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 | |
|---|---|---|---|---|---|---|---|
676
CALL
Cigna
CI
$76.5B
| $583K | 0.02% |
+3,600
| New | +$497K |
2015 Q2
0 quarters
|
|
677
Rio Tinto
RIO
$148B
| $578K | 0.02% |
14,016
-9,400
| -40% | -$413K |
2015 Q1
1 quarter
|
|
678
Akamai
AKAM
$13.2B
| $577K | 0.02% |
+8,270
| New | +$614K |
2015 Q2
0 quarters
|
|
679
CALL
DELISTED
Discover Financial Services
DFS
| $576K | 0.02% |
10,000
| – | – |
2015 Q1
1 quarter
|
|
|
RDS.A
680
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $570K | 0.02% |
10,547
-20,501
| -66% | -$1.17M |
2014 Q1
5 quarters
|
|
681
DELISTED
Southwestern Energy Company
SWN
| $564K | 0.02% |
+24,810
| New | +$636K |
2015 Q2
0 quarters
|
|
682
HP
HPQ
$27.5B
| $559K | 0.02% |
40,992
+22,020
| +116% | +$327K |
2014 Q4
2 quarters
|
|
|
SFUN
683
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $559K | 0.02% |
+1,330
| New | +$530K |
2015 Q2
0 quarters
|
|
684
CALL
Lockheed Martin
LMT
$121B
| $558K | 0.02% |
3,000
+500
| +20% | +$96.3K |
2014 Q3
3 quarters
|
|
685
CALL
Ulta Beauty
ULTA
$25.3B
| $556K | 0.02% |
+3,600
| New | +$553K |
2015 Q2
0 quarters
|
|
686
PUT
CSX Corp
CSX
$89.4B
| $555K | 0.02% |
51,000
-82,500
| -62% | -$956K |
2015 Q1
1 quarter
|
|
687
PUT
DELISTED
Paramount Global Class B
PARA
| $555K | 0.02% |
10,000
| – | – |
2014 Q1
5 quarters
|
|
|
ARRS
688
CALL
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $551K | 0.02% |
+18,000
| New | +$583K |
2015 Q2
0 quarters
|
|
689
PUT
Travel + Leisure Co
TNL
$3.84B
| $549K | 0.02% |
+14,841
| New | +$581K |
2015 Q2
0 quarters
|
|
690
CALL
Manitowoc
MTW
$806M
| $543K | 0.01% |
30,580
-25,722
| -46% | -$469K |
2015 Q1
1 quarter
|
|
|
FGP
691
PUT
DELISTED
Ferrellgas Partners, L.P.
FGP
| $541K | 0.01% |
+24,000
| New | +$570K |
2015 Q2
0 quarters
|
|
692
CALL
Costco
COST
$435B
| $540K | 0.01% |
+4,000
| New | +$575K |
2015 Q2
0 quarters
|
|
693
PUT
Deckers Outdoor
DECK
$11.3B
| $540K | 0.01% |
+45,000
| New | +$553K |
2015 Q2
0 quarters
|
|
694
CALL
3D Systems Corp
DDD
$487M
| $539K | 0.01% |
27,600
+15,000
| +119% | +$362K |
2014 Q1
5 quarters
|
|
695
Kroger
KR
$37.3B
| $539K | 0.01% |
14,860
+3,800
| +34% | +$138K |
2015 Q1
1 quarter
|
|
|
WFT
696
DELISTED
Weatherford International plc
WFT
| $539K | 0.01% |
43,922
+21,471
| +96% | +$298K |
2015 Q1
1 quarter
|
|
697
PUT
BHP
BHP
$212B
| $537K | 0.01% |
14,797
-814
| -5% | -$32.9K |
2015 Q1
1 quarter
|
|
698
CALL
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.74B
| $536K | 0.01% |
+17,400
| New | +$568K |
2015 Q2
0 quarters
|
|
699
CALL
Viatris
VTRS
$20B
| $536K | 0.01% |
7,900
-2,000
| -20% | -$141K |
2014 Q4
2 quarters
|
|
700
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $532K | 0.01% |
6,300
-57,000
| -90% | -$4.91M |
2014 Q3
3 quarters
|
|
Similar funds
EIM
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.