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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 | |
|---|---|---|---|---|---|---|---|
776
American Eagle Outfitters
AEO
$3.02B
| $779K | 0.01% |
+69,406
| New | +$788K |
2014 Q2
0 quarters
|
|
|
SODA
777
DELISTED
SodaStream International Ltd
SODA
| $773K | 0.01% |
23,001
-2,590
| -10% | -$102K |
2013 Q4
2 quarters
|
|
|
MON
778
CALL
DELISTED
Monsanto Co
MON
| $773K | 0.01% |
6,200
+2,200
| +55% | +$257K |
2013 Q4
2 quarters
|
|
779
H&R Block
HRB
$5.92B
| $772K | 0.01% |
23,024
-29,600
| -56% | -$881K |
2014 Q1
1 quarter
|
|
780
Clearway Energy Class C
CWEN
$3.63B
| $771K | 0.01% |
+29,608
| New | +$679K |
2014 Q2
0 quarters
|
|
|
ZNGA
781
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $770K | 0.01% |
240,000
-980,400
| -80% | -$3.55M |
2013 Q4
2 quarters
|
|
782
CALL
Corning
GLW
$119B
| $768K | 0.01% |
35,000
-84,700
| -71% | -$1.8M |
2013 Q4
2 quarters
|
|
|
LKM
783
CALL
DELISTED
Link Motion Inc.
LKM
| $768K | 0.01% |
125,000
+3,200
| +3% | +$33.5K |
2013 Q4
2 quarters
|
|
784
PUT
Sturm, Ruger & Co
RGR
$686M
| $767K | 0.01% |
13,000
| – | – |
2013 Q4
2 quarters
|
|
785
CALL
CenterPoint Energy
CNP
$26.2B
| $766K | 0.01% |
+30,000
| New | +$727K |
2014 Q2
0 quarters
|
|
786
State Street Financial Select Sector SPDR ETF
XLF
$51.4B
| $764K | 0.01% |
38,259
-140,852
| -79% | -$2.74M |
2014 Q1
1 quarter
|
|
787
CALL
W.W. Grainger
GWW
$62.7B
| $763K | 0.01% |
+3,000
| New | +$766K |
2014 Q2
0 quarters
|
|
788
CALL
Darden Restaurants
DRI
$24.2B
| $759K | 0.01% |
18,347
+1,567
| +9% | +$69.4K |
2013 Q4
2 quarters
|
|
789
CALL
Tyson Foods
TSN
$19B
| $751K | 0.01% |
+20,000
| New | +$801K |
2014 Q2
0 quarters
|
|
790
PUT
Johnson Controls International
JCI
$89.4B
| $749K | 0.01% |
+14,325
| New | +$712K |
2014 Q2
0 quarters
|
|
791
PUT
Gen Digital
GEN
$14.9B
| $747K | 0.01% |
32,600
+6,500
| +25% | +$138K |
2014 Q1
1 quarter
|
|
792
Walmart Inc
WMT
$935B
| $746K | 0.01% |
29,829
+3,150
| +12% | +$80.9K |
2013 Q4
2 quarters
|
|
|
SWY
793
CALL
DELISTED
SAFEWAY INC
SWY
| $742K | 0.01% |
21,600
-62,175
| -74% | -$2.12M |
2013 Q4
2 quarters
|
|
794
PUT
Dorman Products
DORM
$3.67B
| $740K | 0.01% |
+15,000
| New | +$818K |
2014 Q2
0 quarters
|
|
|
MCRS
795
DELISTED
MICROS SYSTEMS INC
MCRS
| $740K | 0.01% |
+10,900
| New | +$596K |
2014 Q2
0 quarters
|
|
796
CALL
Dominion Energy
D
$55.3B
| $737K | 0.01% |
10,300
+300
| +3% | +$21K |
2013 Q4
2 quarters
|
|
797
HF Sinclair
DINO
$22.2B
| $737K | 0.01% |
+16,867
| New | +$828K |
2014 Q2
0 quarters
|
|
|
FST
798
PUT
DELISTED
FOREST OIL CORPORATION
FST
| $737K | 0.01% |
323,300
+297,600
| +1,158% | +$634K |
2013 Q4
2 quarters
|
|
799
PUT
Phillips 66
PSX
$115B
| $732K | 0.01% |
9,100
-4,000
| -31% | -$329K |
2013 Q4
2 quarters
|
|
|
MDR
800
PUT
DELISTED
McDermott International
MDR
| $732K | 0.01% |
+30,167
| New | +$663K |
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.