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
+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
0.3
years
Top 10 Avg Time Held Equity + Options
0.4
years
Top 20 Avg Time Held Equity + Options
0.3
years
Avg Time Held Equity only
0.2
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 |
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 | |
|---|---|---|---|---|---|---|---|
501
PUT
D.R. Horton
DHI
$37.4B
| $1.63M | 0.03% |
66,400
+50,900
| +328% | +$1.16M |
2013 Q4
2 quarters
|
|
502
PUT
TripAdvisor
TRIP
$1.05B
| $1.63M | 0.03% |
15,000
+8,300
| +124% | +$763K |
2013 Q4
2 quarters
|
|
503
CALL
Waste Management
WM
$86.2B
| $1.62M | 0.03% |
36,300
-51,500
| -59% | -$2.24M |
2013 Q4
2 quarters
|
|
|
QIHU
504
PUT
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $1.62M | 0.03% |
17,600
+5,500
| +45% | +$485K |
2013 Q4
2 quarters
|
|
505
DELISTED
SUNEDISON, INC COM
SUNE
| $1.61M | 0.03% |
71,108
-42,312
| -37% | -$822K |
2013 Q4
2 quarters
|
|
|
ZNGA
506
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $1.6M | 0.03% |
498,500
+267,500
| +116% | +$968K |
2013 Q4
2 quarters
|
|
507
CALL
DELISTED
MOVE INC COM STK NEW (DE)
MOVE
| $1.59M | 0.03% |
+107,600
| New | +$1.3M |
2014 Q2
0 quarters
|
|
508
CALL
HP
HPQ
$27.5B
| $1.59M | 0.03% |
103,714
-50,426
| -33% | -$758K |
2013 Q4
2 quarters
|
|
509
Vodafone
VOD
$35.9B
| $1.57M | 0.03% |
46,992
-46,874
| -50% | -$1.66M |
2013 Q4
2 quarters
|
|
|
GAS
510
CALL
DELISTED
AGL Resources Inc
GAS
| $1.57M | 0.03% |
+28,500
| New | +$1.5M |
2014 Q2
0 quarters
|
|
511
KBR
KBR
$4.44B
| $1.57M | 0.03% |
65,657
+30,500
| +87% | +$765K |
2014 Q1
1 quarter
|
|
512
PUT
Kinder Morgan
KMI
$74.3B
| $1.56M | 0.03% |
43,000
+16,000
| +59% | +$540K |
2014 Q1
1 quarter
|
|
513
CALL
Southern Company
SO
$103B
| $1.55M | 0.03% |
+34,200
| New | +$1.51M |
2014 Q2
0 quarters
|
|
|
JOY
514
PUT
DELISTED
Joy Global Inc
JOY
| $1.55M | 0.03% |
25,200
-45,800
| -65% | -$2.75M |
2013 Q4
2 quarters
|
|
|
515
PUT
KBR
KBR
$4.44B
| $1.55M | 0.03% |
65,000
+15,000
| +30% | +$376K |
2013 Q4
2 quarters
|
|
516
CALL
Invesco CurrencyShares Australian Dollar Trust
FXA
$93.2M
| $1.55M | 0.03% |
+16,400
| New | +$1.53M |
2014 Q2
0 quarters
|
|
|
WLL
517
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| $1.54M | 0.03% |
64
-41
| -39% | -$909K |
2013 Q4
2 quarters
|
|
|
LVLT
518
CALL
DELISTED
Level 3 Communications Inc
LVLT
| $1.54M | 0.03% |
35,000
| – | – |
2013 Q4
2 quarters
|
|
519
CALL
GameStop
GME
$13.7B
| $1.53M | 0.03% |
151,600
-29,600
| -16% | -$290K |
2014 Q1
1 quarter
|
|
520
CALL
Brightstar Lottery PLC
BRSL
$1.75B
| $1.53M | 0.03% |
96,300
+75,000
| +352% | +$1.02M |
2013 Q4
2 quarters
|
|
521
Walt Disney
DIS
$188B
| $1.53M | 0.03% |
17,832
+6,140
| +53% | +$501K |
2013 Q4
2 quarters
|
|
|
MNDT
522
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $1.52M | 0.03% |
37,600
+20,100
| +115% | +$784K |
2014 Q1
1 quarter
|
|
523
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$45B
| $1.52M | 0.03% |
+25,000
| New | +$1.47M |
2014 Q2
0 quarters
|
|
524
Pfizer
PFE
$166B
| $1.52M | 0.03% |
53,970
+41,447
| +331% | +$1.18M |
2014 Q1
1 quarter
|
|
525
PUT
DELISTED
Foot Locker
FL
| $1.52M | 0.03% |
29,900
-10,100
| -25% | -$483K |
2013 Q4
2 quarters
|
|
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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.