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 | |
|---|---|---|---|---|---|---|---|
826
PUT
Deutsche Bank
DB
$61.6B
| $290K | 0.01% |
13,440
-3,360
| -20% | -$79.9K |
2013 Q4
8 quarters
|
|
827
CALL
Motorola Solutions
MSI
$74.6B
| $287K | 0.01% |
4,200
| – | – |
2015 Q3
1 quarter
|
|
828
PUT
DELISTED
SunTrust Banks, Inc.
STI
| $287K | 0.01% |
6,700
| – | – |
2015 Q1
3 quarters
|
|
|
ESRX
829
DELISTED
Express Scripts Holding Company
ESRX
| $286K | 0.01% |
3,277
-6,400
| -66% | -$548K |
2015 Q2
2 quarters
|
|
830
CALL
Wolfspeed
WOLF
$1.28B
| $285K | 0.01% |
10,700
-30,700
| -74% | -$794K |
2015 Q3
1 quarter
|
|
831
CALL
AngloGold Ashanti
AU
$44.7B
| $284K | 0.01% |
40,000
| – | – |
2015 Q3
1 quarter
|
|
|
KSU
832
CALL
DELISTED
Kansas City Southern
KSU
| $284K | 0.01% |
+3,800
| New | +$325K |
2015 Q4
0 quarters
|
|
833
CALL
BHP
BHP
$211B
| $283K | 0.01% |
+12,331
| New | +$330K |
2015 Q4
0 quarters
|
|
834
CALL
DELISTED
US Steel
X
| $281K | 0.01% |
35,200
-13,000
| -27% | -$128K |
2013 Q4
8 quarters
|
|
|
HIFR
835
DELISTED
InfraREIT, Inc.
HIFR
| $278K | 0.01% |
15,000
| – | – |
2015 Q3
1 quarter
|
|
836
ProShares UltraShort Euro
EUO
$40.8M
| $276K | 0.01% |
+10,800
| New | +$273K |
2015 Q4
0 quarters
|
|
837
CALL
SiriusXM
SIRI
$8.91B
| $275K | 0.01% |
6,760
-150
| -2% | -$6.06K |
2013 Q4
8 quarters
|
|
838
CALL
Seagate
STX
$163B
| $275K | 0.01% |
7,500
-32,500
| -81% | -$1.24M |
2015 Q1
3 quarters
|
|
839
PPL Corp
PPL
$26.1B
| $274K | 0.01% |
+8,040
| New | +$271K |
2015 Q4
0 quarters
|
|
840
CALL
Zions Bancorporation
ZION
$8.97B
| $273K | 0.01% |
10,000
| – | – |
2015 Q3
1 quarter
|
|
841
PUT
Mattel
MAT
$4.73B
| $272K | 0.01% |
10,000
-13,200
| -57% | -$325K |
2015 Q3
1 quarter
|
|
|
TFCFA
842
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $272K | 0.01% |
+10,000
| New | +$290K |
2015 Q4
0 quarters
|
|
843
Cemex
CX
$13.7B
| $271K | 0.01% |
52,628
+9,734
| +23% | +$56.9K |
2015 Q1
3 quarters
|
|
|
BWLD
844
CALL
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $271K | 0.01% |
1,700
| – | – |
2014 Q1
7 quarters
|
|
845
DELISTED
Noble Corporation
NE
| $270K | 0.01% |
+25,567
| New | +$322K |
2015 Q4
0 quarters
|
|
846
DELISTED
Skechers
SKX
| $269K | 0.01% |
8,919
+3,000
| +51% | +$100K |
2015 Q2
2 quarters
|
|
|
MNK
847
CALL
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $269K | 0.01% |
3,600
-2,200
| -38% | -$148K |
2014 Q2
6 quarters
|
|
848
PUT
DELISTED
Chesapeake Energy Corporation
CHK
| $269K | 0.01% |
299
-2,253
| -88% | -$2.8M |
2013 Q4
8 quarters
|
|
849
CALL
Diamondback Energy
FANG
$55.5B
| $268K | 0.01% |
4,000
| – | – |
2015 Q1
3 quarters
|
|
850
PUT
Herbalife
HLF
$1.48B
| $268K | 0.01% |
10,000
-40,000
| -80% | -$1.11M |
2015 Q3
1 quarter
|
|
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.