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
-0.57%
1 Year Est. Return
+19.81%
3 Year Est. Return
+45.77%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$4.76B
AUM Growth
-$1.02B
(-18%)
Cap. Flow
-$262M
Cap. Flow
% of AUM
-5.5%
Top 10 Holdings %
Top 10 Hldgs %
54.09%
Holding
1,649
New
303
Increased
237
Reduced
453
Closed
587
Avg Time Held Equity + Options
0.6
years
Top 10 Avg Time Held Equity + Options
0.9
years
Top 20 Avg Time Held Equity + Options
0.6
years
Avg Time Held Equity only
0.4
years
Top 10 Avg Time Held Equity only
0.3
years
Top 20 Avg Time Held Equity only
0.2
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
eBay
EBAY
|
+$16M |
| 2 |
Alphabet (Google) Class C
GOOG
|
+$10.7M |
| 3 |
Meta Platforms (Facebook)
META
|
+$8.5M |
| 4 |
Microsoft
MSFT
|
+$6.98M |
| 5 |
Comcast
CMCSA
|
+$6.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Northern Trust Morningstar Global Upstream Natural Resources ETF
GUNR
|
+$42.1M |
| 2 |
Berkshire Hathaway Class B
BRK.B
|
+$35.7M |
| 3 |
Boeing
BA
|
+$14.8M |
| 4 |
YHOO
Yahoo Inc
YHOO
|
+$11.1M |
| 5 |
APA Corp
APA
|
+$9.12M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 93.63% |
| 2 | Energy | 1.74% |
| 3 | Technology | 0.94% |
| 4 | Communication Services | 0.83% |
| 5 | Consumer Discretionary | 0.77% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
226
PUT
PACCAR
PCAR
$57.1B
| $2.58M | 0.05% |
61,350
+11,850
| +24% | +$503K |
2014 Q4
1 quarter
|
|
227
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$44.8B
| $2.58M | 0.05% |
14,500
+10,000
| +222% | +$1.78M |
2013 Q4
5 quarters
|
|
228
CALL
Bristol-Myers Squibb
BMY
$121B
| $2.56M | 0.05% |
39,700
+2,200
| +6% | +$138K |
2013 Q4
5 quarters
|
|
229
PUT
Marathon Petroleum
MPC
$136B
| $2.56M | 0.05% |
50,000
-114,400
| -70% | -$5.49M |
2013 Q4
5 quarters
|
|
230
CALL
Invesco QQQ Trust
QQQ
$488B
| $2.56M | 0.05% |
24,200
+4,600
| +23% | +$483K |
2013 Q4
5 quarters
|
|
231
CALL
Barrick Mining
B
$64B
| $2.56M | 0.05% |
233,100
+13,600
| +6% | +$161K |
2013 Q4
5 quarters
|
|
|
WFM
232
PUT
DELISTED
Whole Foods Market Inc
WFM
| $2.55M | 0.05% |
49,000
-15,600
| -24% | -$836K |
2013 Q4
5 quarters
|
|
233
CALL
Zillow
ZG
$6.58B
| $2.55M | 0.05% |
76,200
+19,200
| +34% | +$678K |
2014 Q1
4 quarters
|
|
234
PUT
DuPont de Nemours
DD
$17.4B
| $2.54M | 0.05% |
20,929
-36,724
| -64% | -$4.36M |
2013 Q4
5 quarters
|
|
235
CALL
Yum! Brands
YUM
$40B
| $2.53M | 0.05% |
44,651
+37,696
| +542% | +$2.06M |
2014 Q2
3 quarters
|
|
236
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
| $2.52M | 0.05% |
1,008
+363
| +56% | +$1.05M |
2014 Q3
2 quarters
|
|
|
ATVI
237
PUT
DELISTED
Activision Blizzard
ATVI
| $2.5M | 0.05% |
110,000
-52,000
| -32% | -$1.14M |
2013 Q4
5 quarters
|
|
238
CALL
Corning
GLW
$121B
| $2.5M | 0.05% |
110,100
+10,100
| +10% | +$240K |
