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 | |
|---|---|---|---|---|---|---|---|
651
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$449M
| $284K | 0.01% |
+3,300
| New | +$278K |
2016 Q1
0 quarters
|
|
652
CALL
State Street Financial Select Sector SPDR ETF
XLF
$50.6B
| $284K | 0.01% |
+14,353
| New | +$273K |
2016 Q1
0 quarters
|
|
653
DELISTED
Coterra Energy
CTRA
| $283K | 0.01% |
+12,476
| New | +$250K |
2016 Q1
0 quarters
|
|
654
CALL
Kulicke & Soffa
KLIC
$4.39B
| $283K | 0.01% |
+25,000
| New | +$272K |
2016 Q1
0 quarters
|
|
655
CALL
DELISTED
ODP
ODP
| $283K | 0.01% |
3,990
-10
| -0.3% | -$539 |
2015 Q4
1 quarter
|
|
656
D.R. Horton
DHI
$37.2B
| $282K | 0.01% |
+9,336
| New | +$257K |
2016 Q1
0 quarters
|
|
657
CALL
Pultegroup
PHM
$20.8B
| $281K | 0.01% |
15,000
| – | – |
2015 Q4
1 quarter
|
|
|
PFPT
658
CALL
DELISTED
Proofpoint, Inc.
PFPT
| $280K | 0.01% |
+5,200
| New | +$265K |
2016 Q1
0 quarters
|
|
659
CALL
Marathon Petroleum
MPC
$135B
| $279K | 0.01% |
7,500
-8,000
| -52% | -$304K |
2015 Q4
1 quarter
|
|
|
WLL
660
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $279K | 0.01% |
117
-1,151
| -91% | -$2.26M |
2014 Q2
7 quarters
|
|
|
WUBA
661
PUT
DELISTED
58.com Inc
WUBA
| $278K | 0.01% |
5,000
-500
| -9% | -$27.6K |
2015 Q4
1 quarter
|
|
662
CALL
Wolverine World Wide
WWW
$1.56B
| $276K | 0.01% |
+15,000
| New | +$261K |
2016 Q1
0 quarters
|
|
663
Lam Research
LRCX
$358B
| $273K | 0.01% |
33,010
-89,230
| -73% | -$649K |
2015 Q1
4 quarters
|
|
|
RTEC
664
CALL
DELISTED
Rudolph Technologies Inc
RTEC
| $273K | 0.01% |
+20,000
| New | +$253K |
2016 Q1
0 quarters
|
|
|
RTEC
665
PUT
DELISTED
Rudolph Technologies Inc
RTEC
| $273K | 0.01% |
+20,000
| New | +$253K |
2016 Q1
0 quarters
|
|
666
PUT
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $271K | 0.01% |
+10,000
| New | +$252K |
2016 Q1
0 quarters
|
|
|
ETP
667
DELISTED
Energy Transfer Partners L.p.
ETP
| $271K | 0.01% |
8,373
+2,400
| +40% | +$66.9K |
2015 Q4
1 quarter
|
|
668
Phillips 66
PSX
$118B
| $270K | 0.01% |
3,122
-4,600
| -60% | -$374K |
2015 Q4
1 quarter
|
|
669
PUT
Kimberly-Clark
KMB
$32.9B
| $269K | 0.01% |
+2,000
| New | +$260K |
2016 Q1
0 quarters
|
|
670
Range Resources
RRC
$9.74B
| $269K | 0.01% |
8,305
-45,488
| -85% | -$1.26M |
2014 Q2
7 quarters
|
|
671
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$337M
| $269K | 0.01% |
+7,300
| New | +$283K |
2016 Q1
0 quarters
|
|
672
PUT
DELISTED
Qorvo
QRVO
| $267K | 0.01% |
5,300
+200
| +4% | +$8.71K |
2015 Q3
2 quarters
|
|
673
CALL
Zimmer Biomet
ZBH
$17.4B
| $267K | 0.01% |
+2,575
| New | +$249K |
2016 Q1
0 quarters
|
|
|
AUY
674
CALL
DELISTED
Yamana Gold, Inc.
AUY
| $267K | 0.01% |
87,900
+77,900
| +779% | +$190K |
2015 Q4
1 quarter
|
|
675
Weyerhaeuser
WY
$13.6B
| $266K | 0.01% |
+8,572
| New | +$229K |
2016 Q1
0 quarters
|
|
Similar funds
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DIA
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VAM
SI
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SWITC
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.