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 | |
|---|---|---|---|---|---|---|---|
601
PUT
Costco
COST
$435B
| $614K | 0.02% |
3,800
| – | – |
2015 Q2
2 quarters
|
|
602
CALL
Viatris
VTRS
$20B
| $611K | 0.02% |
+11,300
| New | +$543K |
2015 Q4
0 quarters
|
|
603
PUT
Polaris
PII
$2.88B
| $610K | 0.02% |
+7,100
| New | +$753K |
2015 Q4
0 quarters
|
|
604
CALL
Vodafone
VOD
$35.9B
| $606K | 0.02% |
18,800
-36,800
| -66% | -$1.2M |
2013 Q4
8 quarters
|
|
605
CALL
eBay
EBAY
$52B
| $605K | 0.02% |
22,000
-128,400
| -85% | -$3.55M |
2013 Q4
8 quarters
|
|
606
PUT
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $604K | 0.02% |
78,600
+73,360
| +1,400% | +$1.06M |
2013 Q4
8 quarters
|
|
|
TWC
607
CALL
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $594K | 0.02% |
3,200
-16,700
| -84% | -$3.1M |
2013 Q4
8 quarters
|
|
608
Franklin Templeton
BEN
$15.5B
| $589K | 0.01% |
+16,000
| New | +$626K |
2015 Q4
0 quarters
|
|
609
Invesco CurrencyShares Japanese Yen Trust
FXY
$449M
| $589K | 0.01% |
+7,300
| New | +$583K |
2015 Q4
0 quarters
|
|
|
ALU
610
CALL
DELISTED
Alcatel-Lucent
ALU
| $589K | 0.01% |
153,700
+20,000
| +15% | +$77.3K |
2013 Q4
8 quarters
|
|
611
PUT
Las Vegas Sands
LVS
$24B
| $587K | 0.01% |
13,400
+5,000
| +60% | +$227K |
2013 Q4
8 quarters
|
|
612
CALL
DELISTED
Hologic
HOLX
| $580K | 0.01% |
+15,000
| New | +$584K |
2015 Q4
0 quarters
|
|
|
613
PUT
DELISTED
Hologic
HOLX
| $580K | 0.01% |
+15,000
| New | +$584K |
2015 Q4
0 quarters
|
|
614
CALL
PPL Corp
PPL
$26.2B
| $580K | 0.01% |
17,000
-33,000
| -66% | -$1.11M |
2014 Q4
4 quarters
|
|
|
JCP
615
DELISTED
J.C. Penney Company, Inc.
JCP
| $578K | 0.01% |
86,851
-16,550
| -16% | -$138K |
2014 Q2
6 quarters
|
|
616
PUT
AngloGold Ashanti
AU
$44.9B
| $570K | 0.01% |
80,300
-5,000
| -6% | -$38.1K |
2014 Q4
4 quarters
|
|
617
Brinker International
EAT
$8.55B
| $567K | 0.01% |
11,833
+5,833
| +97% | +$274K |
2015 Q3
1 quarter
|
|
618
CALL
Northrop Grumman
NOC
$70.4B
| $566K | 0.01% |
+3,000
| New | +$550K |
2015 Q4
0 quarters
|
|
|
VMW
619
CALL
DELISTED
VMware, Inc
VMW
| $566K | 0.01% |
+10,000
| New | +$622K |
2015 Q4
0 quarters
|
|
620
CALL
Tronox
TROX
$551M
| $561K | 0.01% |
143,400
| – | – |
2015 Q2
2 quarters
|
|
621
CALL
Albemarle
ALB
$11.6B
| $560K | 0.01% |
+10,000
| New | +$515K |
2015 Q4
0 quarters
|
|
622
PUT
Stellantis
STLA
$12.4B
| $560K | 0.01% |
+61,348
| New | +$576K |
2015 Q4
0 quarters
|
|
|
TFCFA
623
PUT
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $559K | 0.01% |
20,600
-109,000
| -84% | -$3.16M |
2015 Q2
2 quarters
|
|
624
CALL
Rio Tinto
RIO
$148B
| $556K | 0.01% |
19,100
-10,700
| -36% | -$362K |
2014 Q2
6 quarters
|
|
625
The Mosaic Company
MOS
$6.04B
| $554K | 0.01% |
20,077
-14,020
| -41% | -$448K |
2015 Q3
1 quarter
|
|
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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.