We are live on
!
Find out more
ID
Integral Derivatives Portfolio holdings
AUM
$4.07B
1-Year Est. Return
19.81%
This Fund
S&P 500
This Quarter
Est. Return
+7.14%
1 Year Est. Return
+19.81%
3 Year Est. Return
+45.77%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$5.76B
AUM Growth
+$492M
(+9.3%)
Cap. Flow
-$199M
Cap. Flow
% of AUM
-3.45%
Top 10 Holdings %
Top 10 Hldgs %
39.64%
Holding
1,674
New
397
Increased
358
Reduced
427
Closed
363
Avg Time Held Equity + Options
1.2
quarters
Top 10 Avg Time Held Equity + Options
1.5
quarters
Top 20 Avg Time Held Equity + Options
1.2
quarters
Avg Time Held Equity only
0.9
quarters
Top 10 Avg Time Held Equity only
0.7
quarters
Top 20 Avg Time Held Equity only
0.8
quarters
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
APA Corp
APA
|
+$7.82M |
| 2 |
American International
AIG
|
+$7.7M |
| 3 |
Williams Companies
WMB
|
+$7.08M |
| 4 |
Deutsche Bank
DB
|
+$6.54M |
| 5 |
Bank of America
BAC
|
+$6.02M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$49.6M |
| 2 |
Alphabet (Google) Class C
GOOG
|
+$30.1M |
| 3 |
Apple
AAPL
|
+$21.6M |
| 4 |
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
|
+$20M |
| 5 |
Procter & Gamble
PG
|
+$19.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 91.21% |
| 2 | Energy | 2.35% |
| 3 | Financials | 1.61% |
| 4 | Technology | 1.29% |
| 5 | Consumer Discretionary | 0.79% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
401
PUT
Regeneron Pharmaceuticals
REGN
$79.7B
| $2.12M | 0.04% |
7,500
-2,500
| -25% | -$741K |
2013 Q4
2 quarters
|
|
|
GDP
402
CALL
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
| $2.11M | 0.04% |
76,400
-129,800
| -63% | -$3.24M |
2013 Q4
2 quarters
|
|
403
PUT
BHP
BHP
$211B
| $2.11M | 0.04% |
36,426
+26,965
| +285% | +$1.58M |
2013 Q4
2 quarters
|
|
404
PUT
Target
TGT
$69.6B
| $2.09M | 0.04% |
36,100
-14,400
| -29% | -$847K |
2013 Q4
2 quarters
|
|
405
Bristol-Myers Squibb
BMY
$119B
| $2.08M | 0.04% |
42,914
+16,996
| +66% | +$838K |
2013 Q4
2 quarters
|
|
406
PUT
Liberty Global Class A
LBTYA
$2.84B
| $2.08M | 0.04% |
56,986
+7,032
| +14% | +$246K |
2013 Q4
2 quarters
|
|
|
407
CALL
Bristol-Myers Squibb
BMY
$119B
| $2.07M | 0.04% |
42,700
+35,500
| +493% | +$1.75M |
2013 Q4
2 quarters
|
|
408
CALL
T-Mobile US
TMUS
$167B
| $2.06M | 0.04% |
61,400
-129,200
| -68% | -$4.17M |
2013 Q4
2 quarters
|
|
409
CALL
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
| $2.06M | 0.04% |
63,800
+27,100
| +74% | +$795K |
2013 Q4
2 quarters
|
|
410
PUT
Air Products & Chemicals
APD
$64.7B
| $2.06M | 0.04% |
+17,296
| New | +$1.93M |
2014 Q2
0 quarters
|
|
411
General Motors
GM
$72.2B
| $2.06M | 0.04% |
56,642
-301,600
| -84% | -$10.5M |
2013 Q4
2 quarters
|
|
412
CALL
Allstate
ALL
$58.9B
| $2.06M | 0.04% |
+35,000
| New | +$2.02M |
2014 Q2
0 quarters
|
|
|
RSX
413
PUT
