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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 | |
|---|---|---|---|---|---|---|---|
726
CALL
Bausch Health
BHC
$2.36B
| $883K | 0.02% |
7,000
-4,400
| -39% | -$561K |
2013 Q4
2 quarters
|
|
727
CALL
Duke Energy
DUK
$92.7B
| $883K | 0.02% |
+11,900
| New | +$856K |
2014 Q2
0 quarters
|
|
|
DMND
728
CALL
DELISTED
DIAMOND FOODS, INC.
DMND
| $883K | 0.02% |
+31,300
| New | +$959K |
2014 Q2
0 quarters
|
|
|
WFM
729
PUT
DELISTED
Whole Foods Market Inc
WFM
| $881K | 0.02% |
22,800
+10,000
| +78% | +$436K |
2013 Q4
2 quarters
|
|
|
FDO
730
DELISTED
FAMILY DOLLAR STORES
FDO
| $881K | 0.02% |
+13,325
| New | +$803K |
2014 Q2
0 quarters
|
|
731
Canadian National Railway
CNI
$72.9B
| $878K | 0.02% |
+13,500
| New | +$803K |
2014 Q2
0 quarters
|
|
|
SODA
732
PUT
DELISTED
SodaStream International Ltd
SODA
| $877K | 0.02% |
26,100
-2,500
| -9% | -$98.2K |
2013 Q4
2 quarters
|
|
733
CALL
Regeneron Pharmaceuticals
REGN
$82B
| $876K | 0.02% |
3,100
-1,400
| -31% | -$415K |
2013 Q4
2 quarters
|
|
|
ARUN
734
PUT
DELISTED
ARUBA NETWORKS, INC.
ARUN
| $876K | 0.02% |
50,000
-30,000
| -38% | -$565K |
2014 Q1
1 quarter
|
|
735
PUT
Cadence Design Systems
CDNS
$89.3B
| $874K | 0.02% |
50,000
| – | – |
2014 Q1
1 quarter
|
|
736
PUT
Cigna
CI
$79B
| $874K | 0.02% |
9,500
-5,600
| -37% | -$480K |
2013 Q4
2 quarters
|
|
|
DWRE
737
PUT
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
| $874K | 0.02% |
+12,600
| New | +$723K |
2014 Q2
0 quarters
|
|
|
GMCR
738
CALL
DELISTED
KEURIG GREEN MTN INC
GMCR
| $872K | 0.02% |
+7,000
| New | +$763K |
2014 Q2
0 quarters
|
|
739
PUT
DELISTED
Diamond Offshore Drilling
DO
| $869K | 0.02% |
17,500
-7,500
| -30% | -$373K |
2014 Q1
1 quarter
|
|
740
CALL
FirstEnergy
FE
$26.4B
| $868K | 0.02% |
+25,000
| New | +$841K |
2014 Q2
0 quarters
|
|
741
CALL
Danaher
DHR
$163B
| $866K | 0.02% |
+16,366
| New | +$841K |
2014 Q2
0 quarters
|
|
742
CALL
VanEck Oil Services ETF
OIH
$1.79B
| $866K | 0.02% |
750
+140
| +23% | +$148K |
2013 Q4
2 quarters
|
|
743
PUT
Ionis Pharmaceuticals
IONS
$7.33B
| $865K | 0.02% |
25,100
+19,600
| +356% | +$617K |
2014 Q1
1 quarter
|
|
744
PUT
Diamondback Energy
FANG
$54.8B
| $861K | 0.01% |
+9,700
| New | +$738K |
2014 Q2
0 quarters
|
|
745
PUT
Morgan Stanley
MS
$286B
| $860K | 0.01% |
26,600
-30,000
| -53% | -$925K |
2013 Q4
2 quarters
|
|
746
Emerson Electric
EMR
$90.4B
| $856K | 0.01% |
+12,901
| New | +$867K |
2014 Q2
0 quarters
|
|
747
CALL
Walmart Inc
WMT
$935B
| $856K | 0.01% |
34,200
-60,300
| -64% | -$1.55M |
2013 Q4
2 quarters
|
|
|
XLNX
748
DELISTED
Xilinx Inc
XLNX
| $853K | 0.01% |
+18,038
| New | +$868K |
2014 Q2
0 quarters
|
|
749
PUT
DELISTED
Bitauto Holdings Limited
BITA
| $852K | 0.01% |
+17,500
| New | +$685K |
2014 Q2
0 quarters
|
|
|
DTV
750
PUT
DELISTED
DIRECTV COM STK (DE)
DTV
| $850K | 0.01% |
+10,000
| New | +$815K |
2014 Q2
0 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.