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 | |
|---|---|---|---|---|---|---|---|
876
Conagra Brands
CAG
$6.59B
| – | – |
-10,035
| Closed | -$329K | – |
|
|
877
PUT
Conagra Brands
CAG
$6.59B
| – | – |
-31,740
| Closed | -$1.04M | – |
|
878
PUT
Cardinal Health
CAH
$56.8B
| – | – |
-3,800
| Closed | -$339K | – |
|
879
Chemours
CC
$1.94B
| – | – |
-14,888
| Closed | -$74.8K | – |
|
880
CALL
Carnival Corporation Ltd
CCL
$35B
| – | – |
-20,000
| Closed | -$1.09M | – |
|
881
Coeur Mining
CDE
$15.4B
| – | – |
-24,900
| Closed | -$62K | – |
|
|
882
PUT
Coeur Mining
CDE
$15.4B
| – | – |
-25,000
| Closed | -$62K | – |
|
883
CF Industries
CF
$18.2B
| – | – |
-7,115
| Closed | -$290K | – |
|
|
884
PUT
CF Industries
CF
$18.2B
| – | – |
-8,000
| Closed | -$326K | – |
|
885
CALL
Charter Communications
CHTR
$12B
| – | – |
-10,000
| Closed | -$1.83M | – |
|
|
886
PUT
Charter Communications
CHTR
$12B
| – | – |
-13,600
| Closed | -$2.49M | – |
|
887
PUT
Ciena
CIEN
$50.9B
| – | – |
-10,000
| Closed | -$207K | – |
|
888
Cleveland-Cliffs
CLF
$7.06B
| – | – |
-15,187
| Closed | -$31.8K | – |
|
889
Canadian Natural Resources
CNQ
$107B
| – | – |
-158,027
| Closed | -$1.67M | – |
|
|
890
PUT
Canadian Natural Resources
CNQ
$107B
| – | – |
-152,866
| Closed | -$1.61M | – |
|
891
CALL
Campbell Soup
CPB
$5.68B
| – | – |
-34,000
| Closed | -$1.79M | – |
|
892
CALL
Capri Holdings
CPRI
$1.67B
| – | – |
-10,000
| Closed | -$401K | – |
|
|
893
PUT
Capri Holdings
CPRI
$1.67B
| – | – |
-5,000
| Closed | -$200K | – |
|
894
Caesarstone
CSTE
$96.5M
| – | – |
-33,195
| Closed | -$1.44M | – |
|
|
895
PUT
Caesarstone
CSTE
$96.5M
| – | – |
-39,800
| Closed | -$1.73M | – |
|
896
Constellium
CSTM
$3.42B
| – | – |
-13,100
| Closed | -$101K | – |
|
897
CSX Corp
CSX
$89.1B
| – | – |
-88,953
| Closed | -$721K | – |
|
898
CALL
DELISTED
Coterra Energy
CTRA
| – | – |
-40,000
| Closed | -$708K | – |
|
899
CALL
Cognizant
CTSH
$28B
| – | – |
-8,000
| Closed | -$480K | – |
|
900
CALL
Civeo
CVEO
$311M
| – | – |
-1,733
| Closed | -$30K | – |
|
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.