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 | |
|---|---|---|---|---|---|---|---|
976
CALL
DELISTED
CyberArk
CYBR
| $207K | 0.01% |
+3,300
| New | +$211K |
2015 Q2
0 quarters
|
|
977
Deutsche Bank
DB
$61.6B
| $207K | 0.01% |
+7,692
| New | +$223K |
2015 Q2
0 quarters
|
|
978
First Majestic Silver
AG
$7.52B
| $206K | 0.01% |
+42,650
| New | +$216K |
2015 Q2
0 quarters
|
|
979
DELISTED
Skechers
SKX
| $206K | 0.01% |
+5,619
| New | +$180K |
2015 Q2
0 quarters
|
|
980
PUT
F5
FFIV
$25.9B
| $205K | 0.01% |
+1,700
| New | +$209K |
2015 Q2
0 quarters
|
|
981
GSK
GSK
$95.9B
| $203K | 0.01% |
+3,895
| New | +$219K |
2015 Q2
0 quarters
|
|
982
Capital One
COF
$119B
| $202K | 0.01% |
+2,300
| New | +$193K |
2015 Q2
0 quarters
|
|
983
DELISTED
Fortress Investment Group Llc
FIG
| $202K | 0.01% |
27,700
+2,500
| +10% | +$20K |
2015 Q1
1 quarter
|
|
984
PUT
DELISTED
Nordstrom
JWN
| $201K | 0.01% |
+2,700
| New | +$205K |
2015 Q2
0 quarters
|
|
985
McDonald's
MCD
$169B
| $201K | 0.01% |
2,117
-1,540
| -42% | -$149K |
2014 Q2
4 quarters
|
|
986
CALL
Comstock Resources
CRK
$4.02B
| $200K | 0.01% |
+12,000
| New | +$248K |
2015 Q2
0 quarters
|
|
987
CALL
Armour Residential REIT
ARR
$1.93B
| $196K | 0.01% |
1,740
| – | – |
2013 Q4
6 quarters
|
|
988
CALL
Green Dot
GDOT
$703M
| $193K | 0.01% |
+10,100
| New | +$164K |
2015 Q2
0 quarters
|
|
989
DELISTED
Sprint Corporation
S
| $189K | 0.01% |
41,427
-39,282
| -49% | -$189K |
2014 Q4
2 quarters
|
|
990
VanEck Gold Miners ETF
GDX
$25B
| $188K | 0.01% |
+10,569
| New | +$205K |
2015 Q2
0 quarters
|
|
991
CALL
Patterson-UTI
PTEN
$4.4B
| $188K | 0.01% |
+10,000
| New | +$207K |
2015 Q2
0 quarters
|
|
992
DELISTED
Noble Corporation
NE
| $187K | 0.01% |
+12,167
| New | +$201K |
2015 Q2
0 quarters
|
|
993
CALL
BlackBerry
BB
$4.83B
| $185K | 0.01% |
+22,600
| New | +$219K |
2015 Q2
0 quarters
|
|
|
WFT
994
CALL
DELISTED
Weatherford International plc
WFT
| $185K | 0.01% |
15,100
-5,500
| -27% | -$76.4K |
2014 Q4
2 quarters
|
|
995
PUT
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $185K | 0.01% |
5,640
-367
| -6% | -$21.5K |
2013 Q4
6 quarters
|
|
|
FNSR
996
CALL
DELISTED
Finisar Corp
FNSR
| $179K | ﹤0.01% |
+10,000
| New | +$212K |
2015 Q2
0 quarters
|
|
997
CALL
MiMedx Group
MDXG
$686M
| $174K | ﹤0.01% |
+15,000
| New | +$154K |
2015 Q2
0 quarters
|
|
998
ICICI Bank
IBN
$101B
| $168K | ﹤0.01% |
+17,699
| New | +$166K |
2015 Q2
0 quarters
|
|
|
999
PUT
DELISTED
Noble Corporation
NE
| $165K | ﹤0.01% |
10,700
| – | – |
2014 Q4
2 quarters
|
|
|
BDBD
1000
CALL
DELISTED
BOULDER BRANDS INC
BDBD
| $164K | ﹤0.01% |
+23,700
| New | +$214K |
2015 Q2
0 quarters
|
|
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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.