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 | |
|---|---|---|---|---|---|---|---|
676
PUT
State Street Energy Select Sector SPDR ETF
XLE
$43.5B
| $266K | 0.01% |
8,600
| – | – |
2014 Q2
7 quarters
|
|
677
CALL
Fluor
FLR
$6.37B
| $263K | 0.01% |
4,900
-5,000
| -51% | -$235K |
2013 Q4
9 quarters
|
|
678
PUT
Wynn Resorts
WYNN
$7.59B
| $262K | 0.01% |
+2,800
| New | +$207K |
2016 Q1
0 quarters
|
|
679
PUT
Cencora
COR
$64.2B
| $260K | 0.01% |
+3,000
| New | +$267K |
2016 Q1
0 quarters
|
|
|
ETP
680
PUT
DELISTED
Energy Transfer Partners L.p.
ETP
| $259K | 0.01% |
8,000
+1,200
| +18% | +$33.4K |
2015 Q4
1 quarter
|
|
681
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.71B
| $258K | 0.01% |
5,000
-25,200
| -83% | -$1.31M |
2015 Q1
4 quarters
|
|
682
PUT
Skyworks Solutions
SWKS
$18.1B
| $257K | 0.01% |
3,300
-120,200
| -97% | -$8.15M |
2015 Q3
2 quarters
|
|
683
PUT
DELISTED
Telefonica
TEF
| $256K | 0.01% |
+29,603
| New | +$241K |
2016 Q1
0 quarters
|
|
684
CALL
DELISTED
Juniper Networks
JNPR
| $255K | 0.01% |
+10,000
| New | +$250K |
2016 Q1
0 quarters
|
|
685
PUT
DELISTED
Southwestern Energy Company
SWN
| $255K | 0.01% |
31,600
| – | – |
2015 Q4
1 quarter
|
|
686
Sturm, Ruger & Co
RGR
$687M
| $253K | 0.01% |
+3,700
| New | +$241K |
2016 Q1
0 quarters
|
|
687
CALL
Eli Lilly
LLY
$1.08T
| $252K | 0.01% |
+3,500
| New | +$265K |
2016 Q1
0 quarters
|
|
688
iShares MSCI Brazil ETF
EWZ
$11.9B
| $251K | 0.01% |
+9,538
| New | +$205K |
2016 Q1
0 quarters
|
|
689
CALL
Ionis Pharmaceuticals
IONS
$7.1B
| $251K | 0.01% |
6,200
| – | – |
2015 Q4
1 quarter
|
|
690
ProShares UltraShort Euro
EUO
$40.8M
| $250K | 0.01% |
10,800
| – | – |
2015 Q4
1 quarter
|
|
691
PUT
Morgan Stanley
MS
$285B
| $250K | 0.01% |
10,000
-18,100
| -64% | -$462K |
2013 Q4
9 quarters
|
|
|
MLNX
692
CALL
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $250K | 0.01% |
+4,600
| New | +$213K |
2016 Q1
0 quarters
|
|
693
CALL
NOV
NOV
$6.68B
| $249K | 0.01% |
8,000
-22,900
| -74% | -$700K |
2015 Q3
2 quarters
|
|
|
694
PUT
NOV
NOV
$6.68B
| $249K | 0.01% |
8,000
-28,800
| -78% | -$880K |
2013 Q4
9 quarters
|
|
695
PUT
Trane Technologies
TT
$104B
| $248K | 0.01% |
+4,000
| New | +$218K |
2016 Q1
0 quarters
|
|
696
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$44.8B
| $247K | 0.01% |
1,400
-7,300
| -84% | -$1.22M |
2015 Q4
1 quarter
|
|
697
CALL
DELISTED
Seadrill Limited Common Stock
SDRL
| $246K | 0.01% |
279
+16
| +6% | +$11.5K |
2015 Q1
4 quarters
|
|
|
SCTY
698
PUT
DELISTED
SolarCity Corporation
SCTY
| $246K | 0.01% |
10,000
-41,700
| -81% | -$1.19M |
2013 Q4
9 quarters
|
|
699
Masco
MAS
$13.7B
| $245K | 0.01% |
+7,800
| New | +$215K |
2016 Q1
0 quarters
|
|
700
CALL
BlackBerry
BB
$4.83B
| $244K | 0.01% |
30,100
-275,400
| -90% | -$2.07M |
2015 Q2
3 quarters
|
|
Similar funds
EIM
DIA
CAM
VAM
SI
PJC
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.