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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 | |
|---|---|---|---|---|---|---|---|
601
CALL
Rockwell Automation
ROK
$46.5B
| $1.25M | 0.02% |
10,000
| – | – |
2014 Q1
1 quarter
|
|
|
CLR
602
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $1.25M | 0.02% |
15,792
-3,600
| -19% | -$250K |
2013 Q4
2 quarters
|
|
|
CMCSK
603
PUT
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
| $1.25M | 0.02% |
23,400
| – | – |
2013 Q4
2 quarters
|
|
604
PUT
Cisco
CSCO
$429B
| $1.24M | 0.02% |
50,000
-252,000
| -83% | -$6.01M |
2013 Q4
2 quarters
|
|
|
MMP
605
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $1.24M | 0.02% |
+14,700
| New | +$1.15M |
2014 Q2
0 quarters
|
|
606
PUT
Yum! Brands
YUM
$41.1B
| $1.23M | 0.02% |
21,143
-56,058
| -73% | -$3.12M |
2013 Q4
2 quarters
|
|
|
SWFT
607
DELISTED
Swift Transportation Company
SWFT
| $1.23M | 0.02% |
48,900
+8,900
| +22% | +$216K |
2014 Q1
1 quarter
|
|
608
PUT
Terex
TEX
$5.94B
| $1.23M | 0.02% |
29,900
| – | – |
2014 Q1
1 quarter
|
|
609
CALL
iShares MSCI Mexico ETF
EWW
$1.45B
| $1.22M | 0.02% |
18,000
-43,600
| -71% | -$2.87M |
2013 Q4
2 quarters
|
|
610
CALL
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $1.22M | 0.02% |
+26,900
| New | +$1.25M |
2014 Q2
0 quarters
|
|
|
WUBA
611
PUT
DELISTED
58.com Inc
WUBA
| $1.22M | 0.02% |
+22,500
| New | +$955K |
2014 Q2
0 quarters
|
|
612
Melco Resorts & Entertainment
MLCO
$1.6B
| $1.21M | 0.02% |
33,940
+2,050
| +6% | +$70.8K |
2013 Q4
2 quarters
|
|
613
PUT
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
| $1.21M | 0.02% |
72,500
+45,600
| +170% | +$1.04M |
2013 Q4
2 quarters
|
|
614
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.1B
| $1.21M | 0.02% |
7,200
+5,300
| +279% | +$879K |
2013 Q4
2 quarters
|
|
615
CALL
DELISTED
CA, Inc.
CA
| $1.2M | 0.02% |
+41,800
| New | +$1.24M |
2014 Q2
0 quarters
|
|
|
RFMD
616
PUT
DELISTED
RF MICRO DEVICES INC
RFMD
| $1.2M | 0.02% |
+125,000
| New | +$1.11M |
2014 Q2
0 quarters
|
|
617
CALL
InterDigital
IDCC
$8.32B
| $1.2M | 0.02% |
+25,000
| New | +$966K |
2014 Q2
0 quarters
|
|
618
CALL
KBR
KBR
$4.55B
| $1.19M | 0.02% |
50,000
| – | – |
2013 Q4
2 quarters
|
|
|
TWTR
619
DELISTED
Twitter, Inc.
TWTR
| $1.19M | 0.02% |
29,092
-3,748
| -11% | -$142K |
2013 Q4
2 quarters
|
|
620
PUT
Under Armour
UAA
$2.12B
| $1.19M | 0.02% |
40,000
+32,400
| +426% | +$851K |
2014 Q1
1 quarter
|
|
621
PUT
AbbVie
ABBV
$510B
| $1.19M | 0.02% |
21,000
+10,000
| +91% | +$525K |
2014 Q1
1 quarter
|
|
|
XLNX
622
PUT
DELISTED
Xilinx Inc
XLNX
| $1.18M | 0.02% |
25,000
| – | – |
2013 Q4
2 quarters
|
|
623
DELISTED
Juniper Networks
JNPR
| $1.18M | 0.02% |
47,953
+13,969
| +41% | +$347K |
2014 Q1
1 quarter
|
|
624
LyondellBasell Industries
LYB
$20.2B
| $1.17M | 0.02% |
+12,003
| New | +$1.14M |
2014 Q2
0 quarters
|
|
625
CALL
Zillow
ZG
$7.12B
| $1.17M | 0.02% |
24,600
-248,400
| -91% | -$9.12M |
2014 Q1
1 quarter
|
|
Similar funds
DIA
CAM
VAM
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.