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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 | |
|---|---|---|---|---|---|---|---|
776
PUT
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $414K | 0.01% |
7,900
-30,000
| -79% | -$1.56M |
2013 Q4
6 quarters
|
|
777
AngloGold Ashanti
AU
$44.9B
| $410K | 0.01% |
45,819
+9,400
| +26% | +$95.4K |
2015 Q1
1 quarter
|
|
|
TGP
778
DELISTED
Teekay LNG Partners L.P.
TGP
| $409K | 0.01% |
+12,700
| New | +$458K |
2015 Q2
0 quarters
|
|
|
TGP
779
PUT
DELISTED
Teekay LNG Partners L.P.
TGP
| $409K | 0.01% |
+12,700
| New | +$458K |
2015 Q2
0 quarters
|
|
780
Constellation Brands
STZ
$21.6B
| $407K | 0.01% |
+3,504
| New | +$414K |
2015 Q2
0 quarters
|
|
|
NUAN
781
CALL
DELISTED
Nuance Communications, Inc.
NUAN
| $403K | 0.01% |
26,565
-15,015
| -36% | -$212K |
2013 Q4
6 quarters
|
|
782
PUT
Exelon
EXC
$43.9B
| $402K | 0.01% |
+17,946
| New | +$430K |
2015 Q2
0 quarters
|
|
783
Motorola Solutions
MSI
$74.8B
| $401K | 0.01% |
7,000
-8,656
| -55% | -$518K |
2015 Q1
1 quarter
|
|
784
CALL
Invesco S&P 500 Equal Weight ETF
RSP
$96.9B
| $399K | 0.01% |
+5,000
| New | +$410K |
2015 Q2
0 quarters
|
|
785
CALL
Host Hotels & Resorts
HST
$15.7B
| $397K | 0.01% |
+20,000
| New | +$403K |
2015 Q2
0 quarters
|
|
786
PUT
Corning
GLW
$121B
| $395K | 0.01% |
20,000
| – | – |
2013 Q4
6 quarters
|
|
787
PUT
Marriott International
MAR
$97B
| $394K | 0.01% |
+5,300
| New | +$419K |
2015 Q2
0 quarters
|
|
788
PUT
Western Digital
WDC
$136B
| $392K | 0.01% |
+6,615
| New | +$474K |
2015 Q2
0 quarters
|
|
789
PUT
Toll Brothers
TOL
$12B
| $390K | 0.01% |
+10,200
| New | +$382K |
2015 Q2
0 quarters
|
|
790
Macy's
M
$5.92B
| $389K | 0.01% |
5,760
-5,130
| -47% | -$347K |
2014 Q4
2 quarters
|
|
791
Assured Guaranty
AGO
$3.03B
| $386K | 0.01% |
+16,100
| New | +$448K |
2015 Q2
0 quarters
|
|
|
PRXL
792
PUT
DELISTED
Parexel International Corp
PRXL
| $386K | 0.01% |
+6,000
| New | +$404K |
2015 Q2
0 quarters
|
|
793
Banco Santander
SAN
$194B
| $385K | 0.01% |
57,887
+44,462
| +331% | +$310K |
2013 Q4
6 quarters
|
|
|
RAD
794
CALL
DELISTED
Rite Aid Corporation
RAD
| $384K | 0.01% |
2,300
-3,660
| -61% | -$614K |
2013 Q4
6 quarters
|
|
|
NBL
795
PUT
DELISTED
Noble Energy, Inc.
NBL
| $384K | 0.01% |
+9,000
| New | +$425K |
2015 Q2
0 quarters
|
|
|
GMCR
796
PUT
DELISTED
KEURIG GREEN MTN INC
GMCR
| $383K | 0.01% |
5,000
-3,700
| -43% | -$363K |
2013 Q4
6 quarters
|
|
797
CALL
ING
ING
$95.1B
| $381K | 0.01% |
+23,000
| New | +$366K |
2015 Q2
0 quarters
|
|
798
Trane Technologies
TT
$104B
| $381K | 0.01% |
5,646
+1,000
| +22% | +$68.5K |
2015 Q1
1 quarter
|
|
|
OWW
799
CALL
DELISTED
ORBITZ WORLDWIDE, INC
OWW
| $379K | 0.01% |
33,200
-12,800
| -28% | -$148K |
2015 Q1
1 quarter
|
|
800
Ashland
ASH
$3.27B
| $378K | 0.01% |
+6,345
| New | +$395K |
2015 Q2
0 quarters
|
|
Similar funds
DIA
CAM
VAM
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.