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ID
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 | |
|---|---|---|---|---|---|---|---|
976
CALL
Universal Display
OLED
$3.45B
| $433K | 0.01% |
+13,500
| New | +$377K |
2014 Q2
0 quarters
|
|
|
CLD
977
CALL
DELISTED
Cloud Peak Energy Inc
CLD
| $431K | 0.01% |
+23,400
| New | +$459K |
2014 Q2
0 quarters
|
|
978
CALL
Stryker
SYK
$108B
| $430K | 0.01% |
5,100
-8,200
| -62% | -$670K |
2013 Q4
2 quarters
|
|
979
PUT
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
| $427K | 0.01% |
13,200
-11,300
| -46% | -$331K |
2013 Q4
2 quarters
|
|
980
Gartner
IT
$12.4B
| $423K | 0.01% |
+6,000
| New | +$418K |
2014 Q2
0 quarters
|
|
981
Western Digital
WDC
$136B
| $422K | 0.01% |
+6,049
| New | +$405K |
2014 Q2
0 quarters
|
|
|
ALXN
982
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $422K | 0.01% |
+2,700
| New | +$426K |
2014 Q2
0 quarters
|
|
983
PUT
DELISTED
Discover Financial Services
DFS
| $421K | 0.01% |
6,800
-1,500
| -18% | -$87.6K |
2013 Q4
2 quarters
|
|
984
CALL
SM Energy
SM
$9.09B
| $420K | 0.01% |
5,000
| – | – |
2014 Q1
1 quarter
|
|
|
PNRA
985
CALL
DELISTED
Panera Bread Co
PNRA
| $420K | 0.01% |
2,800
-7,400
| -73% | -$1.17M |
2013 Q4
2 quarters
|
|
|
BWLD
986
CALL
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $414K | 0.01% |
2,500
-6,300
| -72% | -$925K |
2014 Q1
1 quarter
|
|
|
ALU
987
PUT
DELISTED
Alcatel-Lucent
ALU
| $414K | 0.01% |
116,400
+10,000
| +9% | +$38.6K |
2013 Q4
2 quarters
|
|
988
Carnival Corporation Ltd
CCL
$34.9B
| $413K | 0.01% |
10,976
-9,800
| -47% | -$380K |
2014 Q1
1 quarter
|
|
|
KING
989
CALL
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $413K | 0.01% |
+20,100
| New | +$349K |
2014 Q2
0 quarters
|
|
|
ZU
990
PUT
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
| $410K | 0.01% |
10,000
+5,600
| +127% | +$225K |
2014 Q1
1 quarter
|
|
991
PUT
UnitedHealth
UNH
$355B
| $409K | 0.01% |
+5,000
| New | +$393K |
2014 Q2
0 quarters
|
|
|
MJN
992
DELISTED
Mead Johnson Nutrition Company
MJN
| $406K | 0.01% |
4,362
-10,771
| -71% | -$942K |
2014 Q1
1 quarter
|
|
|
MNDT
993
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $405K | 0.01% |
10,000
+2,500
| +33% | +$97.5K |
2014 Q1
1 quarter
|
|
994
CALL
International Paper
IP
$16.9B
| $404K | 0.01% |
+8,566
| New | +$376K |
2014 Q2
0 quarters
|
|
995
CALL
Tronox
TROX
$551M
| $404K | 0.01% |
+15,000
| New | +$384K |
2014 Q2
0 quarters
|
|
|
996
PUT
Tronox
TROX
$551M
| $404K | 0.01% |
+15,000
| New | +$384K |
2014 Q2
0 quarters
|
|
997
PUT
DELISTED
ARCH COAL, INC.
ACI
| $404K | 0.01% |
11,080
-5,810
| -34% | -$241K |
2013 Q4
2 quarters
|
|
998
Brightstar Lottery PLC
BRSL
$1.75B
| $403K | 0.01% |
25,350
+4,600
| +22% | +$62.4K |
2014 Q1
1 quarter
|
|
999
PUT
DELISTED
WW International
WW
| $403K | 0.01% |
+20,000
| New | +$428K |
2014 Q2
0 quarters
|
|
|
TWTC
1000
PUT
DELISTED
TW TELECOM INC CL A COM
TWTC
| $403K | 0.01% |
+10,000
| New | +$330K |
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.