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
+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
0.9
years
Top 10 Avg Time Held Equity + Options
1.1
years
Top 20 Avg Time Held Equity + Options
0.7
years
Avg Time Held Equity only
0.5
years
Top 10 Avg Time Held Equity only
0.2
years
Top 20 Avg Time Held Equity only
0.3
years
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 | |
|---|---|---|---|---|---|---|---|
476
CALL
Zoetis
ZTS
$31.1B
| $963K | 0.02% |
20,100
+14,300
| +247% | +$646K |
2015 Q3
1 quarter
|
|
477
CALL
General Dynamics
GD
$90.5B
| $962K | 0.02% |
7,000
-4,000
| -36% | -$572K |
2015 Q3
1 quarter
|
|
478
CALL
SM Energy
SM
$9.09B
| $961K | 0.02% |
48,900
-8,000
| -14% | -$244K |
2015 Q2
2 quarters
|
|
479
Garmin
GRMN
$53.9B
| $955K | 0.02% |
25,700
+5,900
| +30% | +$215K |
2015 Q1
3 quarters
|
|
|
MNDT
480
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $950K | 0.02% |
45,800
+36,600
| +398% | +$917K |
2014 Q1
7 quarters
|
|
|
WFT
481
DELISTED
Weatherford International plc
WFT
| $943K | 0.02% |
112,438
+64,116
| +133% | +$632K |
2015 Q1
3 quarters
|
|
482
PUT
Molson Coors Class B
TAP
$7.2B
| $939K | 0.02% |
10,000
| – | – |
2014 Q4
4 quarters
|
|
|
RHT
483
PUT
DELISTED
Red Hat Inc
RHT
| $936K | 0.02% |
+11,300
| New | +$897K |
2015 Q4
0 quarters
|
|
484
PUT
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $936K | 0.02% |
20,700
+5,700
| +38% | +$269K |
2015 Q3
1 quarter
|
|
485
CALL
Nebius Group N.V.
NBIS
$50.6B
| $935K | 0.02% |
59,500
+40,000
| +205% | +$598K |
2015 Q3
1 quarter
|
|
486
CALL
Restaurant Brands International
QSR
$25.3B
| $934K | 0.02% |
25,000
| – | – |
2015 Q3
1 quarter
|
|
487
CALL
Ciena
CIEN
$51B
| $931K | 0.02% |
45,000
| – | – |
2014 Q1
7 quarters
|
|
488
PUT
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $928K | 0.02% |
21,000
| – | – |
2015 Q1
3 quarters
|
|
489
PUT
DELISTED
Sears Holding Corporation
SHLD
| $925K | 0.02% |
45,000
| – | – |
2014 Q3
5 quarters
|
|
490
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$30.5B
| $922K | 0.02% |
+17,400
| New | +$934K |
2015 Q4
0 quarters
|
|
491
CALL
Dover
DOV
$26B
| $920K | 0.02% |
+18,570
| New | +$942K |
2015 Q4
0 quarters
|
|
492
CALL
Aflac
AFL
$59.3B
| $916K | 0.02% |
30,600
-30,000
| -50% | -$934K |
2015 Q3
1 quarter
|
|
493
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$25.3B
| $914K | 0.02% |
3,596
-200
| -5% | -$52K |
2015 Q3
1 quarter
|
|
494
NewMarket
NEU
$8.19B
| $914K | 0.02% |
2,400
-500
| -17% | -$194K |
2015 Q3
1 quarter
|
|
495
Blackstone
BX
$79.7B
| $904K | 0.02% |
30,921
-22,802
| -42% | -$727K |
2015 Q3
1 quarter
|
|
496
Regeneron Pharmaceuticals
REGN
$80.1B
| $901K | 0.02% |
1,659
+1,080
| +187% | +$585K |
2015 Q3
1 quarter
|
|
497
CALL
DELISTED
EMC CORPORATION
EMC
| $899K | 0.02% |
+35,000
| New | +$909K |
2015 Q4
0 quarters
|
|
498
PUT
Palo Alto Networks
PANW
$307B
| $898K | 0.02% |
30,600
-19,200
| -39% | -$554K |
2015 Q3
1 quarter
|
|
499
CALL
Analog Devices
ADI
$196B
| $896K | 0.02% |
16,200
-500
| -3% | -$29.4K |
2014 Q3
5 quarters
|
|
500
PUT
Morgan Stanley
MS
$285B
| $894K | 0.02% |
28,100
+10,200
| +57% | +$339K |
2013 Q4
8 quarters
|
|
Similar funds
EIM
DIA
CAM
VAM
SI
PJC
SWITC
SMA
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.