quarters
|
|
352
PUT
Visa
V
$744B
| $1.12M | 0.04% |
14,600
-800
| -5% | -$58.1K |
2015 Q3
2 quarters
|
|
353
Ford
F
$48.2B
| $1.11M | 0.04% |
82,593
+20,250
| +32% | +$255K |
2013 Q4
9 quarters
|
|
354
PUT
iShares MSCI Japan ETF
EWJ
$23.7B
| $1.11M | 0.04% |
24,400
+20,050
| +461% | +$902K |
2015 Q4
1 quarter
|
|
355
PUT
Merck
MRK
$350B
| $1.11M | 0.04% |
22,008
-3,039
| -12% | -$149K |
2013 Q4
9 quarters
|
|
356
PUT
Trip.com Group
TCOM
$24.4B
| $1.11M | 0.04% |
25,000
+600
| +2% | +$25.1K |
2014 Q4
5 quarters
|
|
357
PUT
Constellation Brands
STZ
$21.5B
| $1.1M | 0.04% |
7,300
| – | – |
2015 Q3
2 quarters
|
|
358
Blackstone
BX
$82.6B
| $1.09M | 0.04% |
39,021
+8,100
| +26% | +$214K |
2015 Q3
2 quarters
|
|
|
XLNX
359
CALL
DELISTED
Xilinx Inc
XLNX
| $1.09M | 0.04% |
23,000
-45,400
| -66% | -$2.13M |
2015 Q4
1 quarter
|
|
360
PUT
APA Corp
APA
$16.8B
| $1.08M | 0.04% |
22,200
-33,100
| -60% | -$1.38M |
2013 Q4
9 quarters
|
|
361
PUT
Cigna
CI
$74.7B
| $1.08M | 0.04% |
7,900
+2,900
| +58% | +$398K |
2015 Q2
3 quarters
|
|
362
PUT
Emerson Electric
EMR
$91.2B
| $1.08M | 0.04% |
+19,900
| New | +$960K |
2016 Q1
0 quarters
|
|
363
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$44.8B
| $1.08M | 0.04% |
6,100
-7,000
| -53% | -$1.17M |
2014 Q1
8 quarters
|
|
364
CALL
Nokia
NOK
$55.2B
| $1.07M | 0.04% |
181,500
-147,100
| -45% | -$942K |
2013 Q4
9 quarters
|
|
365
PUT
Dollar General
DG
$27.6B
| $1.07M | 0.04% |
12,500
+2,400
| +24% | +$182K |
2014 Q2
7 quarters
|
|
366
CALL
Freeport-McMoran
FCX
$104B
| $1.06M | 0.03% |
103,000
-21,800
| -17% | -$153K |
2013 Q4
9 quarters
|
|
367
HP
HPQ
$27.6B
| $1.06M | 0.03% |
86,320
+74,520
| +632% | +$797K |
2014 Q4
5 quarters
|
|
|
JCP
368
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
| $1.06M | 0.03% |
96,000
-566,500
| -86% | -$4.96M |
2013 Q4
9 quarters
|
|
369
Invesco CurrencyShares Japanese Yen Trust
FXY
$449M
| $1.05M | 0.03% |
12,250
+4,950
| +68% | +$417K |
2015 Q4
1 quarter
|
|
370
CALL
Wolfspeed
WOLF
$1.51B
| $1.04M | 0.03% |
35,800
+25,100
| +235% | +$719K |
2015 Q3
2 quarters
|
|
371
PUT
American International
AIG
$40.6B
| $1.04M | 0.03% |
19,200
-124,900
| -87% | -$6.75M |
2015 Q4
1 quarter
|
|
372
CALL
Target
TGT
$69B
| $1.03M | 0.03% |
12,500
-12,900
| -51% | -$974K |
2015 Q3
2 quarters
|
|
373
Citigroup
C
$209B
| $1.02M | 0.03% |
+24,387
| New | +$1.02M |
2016 Q1
0 quarters
|
|
374
CALL
Ross Stores
ROST
$72.1B
| $1.01M | 0.03% |
+17,500
| New | +$972K |
2016 Q1
0 quarters
|
|
375
PUT
Western Digital
WDC
$143B
| $1.01M | 0.03% |
28,180
-3,043
| -10% | -$109K |
2015 Q2
3 quarters
|
|
Similar funds
EIM
DIA
CAM
VAM
SI
PJC
SWITC
SMA
Integral Derivatives's Q1 2016 Portfolio in Review
As of Q1 2016, Integral Derivatives held 1,316 positions worth $3.06B, down 23% from $3.97B the previous quarter. Its ten largest holdings account for 46% of the portfolio.
Integral Derivatives withdrew a net $163M in Q1 2016, closing 484 positions and reducing 302 holdings. Its most notable exit was Amazon, an estimated $14.2M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 93% of assets, up from 91% a quarter earlier, followed by Energy and Communication Services.
Against the trend, Integral Derivatives opened a new position in Union Pacific worth $4.74M.
- Integral Derivatives's largest Q1 2016 buy was Union Pacific: 59,632 shares worth $4.74M.
- Integral Derivatives added most to ExxonMobil in Q1 2016, an estimated $6.86M increase.
- Integral Derivatives's biggest Q1 2016 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $30.8M.
- Integral Derivatives fully exited Amazon in Q1 2016, selling an estimated $14.2M.
- Integral Derivatives's ten largest holdings make up 46% of its $3.06B portfolio in Q1 2016.
- Integral Derivatives opened 261 new positions and closed 484 in Q1 2016.
- Integral Derivatives's portfolio value fell 23% quarter-over-quarter to $3.06B.
Based on Integral Derivatives's 13F filing for Q1 2016, filed 12 Apr 2016.