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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
+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 | |
|---|---|---|---|---|---|---|---|
701
PUT
Gogo Inc
GOGO
$305M
| $958K | 0.02% |
+49,000
| New | +$844K |
2014 Q2
0 quarters
|
|
702
PUT
Northrop Grumman
NOC
$71B
| $957K | 0.02% |
+8,000
| New | +$967K |
2014 Q2
0 quarters
|
|
703
CALL
KB Home
KBH
$2.65B
| $956K | 0.02% |
+51,200
| New | +$858K |
2014 Q2
0 quarters
|
|
704
CALL
American Tower
AMT
$84.5B
| $954K | 0.02% |
+10,600
| New | +$917K |
2014 Q2
0 quarters
|
|
705
CALL
DELISTED
Discover Financial Services
DFS
| $954K | 0.02% |
15,400
-6,300
| -29% | -$368K |
2013 Q4
2 quarters
|
|
706
PUT
Onity Group
ONIT
$223M
| $953K | 0.02% |
1,713
-1,540
| -47% | -$838K |
2014 Q1
1 quarter
|
|
707
KKR & Co
KKR
$78.7B
| $949K | 0.02% |
39,015
+21,782
| +126% | +$507K |
2014 Q1
1 quarter
|
|
|
TRLA
708
CALL
DELISTED
TRULIA INC (DEL)
TRLA
| $948K | 0.02% |
20,000
-5,000
| -20% | -$184K |
2014 Q1
1 quarter
|
|
709
PUT
Canadian Natural Resources
CNQ
$107B
| $946K | 0.02% |
42,612
+21,927
| +106% | +$439K |
2013 Q4
2 quarters
|
|
|
NBG
710
PUT
DELISTED
NATIONAL BANK OF GREECE SA ADR REPSTG 1 SHARE (NEW)
NBG
| $945K | 0.02% |
256,900
+141,400
| +122% | +$567K |
2014 Q1
1 quarter
|
|
711
Pultegroup
PHM
$21.5B
| $943K | 0.02% |
+46,794
| New | +$899K |
2014 Q2
0 quarters
|
|
|
BWP
712
DELISTED
Boardwalk Pipeline Partners
BWP
| $940K | 0.02% |
+50,823
| New | +$830K |
2014 Q2
0 quarters
|
|
713
PUT
AGNC Investment
AGNC
$10.5B
| $939K | 0.02% |
40,100
| – | – |
2013 Q4
2 quarters
|
|
|
NSR
714
PUT
DELISTED
Neustar Inc
NSR
| $937K | 0.02% |
+36,000
| New | +$978K |
2014 Q2
0 quarters
|
|
715
CALL
CSX Corp
CSX
$90.2B
| $934K | 0.02% |
90,900
-3,300
| -4% | -$32.1K |
2013 Q4
2 quarters
|
|
716
Enovis
ENOV
$1.12B
| $932K | 0.02% |
+7,263
| New | +$907K |
2014 Q2
0 quarters
|
|
717
PUT
Darden Restaurants
DRI
$24.2B
| $925K | 0.02% |
22,374
| – | – |
2013 Q4
2 quarters
|
|
718
Roper Technologies
ROP
$37.8B
| $920K | 0.02% |
+6,300
| New | +$879K |
2014 Q2
0 quarters
|
|
719
PUT
Boston Beer
SAM
$1.84B
| $916K | 0.02% |
+4,100
| New | +$934K |
2014 Q2
0 quarters
|
|
|
AGU
720
CALL
DELISTED
Agrium
AGU
| $916K | 0.02% |
+10,000
| New | +$928K |
2014 Q2
0 quarters
|
|
721
PUT
Aon
AON
$60.8B
| $910K | 0.02% |
+10,100
| New | +$874K |
2014 Q2
0 quarters
|
|
722
CALL
Steel Dynamics
STLD
$34.5B
| $898K | 0.02% |
+50,000
| New | +$899K |
2014 Q2
0 quarters
|
|
|
WFM
723
DELISTED
Whole Foods Market Inc
WFM
| $895K | 0.02% |
+23,170
| New | +$1.01M |
2014 Q2
0 quarters
|
|
724
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.5B
| $892K | 0.02% |
+20,000
| New | +$885K |
2014 Q2
0 quarters
|
|
725
CALL
Prudential Financial
PRU
$40.1B
| $888K | 0.02% |
10,000
| – | – |
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.