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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 | |
|---|---|---|---|---|---|---|---|
|
ANDV
826
CALL
DELISTED
Andeavor
ANDV
| $686K | 0.01% |
11,700
-7,500
| -39% | -$414K |
2013 Q4
2 quarters
|
|
|
MCRS
827
PUT
DELISTED
MICROS SYSTEMS INC
MCRS
| $686K | 0.01% |
+10,100
| New | +$553K |
2014 Q2
0 quarters
|
|
828
Visa
V
$750B
| $685K | 0.01% |
+13,008
| New | +$680K |
2014 Q2
0 quarters
|
|
829
CALL
JOYY Inc
JOYY
$4.07B
| $680K | 0.01% |
+9,000
| New | +$587K |
2014 Q2
0 quarters
|
|
|
BKW
830
CALL
DELISTED
BURGER KING WORLDWIDE
BKW
| $680K | 0.01% |
+25,000
| New | +$648K |
2014 Q2
0 quarters
|
|
|
ACAS
831
PUT
DELISTED
American Capital Ltd
ACAS
| $680K | 0.01% |
44,500
| – | – |
2013 Q4
2 quarters
|
|
|
QLIK
832
CALL
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $679K | 0.01% |
30,000
| – | – |
2013 Q4
2 quarters
|
|
833
CALL
Invesco Mortgage Capital
IVR
$615M
| $677K | 0.01% |
3,900
| – | – |
2013 Q4
2 quarters
|
|
|
ESRX
834
DELISTED
Express Scripts Holding Company
ESRX
| $677K | 0.01% |
+9,763
| New | +$687K |
2014 Q2
0 quarters
|
|
|
MON
835
DELISTED
Monsanto Co
MON
| $671K | 0.01% |
+5,382
| New | +$630K |
2014 Q2
0 quarters
|
|
836
CALL
ServiceNow
NOW
$154B
| $669K | 0.01% |
54,000
+33,500
| +163% | +$358K |
2014 Q1
1 quarter
|
|
837
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.2B
| $667K | 0.01% |
+20,000
| New | +$649K |
2014 Q2
0 quarters
|
|
838
PUT
Masco
MAS
$14.3B
| $666K | 0.01% |
+34,140
| New | +$644K |
2014 Q2
0 quarters
|
|
|
HAR
839
PUT
DELISTED
Harman International Industries
HAR
| $666K | 0.01% |
6,200
-20,000
| -76% | -$2.12M |
2013 Q4
2 quarters
|
|
840
CALL
Cemex
CX
$14.5B
| $662K | 0.01% |
+56,243
| New | +$639K |
2014 Q2
0 quarters
|
|
841
CALL
Precigen
PGEN
$2.58B
| $661K | 0.01% |
+27,519
| New | +$558K |
2014 Q2
0 quarters
|
|
|
ALU
842
DELISTED
Alcatel-Lucent
ALU
| $658K | 0.01% |
+184,903
| New | +$713K |
2014 Q2
0 quarters
|
|
843
General Mills
GIS
$17.6B
| $657K | 0.01% |
12,509
-1,400
| -10% | -$74.7K |
2013 Q4
2 quarters
|
|
|
AKS
844
CALL
DELISTED
AK Steel Holding Corp
AKS
| $657K | 0.01% |
82,600
+2,900
| +4% | +$20K |
2013 Q4
2 quarters
|
|
|
AVP
845
PUT
DELISTED
Avon Products, Inc.
AVP
| $657K | 0.01% |
45,000
-24,200
| -35% | -$349K |
2013 Q4
2 quarters
|
|
|
RFMD
846
DELISTED
RF MICRO DEVICES INC
RFMD
| $656K | 0.01% |
+68,442
| New | +$608K |
2014 Q2
0 quarters
|
|
847
PUT
Vertex Pharmaceuticals
VRTX
$129B
| $653K | 0.01% |
+6,900
| New | +$484K |
2014 Q2
0 quarters
|
|
|
KSU
848
DELISTED
Kansas City Southern
KSU
| $650K | 0.01% |
+6,049
| New | +$625K |
2014 Q2
0 quarters
|
|
849
PUT
Clean Harbors
CLH
$16.9B
| $649K | 0.01% |
10,100
| – | – |
2014 Q1
1 quarter
|
|
850
PUT
F5
FFIV
$25.9B
| $646K | 0.01% |
5,800
-15,500
| -73% | -$1.67M |
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.