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 | |
|---|---|---|---|---|---|---|---|
301
PUT
AbbVie
ABBV
$501B
| $1.88M | 0.04% |
32,100
+12,800
| +66% | +$773K |
2014 Q4
1 quarter
|
|
302
PUT
Ionis Pharmaceuticals
IONS
$7.1B
| $1.88M | 0.04% |
29,500
| – | – |
2014 Q1
4 quarters
|
|
|
YOKU
303
PUT
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $1.88M | 0.04% |
150,100
-405,600
| -73% | -$6.62M |
2013 Q4
5 quarters
|
|
|
QLIK
304
CALL
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $1.87M | 0.04% |
60,000
-11,000
| -15% | -$337K |
2013 Q4
5 quarters
|
|
|
305
Boeing
BA
$146B
| $1.86M | 0.04% |
12,427
-101,400
| -89% | -$14.8M |
2013 Q4
5 quarters
|
|
306
PUT
Liberty Global Class A
LBTYA
$2.79B
| $1.86M | 0.04% |
43,891
-6,063
| -12% | -$253K |
2013 Q4
5 quarters
|
|
307
Baidu
BIDU
$27.9B
| $1.85M | 0.04% |
8,891
+2,044
| +30% | +$438K |
2014 Q1
4 quarters
|
|
308
CALL
Diamondback Energy
FANG
$55.3B
| $1.84M | 0.04% |
+24,000
| New | +$1.67M |
2015 Q1
0 quarters
|
|
|
RDS.B
309
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $1.84M | 0.04% |
29,400
+17,300
| +143% | +$1.14M |
2014 Q4
1 quarter
|
|
310
Occidental Petroleum
OXY
$61.4B
| $1.84M | 0.04% |
25,248
-40,918
| -62% | -$3.16M |
2014 Q3
2 quarters
|
|
|
SHPG
311
PUT
DELISTED
Shire pic
SHPG
| $1.82M | 0.04% |
7,600
-6,900
| -48% | -$1.59M |
2014 Q2
3 quarters
|
|
312
CALL
DELISTED
EMC CORPORATION
EMC
| $1.79M | 0.04% |
70,200
-43,500
| -38% | -$1.2M |
2014 Q1
4 quarters
|
|
313
CALL
DELISTED
US Steel
X
| $1.79M | 0.04% |
73,300
-15,700
| -18% | -$373K |
2013 Q4
5 quarters
|
|
|
AGN
314
DELISTED
Allergan plc
AGN
| $1.78M | 0.04% |
5,989
-4,725
| -44% | -$1.35M |
2013 Q4
5 quarters
|
|
315
PUT
Terex
TEX
$5.97B
| $1.77M | 0.04% |
66,500
+53,500
| +412% | +$1.35M |
2014 Q1
4 quarters
|
|
316
CALL
VNET Group
VNET
$1.28B
| $1.77M | 0.04% |
+100,000
| New | +$1.73M |
2015 Q1
0 quarters
|
|
317
CALL
DELISTED
Ansys
ANSS
| $1.76M | 0.04% |
+20,000
| New | +$1.69M |
2015 Q1
0 quarters
|
|
318
lululemon athletica
LULU
$10.9B
| $1.76M | 0.04% |
27,492
-17,934
| -39% | -$1.15M |
2014 Q4
1 quarter
|
|
319
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
| $1.75M | 0.04% |
36,000
-34,000
| -49% | -$1.67M |
2014 Q2
3 quarters
|
|
320
CALL
Yelp
YELP
$1.06B
| $1.75M | 0.04% |
37,000
-27,900
| -43% | -$1.38M |
2013 Q4
5 quarters
|
|
321
CALL
Agnico Eagle Mines
AEM
$89.6B
| $1.74M | 0.04% |
62,400
+31,600
| +103% | +$972K |
2013 Q4
5 quarters
|
|
322
CALL
JPMorgan Chase
JPM
$890B
| $1.74M | 0.04% |
28,700
+8,100
| +39% | +$480K |
2013 Q4
5 quarters
|
|
323
ConocoPhillips
COP
$171B
| $1.74M | 0.04% |
+27,921
| New | +$1.81M |
2015 Q1
0 quarters
|
|
324
CALL
International Paper
IP
$16.9B
| $1.74M | 0.04% |
33,053
-72,441
| -69% | -$3.76M |
2014 Q2
3 quarters
|
|
|
325
PUT
Yelp
YELP
$1.06B
| $1.73M | 0.04% |
36,600
-1,200
| -3% | -$59.4K |
2013 Q4
5 quarters
|
|
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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.