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 | |
|---|---|---|---|---|---|---|---|
|
RHT
726
PUT
DELISTED
Red Hat Inc
RHT
| $224K | 0.01% |
3,000
-8,300
| -73% | -$586K |
2015 Q4
1 quarter
|
|
727
PUT
ProShares Ultra Bloomberg Crude Oil
UCO
$466M
| $223K | 0.01% |
+2,000
| New | +$217K |
2016 Q1
0 quarters
|
|
728
CALL
Under Armour
UAA
$2.06B
| $221K | 0.01% |
+5,200
| New | +$205K |
2016 Q1
0 quarters
|
|
729
WisdomTree Japan Hedged Equity Fund
DXJ
$2.36B
| $219K | 0.01% |
+15,000
| New | +$221K |
2016 Q1
0 quarters
|
|
730
PUT
Kandi Technologies Group
KNDI
$40.5M
| $216K | 0.01% |
+30,000
| New | +$233K |
2016 Q1
0 quarters
|
|
731
PUT
VanEck Oil Services ETF
OIH
$1.82B
| $216K | 0.01% |
405
-1,000
| -71% | -$490K |
2014 Q2
7 quarters
|
|
732
PUT
Applied Materials
AMAT
$354B
| $214K | 0.01% |
10,100
| – | – |
2015 Q4
1 quarter
|
|
733
Fluor
FLR
$6.37B
| $214K | 0.01% |
+3,976
| New | +$187K |
2016 Q1
0 quarters
|
|
734
CALL
MGM Resorts International
MGM
$7.29B
| $214K | 0.01% |
+10,000
| New | +$198K |
2016 Q1
0 quarters
|
|
|
735
PUT
MGM Resorts International
MGM
$7.29B
| $214K | 0.01% |
10,000
| – | – |
2015 Q3
2 quarters
|
|
736
NetApp
NTAP
$43.6B
| $212K | 0.01% |
+7,770
| New | +$188K |
2016 Q1
0 quarters
|
|
737
PUT
Palo Alto Networks
PANW
$307B
| $212K | 0.01% |
7,800
-22,800
| -75% | -$561K |
2015 Q3
2 quarters
|
|
|
JOY
738
CALL
DELISTED
Joy Global Inc
JOY
| $212K | 0.01% |
13,200
-2,800
| -18% | -$35.2K |
2015 Q4
1 quarter
|
|
|
CLVS
739
CALL
DELISTED
Clovis Oncology, Inc.
CLVS
| $211K | 0.01% |
+11,000
| New | +$233K |
2016 Q1
0 quarters
|
|
740
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$25.3B
| $209K | 0.01% |
796
-2,800
| -78% | -$682K |
2015 Q3
2 quarters
|
|
741
CALL
CVS Health
CVS
$116B
| $207K | 0.01% |
+2,000
| New | +$194K |
2016 Q1
0 quarters
|
|
|
AKS
742
PUT
DELISTED
AK Steel Holding Corp
AKS
| $206K | 0.01% |
50,000
-56,300
| -53% | -$161K |
2013 Q4
9 quarters
|
|
|
RAD
743
PUT
DELISTED
Rite Aid Corporation
RAD
| $204K | 0.01% |
+1,250
| New | +$197K |
2016 Q1
0 quarters
|
|
744
PUT
AstraZeneca
AZN
$251B
| $203K | 0.01% |
+3,600
| New | +$216K |
2016 Q1
0 quarters
|
|
745
CALL
GSK
GSK
$95.9B
| $203K | 0.01% |
4,000
| – | – |
2015 Q4
1 quarter
|
|
746
Trip.com Group
TCOM
$24.5B
| $203K | 0.01% |
+4,588
| New | +$192K |
2016 Q1
0 quarters
|
|
|
DISH
747
DELISTED
DISH Network Corp.
DISH
| $203K | 0.01% |
4,393
-23,784
| -84% | -$1.15M |
2015 Q3
2 quarters
|
|
|
POT
748
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
| $201K | 0.01% |
11,800
-37,400
| -76% | -$629K |
2013 Q4
9 quarters
|
|
749
PUT
Tapestry
TPR
$22.8B
| $200K | 0.01% |
5,000
-60,600
| -92% | -$2.19M |
2015 Q2
3 quarters
|
|
750
PUT
Vale
VALE
$56.2B
| $200K | 0.01% |
47,600
-93,800
| -66% | -$291K |
2013 Q4
9 quarters
|
|
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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.