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 | |
|---|---|---|---|---|---|---|---|
626
CALL
United Rentals
URI
$64.4B
| $701K | 0.02% |
+8,000
| New | +$766K |
2015 Q2
0 quarters
|
|
627
PUT
Stratasys
SSYS
$617M
| $699K | 0.02% |
+20,000
| New | +$839K |
2015 Q2
0 quarters
|
|
|
PNRA
628
DELISTED
Panera Bread Co
PNRA
| $699K | 0.02% |
+4,001
| New | +$719K |
2015 Q2
0 quarters
|
|
|
QLIK
629
CALL
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $699K | 0.02% |
20,000
-40,000
| -67% | -$1.42M |
2013 Q4
6 quarters
|
|
|
AGN
630
CALL
DELISTED
Allergan plc
AGN
| $698K | 0.02% |
2,300
-11,700
| -84% | -$3.49M |
2014 Q1
5 quarters
|
|
631
3D Systems Corp
DDD
$487M
| $697K | 0.02% |
+35,700
| New | +$861K |
2015 Q2
0 quarters
|
|
632
PUT
Agilent Technologies
A
$49.1B
| $694K | 0.02% |
+18,000
| New | +$747K |
2015 Q2
0 quarters
|
|
|
ZNGA
633
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $694K | 0.02% |
242,525
+205,249
| +551% | +$574K |
2014 Q2
4 quarters
|
|
634
Lam Research
LRCX
$359B
| $693K | 0.02% |
85,240
-119,920
| -58% | -$942K |
2015 Q1
1 quarter
|
|
635
BlackBerry
BB
$4.83B
| $690K | 0.02% |
+84,405
| New | +$818K |
2015 Q2
0 quarters
|
|
|
TTM
636
CALL
DELISTED
Tata Motors Limited
TTM
| $689K | 0.02% |
20,000
| – | – |
2015 Q1
1 quarter
|
|
637
CALL
Advanced Micro Devices
AMD
$932B
| $687K | 0.02% |
286,200
+191,000
| +201% | +$462K |
2013 Q4
6 quarters
|
|
638
CVS Health
CVS
$116B
| $682K | 0.02% |
6,498
-1,500
| -19% | -$153K |
2015 Q1
1 quarter
|
|
639
CALL
Garmin
GRMN
$53.9B
| $681K | 0.02% |
+15,500
| New | +$714K |
2015 Q2
0 quarters
|
|
640
CALL
Omnicom Group
OMC
$21.5B
| $681K | 0.02% |
9,800
-5,000
| -34% | -$378K |
2015 Q1
1 quarter
|
|
|
TFCFA
641
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $680K | 0.02% |
+20,900
| New | +$703K |
2015 Q2
0 quarters
|
|
642
PUT
Cognizant
CTSH
$28.1B
| $678K | 0.02% |
+11,100
| New | +$697K |
2015 Q2
0 quarters
|
|
643
CALL
DELISTED
ADT Corp
ADT
| $671K | 0.02% |
+20,000
| New | +$762K |
2015 Q2
0 quarters
|
|
644
PUT
Toyota
TM
$222B
| $669K | 0.02% |
+5,000
| New | +$689K |
2015 Q2
0 quarters
|
|
645
Viavi Solutions
VIAV
$9.48B
| $668K | 0.02% |
101,417
-30,925
| -23% | -$226K |
2014 Q3
3 quarters
|
|
646
Las Vegas Sands
LVS
$24B
| $666K | 0.02% |
+12,664
| New | +$676K |
2015 Q2
0 quarters
|
|
647
PUT
Hain Celestial
HAIN
$52.5M
| $659K | 0.02% |
10,000
| – | – |
2015 Q1
1 quarter
|
|
648
CALL
Rio Tinto
RIO
$148B
| $659K | 0.02% |
16,000
-10,000
| -38% | -$439K |
2014 Q2
4 quarters
|
|
649
PUT
ProShares UltraShort NASDAQ Biotechnology
BIS
$1.98M
| $658K | 0.02% |
+2,863
| New | +$710K |
2015 Q2
0 quarters
|
|
650
PUT
Eastman Chemical
EMN
$7.19B
| $655K | 0.02% |
+8,000
| New | +$617K |
2015 Q2
0 quarters
|
|
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SI
PJC
SWITC
SMA
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.