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 | |
|---|---|---|---|---|---|---|---|
|
ALXN
726
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $488K | 0.01% |
2,700
| – | – |
2014 Q2
4 quarters
|
|
727
CALL
Trip.com Group
TCOM
$24.5B
| $487K | 0.01% |
13,400
+3,400
| +34% | +$119K |
2015 Q1
1 quarter
|
|
728
CALL
Deere & Co
DE
$175B
| $485K | 0.01% |
5,000
-10,700
| -68% | -$973K |
2013 Q4
6 quarters
|
|
729
CALL
DELISTED
INFORMATICA CORP
INFA
| $485K | 0.01% |
+10,000
| New | +$481K |
2015 Q2
0 quarters
|
|
730
CALL
Intuitive Surgical
ISRG
$148B
| $484K | 0.01% |
9,000
-19,800
| -69% | -$1.11M |
2013 Q4
6 quarters
|
|
731
CALL
Take-Two Interactive
TTWO
$37.6B
| $482K | 0.01% |
17,500
-35,500
| -67% | -$933K |
2015 Q1
1 quarter
|
|
|
WFM
732
DELISTED
Whole Foods Market Inc
WFM
| $481K | 0.01% |
12,206
-30,754
| -72% | -$1.38M |
2014 Q2
4 quarters
|
|
733
PUT
Assured Guaranty
AGO
$3.03B
| $480K | 0.01% |
+20,000
| New | +$557K |
2015 Q2
0 quarters
|
|
734
Novartis
NVS
$279B
| $480K | 0.01% |
5,452
-1,004
| -16% | -$92.1K |
2015 Q1
1 quarter
|
|
735
Zillow
ZG
$6.58B
| $479K | 0.01% |
+16,566
| New | +$517K |
2015 Q2
0 quarters
|
|
|
ALU
736
CALL
DELISTED
Alcatel-Lucent
ALU
| $479K | 0.01% |
132,200
+107,200
| +429% | +$412K |
2013 Q4
6 quarters
|
|
737
CALL
TSMC
TSM
$2.23T
| $477K | 0.01% |
+21,000
| New | +$501K |
2015 Q2
0 quarters
|
|
738
CALL
DELISTED
Vital Energy
VTLE
| $477K | 0.01% |
1,895
+645
| +52% | +$184K |
2014 Q4
2 quarters
|
|
739
CALL
Melco Resorts & Entertainment
MLCO
$1.6B
| $471K | 0.01% |
+24,000
| New | +$494K |
2015 Q2
0 quarters
|
|
|
MNK
740
PUT
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $471K | 0.01% |
4,000
| – | – |
2014 Q3
3 quarters
|
|
741
Energy Transfer Partners
ET
$69.7B
| $469K | 0.01% |
14,602
+200
| +1% | +$6.7K |
2014 Q2
4 quarters
|
|
742
CALL
Dominion Energy
D
$55.2B
| $468K | 0.01% |
7,000
-15,300
| -69% | -$1.08M |
2013 Q4
6 quarters
|
|
743
LyondellBasell Industries
LYB
$19.8B
| $468K | 0.01% |
+4,523
| New | +$455K |
2015 Q2
0 quarters
|
|
744
Suncor Energy
SU
$88.8B
| $467K | 0.01% |
16,964
-7,483
| -31% | -$226K |
2014 Q4
2 quarters
|
|
745
Cigna
CI
$76.5B
| $466K | 0.01% |
+2,876
| New | +$397K |
2015 Q2
0 quarters
|
|
746
CALL
Western Union
WU
$1.89B
| $464K | 0.01% |
+22,800
| New | +$485K |
2015 Q2
0 quarters
|
|
747
CALL
DELISTED
Seadrill Limited Common Stock
SDRL
| $464K | 0.01% |
168
+130
| +342% | +$419K |
2015 Q1
1 quarter
|
|
748
Zimmer Biomet
ZBH
$17.5B
| $456K | 0.01% |
4,304
-974
| -18% | -$108K |
2014 Q3
3 quarters
|
|
749
CALL
DELISTED
Invensense Inc
INVN
| $455K | 0.01% |
+30,100
| New | +$455K |
2015 Q2
0 quarters
|
|
750
PUT
Macy's
M
$5.92B
| $452K | 0.01% |
6,700
-800
| -11% | -$54.1K |
2015 Q1
1 quarter
|
|
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.