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
+1.41%
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
0.9
years
Top 10 Avg Time Held Equity + Options
1.2
years
Top 20 Avg Time Held Equity + Options
0.8
years
Avg Time Held Equity only
0.4
years
Top 10 Avg Time Held Equity only
0.1
years
Top 20 Avg Time Held Equity only
0.3
years
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 | |
|---|---|---|---|---|---|---|---|
576
Invesco CurrencyShares Euro Currency Trust
FXE
$309M
| $400K | 0.01% |
3,600
-13,700
| -79% | -$1.48M |
2014 Q3
6 quarters
|
|
577
AB InBev
BUD
$157B
| $399K | 0.01% |
+3,200
| New | +$380K |
2016 Q1
0 quarters
|
|
|
QUNR
578
PUT
DELISTED
Qunar Cayman Islands Limited
QUNR
| $397K | 0.01% |
10,000
| – | – |
2015 Q4
1 quarter
|
|
579
PUT
Entergy
ETR
$49.9B
| $396K | 0.01% |
+10,000
| New | +$363K |
2016 Q1
0 quarters
|
|
580
Marathon Petroleum
MPC
$136B
| $395K | 0.01% |
10,628
-31,300
| -75% | -$1.19M |
2014 Q4
5 quarters
|
|
581
PUT
Costco
COST
$435B
| $394K | 0.01% |
2,500
-1,300
| -34% | -$197K |
2015 Q2
3 quarters
|
|
582
Stellantis
STLA
$12.4B
| $392K | 0.01% |
49,038
+11,462
| +31% | +$82.8K |
2015 Q4
1 quarter
|
|
583
PUT
TJX Companies
TJX
$157B
| $392K | 0.01% |
10,000
-20,000
| -67% | -$726K |
2014 Q2
7 quarters
|
|
584
CALL
VeriSign
VRSN
$27.2B
| $390K | 0.01% |
+4,400
| New | +$360K |
2016 Q1
0 quarters
|
|
585
CALL
Deere & Co
DE
$175B
| $385K | 0.01% |
5,000
-13,100
| -72% | -$1.03M |
2013 Q4
9 quarters
|
|
586
PUT
DELISTED
Comerica
CMA
| $379K | 0.01% |
+10,000
| New | +$360K |
2016 Q1
0 quarters
|
|
|
WLL
587
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| $379K | 0.01% |
158
-434
| -73% | -$853K |
2015 Q1
4 quarters
|
|
588
CALL
Western Digital
WDC
$136B
| $378K | 0.01% |
10,584
-13,362
| -56% | -$478K |
2015 Q3
2 quarters
|
|
|
QIHU
589
PUT
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $378K | 0.01% |
5,000
-8,500
| -63% | -$614K |
2013 Q4
9 quarters
|
|
|
OUTR
590
CALL
DELISTED
OUTERWALL INC
OUTR
| $377K | 0.01% |
+10,200
| New | +$335K |
2016 Q1
0 quarters
|
|
591
Dillards
DDS
$10.2B
| $374K | 0.01% |
+4,400
| New | +$330K |
2016 Q1
0 quarters
|
|
592
PUT
Dick's Sporting Goods
DKS
$13.5B
| $374K | 0.01% |
+8,000
| New | +$325K |
2016 Q1
0 quarters
|
|
593
iShares Biotechnology ETF
IBB
$10.4B
| $371K | 0.01% |
+4,263
| New | +$381K |
2016 Q1
0 quarters
|
|
594
PUT
Herbalife
HLF
$1.49B
| $369K | 0.01% |
12,000
+2,000
| +20% | +$51.6K |
2015 Q3
2 quarters
|
|
595
Marvell Technology
MRVL
$220B
| $365K | 0.01% |
+35,400
| New | +$326K |
2016 Q1
0 quarters
|
|
596
CALL
NetEase
NTES
$79.2B
| $359K | 0.01% |
12,500
-6,000
| -32% | -$180K |
2015 Q2
3 quarters
|
|
597
CALL
eBay
EBAY
$52B
| $358K | 0.01% |
15,000
-7,000
| -32% | -$170K |
2013 Q4
9 quarters
|
|
598
CALL
Hecla Mining
HL
$10B
| $352K | 0.01% |
126,600
+39,900
| +46% | +$90.2K |
2015 Q4
1 quarter
|
|
|
DATA
599
DELISTED
Tableau Software, Inc.
DATA
| $352K | 0.01% |
7,671
+3,000
| +64% | +$174K |
2015 Q1
4 quarters
|
|
600
PUT
Bristol-Myers Squibb
BMY
$121B
| $351K | 0.01% |
5,500
-51,600
| -90% | -$3.25M |
2013 Q4
9 quarters
|
|
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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.