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 | |
|---|---|---|---|---|---|---|---|
576
Nabors Industries
NBR
$1.19B
| $703K | 0.02% |
1,653
+68
| +4% | +$33.4K |
2013 Q4
8 quarters
|
|
577
CALL
Terex
TEX
$5.97B
| $702K | 0.02% |
38,000
| – | – |
2015 Q3
1 quarter
|
|
|
UTEK
578
PUT
DELISTED
Ultratech Inc.
UTEK
| $702K | 0.02% |
+35,400
| New | +$592K |
2015 Q4
0 quarters
|
|
579
Onity Group
ONIT
$212M
| $697K | 0.02% |
6,667
-93
| -1% | -$9.74K |
2015 Q1
3 quarters
|
|
|
580
PUT
Onity Group
ONIT
$212M
| $696K | 0.02% |
6,660
-667
| -9% | -$69.8K |
2014 Q4
4 quarters
|
|
581
Baidu
BIDU
$27.9B
| $694K | 0.02% |
3,671
-22,103
| -86% | -$4.07M |
2015 Q3
1 quarter
|
|
582
PUT
Transocean
RIG
$6.23B
| $692K | 0.02% |
55,900
-339,100
| -86% | -$4.89M |
2013 Q4
8 quarters
|
|
583
ConocoPhillips
COP
$171B
| $691K | 0.02% |
+14,797
| New | +$773K |
2015 Q4
0 quarters
|
|
584
CALL
DELISTED
Mobileye N.V.
MBLY
| $676K | 0.02% |
16,000
+8,300
| +108% | +$371K |
2014 Q4
4 quarters
|
|
585
PUT
Mondelez International
MDLZ
$79.9B
| $673K | 0.02% |
15,000
| – | – |
2015 Q3
1 quarter
|
|
586
PUT
Melco Resorts & Entertainment
MLCO
$1.6B
| $672K | 0.02% |
40,000
| – | – |
2013 Q4
8 quarters
|
|
587
CALL
NetEase
NTES
$79.2B
| $671K | 0.02% |
18,500
-36,500
| -66% | -$1.14M |
2015 Q2
2 quarters
|
|
588
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
| $666K | 0.02% |
19,200
| – | – |
2014 Q3
5 quarters
|
|
589
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $665K | 0.02% |
2,063
-2,187
| -51% | -$696K |
2014 Q2
6 quarters
|
|
590
PUT
The Mosaic Company
MOS
$6.04B
| $662K | 0.02% |
24,000
-1,000
| -4% | -$31.9K |
2015 Q3
1 quarter
|
|
591
Alcoa
AA
$10.6B
| $655K | 0.02% |
27,625
-48,541
| -64% | -$1.08M |
2013 Q4
8 quarters
|
|
592
PUT
Southwest Airlines
LUV
$19.2B
| $646K | 0.02% |
15,000
-17,000
| -53% | -$753K |
2015 Q1
3 quarters
|
|
593
CALL
Stanley Black & Decker
SWK
$13.6B
| $640K | 0.02% |
6,000
-30,800
| -84% | -$3.25M |
2015 Q2
2 quarters
|
|
594
Air Products & Chemicals
APD
$65.1B
| $638K | 0.02% |
5,297
-432
| -8% | -$54.4K |
2015 Q3
1 quarter
|
|
595
PUT
General Motors
GM
$72.9B
| $636K | 0.02% |
18,700
-14,500
| -44% | -$504K |
2013 Q4
8 quarters
|
|
|
QLIK
596
CALL
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $633K | 0.02% |
20,000
| – | – |
2013 Q4
8 quarters
|
|
597
Phillips 66
PSX
$119B
| $632K | 0.02% |
+7,722
| New | +$666K |
2015 Q4
0 quarters
|
|
|
ETP
598
CALL
DELISTED
Energy Transfer Partners L.p.
ETP
| $631K | 0.02% |
18,700
+6,800
| +57% | +$267K |
2014 Q4
4 quarters
|
|
599
CALL
CME Group
CME
$103B
| $625K | 0.02% |
+6,900
| New | +$649K |
2015 Q4
0 quarters
|
|
600
PUT
HDFC Bank
HDB
$116B
| $616K | 0.02% |
40,000
| – | – |
2015 Q3
1 quarter
|
|
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.