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 | |
|---|---|---|---|---|---|---|---|
851
Seagate
STX
$164B
| $268K | 0.01% |
+7,306
| New | +$278K |
2015 Q4
0 quarters
|
|
852
CALL
Pultegroup
PHM
$20.6B
| $267K | 0.01% |
+15,000
| New | +$280K |
2015 Q4
0 quarters
|
|
|
TIF
853
CALL
DELISTED
Tiffany & Co.
TIF
| $267K | 0.01% |
+3,500
| New | +$273K |
2015 Q4
0 quarters
|
|
854
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$2.36B
| $265K | 0.01% |
15,900
| – | – |
2013 Q4
8 quarters
|
|
855
CALL
United States Natural Gas Fund
UNG
$519M
| $265K | 0.01% |
1,913
+7
| +0.4% | +$1.06K |
2014 Q3
5 quarters
|
|
856
CALL
Agnico Eagle Mines
AEM
$88.5B
| $263K | 0.01% |
10,000
-11,400
| -53% | -$311K |
2013 Q4
8 quarters
|
|
857
Advanced Micro Devices
AMD
$936B
| $263K | 0.01% |
91,584
-131,529
| -59% | -$294K |
2015 Q2
2 quarters
|
|
858
Equinix
EQIX
$98.9B
| $263K | 0.01% |
870
-3,412
| -80% | -$997K |
2014 Q2
6 quarters
|
|
859
People Inc
PPLI
$3.01B
| $262K | 0.01% |
24,418
-170,660
| -87% | -$1.98M |
2015 Q1
3 quarters
|
|
|
TFCFA
860
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $262K | 0.01% |
9,659
-105,600
| -92% | -$3.06M |
2015 Q2
2 quarters
|
|
861
PUT
DELISTED
Qorvo
QRVO
| $260K | 0.01% |
5,100
-29,900
| -85% | -$1.53M |
2015 Q3
1 quarter
|
|
862
PUT
State Street Energy Select Sector SPDR ETF
XLE
$43.4B
| $260K | 0.01% |
8,600
-19,400
| -69% | -$639K |
2014 Q2
6 quarters
|
|
863
PUT
Arista Networks
ANET
$247B
| $257K | 0.01% |
+52,800
| New | +$229K |
2015 Q4
0 quarters
|
|
864
Invesco CurrencyShares Australian Dollar Trust
FXA
$93M
| $253K | 0.01% |
+3,461
| New | +$249K |
2015 Q4
0 quarters
|
|
865
Newmont
NEM
$117B
| $252K | 0.01% |
+13,995
| New | +$257K |
2015 Q4
0 quarters
|
|
866
PUT
FirstEnergy
FE
$26.2B
| $251K | 0.01% |
+7,900
| New | +$248K |
2015 Q4
0 quarters
|
|
867
PUT
iShares Silver Trust
SLV
$27B
| $251K | 0.01% |
19,000
| – | – |
2014 Q2
6 quarters
|
|
868
PUT
Xerox
XRX
$353M
| $251K | 0.01% |
8,956
| – | – |
2014 Q3
5 quarters
|
|
869
CALL
DELISTED
SANDISK CORP
SNDK
| $251K | 0.01% |
3,300
-68,300
| -95% | -$5M |
2013 Q4
8 quarters
|
|
870
CALL
Sony
SONY
$142B
| $249K | 0.01% |
+50,500
| New | +$268K |
2015 Q4
0 quarters
|
|
871
Opko Health
OPK
$993M
| $246K | 0.01% |
24,513
-81,432
| -77% | -$816K |
2015 Q2
2 quarters
|
|
|
MDCO
872
PUT
DELISTED
Medicines Co
MDCO
| $246K | 0.01% |
+6,600
| New | +$249K |
2015 Q4
0 quarters
|
|
873
PUT
Lennar Class A
LEN
$17.3B
| $245K | 0.01% |
+5,253
| New | +$250K |
2015 Q4
0 quarters
|
|
874
TJX Companies
TJX
$157B
| $245K | 0.01% |
+6,908
| New | +$246K |
2015 Q4
0 quarters
|
|
875
PUT
MPLX
MPLX
$57.7B
| $244K | 0.01% |
+6,200
| New | +$234K |
2015 Q4
0 quarters
|
|
Similar funds
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DIA
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SI
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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.