DELISTED
VanEck Russia ETF
RSX
| $2.05M | 0.04% |
78,000
-25,600
| -25% | -$630K |
2014 Q1
1 quarter
|
|
|
YOKU
414
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $2.05M | 0.04% |
85,885
+70,630
| +463% | +$1.58M |
2013 Q4
2 quarters
|
|
415
CALL
DELISTED
iRobot
IRBT
| $2.05M | 0.04% |
+50,000
| New | +$1.81M |
2014 Q2
0 quarters
|
|
416
PUT
Trinity Industries
TRN
$2.07B
| $2.05M | 0.04% |
+65,005
| New | +$1.84M |
2014 Q2
0 quarters
|
|
417
Golar LNG
GLNG
$4.69B
| $2.04M | 0.04% |
33,990
+20,190
| +146% | +$946K |
2014 Q1
1 quarter
|
|
|
POT
418
CALL
DELISTED
Potash Corp Of Saskatchewan
POT
| $2.04M | 0.04% |
+53,800
| New | +$1.94M |
2014 Q2
0 quarters
|
|
|
NBL
419
PUT
DELISTED
Noble Energy, Inc.
NBL
| $2.04M | 0.04% |
+26,300
| New | +$1.91M |
2014 Q2
0 quarters
|
|
420
PUT
ProShares UltraShort S&P500
SDS
$354M
| $2.04M | 0.04% |
+800
| New | +$2.18M |
2014 Q2
0 quarters
|
|
|
LO
421
PUT
DELISTED
LORILLARD INC COM STK
LO
| $2.03M | 0.04% |
+33,300
| New | +$1.94M |
2014 Q2
0 quarters
|
|
422
PUT
Salesforce
CRM
$194B
| $2.03M | 0.04% |
34,900
+20,500
| +142% | +$1.11M |
2013 Q4
2 quarters
|
|
423
CALL
Lam Research
LRCX
$362B
| $2.03M | 0.04% |
300,000
+225,000
| +300% | +$1.34M |
2014 Q1
1 quarter
|
|
424
PUT
BlackBerry
BB
$4.79B
| $2.01M | 0.03% |
196,000
-265,300
| -58% | -$2.09M |
2013 Q4
2 quarters
|
|
425
CALL
Marathon Petroleum
MPC
$134B
| $2.01M | 0.03% |
51,400
+37,800
| +278% | +$1.67M |
2013 Q4
2 quarters
|
|
Similar funds
EIM
DIA
CAM
VAM
SI
PJC
SWITC
SMA
Integral Derivatives's Q2 2014 Portfolio in Review
As of Q2 2014, Integral Derivatives held 1,674 positions worth $5.76B, up 9.3% from $5.27B the previous quarter. Its ten largest holdings account for 40% of the portfolio.
Integral Derivatives withdrew a net $199M in Q2 2014, closing 363 positions and reducing 427 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $49.6M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 91% of assets, up from 88% a quarter earlier, followed by Energy and Financials.
Against the trend, Integral Derivatives opened a new position in Williams Companies worth $8.89M.
- Integral Derivatives's largest Q2 2014 buy was Williams Companies: 152,690 shares worth $8.89M.
- Integral Derivatives added most to APA Corp in Q2 2014, an estimated $7.82M increase.
- Integral Derivatives's biggest Q2 2014 reduction was Apple, cutting an estimated $21.6M.
- Integral Derivatives fully exited State Street SPDR S&P 500 ETF Trust in Q2 2014, selling an estimated $49.6M.
- Integral Derivatives's ten largest holdings make up 40% of its $5.76B portfolio in Q2 2014.
- Integral Derivatives opened 397 new positions and closed 363 in Q2 2014.
- Integral Derivatives's portfolio value rose 9.3% quarter-over-quarter to $5.76B.
Based on Integral Derivatives's 13F filing for Q2 2014, filed 7 Aug 2014.