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 | |
|---|---|---|---|---|---|---|---|
751
CALL
Yelp
YELP
$1.06B
| $199K | 0.01% |
10,000
-100
| -1% | -$2.05K |
2013 Q4
9 quarters
|
|
752
ICICI Bank
IBN
$101B
| $196K | 0.01% |
30,129
+16,500
| +121% | +$96.7K |
2015 Q4
1 quarter
|
|
753
CALL
Regions Financial
RF
$22.9B
| $196K | 0.01% |
25,000
| – | – |
2015 Q4
1 quarter
|
|
754
PUT
Flagstar Bank National Association
FLG
$4.61B
| $196K | 0.01% |
4,100
| – | – |
2015 Q2
3 quarters
|
|
755
PUT
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$254M
| – | – |
0
| – | – |
2016 Q1
0 quarters
|
|
756
CALL
DELISTED
Staples Inc
SPLS
| $192K | 0.01% |
17,400
-32,600
| -65% | -$306K |
2015 Q4
1 quarter
|
|
|
WFT
757
CALL
DELISTED
Weatherford International plc
WFT
| $187K | 0.01% |
24,000
+11,500
| +92% | +$77.6K |
2014 Q4
5 quarters
|
|
|
758
Flagstar Bank National Association
FLG
$4.61B
| $185K | 0.01% |
+3,883
| New | +$180K |
2016 Q1
0 quarters
|
|
|
SC
759
CALL
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $185K | 0.01% |
+17,600
| New | +$193K |
2016 Q1
0 quarters
|
|
|
WLL
760
DELISTED
Whiting Petroleum Corporation
WLL
| $185K | 0.01% |
77
-231
| -75% | -$454K |
2015 Q4
1 quarter
|
|
|
RDC
761
PUT
DELISTED
Rowan Companies Plc
RDC
| $184K | 0.01% |
+11,400
| New | +$158K |
2016 Q1
0 quarters
|
|
762
CALL
GoPro
GPRO
$239M
| $179K | 0.01% |
15,000
-3,500
| -19% | -$43.4K |
2014 Q3
6 quarters
|
|
763
Radware
RDWR
$1.21B
| $177K | 0.01% |
+15,000
| New | +$181K |
2016 Q1
0 quarters
|
|
|
764
PUT
Radware
RDWR
$1.21B
| $177K | 0.01% |
+15,000
| New | +$181K |
2016 Q1
0 quarters
|
|
765
DELISTED
Southwestern Energy Company
SWN
| $172K | 0.01% |
21,310
+7,800
| +58% | +$59.8K |
2015 Q4
1 quarter
|
|
766
CALL
Deutsche Bank
DB
$61.6B
| $169K | 0.01% |
+11,200
| New | +$188K |
2016 Q1
0 quarters
|
|
767
Energy Transfer Partners
ET
$69.7B
| $168K | 0.01% |
+23,523
| New | +$185K |
2016 Q1
0 quarters
|
|
|
MRD
768
PUT
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
| $166K | 0.01% |
+16,300
| New | +$193K |
2016 Q1
0 quarters
|
|
769
PUT
Melco Resorts & Entertainment
MLCO
$1.6B
| $165K | 0.01% |
10,000
-30,000
| -75% | -$455K |
2013 Q4
9 quarters
|
|
|
WFT
770
DELISTED
Weatherford International plc
WFT
| $164K | 0.01% |
21,138
-91,300
| -81% | -$616K |
2015 Q1
4 quarters
|
|
771
Nabors Industries
NBR
$1.19B
| $163K | 0.01% |
355
-1,298
| -79% | -$482K |
2013 Q4
9 quarters
|
|
772
CALL
DELISTED
Infinera Corporation Common Stock
INFN
| $161K | 0.01% |
+10,000
| New | +$153K |
2016 Q1
0 quarters
|
|
773
KKR & Co
KKR
$76.8B
| $154K | 0.01% |
+10,475
| New | +$143K |
2016 Q1
0 quarters
|
|
774
CALL
Vale
VALE
$56.2B
| $153K | 0.01% |
36,300
-371,900
| -91% | -$1.16M |
2013 Q4
9 quarters
|
|
|
AUY
775
PUT
DELISTED
Yamana Gold, Inc.
AUY
| $152K | 0.01% |
50,000
| – | – |
2015 Q4
1 quarter
|
|
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.