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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 | |
|---|---|---|---|---|---|---|---|
926
CALL
HSBC
HSBC
$322B
| $508K | 0.01% |
11,606
| – | – |
2013 Q4
2 quarters
|
|
927
Somnigroup International
SGI
$14.9B
| $504K | 0.01% |
33,744
+6,000
| +22% | +$80.4K |
2013 Q4
2 quarters
|
|
928
Invesco DB US Dollar Index Bullish Fund
UUP
$461M
| $497K | 0.01% |
+23,400
| New | +$501K |
2014 Q2
0 quarters
|
|
929
PUT
DELISTED
Southwestern Energy Company
SWN
| $496K | 0.01% |
10,900
| – | – |
2013 Q4
2 quarters
|
|
930
PUT
DELISTED
Infoblox Inc
BLOX
| $492K | 0.01% |
+37,400
| New | +$640K |
2014 Q2
0 quarters
|
|
931
CALL
Caesarstone
CSTE
$94.4M
| $491K | 0.01% |
+10,000
| New | +$509K |
2014 Q2
0 quarters
|
|
932
PUT
Walt Disney
DIS
$191B
| $489K | 0.01% |
5,700
-4,300
| -43% | -$351K |
2013 Q4
2 quarters
|
|
933
CALL
iShares MSCI United Kingdom ETF
EWU
$3.77B
| $489K | 0.01% |
+11,700
| New | +$501K |
2014 Q2
0 quarters
|
|
934
CALL
Angi Inc
ANGI
$257M
| $487K | 0.01% |
+4,080
| New | +$466K |
2014 Q2
0 quarters
|
|
935
PUT
State Street Technology Select Sector SPDR ETF
XLK
$123B
| $483K | 0.01% |
+25,200
| New | +$466K |
2014 Q2
0 quarters
|
|
936
CALL
Fossil Group
FOSL
$409M
| $481K | 0.01% |
+4,600
| New | +$491K |
2014 Q2
0 quarters
|
|
937
JPMorgan Chase
JPM
$886B
| $481K | 0.01% |
8,347
-19,300
| -70% | -$1.09M |
2014 Q1
1 quarter
|
|
|
OREX
938
CALL
DELISTED
Orexigen Therapeutics, Inc.
OREX
| $479K | 0.01% |
7,750
+50
| +0.6% | +$2.91K |
2014 Q1
1 quarter
|
|
939
CALL
Sony
SONY
$145B
| $478K | 0.01% |
142,500
-141,000
| -50% | -$487K |
2013 Q4
2 quarters
|
|
|
PPO
940
PUT
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
| $477K | 0.01% |
10,000
| – | – |
2014 Q1
1 quarter
|
|
941
Ovintiv
OVV
$18.3B
| $475K | 0.01% |
4,005
-14,380
| -78% | -$1.66M |
2014 Q1
1 quarter
|
|
942
CALL
NewMarket
NEU
$8.21B
| $471K | 0.01% |
1,200
| – | – |
2013 Q4
2 quarters
|
|
|
SHPG
943
PUT
DELISTED
Shire pic
SHPG
| $471K | 0.01% |
+2,000
| New | +$348K |
2014 Q2
0 quarters
|
|
|
KOG
944
DELISTED
KODIAK OIL & GAS CORP
KOG
| $470K | 0.01% |
32,274
-26,800
| -45% | -$348K |
2013 Q4
2 quarters
|
|
|
AUY
945
CALL
DELISTED
Yamana Gold, Inc.
AUY
| $469K | 0.01% |
+57,100
| New | +$448K |
2014 Q2
0 quarters
|
|
946
PUT
Quest Diagnostics
DGX
$26.2B
| $464K | 0.01% |
7,900
-22,100
| -74% | -$1.29M |
2014 Q1
1 quarter
|
|
947
DELISTED
ADT Corp
ADT
| $463K | 0.01% |
+13,247
| New | +$425K |
2014 Q2
0 quarters
|
|
|
BWP
948
PUT
DELISTED
Boardwalk Pipeline Partners
BWP
| $462K | 0.01% |
+25,000
| New | +$408K |
2014 Q2
0 quarters
|
|
949
NXP Semiconductors
NXPI
$57B
| $460K | 0.01% |
+6,952
| New | +$426K |
2014 Q2
0 quarters
|
|
|
CIE
950
CALL
DELISTED
Cobalt International Energy, Inc
CIE
| $459K | 0.01% |
1,667
| – | – |
2014 Q1
1 quarter
|
|
Similar funds
DIA
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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.