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 | |
|---|---|---|---|---|---|---|---|
626
PUT
Altria Group
MO
$122B
| $313K | 0.01% |
5,000
| – | – |
2015 Q4
1 quarter
|
|
627
Akamai
AKAM
$13.2B
| $311K | 0.01% |
+5,600
| New | +$285K |
2016 Q1
0 quarters
|
|
628
CALL
DELISTED
ADT Corp
ADT
| $309K | 0.01% |
+7,500
| New | +$263K |
2016 Q1
0 quarters
|
|
629
PUT
Louisiana-Pacific
LPX
$4.65B
| $306K | 0.01% |
+17,900
| New | +$283K |
2016 Q1
0 quarters
|
|
|
WBT
630
DELISTED
Welbilt, Inc.
WBT
| $305K | 0.01% |
+20,672
| New | +$300K |
2016 Q1
0 quarters
|
|
631
Goldman Sachs
GS
$256B
| $304K | 0.01% |
1,934
-7,891
| -80% | -$1.22M |
2015 Q2
3 quarters
|
|
|
AXE
632
DELISTED
Anixter International Inc
AXE
| $300K | 0.01% |
+5,765
| New | +$271K |
2016 Q1
0 quarters
|
|
|
AGU
633
PUT
DELISTED
Agrium
AGU
| $300K | 0.01% |
3,400
-17,800
| -84% | -$1.54M |
2015 Q3
2 quarters
|
|
634
CALL
FirstEnergy
FE
$26.3B
| $299K | 0.01% |
+8,300
| New | +$279K |
2016 Q1
0 quarters
|
|
635
CALL
Nebius Group N.V.
NBIS
$50.6B
| $299K | 0.01% |
19,500
-40,000
| -67% | -$547K |
2015 Q3
2 quarters
|
|
636
Autodesk
ADSK
$48.3B
| $297K | 0.01% |
+5,100
| New | +$266K |
2016 Q1
0 quarters
|
|
637
Bristol-Myers Squibb
BMY
$121B
| $297K | 0.01% |
+4,652
| New | +$293K |
2016 Q1
0 quarters
|
|
638
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$338M
| $295K | 0.01% |
8,000
-17,700
| -69% | -$685K |
2015 Q2
3 quarters
|
|
639
Kimberly-Clark
KMB
$33.1B
| $294K | 0.01% |
+2,189
| New | +$285K |
2016 Q1
0 quarters
|
|
|
CBI
640
PUT
DELISTED
Chicago Bridge & Iron Nv
CBI
| $293K | 0.01% |
8,000
| – | – |
2014 Q3
6 quarters
|
|
641
CALL
Groupon
GRPN
$722M
| $292K | 0.01% |
3,660
+3,115
| +572% | +$215K |
2015 Q4
1 quarter
|
|
642
CALL
DELISTED
Kellanova
K
| $291K | 0.01% |
4,047
-24,282
| -86% | -$1.68M |
2015 Q1
4 quarters
|
|
643
CALL
Norfolk Southern
NSC
$72.7B
| $291K | 0.01% |
3,500
-31,200
| -90% | -$2.36M |
2013 Q4
9 quarters
|
|
644
PUT
Wolfspeed
WOLF
$1.3B
| $291K | 0.01% |
+10,000
| New | +$286K |
2016 Q1
0 quarters
|
|
|
TWX
645
PUT
DELISTED
Time Warner Inc
TWX
| $290K | 0.01% |
4,000
-23,600
| -86% | -$1.62M |
2013 Q4
9 quarters
|
|
646
PUT
ICICI Bank
IBN
$101B
| $286K | 0.01% |
+44,000
| New | +$258K |
2016 Q1
0 quarters
|
|
647
CALL
Ciena
CIEN
$51B
| $285K | 0.01% |
15,000
-30,000
| -67% | -$554K |
2014 Q1
8 quarters
|
|
648
Dick's Sporting Goods
DKS
$13.5B
| $285K | 0.01% |
+6,100
| New | +$248K |
2016 Q1
0 quarters
|
|
649
Jazz Pharmaceuticals
JAZZ
$13.6B
| $285K | 0.01% |
+2,186
| New | +$272K |
2016 Q1
0 quarters
|
|
|
650
Altria Group
MO
$122B
| $285K | 0.01% |
+4,543
| New | +$275K |
2016 Q1
0 quarters
|
|
Similar funds
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SI
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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.