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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 | |
|---|---|---|---|---|---|---|---|
1026
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.44B
| $373K | 0.01% |
11,400
+1,400
| +14% | +$44.4K |
2013 Q4
2 quarters
|
|
1027
PUT
NRG Energy
NRG
$21.2B
| $372K | 0.01% |
+10,000
| New | +$344K |
2014 Q2
0 quarters
|
|
1028
PUT
Precigen
PGEN
$2.64B
| $372K | 0.01% |
+15,486
| New | +$314K |
2014 Q2
0 quarters
|
|
1029
CALL
Zoetis
ZTS
$31.1B
| $371K | 0.01% |
+11,500
| New | +$353K |
2014 Q2
0 quarters
|
|
1030
CALL
Radian Group
RDN
$4.42B
| $370K | 0.01% |
25,000
| – | – |
2013 Q4
2 quarters
|
|
1031
CALL
MannKind Corp
MNKD
$971M
| $368K | 0.01% |
6,700
-5,020
| -43% | -$201K |
2013 Q4
2 quarters
|
|
1032
CALL
National Fuel Gas
NFG
$7.53B
| $368K | 0.01% |
4,700
-15,900
| -77% | -$1.17M |
2013 Q4
2 quarters
|
|
|
HK
1033
CALL
DELISTED
Halcon Resources Corporation
HK
| $364K | 0.01% |
290
| – | – |
2013 Q4
2 quarters
|
|
1034
Liberty Global Class C
LBTYK
$2.74B
| $362K | 0.01% |
10,580
+3,956
| +60% | +$131K |
2013 Q4
2 quarters
|
|
1035
PUT
Viavi Solutions
VIAV
$9.48B
| $362K | 0.01% |
50,982
-19,338
| -28% | -$132K |
2014 Q1
1 quarter
|
|
|
TRLA
1036
DELISTED
TRULIA INC (DEL)
TRLA
| $360K | 0.01% |
7,600
+600
| +9% | +$22.1K |
2013 Q4
2 quarters
|
|
1037
Teck Resources
TECK
$31.8B
| $357K | 0.01% |
15,639
-2,000
| -11% | -$44.8K |
2013 Q4
2 quarters
|
|
1038
PUT
Ecolab
ECL
$80.7B
| $356K | 0.01% |
3,200
-13,800
| -81% | -$1.48M |
2014 Q1
1 quarter
|
|
1039
CALL
Monster Beverage
MNST
$86.6B
| $355K | 0.01% |
+60,000
| New | +$342K |
2014 Q2
0 quarters
|
|
1040
Baxter International
BAX
$12.8B
| $354K | 0.01% |
+9,006
| New | +$360K |
2014 Q2
0 quarters
|
|
|
ITMN
1041
PUT
DELISTED
INTERMUNE INC
ITMN
| $353K | 0.01% |
+8,000
| New | +$295K |
2014 Q2
0 quarters
|
|
1042
Westlake Corp
WLK
$7.95B
| $352K | 0.01% |
+4,200
| New | +$314K |
2014 Q2
0 quarters
|
|
1043
PUT
Advanced Micro Devices
AMD
$932B
| $351K | 0.01% |
83,800
-90,500
| -52% | -$367K |
2013 Q4
2 quarters
|
|
1044
PUT
Phoenix New Media
FENG
$17.3M
| $351K | 0.01% |
5,467
| – | – |
2014 Q1
1 quarter
|
|
1045
CALL
DELISTED
Interpublic Group of Companies
IPG
| $349K | 0.01% |
+17,900
| New | +$325K |
2014 Q2
0 quarters
|
|
|
MM
1046
PUT
DELISTED
MILLENNIAL MEDIA INC COM STK (DE)
MM
| $349K | 0.01% |
70,000
-10,000
| -13% | -$50.5K |
2013 Q4
2 quarters
|
|
1047
PUT
Ezcorp Inc
EZPW
$2.01B
| $348K | 0.01% |
30,100
| – | – |
2014 Q1
1 quarter
|
|
|
TIVO
1048
DELISTED
TIVO INC
TIVO
| $348K | 0.01% |
+26,955
| New | +$327K |
2014 Q2
0 quarters
|
|
|
HK
1049
PUT
DELISTED
Halcon Resources Corporation
HK
| $348K | 0.01% |
277
-38
| -12% | -$37.9K |
2013 Q4
2 quarters
|
|
|
DWRE
1050
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
| $347K | 0.01% |
+5,000
| New | +$287K |
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.