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 | |
|---|---|---|---|---|---|---|---|
701
CALL
Nike
NKE
$52.4B
| $529K | 0.01% |
9,800
-3,200
| -25% | -$164K |
2015 Q1
1 quarter
|
|
702
Synaptics
SYNA
$4.66B
| $529K | 0.01% |
+6,100
| New | +$557K |
2015 Q2
0 quarters
|
|
703
iShares MSCI Emerging Markets ETF
EEM
$29.8B
| $528K | 0.01% |
+13,318
| New | +$557K |
2015 Q2
0 quarters
|
|
704
Micron Technology
MU
$1.03T
| $526K | 0.01% |
27,897
-27,148
| -49% | -$724K |
2015 Q1
1 quarter
|
|
705
CALL
CVS Health
CVS
$116B
| $524K | 0.01% |
5,000
-5,700
| -53% | -$582K |
2014 Q4
2 quarters
|
|
706
PUT
DELISTED
Caesars Entertainment Corporation
CZR
| $524K | 0.01% |
+85,600
| New | +$775K |
2015 Q2
0 quarters
|
|
707
CALL
YPF Sociedad Anonima ADS
YPF
$20.5B
| $521K | 0.01% |
+19,000
| New | +$554K |
2015 Q2
0 quarters
|
|
708
PUT
Silicon Motion
SIMO
$7.58B
| $519K | 0.01% |
15,000
| – | – |
2015 Q1
1 quarter
|
|
|
WNR
709
CALL
DELISTED
Western Refining Inc
WNR
| $519K | 0.01% |
+11,900
| New | +$529K |
2015 Q2
0 quarters
|
|
|
WNR
710
PUT
DELISTED
Western Refining Inc
WNR
| $519K | 0.01% |
+11,900
| New | +$529K |
2015 Q2
0 quarters
|
|
711
CALL
Texas Instruments
TXN
$256B
| $515K | 0.01% |
10,000
-26,800
| -73% | -$1.48M |
2013 Q4
6 quarters
|
|
712
PUT
Costco
COST
$435B
| $513K | 0.01% |
+3,800
| New | +$546K |
2015 Q2
0 quarters
|
|
713
PUT
Energy Transfer Partners
ET
$69.7B
| $513K | 0.01% |
+16,000
| New | +$536K |
2015 Q2
0 quarters
|
|
714
Restaurant Brands International
QSR
$25.3B
| $513K | 0.01% |
+13,419
| New | +$529K |
2015 Q2
0 quarters
|
|
|
RHT
715
DELISTED
Red Hat Inc
RHT
| $513K | 0.01% |
6,762
-3,400
| -33% | -$261K |
2015 Q1
1 quarter
|
|
716
PUT
PACCAR
PCAR
$57.1B
| $510K | 0.01% |
12,000
-49,350
| -80% | -$2.13M |
2014 Q4
2 quarters
|
|
717
PUT
DELISTED
Bitauto Holdings Limited
BITA
| $510K | 0.01% |
10,000
| – | – |
2015 Q1
1 quarter
|
|
718
Equinix
EQIX
$98.3B
| $503K | 0.01% |
1,982
+909
| +85% | +$232K |
2014 Q2
4 quarters
|
|
719
PUT
Suncor Energy
SU
$88.8B
| $501K | 0.01% |
18,200
-25,000
| -58% | -$755K |
2014 Q3
3 quarters
|
|
720
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$463M
| $501K | 0.01% |
+20,000
| New | +$505K |
2015 Q2
0 quarters
|
|
721
CALL
M&T Bank
MTB
$31.2B
| $500K | 0.01% |
4,000
| – | – |
2015 Q1
1 quarter
|
|
722
PUT
Lumen Technologies, Inc. Common Stock
LUMN
$4.69B
| $497K | 0.01% |
16,900
| – | – |
2013 Q4
6 quarters
|
|
723
Garmin
GRMN
$53.9B
| $496K | 0.01% |
11,300
-3,700
| -25% | -$170K |
2015 Q1
1 quarter
|
|
|
WWAV
724
CALL
DELISTED
The WhiteWave Foods Company
WWAV
| $489K | 0.01% |
+10,000
| New | +$469K |
2015 Q2
0 quarters
|
|
725
CALL
United States Natural Gas Fund
UNG
$532M
| $488K | 0.01% |
2,250
+1,562
| +227% | +$337K |
2014 Q3
3 quarters
|
|
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DIA
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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.