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 | |
|---|---|---|---|---|---|---|---|
1076
PUT
Brightstar Lottery PLC
BRSL
$1.75B
| $318K | 0.01% |
20,000
| – | – |
2014 Q1
1 quarter
|
|
|
ARIA
1077
PUT
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $318K | 0.01% |
+50,000
| New | +$344K |
2014 Q2
0 quarters
|
|
1078
ASML
ASML
$634B
| $315K | 0.01% |
3,373
-15,200
| -82% | -$1.31M |
2014 Q1
1 quarter
|
|
1079
PUT
Trane Technologies
TT
$104B
| $313K | 0.01% |
5,000
-10,400
| -68% | -$618K |
2013 Q4
2 quarters
|
|
1080
PG&E
PCG
$39.5B
| $312K | 0.01% |
+6,500
| New | +$295K |
2014 Q2
0 quarters
|
|
1081
CALL
Fluor
FLR
$6.37B
| $308K | 0.01% |
4,000
-26,000
| -87% | -$1.98M |
2013 Q4
2 quarters
|
|
|
CIE
1082
DELISTED
Cobalt International Energy, Inc
CIE
| $307K | 0.01% |
1,114
+400
| +56% | +$109K |
2014 Q1
1 quarter
|
|
1083
PUT
Agnico Eagle Mines
AEM
$89.6B
| $306K | 0.01% |
8,000
-7,600
| -49% | -$243K |
2013 Q4
2 quarters
|
|
1084
Best Buy
BBY
$18.7B
| $305K | 0.01% |
+9,844
| New | +$265K |
2014 Q2
0 quarters
|
|
|
GST
1085
CALL
DELISTED
Gastar Exploration Inc.
GST
| $305K | 0.01% |
+35,000
| New | +$247K |
2014 Q2
0 quarters
|
|
|
ITMN
1086
DELISTED
INTERMUNE INC
ITMN
| $303K | 0.01% |
6,853
+820
| +14% | +$30.2K |
2014 Q1
1 quarter
|
|
1087
CALL
Advanced Micro Devices
AMD
$932B
| $302K | 0.01% |
72,100
+48,300
| +203% | +$196K |
2013 Q4
2 quarters
|
|
|
NGD
1088
DELISTED
New Gold Inc
NGD
| $301K | 0.01% |
47,300
-27,900
| -37% | -$150K |
2014 Q1
1 quarter
|
|
1089
PUT
Vanguard FTSE Europe ETF
VGK
$29.3B
| $300K | 0.01% |
5,000
-5,000
| -50% | -$301K |
2014 Q1
1 quarter
|
|
1090
PUT
ArcelorMittal
MT
$47B
| $299K | 0.01% |
8,747
| – | – |
2013 Q4
2 quarters
|
|
1091
PUT
DELISTED
Kellanova
K
| $296K | 0.01% |
4,793
| – | – |
2013 Q4
2 quarters
|
|
1092
PUT
Radian Group
RDN
$4.42B
| $296K | 0.01% |
20,000
| – | – |
2013 Q4
2 quarters
|
|
1093
CALL
Nabors Industries
NBR
$1.19B
| $294K | 0.01% |
200
-260
| -57% | -$336K |
2013 Q4
2 quarters
|
|
1094
DELISTED
Sanchez Energy Corporation
SN
| $293K | 0.01% |
+7,800
| New | +$246K |
2014 Q2
0 quarters
|
|
|
QIHU
1095
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $293K | 0.01% |
+3,184
| New | +$281K |
2014 Q2
0 quarters
|
|
1096
CALL
IAMGOLD
IAG
$9.74B
| $292K | 0.01% |
70,900
-1,200
| -2% | -$4.27K |
2013 Q4
2 quarters
|
|
|
KOG
1097
PUT
DELISTED
KODIAK OIL & GAS CORP
KOG
| $291K | 0.01% |
20,000
-55,000
| -73% | -$715K |
2013 Q4
2 quarters
|
|
|
SHPG
1098
DELISTED
Shire pic
SHPG
| $291K | 0.01% |
+1,234
| New | +$215K |
2014 Q2
0 quarters
|
|
1099
PUT
Banco Bradesco
BBD
$43.8B
| $290K | 0.01% |
51,021
-38,266
| -43% | -$224K |
2013 Q4
2 quarters
|
|
1100
CALL
Avnet
AVT
$7.88B
| $288K | 0.01% |
+6,500
| New | +$286K |
2014 Q2
0 quarters
|
|
Similar funds
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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.