We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|---|
651
Ionis Pharmaceuticals
IONS
$7.33B
| $1.08M | 0.02% |
+31,497
| New | +$992K |
2014 Q2
0 quarters
|
|
|
PE
652
DELISTED
PARSLEY ENERGY INC
PE
| $1.08M | 0.02% |
+45,000
| New | +$1.07M |
2014 Q2
0 quarters
|
|
|
PE
653
PUT
DELISTED
PARSLEY ENERGY INC
PE
| $1.08M | 0.02% |
+45,000
| New | +$1.07M |
2014 Q2
0 quarters
|
|
654
CALL
Home Depot
HD
$305B
| $1.08M | 0.02% |
+13,300
| New | +$1.05M |
2014 Q2
0 quarters
|
|
|
HAR
655
CALL
DELISTED
Harman International Industries
HAR
| $1.07M | 0.02% |
10,000
-10,000
| -50% | -$1.06M |
2013 Q4
2 quarters
|
|
|
RHT
656
CALL
DELISTED
Red Hat Inc
RHT
| $1.07M | 0.02% |
19,400
-28,800
| -60% | -$1.47M |
2013 Q4
2 quarters
|
|
657
PUT
W.W. Grainger
GWW
$61.9B
| $1.07M | 0.02% |
+4,200
| New | +$1.07M |
2014 Q2
0 quarters
|
|
658
CALL
Nebius Group N.V.
NBIS
$47.9B
| $1.07M | 0.02% |
29,900
-24,000
| -45% | -$736K |
2013 Q4
2 quarters
|
|
659
CALL
Teradata
TDC
$2.84B
| $1.06M | 0.02% |
+26,500
| New | +$1.16M |
2014 Q2
0 quarters
|
|
|
NAV
660
CALL
DELISTED
Navistar International
NAV
| $1.06M | 0.02% |
28,400
-12,000
| -30% | -$426K |
2013 Q4
2 quarters
|
|
661
CALL
The Mosaic Company
MOS
$5.97B
| $1.06M | 0.02% |
21,500
-8,500
| -28% | -$419K |
2013 Q4
2 quarters
|
|
|
ETFC
662
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $1.06M | 0.02% |
50,000
+25,300
| +102% | +$532K |
2013 Q4
2 quarters
|
|
663
State Street SPDR S&P Homebuilders ETF
XHB
$1.48B
| $1.06M | 0.02% |
+32,416
| New | +$1.03M |
2014 Q2
0 quarters
|
|
664
CALL
JetBlue
JBLU
$1.17B
| $1.06M | 0.02% |
+97,400
| New | +$900K |
2014 Q2
0 quarters
|
|
665
PUT
DELISTED
EMC CORPORATION
EMC
| $1.05M | 0.02% |
40,000
| – | – |
2013 Q4
2 quarters
|
|
666
CALL
Ciena
CIEN
$49.6B
| $1.05M | 0.02% |
48,600
| – | – |
2014 Q1
1 quarter
|
|
|
ACAS
667
DELISTED
American Capital Ltd
ACAS
| $1.05M | 0.02% |
68,900
| – | – |
2013 Q4
2 quarters
|
|
668
PUT
DELISTED
iRobot
IRBT
| $1.05M | 0.02% |
+25,700
| New | +$929K |
2014 Q2
0 quarters
|
|
669
CALL
Lennar Class A
LEN
$18.4B
| $1.05M | 0.02% |
26,264
| – | – |
2013 Q4
2 quarters
|
|
|
MMP
670
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $1.05M | 0.02% |
+12,500
| New | +$980K |
2014 Q2
0 quarters
|
|
671
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
| $1.04M | 0.02% |
+62,632
| New | +$1.43M |
2014 Q2
0 quarters
|
|
672
CALL
Eastman Chemical
EMN
$7.32B
| $1.04M | 0.02% |
11,900
+4,100
| +53% | +$356K |
2014 Q1
1 quarter
|
|
673
CALL
Lincoln National
LNC
$7.59B
| $1.04M | 0.02% |
20,200
| – | – |
2013 Q4
2 quarters
|
|
674
PUT
Wynn Resorts
WYNN
$7.79B
| $1.04M | 0.02% |
5,000
+3,500
| +233% | +$726K |
2013 Q4
2 quarters
|
|
675
PUT
Viatris
VTRS
$20.8B
| $1.03M | 0.02% |
20,000
| – | – |
2013 Q4
2 quarters
|
|
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.