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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
-0.57%
1 Year Est. Return
+19.81%
3 Year Est. Return
+45.77%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$4.76B
AUM Growth
-$1.02B
Cap. Flow
-$262M
Cap. Flow %
-5.5%
Top 10 Hldgs %
54.09%
Holding
1,649
New
303
Increased
237
Reduced
453
Closed
587
Avg Time Held Equity + Options
0.6 years
Top 10 Avg Time Held Equity + Options
0.9 years
Top 20 Avg Time Held Equity + Options
0.6 years
Avg Time Held Equity only
0.4 years
Top 10 Avg Time Held Equity only
0.3 years
Top 20 Avg Time Held Equity only
0.2 years

Sector Composition

Rank Sector Weight
1 Miscellaneous 93.63%
2 Energy 1.74%
3 Technology 0.94%
4 Communication Services 0.83%
5 Consumer Discretionary 0.77%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow Held Since
LVLT
1526
CALL
DELISTED
Level 3 Communications Inc
LVLT
– –
-35,000
Closed -$1.73M –
LVLT
1527
PUT
DELISTED
Level 3 Communications Inc
LVLT
– –
-70,000
Closed -$3.46M –
DD icon
1528
DELISTED
Du Pont De Nemours E I
DD
– –
-76,069
Closed -$5.43M –
WFM
1529
CALL
DELISTED
Whole Foods Market Inc
WFM
– –
-83,700
Closed -$4.22M –
ENOC
1530
CALL
DELISTED
EnerNOC, Inc.
ENOC
– –
-10,000
Closed -$154K –
PNRA
1531
CALL
DELISTED
Panera Bread Co
PNRA
– –
-9,700
Closed -$1.7M –
BHI
1532
DELISTED
Baker Hughes
BHI
– –
-21,577
Closed -$1.3M –
PWE
1533
DELISTED
Penn West Energy Petroleum Ltd
PWE
– –
-11,676
Closed -$24K –
CIE
1534
CALL
DELISTED
Cobalt International Energy, Inc
CIE
– –
-8,447
Closed -$1.13M –
MJN
1535
CALL
DELISTED
Mead Johnson Nutrition Company
MJN
– –
-3,100
Closed -$312K –
MJN
1536
PUT
DELISTED
Mead Johnson Nutrition Company
MJN
– –
-15,000
Closed -$1.51M –
JIVE icon
1537
CALL
DELISTED
Jive Software, Inc.
JIVE
– –
-27,900
Closed -$168K –
XCO
1538
PUT
DELISTED
Exco Resources
XCO
– –
-6,600
Closed -$215K –
VAL icon
1539
CALL
DELISTED
Valspar
VAL
– –
-15,000
Closed -$1.3M –
VAL icon
1540
DELISTED
Valspar
VAL
– –
-5,000
Closed -$432K –
INVN icon
1541
CALL
DELISTED
Invensense Inc
INVN
– –
-13,400
Closed -$218K –
LLTC
1542
DELISTED
Linear Technology Corp
LLTC
– –
-12,344
Closed -$578K –
LLTC
1543
PUT
DELISTED
Linear Technology Corp
LLTC
– –
-129,200
Closed -$5.89M –
IOC
1544
CALL
DELISTED
Interoil Corporation
IOC
– –
-20,800
Closed -$1.01M –
ARIA
1545
CALL
DELISTED
Ariad Pharmaceuticals Inc
ARIA
– –
-19,800
Closed -$136K –
ARIA
1546
DELISTED
Ariad Pharmaceuticals Inc
ARIA
– –
-16,684
Closed -$115K –
ARIA
1547
PUT
DELISTED
Ariad Pharmaceuticals Inc
ARIA
– –
-49,800
Closed -$342K –
APOL
1548
PUT
DELISTED
Apollo Education Group Inc Class A
APOL
– –
-9,000
Closed -$307K –
BLOX icon
1549
PUT
DELISTED
Infoblox Inc
BLOX
– –
-13,300
Closed -$269K –
RAX
1550
DELISTED
Rackspace Hosting Inc
RAX
– –
-12,908
Closed -$634K –

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Integral Derivatives's Q1 2015 Portfolio in Review

As of Q1 2015, Integral Derivatives held 1,649 positions worth $4.76B, down 18% from $5.78B the previous quarter. Its ten largest holdings account for 54% of the portfolio.

Integral Derivatives withdrew a net $262M in Q1 2015, closing 587 positions and reducing 453 holdings. Its most notable exit was Northern Trust Morningstar Global Upstream Natural Resources ETF, an estimated $42.1M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 94% of assets, up from 91% a quarter earlier, followed by Energy and Technology.

Against the trend, Integral Derivatives opened a new position in Meta Platforms (Facebook) worth $8.92M.

  • Integral Derivatives's largest Q1 2015 buy was Meta Platforms (Facebook): 108,543 shares worth $8.92M.
  • Integral Derivatives added most to eBay in Q1 2015, an estimated $16M increase.
  • Integral Derivatives's biggest Q1 2015 reduction was Berkshire Hathaway Class B, cutting an estimated $35.7M.
  • Integral Derivatives fully exited Northern Trust Morningstar Global Upstream Natural Resources ETF in Q1 2015, selling an estimated $42.1M.
  • Integral Derivatives's ten largest holdings make up 54% of its $4.76B portfolio in Q1 2015.
  • Integral Derivatives opened 303 new positions and closed 587 in Q1 2015.
  • Integral Derivatives's portfolio value fell 18% quarter-over-quarter to $4.76B.

Based on Integral Derivatives's 13F filing for Q1 2015, filed 20 Apr 2015.