2014 Q4
1 quarter
|
|
239
CALL
DELISTED
Kellanova
K
| $2.49M | 0.05% |
+40,257
| New | +$2.46M |
2015 Q1
0 quarters
|
|
240
CALL
Tapestry
TPR
$22.8B
| $2.49M | 0.05% |
60,000
-200,300
| -77% | -$7.97M |
2013 Q4
5 quarters
|
|
|
241
Marathon Petroleum
MPC
$136B
| $2.48M | 0.05% |
48,390
-28,400
| -37% | -$1.36M |
2014 Q4
1 quarter
|
|
|
APOL
242
CALL
DELISTED
Apollo Education Group Inc Class A
APOL
| $2.46M | 0.05% |
130,000
+95,000
| +271% | +$2.51M |
2014 Q4
1 quarter
|
|
243
CALL
Caterpillar
CAT
$344B
| $2.42M | 0.05% |
30,300
-7,900
| -21% | -$656K |
2013 Q4
5 quarters
|
|
244
CALL
Baidu
BIDU
$27.9B
| $2.42M | 0.05% |
11,600
-11,700
| -50% | -$2.51M |
2013 Q4
5 quarters
|
|
245
CALL
Campbell Soup
CPB
$5.7B
| $2.42M | 0.05% |
+51,900
| New | +$2.4M |
2015 Q1
0 quarters
|
|
246
CALL
Rogers Communications
RCI
$16.8B
| $2.41M | 0.05% |
+72,000
| New | +$2.6M |
2015 Q1
0 quarters
|
|
247
Booking.com
BKNG
$121B
| $2.4M | 0.05% |
+51,525
| New | +$2.31M |
2015 Q1
0 quarters
|
|
248
CALL
AbbVie
ABBV
$501B
| $2.39M | 0.05% |
40,800
-9,800
| -19% | -$592K |
2014 Q3
2 quarters
|
|
249
PUT
Vodafone
VOD
$35.9B
| $2.36M | 0.05% |
72,100
+10,000
| +16% | +$344K |
2013 Q4
5 quarters
|
|
250
PUT
DELISTED
Electronic Arts
EA
| $2.35M | 0.05% |
40,000
+12,200
| +44% | +$658K |
2014 Q2
3 quarters
|
|
Similar funds
EIM
DIA
CAM
VAM
SI
PJC
SWITC
SMA
Integral Derivatives's Q1 2015 Portfolio in Review
As of Q1 2015, Integral Derivatives held 1,649 positions worth $4.76B, down 18% from $5.78B the previous quarter. Its ten largest holdings account for 54% of the portfolio.
Integral Derivatives withdrew a net $262M in Q1 2015, closing 587 positions and reducing 453 holdings. Its most notable exit was Northern Trust Morningstar Global Upstream Natural Resources ETF, an estimated $42.1M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 94% of assets, up from 91% a quarter earlier, followed by Energy and Technology.
Against the trend, Integral Derivatives opened a new position in Meta Platforms (Facebook) worth $8.92M.
- Integral Derivatives's largest Q1 2015 buy was Meta Platforms (Facebook): 108,543 shares worth $8.92M.
- Integral Derivatives added most to eBay in Q1 2015, an estimated $16M increase.
- Integral Derivatives's biggest Q1 2015 reduction was Berkshire Hathaway Class B, cutting an estimated $35.7M.
- Integral Derivatives fully exited Northern Trust Morningstar Global Upstream Natural Resources ETF in Q1 2015, selling an estimated $42.1M.
- Integral Derivatives's ten largest holdings make up 54% of its $4.76B portfolio in Q1 2015.
- Integral Derivatives opened 303 new positions and closed 587 in Q1 2015.
- Integral Derivatives's portfolio value fell 18% quarter-over-quarter to $4.76B.
Based on Integral Derivatives's 13F filing for Q1 2015, filed 20 Apr 2015.