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 | |
|---|---|---|---|---|---|---|---|
1051
CALL
Take-Two Interactive
TTWO
$37.6B
| $345K | 0.01% |
+15,500
| New | +$317K |
2014 Q2
0 quarters
|
|
|
PHH
1052
PUT
DELISTED
PHH Corporation
PHH
| $345K | 0.01% |
+15,000
| New | +$356K |
2014 Q2
0 quarters
|
|
1053
PUT
Cardinal Health
CAH
$57.4B
| $343K | 0.01% |
+5,000
| New | +$340K |
2014 Q2
0 quarters
|
|
1054
PUT
Align Technology
ALGN
$10.3B
| $342K | 0.01% |
6,100
| – | – |
2014 Q1
1 quarter
|
|
1055
PUT
American Express
AXP
$207B
| $342K | 0.01% |
3,600
-1,400
| -28% | -$126K |
2013 Q4
2 quarters
|
|
|
EXPR
1056
CALL
DELISTED
Express, Inc.
EXPR
| $341K | 0.01% |
+1,000
| New | +$299K |
2014 Q2
0 quarters
|
|
1057
Xerox
XRX
$355M
| $339K | 0.01% |
+10,335
| New | +$328K |
2014 Q2
0 quarters
|
|
1058
CALL
Dillards
DDS
$10.2B
| $338K | 0.01% |
2,900
+500
| +21% | +$52.2K |
2014 Q1
1 quarter
|
|
1059
Trip.com Group
TCOM
$24.5B
| $338K | 0.01% |
+10,546
| New | +$284K |
2014 Q2
0 quarters
|
|
1060
CALL
Plug Power
PLUG
$2.03B
| $336K | 0.01% |
71,900
-351,400
| -83% | -$1.79M |
2014 Q1
1 quarter
|
|
|
GG
1061
CALL
DELISTED
Goldcorp Inc
GG
| $335K | 0.01% |
12,000
| – | – |
2013 Q4
2 quarters
|
|
|
OVTI
1062
CALL
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
| $334K | 0.01% |
+15,200
| New | +$310K |
2014 Q2
0 quarters
|
|
|
TQNT
1063
DELISTED
TRIQUINT SEMICONDUCTOR INC
TQNT
| $334K | 0.01% |
+21,115
| New | +$313K |
2014 Q2
0 quarters
|
|
1064
Herbalife
HLF
$1.49B
| $328K | 0.01% |
+10,154
| New | +$311K |
2014 Q2
0 quarters
|
|
|
SGY
1065
DELISTED
Stone Energy
SGY
| $328K | 0.01% |
+123
| New | +$310K |
2014 Q2
0 quarters
|
|
1066
CALL
Azenta
AZTA
$1.63B
| $325K | 0.01% |
30,200
| – | – |
2014 Q1
1 quarter
|
|
1067
PUT
DELISTED
Sleep Number
SNBR
| $324K | 0.01% |
15,700
| – | – |
2014 Q1
1 quarter
|
|
|
MW
1068
DELISTED
THE MENS WAREHOUSE INC
MW
| $324K | 0.01% |
5,800
+1,000
| +21% | +$50.8K |
2014 Q1
1 quarter
|
|
1069
PUT
Jazz Pharmaceuticals
JAZZ
$13.6B
| $323K | 0.01% |
2,200
-7,900
| -78% | -$1.1M |
2014 Q1
1 quarter
|
|
1070
Darden Restaurants
DRI
$23.6B
| $321K | 0.01% |
7,773
-9,732
| -56% | -$431K |
2013 Q4
2 quarters
|
|
1071
PUT
Nebius Group N.V.
NBIS
$50.6B
| $321K | 0.01% |
9,000
-23,500
| -72% | -$721K |
2013 Q4
2 quarters
|
|
1072
PUT
United States Natural Gas Fund
UNG
$532M
| $320K | 0.01% |
813
| – | – |
2014 Q1
1 quarter
|
|
1073
CALL
MGIC Investment
MTG
$5.6B
| $319K | 0.01% |
34,500
| – | – |
2013 Q4
2 quarters
|
|
1074
CALL
Pan American Silver
PAAS
$17.6B
| $319K | 0.01% |
20,800
+600
| +3% | +$7.95K |
2013 Q4
2 quarters
|
|
|
IMPV
1075
CALL
DELISTED
Imperva, Inc.
IMPV
| $319K | 0.01% |
+12,200
| New | +$315K |
2014 Q2
0 quarters
|
|
Similar funds
EIM
DIA
CAM
VAM
SI
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.