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 | |
|---|---|---|---|---|---|---|---|
701
CALL
Kroger
KR
$37.3B
| $410K | 0.01% |
9,800
| – | – |
2015 Q2
2 quarters
|
|
702
DELISTED
Diamond Offshore Drilling
DO
| $409K | 0.01% |
+19,392
| New | +$409K |
2015 Q4
0 quarters
|
|
703
CALL
United States Oil Fund
USO
$1.97B
| $408K | 0.01% |
4,638
+1,875
| +68% | +$200K |
2014 Q4
4 quarters
|
|
704
CALL
Huntsman Corp
HUN
$1.45B
| $407K | 0.01% |
+35,800
| New | +$424K |
2015 Q4
0 quarters
|
|
705
CALL
Amgen
AMGN
$230B
| $406K | 0.01% |
2,500
-6,800
| -73% | -$1.07M |
2013 Q4
8 quarters
|
|
706
CALL
MetLife
MET
$63.4B
| $405K | 0.01% |
9,425
-1,795
| -16% | -$78.9K |
2015 Q2
2 quarters
|
|
707
PUT
GSK
GSK
$95.9B
| $404K | 0.01% |
+8,000
| New | +$408K |
2015 Q4
0 quarters
|
|
708
CALL
Capri Holdings
CPRI
$1.71B
| $401K | 0.01% |
10,000
-18,400
| -65% | -$758K |
2015 Q3
1 quarter
|
|
709
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$338M
| $401K | 0.01% |
+9,098
| New | +$399K |
2015 Q4
0 quarters
|
|
710
DELISTED
Chart Industries
GTLS
| $399K | 0.01% |
22,200
+5,000
| +29% | +$100K |
2015 Q3
1 quarter
|
|
711
PUT
T-Mobile US
TMUS
$169B
| $395K | 0.01% |
10,100
| – | – |
2013 Q4
8 quarters
|
|
|
MJN
712
PUT
DELISTED
Mead Johnson Nutrition Company
MJN
| $395K | 0.01% |
+5,000
| New | +$394K |
2015 Q4
0 quarters
|
|
713
DELISTED
Hawaiian Holdings, Inc.
HA
| $393K | 0.01% |
+11,130
| New | +$385K |
2015 Q4
0 quarters
|
|
|
714
CALL
T-Mobile US
TMUS
$169B
| $391K | 0.01% |
10,000
-9,800
| -49% | -$379K |
2013 Q4
8 quarters
|
|
715
AbbVie
ABBV
$501B
| $390K | 0.01% |
+6,579
| New | +$379K |
2015 Q4
0 quarters
|
|
716
PUT
DELISTED
Sprint Corporation
S
| $390K | 0.01% |
107,700
-40,100
| -27% | -$165K |
2013 Q4
8 quarters
|
|
717
PUT
American Eagle Outfitters
AEO
$2.95B
| $388K | 0.01% |
25,000
| – | – |
2013 Q4
8 quarters
|
|
718
State Street Financial Select Sector SPDR ETF
XLF
$50.7B
| $388K | 0.01% |
18,587
-14,354
| -44% | -$302K |
2015 Q2
2 quarters
|
|
719
CALL
Apollo Global Management
APO
$67B
| $387K | 0.01% |
+25,500
| New | +$436K |
2015 Q4
0 quarters
|
|
720
PUT
Shopify
SHOP
$222B
| $387K | 0.01% |
150,000
-150,000
| -50% | -$441K |
2015 Q3
1 quarter
|
|
721
Hewlett Packard
HPE
$83.8B
| $386K | 0.01% |
+43,702
| New | +$366K |
2015 Q4
0 quarters
|
|
|
ESV
722
PUT
DELISTED
Ensco Rowan plc
ESV
| $385K | 0.01% |
6,250
| – | – |
2013 Q4
8 quarters
|
|
723
CALL
Ionis Pharmaceuticals
IONS
$7.1B
| $384K | 0.01% |
+6,200
| New | +$335K |
2015 Q4
0 quarters
|
|
724
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
| $383K | 0.01% |
9,800
-200
| -2% | -$7.94K |
2015 Q3
1 quarter
|
|
|
725
Verizon
VZ
$185B
| $381K | 0.01% |
8,249
-201,714
| -96% | -$9.16M |
2015 Q2
2 quarters
|
|
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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.