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 | |
|---|---|---|---|---|---|---|---|
751
CALL
Equinor
EQNR
$107B
| $353K | 0.01% |
+25,300
| New | +$395K |
2015 Q4
0 quarters
|
|
752
PUT
Macy's
M
$5.92B
| $350K | 0.01% |
10,000
-9,600
| -49% | -$416K |
2015 Q1
3 quarters
|
|
|
SHPG
753
DELISTED
Shire pic
SHPG
| $350K | 0.01% |
+1,708
| New | +$355K |
2015 Q4
0 quarters
|
|
754
CALL
Altria Group
MO
$122B
| $349K | 0.01% |
6,000
-77,100
| -93% | -$4.47M |
2015 Q2
2 quarters
|
|
755
CALL
W&T Offshore
WTI
$551M
| $349K | 0.01% |
150,900
| – | – |
2014 Q4
4 quarters
|
|
|
ATML
756
CALL
DELISTED
ATMEL CORP
ATML
| $349K | 0.01% |
40,500
-85,200
| -68% | -$714K |
2015 Q2
2 quarters
|
|
|
PCP
757
DELISTED
PRECISION CASTPARTS CORP
PCP
| $348K | 0.01% |
+1,500
| New | +$347K |
2015 Q4
0 quarters
|
|
|
PCP
758
PUT
DELISTED
PRECISION CASTPARTS CORP
PCP
| $348K | 0.01% |
+1,500
| New | +$347K |
2015 Q4
0 quarters
|
|
759
CALL
Autodesk
ADSK
$48.3B
| $347K | 0.01% |
5,700
-11,800
| -67% | -$685K |
2015 Q3
1 quarter
|
|
760
PUT
Armour Residential REIT
ARR
$1.93B
| $346K | 0.01% |
3,180
| – | – |
2013 Q4
8 quarters
|
|
761
CALL
DELISTED
Southwestern Energy Company
SWN
| $346K | 0.01% |
48,700
-11,500
| -19% | -$113K |
2015 Q2
2 quarters
|
|
762
Exelon
EXC
$43.9B
| $344K | 0.01% |
17,343
+7,150
| +70% | +$145K |
2015 Q3
1 quarter
|
|
763
PUT
Philip Morris
PM
$320B
| $343K | 0.01% |
3,900
| – | – |
2013 Q4
8 quarters
|
|
764
Stellantis
STLA
$12.4B
| $343K | 0.01% |
+37,576
| New | +$353K |
2015 Q4
0 quarters
|
|
765
Visa
V
$735B
| $343K | 0.01% |
+4,429
| New | +$343K |
2015 Q4
0 quarters
|
|
766
BioMarin Pharmaceuticals
BMRN
$10.7B
| $342K | 0.01% |
+3,260
| New | +$340K |
2015 Q4
0 quarters
|
|
767
PUT
Cardinal Health
CAH
$57.4B
| $339K | 0.01% |
3,800
| – | – |
2015 Q3
1 quarter
|
|
768
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.74B
| $339K | 0.01% |
+12,600
| New | +$372K |
2015 Q4
0 quarters
|
|
769
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.26B
| $338K | 0.01% |
2,795
-1,725
| -38% | -$246K |
2015 Q3
1 quarter
|
|
770
CALL
iShares MSCI Japan ETF
EWJ
$23.3B
| $335K | 0.01% |
+6,900
| New | +$339K |
2015 Q4
0 quarters
|
|
771
CALL
Liberty Global Class A
LBTYA
$2.79B
| $335K | 0.01% |
9,053
| – | – |
2015 Q2
2 quarters
|
|
|
LOGM
772
CALL
DELISTED
LogMein, Inc.
LOGM
| $335K | 0.01% |
+5,000
| New | +$348K |
2015 Q4
0 quarters
|
|
|
WFM
773
CALL
DELISTED
Whole Foods Market Inc
WFM
| $335K | 0.01% |
+10,000
| New | +$318K |
2015 Q4
0 quarters
|
|
774
CALL
Accenture
ACN
$132B
| $334K | 0.01% |
3,200
| – | – |
2014 Q4
4 quarters
|
|
775
CALL
Texas Instruments
TXN
$256B
| $334K | 0.01% |
6,100
-4,600
| -43% | -$257K |
2013 Q4
8 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.