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 | |
|---|---|---|---|---|---|---|---|
776
CALL
GoPro
GPRO
$239M
| $333K | 0.01% |
18,500
+2,000
| +12% | +$46.4K |
2014 Q3
5 quarters
|
|
777
PUT
State Street Financial Select Sector SPDR ETF
XLF
$50.7B
| $333K | 0.01% |
15,948
| – | – |
2015 Q3
1 quarter
|
|
778
Conagra Brands
CAG
$6.61B
| $329K | 0.01% |
+10,035
| New | +$321K |
2015 Q4
0 quarters
|
|
779
CALL
Las Vegas Sands
LVS
$24B
| $329K | 0.01% |
+7,500
| New | +$341K |
2015 Q4
0 quarters
|
|
780
CALL
Morgan Stanley
MS
$285B
| $328K | 0.01% |
+10,300
| New | +$342K |
2015 Q4
0 quarters
|
|
781
PUT
Teva Pharmaceutical Industries Limited
TEVA
$47.5B
| $328K | 0.01% |
5,000
-1,800
| -26% | -$111K |
2015 Q3
1 quarter
|
|
782
CALL
DELISTED
Tile Shop Holdings
TTSH
| $328K | 0.01% |
+20,000
| New | +$304K |
2015 Q4
0 quarters
|
|
783
CALL
Xerox
XRX
$355M
| $328K | 0.01% |
11,727
+797
| +7% | +$21.4K |
2015 Q1
3 quarters
|
|
784
CALL
DELISTED
Noble Corporation
NE
| $327K | 0.01% |
31,000
-39,000
| -56% | -$491K |
2014 Q4
4 quarters
|
|
785
PUT
CF Industries
CF
$18.1B
| $326K | 0.01% |
8,000
-15,000
| -65% | -$707K |
2013 Q4
8 quarters
|
|
786
CALL
DELISTED
Newfield Exploration
NFX
| $326K | 0.01% |
10,000
| – | – |
2015 Q2
2 quarters
|
|
|
787
PUT
DELISTED
Newfield Exploration
NFX
| $326K | 0.01% |
+10,000
| New | +$372K |
2015 Q4
0 quarters
|
|
788
PUT
SPDR Gold Trust
GLD
$139B
| $325K | 0.01% |
3,200
-17,800
| -85% | -$1.88M |
2013 Q4
8 quarters
|
|
789
BHP
BHP
$212B
| $324K | 0.01% |
+14,109
| New | +$377K |
2015 Q4
0 quarters
|
|
790
CALL
DELISTED
Synovus
SNV
| $324K | 0.01% |
10,000
| – | – |
2014 Q1
7 quarters
|
|
791
CALL
Costco
COST
$435B
| $323K | 0.01% |
+2,000
| New | +$316K |
2015 Q4
0 quarters
|
|
792
PUT
Covista Inc
CVSA
$4.38B
| $316K | 0.01% |
+12,500
| New | +$313K |
2015 Q4
0 quarters
|
|
793
PUT
Accenture
ACN
$132B
| $314K | 0.01% |
3,000
| – | – |
2015 Q1
3 quarters
|
|
794
CALL
New Oriental
EDU
$8.93B
| $314K | 0.01% |
+10,000
| New | +$282K |
2015 Q4
0 quarters
|
|
795
PUT
Banco Santander
SAN
$194B
| $314K | 0.01% |
67,200
-21,725
| -24% | -$113K |
2013 Q4
8 quarters
|
|
|
ICPT
796
CALL
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $314K | 0.01% |
2,100
-100
| -5% | -$16.9K |
2015 Q2
2 quarters
|
|
797
CALL
Lumen Technologies, Inc. Common Stock
LUMN
$4.69B
| $312K | 0.01% |
12,400
-110,000
| -90% | -$2.95M |
2014 Q4
4 quarters
|
|
|
CBI
798
PUT
DELISTED
Chicago Bridge & Iron Nv
CBI
| $312K | 0.01% |
8,000
-31,500
| -80% | -$1.31M |
2014 Q3
5 quarters
|
|
799
CALL
General Mills
GIS
$17.2B
| $311K | 0.01% |
5,400
-44,600
| -89% | -$2.57M |
2015 Q1
3 quarters
|
|
800
PUT
Everpure Inc
P
$47.1B
| $311K | 0.01% |
+20,000
| New | +$339K |
2015 Q4
0 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.