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
+0.92%
1 Year Est. Return
+19.81%
3 Year Est. Return
+45.77%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$3.66B
AUM Growth
-$1.09B
(-23%)
Cap. Flow
+$53.8M
Cap. Flow
% of AUM
1.47%
Top 10 Holdings %
Top 10 Hldgs %
33.93%
Holding
1,403
New
344
Increased
315
Reduced
319
Closed
321
Avg Time Held Equity + Options
0.7
years
Top 10 Avg Time Held Equity + Options
0.8
years
Top 20 Avg Time Held Equity + Options
0.7
years
Avg Time Held Equity only
0.4
years
Top 10 Avg Time Held Equity only
0.2
years
Top 20 Avg Time Held Equity only
0.2
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$9.9M |
| 2 |
Gilead Sciences
GILD
|
+$9.36M |
| 3 |
WisdomTree Japan Hedged Equity Fund
DXJ
|
+$8.17M |
| 4 |
Chevron
CVX
|
+$7.23M |
| 5 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$6.76M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
eBay
EBAY
|
+$18.5M |
| 2 |
Berkshire Hathaway Class B
BRK.B
|
+$14.4M |
| 3 |
Caterpillar
CAT
|
+$6.95M |
| 4 |
Apple
AAPL
|
+$5.95M |
| 5 |
Microsoft
MSFT
|
+$4.58M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 91.01% |
| 2 | Energy | 2.41% |
| 3 | Technology | 1.26% |
| 4 | Industrials | 1.22% |
| 5 | Communication Services | 1.18% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
501
PUT
Emerson Electric
EMR
$89.9B
| $1.06M | 0.03% |
19,200
-95,100
| -83% | -$5.59M |
2013 Q4
6 quarters
|
|
502
iShares China Large-Cap ETF
FXI
$3.9B
| $1.06M | 0.03% |
23,032
+14,224
| +161% | +$704K |
2013 Q4
6 quarters
|
|
|
AGU
503
CALL
DELISTED
Agrium
AGU
| $1.06M | 0.03% |
+10,000
| New | +$1.05M |
2015 Q2
0 quarters
|
|
504
DELISTED
EMC CORPORATION
EMC
| $1.06M | 0.03% |
40,020
+27,000
| +207% | +$720K |
2014 Q3
3 quarters
|
|
505
CALL
Arista Networks
ANET
$246B
| $1.05M | 0.03% |
+206,400
| New | +$924K |
2015 Q2
0 quarters
|
|
506
Freeport-McMoran
FCX
$100B
| $1.05M | 0.03% |
56,490
-185,960
| -77% | -$3.84M |
2014 Q3
3 quarters
|
|
507
Alcoa
AA
$10.6B
| $1.05M | 0.03% |
39,233
-16,251
| -29% | -$504K |
2013 Q4
6 quarters
|
|
508
CALL
D.R. Horton
DHI
$37.4B
| $1.05M | 0.03% |
38,300
+25,600
| +202% | +$688K |
2013 Q4
6 quarters
|
|
509
PUT
Plains All American Pipeline
PAA
$17.6B
| $1.05M | 0.03% |
+24,000
| New | +$1.15M |
2015 Q2
0 quarters
|
|
510
Amazon
AMZN
$2.74T
| $1.04M | 0.03% |
+48,140
| New | +$1.01M |
2015 Q2
0 quarters
|
|
511
CALL
SPDR Gold Trust
GLD
$139B
| $1.04M | 0.03% |
9,300
-9,000
| -49% | -$1.03M |
2014 Q2
4 quarters
|
|
512
PUT
Terex
TEX
$5.97B
| $1.04M | 0.03% |
44,800
-21,700
| -33% | -$572K |
2014 Q1
5 quarters
|
|
513
Onity Group
ONIT
$212M
| $1.03M | 0.03% |
6,740
+6,040
| +863% | +$878K |
2015 Q1
1 quarter
|
|
|
CLR
514
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $1.03M | 0.03% |
24,300
| – | – |
2013 Q4
6 quarters
|
|
|
QIHU
515
PUT
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $1.01M | 0.03% |
15,000
+10,000
| +200% | +$603K |
2013 Q4
6 quarters
|
|
516
BHP
BHP
$212B
| $1M | 0.03% |
+27,651
| New | +$1.12M |
2015 Q2
0 quarters
|
|
517
CALL
People Inc
PPLI
$3.02B
| $1M | 0.03% |
+70,502
| New | +$935K |
2015 Q2
0 quarters
|
|
518
CALL
Quest Diagnostics
DGX
$25.8B
| $1M | 0.03% |
+13,800
| New | +$1.02M |
2015 Q2
0 quarters
|
|
519
CALL
Marriott International
MAR
$97B
| $997K | 0.03% |
+13,400
| New | +$1.06M |
2015 Q2
0 quarters
|
|
520
PUT
AT&T
T
$158B
| $995K | 0.03% |
37,072
+2,516
| +7% | +$65K |
2013 Q4
6 quarters
|
|
521
DELISTED
Warner Bros
WBD
| $994K | 0.03% |
29,886
-19,600
| -40% | -$646K |
2015 Q1
1 quarter
|
|
522
PUT
TJX Companies
TJX
$157B
| $993K | 0.03% |
30,000
+20,000
| +200% | +$665K |
2014 Q2
4 quarters
|
|
523
Ford
F
$48.1B
| $991K | 0.03% |
66,043
-1,000
| -1% | -$15.5K |
2013 Q4
6 quarters
|
|
524
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.8B
| $990K | 0.03% |
+25,000
| New | +$1.05M |
2015 Q2
0 quarters
|
|
525
CALL
McDonald's
MCD
$169B
| $989K | 0.03% |
10,400
-33,500
| -76% | -$3.24M |
2013 Q4
6 quarters
|
|
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Integral Derivatives's Q2 2015 Portfolio in Review
As of Q2 2015, Integral Derivatives held 1,403 positions worth $3.66B, down 23% from $4.76B the previous quarter. Its ten largest holdings account for 34% of the portfolio.
Integral Derivatives's Q2 2015 filing shows 344 new, 315 increased, 319 reduced and 321 closed positions. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 47,101 shares worth $9.7M. The largest sale was eBay, an estimated $18.5M.
By sector, the portfolio is most concentrated in Miscellaneous at 91% of assets, down from 94% a quarter earlier, followed by Energy and Technology.
- Integral Derivatives's largest Q2 2015 buy was State Street SPDR S&P 500 ETF Trust: 47,101 shares worth $9.7M.
- Integral Derivatives added most to Chevron in Q2 2015, an estimated $7.23M increase.
- Integral Derivatives's biggest Q2 2015 reduction was Apple, cutting an estimated $5.95M.
- Integral Derivatives fully exited eBay in Q2 2015, selling an estimated $18.5M.
- Integral Derivatives's ten largest holdings make up 34% of its $3.66B portfolio in Q2 2015.
- Integral Derivatives opened 344 new positions and closed 321 in Q2 2015.
- Integral Derivatives's portfolio value fell 23% quarter-over-quarter to $3.66B.
Based on Integral Derivatives's 13F filing for Q2 2015, filed 15 Jul 2015.