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 | |
|---|---|---|---|---|---|---|---|
|
JOY
651
PUT
DELISTED
Joy Global Inc
JOY
| $504K | 0.01% |
40,000
-12,000
| -23% | -$181K |
2013 Q4
8 quarters
|
|
652
PUT
Moody's
MCO
$80.1B
| $502K | 0.01% |
+5,000
| New | +$501K |
2015 Q4
0 quarters
|
|
|
CVC
653
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $501K | 0.01% |
15,693
-6,200
| -28% | -$196K |
2015 Q3
1 quarter
|
|
654
PUT
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $499K | 0.01% |
7,900
| – | – |
2013 Q4
8 quarters
|
|
|
ESRX
655
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $498K | 0.01% |
5,700
-11,000
| -66% | -$942K |
2015 Q1
3 quarters
|
|
|
CY
656
PUT
DELISTED
Cypress Semiconductor
CY
| $494K | 0.01% |
50,400
-600
| -1% | -$5.97K |
2015 Q3
1 quarter
|
|
657
PUT
Cemex
CX
$13.7B
| $492K | 0.01% |
95,501
| – | – |
2014 Q3
5 quarters
|
|
658
CALL
Tapestry
TPR
$22.8B
| $491K | 0.01% |
+15,000
| New | +$467K |
2015 Q4
0 quarters
|
|
659
Eaton
ETN
$159B
| $483K | 0.01% |
9,275
-41,000
| -82% | -$2.22M |
2015 Q3
1 quarter
|
|
660
CALL
Intuit
INTU
$83B
| $482K | 0.01% |
+5,000
| New | +$483K |
2015 Q4
0 quarters
|
|
661
CALL
Cognizant
CTSH
$28.1B
| $480K | 0.01% |
8,000
-22,200
| -74% | -$1.43M |
2014 Q4
4 quarters
|
|
662
PUT
Lloyds Banking Group
LYG
$78.4B
| $480K | 0.01% |
+110,000
| New | +$499K |
2015 Q4
0 quarters
|
|
663
CALL
PNC Financial Services
PNC
$86.1B
| $477K | 0.01% |
5,000
-5,000
| -50% | -$464K |
2014 Q3
5 quarters
|
|
664
CALL
Procter & Gamble
PG
$364B
| $476K | 0.01% |
6,000
-6,900
| -53% | -$527K |
2013 Q4
8 quarters
|
|
665
PUT
DELISTED
Juniper Networks
JNPR
| $475K | 0.01% |
17,200
-48,800
| -74% | -$1.44M |
2013 Q4
8 quarters
|
|
666
CALL
DELISTED
Staples Inc
SPLS
| $474K | 0.01% |
+50,000
| New | +$587K |
2015 Q4
0 quarters
|
|
|
CRZO
667
CALL
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $473K | 0.01% |
+16,000
| New | +$586K |
2015 Q4
0 quarters
|
|
668
PUT
DELISTED
Paramount Global Class B
PARA
| $471K | 0.01% |
10,000
| – | – |
2014 Q1
7 quarters
|
|
669
CALL
Abbott
ABT
$178B
| $467K | 0.01% |
10,400
| – | – |
2014 Q3
5 quarters
|
|
670
CALL
Fluor
FLR
$6.37B
| $467K | 0.01% |
9,900
-11,500
| -54% | -$541K |
2013 Q4
8 quarters
|
|
671
PUT
Vale
VALE
$56.2B
| $465K | 0.01% |
141,400
-46,900
| -25% | -$187K |
2013 Q4
8 quarters
|
|
672
CALL
Dollar Tree
DLTR
$22.8B
| $463K | 0.01% |
6,000
| – | – |
2015 Q3
1 quarter
|
|
673
PUT
iShares MSCI South Korea ETF
EWY
$22.8B
| $462K | 0.01% |
+9,300
| New | +$488K |
2015 Q4
0 quarters
|
|
674
Vanguard FTSE Europe ETF
VGK
$29.3B
| $461K | 0.01% |
9,250
+4,050
| +78% | +$207K |
2015 Q2
2 quarters
|
|
|
RDS.A
675
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $458K | 0.01% |
10,547
| – | – |
2014 Q1
7 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.