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Integral Derivatives Portfolio holdings
AUM
$4.07B
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
3.5
quarters
Top 10 Avg Time Held Equity + Options
4.3
quarters
Top 20 Avg Time Held Equity + Options
2.7
quarters
Avg Time Held Equity only
2
quarters
Top 10 Avg Time Held Equity only
0.7
quarters
Top 20 Avg Time Held Equity only
1.1
quarters
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 | |
|---|---|---|---|---|---|---|---|
|
PVA
1051
CALL
DELISTED
PENN VIRGINIA CORP
PVA
| $3K | ﹤0.01% |
10,000
| – | – |
2014 Q2
6 quarters
|
|
|
PVA
1052
PUT
DELISTED
PENN VIRGINIA CORP
PVA
| $3K | ﹤0.01% |
10,000
| – | – |
2014 Q4
4 quarters
|
|
1053
PUT
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $3K | ﹤0.01% |
13,000
| – | – |
2013 Q4
8 quarters
|
|
|
1054
CALL
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $2K | ﹤0.01% |
10,100
| – | – |
2013 Q4
8 quarters
|
|
1055
PUT
Adobe
ADBE
$92B
| – | – |
-5,800
| Closed | -$477K | – |
|
1056
Analog Devices
ADI
$201B
| – | – |
-32,186
| Closed | -$1.89M | – |
|
|
1057
PUT
Analog Devices
ADI
$201B
| – | – |
-40,000
| Closed | -$2.26M | – |
|
1058
PUT
Autodesk
ADSK
$48.2B
| – | – |
-15,000
| Closed | -$662K | – |
|
1059
Akamai
AKAM
$14.4B
| – | – |
-8,170
| Closed | -$502K | – |
|
|
1060
PUT
Akamai
AKAM
$14.4B
| – | – |
-24,400
| Closed | -$1.69M | – |
|
1061
Amgen
AMGN
$223B
| – | – |
-5,014
| Closed | -$788K | – |
|
1062
CALL
Arista Networks
ANET
$258B
| – | – |
-76,800
| Closed | -$294K | – |
|
1063
CALL
Aramark
ARMK
$14.4B
| – | – |
-13,850
| Closed | -$296K | – |
|
1064
CALL
AstraZeneca
AZN
$242B
| – | – |
-7,700
| Closed | -$490K | – |
|
1065
CALL
Ball Corp
BALL
$15.8B
| – | – |
-7,800
| Closed | -$243K | – |
|
1066
BlackBerry
BB
$4.97B
| – | – |
-35,005
| Closed | -$269K | – |
|
1067
Bunge Global
BG
$20.7B
| – | – |
-33,939
| Closed | -$2.39M | – |
|
|
1068
PUT
Bunge Global
BG
$20.7B
| – | – |
-45,100
| Closed | -$3.31M | – |
|
1069
Biogen
BIIB
$33.8B
| – | – |
-12,110
| Closed | -$3.48M | – |
|
1070
Booking.com
BKNG
$118B
| – | – |
-38,500
| Closed | -$2.03M | – |
|
1071
CALL
Bank of Montreal
BMO
$115B
| – | – |
-5,000
| Closed | -$273K | – |
|
1072
CALL
AB InBev
BUD
$155B
| – | – |
-30,000
| Closed | -$3.19M | – |
|
1073
Citigroup
C
$209B
| – | – |
-42,301
| Closed | -$2.24M | – |
|
1074
Caterpillar
CAT
$355B
| – | – |
-41,170
| Closed | -$2.88M | – |
|
1075
CALL
CBRE Group
CBRE
$37.5B
| – | – |
-32,800
| Closed | -$1.05M | – |
|
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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.