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 | |
|---|---|---|---|---|---|---|---|
801
PUT
3D Systems Corp
DDD
$487M
| $310K | 0.01% |
35,700
| – | – |
2015 Q2
2 quarters
|
|
802
CALL
Omnicom Group
OMC
$21.5B
| $310K | 0.01% |
4,100
+300
| +8% | +$22K |
2015 Q1
3 quarters
|
|
803
CALL
Marvell Technology
MRVL
$220B
| $309K | 0.01% |
+35,000
| New | +$309K |
2015 Q4
0 quarters
|
|
804
CALL
Philip Morris
PM
$320B
| $308K | 0.01% |
3,500
-2,900
| -45% | -$252K |
2015 Q2
2 quarters
|
|
805
CALL
DELISTED
Invensense Inc
INVN
| $308K | 0.01% |
30,100
-15,000
| -33% | -$166K |
2015 Q2
2 quarters
|
|
806
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.96B
| $306K | 0.01% |
20,500
| – | – |
2015 Q3
1 quarter
|
|
|
ENDP
807
PUT
DELISTED
Endo International plc
ENDP
| $306K | 0.01% |
5,000
-5,800
| -54% | -$352K |
2015 Q3
1 quarter
|
|
|
ATHN
808
PUT
DELISTED
Athenahealth, Inc.
ATHN
| $306K | 0.01% |
1,900
| – | – |
2014 Q2
6 quarters
|
|
|
LLTC
809
PUT
DELISTED
Linear Technology Corp
LLTC
| $306K | 0.01% |
+7,200
| New | +$317K |
2015 Q4
0 quarters
|
|
810
Intuitive Surgical
ISRG
$148B
| $304K | 0.01% |
+5,004
| New | +$281K |
2015 Q4
0 quarters
|
|
811
CALL
Lockheed Martin
LMT
$121B
| $304K | 0.01% |
1,400
-14,000
| -91% | -$3.04M |
2014 Q3
5 quarters
|
|
812
CALL
HP
HPQ
$27.5B
| $303K | 0.01% |
+25,600
| New | +$328K |
2015 Q4
0 quarters
|
|
|
813
State Street SPDR S&P Metals & Mining ETF
XME
$3.96B
| $302K | 0.01% |
20,200
-2,600
| -11% | -$43.5K |
2015 Q3
1 quarter
|
|
814
CALL
Frontline
FRO
$12.5B
| $299K | 0.01% |
20,000
+13,660
| +215% | +$208K |
2015 Q3
1 quarter
|
|
815
Uniti Group
UNIT
$1.37B
| $299K | 0.01% |
+16,000
| New | +$308K |
2015 Q4
0 quarters
|
|
|
MNK
816
PUT
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $299K | 0.01% |
4,000
| – | – |
2014 Q3
5 quarters
|
|
817
PUT
Genworth Financial
GNW
$3.33B
| $298K | 0.01% |
80,000
-75,600
| -49% | -$350K |
2014 Q4
4 quarters
|
|
818
CALL
Ford
F
$48.1B
| $296K | 0.01% |
+21,000
| New | +$304K |
2015 Q4
0 quarters
|
|
|
SFUN
819
CALL
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $296K | 0.01% |
+800
| New | +$284K |
2015 Q4
0 quarters
|
|
|
FIT
820
CALL
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $296K | 0.01% |
+10,000
| New | +$330K |
2015 Q4
0 quarters
|
|
|
OVTI
821
PUT
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
| $293K | 0.01% |
+10,100
| New | +$290K |
2015 Q4
0 quarters
|
|
822
PUT
Altria Group
MO
$122B
| $291K | 0.01% |
+5,000
| New | +$290K |
2015 Q4
0 quarters
|
|
823
CALL
Yelp
YELP
$1.06B
| $291K | 0.01% |
10,100
-37,500
| -79% | -$985K |
2013 Q4
8 quarters
|
|
|
FNSR
824
CALL
DELISTED
Finisar Corp
FNSR
| $291K | 0.01% |
20,000
| – | – |
2015 Q2
2 quarters
|
|
825
CF Industries
CF
$18.1B
| $290K | 0.01% |
7,115
-8,500
| -54% | -$401K |
2014 Q1
7 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.