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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 | |
|---|---|---|---|---|---|---|---|
1151
PUT
Eli Lilly
LLY
$1.05T
| – | – |
-5,800
| Closed | -$485K | – |
|
1152
Southwest Airlines
LUV
$19.9B
| – | – |
-23,066
| Closed | -$1.02M | – |
|
1153
PUT
LyondellBasell Industries
LYB
$19.2B
| – | – |
-16,800
| Closed | -$1.4M | – |
|
1154
Macy's
M
$6B
| – | – |
-4,160
| Closed | -$180K | – |
|
1155
CALL
Mattel
MAT
$4.79B
| – | – |
-148,900
| Closed | -$3.14M | – |
|
1156
PUT
McKesson
MCK
$111B
| – | – |
-2,200
| Closed | -$407K | – |
|
1157
Medtronic
MDT
$118B
| – | – |
-5,158
| Closed | -$388K | – |
|
1158
CALL
Mercado Libre
MELI
$95.9B
| – | – |
-4,700
| Closed | -$428K | – |
|
1159
MGM Resorts International
MGM
$7.38B
| – | – |
-34,991
| Closed | -$772K | – |
|
1160
Motorola Solutions
MSI
$73.9B
| – | – |
-7,800
| Closed | -$544K | – |
|
1161
CALL
ArcelorMittal
MT
$47.4B
| – | – |
-19,243
| Closed | -$227K | – |
|
|
1162
ArcelorMittal
MT
$47.4B
| – | – |
-8,788
| Closed | -$103K | – |
|
|
1163
PUT
ArcelorMittal
MT
$47.4B
| – | – |
-17,493
| Closed | -$206K | – |
|
1164
CALL
M&T Bank
MTB
$31.8B
| – | – |
-4,000
| Closed | -$488K | – |
|
1165
PUT
Manitowoc
MTW
$785M
| – | – |
-28,703
| Closed | -$390K | – |
|
1166
CALL
MaxLinear
MXL
$8.07B
| – | – |
-22,400
| Closed | -$279K | – |
|
1167
CALL
Neonode
NEON
$14.5M
| – | – |
-1,500
| Closed | -$37K | – |
|
1168
NovaGold Resources
NG
$2.95B
| – | – |
-16,118
| Closed | -$61.9K | – |
|
1169
Northrop Grumman
NOC
$68.9B
| – | – |
-18,450
| Closed | -$3.38M | – |
|
1170
CALL
NRG Energy
NRG
$22.4B
| – | – |
-20,700
| Closed | -$307K | – |
|
1171
PUT
NetApp
NTAP
$47B
| – | – |
-28,200
| Closed | -$835K | – |
|
1172
CALL
VanEck Oil Services ETF
OIH
$1.85B
| – | – |
-990
| Closed | -$544K | – |
|
1173
Omnicom Group
OMC
$21.1B
| – | – |
-3,400
| Closed | -$250K | – |
|
|
1174
PUT
Omnicom Group
OMC
$21.1B
| – | – |
-15,000
| Closed | -$988K | – |
|
1175
CALL
Outfront Media
OUT
$5.32B
| – | – |
-10,160
| Closed | -$208K | – |
|
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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.