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 | |
|---|---|---|---|---|---|---|---|
651
CALL
Colgate-Palmolive
CL
$74B
| $654K | 0.02% |
+10,000
| New | +$678K |
2015 Q2
0 quarters
|
|
652
CALL
Jones Lang LaSalle
JLL
$13.6B
| $650K | 0.02% |
3,800
-200
| -5% | -$33.8K |
2015 Q1
1 quarter
|
|
653
DELISTED
Staples Inc
SPLS
| $647K | 0.02% |
42,256
-26,900
| -39% | -$438K |
2014 Q4
2 quarters
|
|
654
Prudential Financial
PRU
$39.2B
| $645K | 0.02% |
7,365
+2,300
| +45% | +$195K |
2015 Q1
1 quarter
|
|
655
PUT
Phillips 66
PSX
$119B
| $644K | 0.02% |
8,000
| – | – |
2013 Q4
6 quarters
|
|
656
PUT
Vipshop
VIPS
$6.11B
| $643K | 0.02% |
28,900
+10,000
| +53% | +$265K |
2014 Q3
3 quarters
|
|
657
PUT
US Bancorp
USB
$87.7B
| $642K | 0.02% |
+14,800
| New | +$647K |
2015 Q2
0 quarters
|
|
658
PUT
NetEase
NTES
$79.2B
| $637K | 0.02% |
+22,000
| New | +$587K |
2015 Q2
0 quarters
|
|
|
WPZ
659
DELISTED
Williams Partners L.P.
WPZ
| $630K | 0.02% |
+13,000
| New | +$674K |
2015 Q2
0 quarters
|
|
660
CALL
iShares Biotechnology ETF
IBB
$10.4B
| $627K | 0.02% |
5,100
+3,000
| +143% | +$359K |
2015 Q1
1 quarter
|
|
661
CALL
Goldman Sachs
GS
$256B
| $626K | 0.02% |
3,000
+1,400
| +88% | +$285K |
2014 Q3
3 quarters
|
|
662
CALL
Packaging Corp of America
PKG
$20.5B
| $625K | 0.02% |
+10,000
| New | +$704K |
2015 Q2
0 quarters
|
|
|
ETP
663
CALL
DELISTED
Energy Transfer Partners L.p.
ETP
| $621K | 0.02% |
11,900
| – | – |
2014 Q4
2 quarters
|
|
664
CALL
Fortinet
FTNT
$135B
| $616K | 0.02% |
+74,500
| New | +$579K |
2015 Q2
0 quarters
|
|
665
PUT
Nokia
NOK
$52.6B
| $616K | 0.02% |
+90,000
| New | +$656K |
2015 Q2
0 quarters
|
|
666
CALL
Agnico Eagle Mines
AEM
$89.6B
| $607K | 0.02% |
21,400
-41,000
| -66% | -$1.27M |
2013 Q4
6 quarters
|
|
667
CALL
CNX Resources
CNX
$5.15B
| $607K | 0.02% |
+33,480
| New | +$801K |
2015 Q2
0 quarters
|
|
|
TRQ
668
PUT
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $607K | 0.02% |
16,020
+1,020
| +7% | +$41.9K |
2015 Q1
1 quarter
|
|
669
PUT
iShares MSCI Germany ETF
EWG
$1.42B
| $605K | 0.02% |
+21,700
| New | +$645K |
2015 Q2
0 quarters
|
|
670
PUT
MaxLinear
MXL
$7.15B
| $605K | 0.02% |
+50,000
| New | +$502K |
2015 Q2
0 quarters
|
|
671
CALL
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $602K | 0.02% |
18,333
+15,933
| +664% | +$932K |
2013 Q4
6 quarters
|
|
672
PUT
Invesco CurrencyShares Japanese Yen Trust
FXY
$449M
| $595K | 0.02% |
7,500
+600
| +9% | +$48K |
2013 Q4
6 quarters
|
|
|
EROC
673
DELISTED
EAGLE ROCK ENERGY PARTNERS, L.P. COM UNITS RPTNG LTD PRTNR
EROC
| $594K | 0.02% |
+236,781
| New | +$598K |
2015 Q2
0 quarters
|
|
674
PUT
Melco Resorts & Entertainment
MLCO
$1.6B
| $589K | 0.02% |
30,000
| – | – |
2013 Q4
6 quarters
|
|
|
SCTY
675
PUT
DELISTED
SolarCity Corporation
SCTY
| $589K | 0.02% |
11,000
-15,000
| -58% | -$874K |
2013 Q4
6 quarters
|
|
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DIA
CAM
VAM
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.