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 | |
|---|---|---|---|---|---|---|---|
1101
PUT
JPMorgan Chase
JPM
$887B
| $288K | 0.01% |
5,000
-65,000
| -93% | -$3.65M |
2013 Q4
2 quarters
|
|
1102
MGM Resorts International
MGM
$7.25B
| $288K | 0.01% |
10,891
+400
| +4% | +$9.99K |
2014 Q1
1 quarter
|
|
|
GIMO
1103
PUT
DELISTED
Gigamon Inc.
GIMO
| $287K | 0.01% |
+15,000
| New | +$271K |
2014 Q2
0 quarters
|
|
1104
CALL
Tenet Healthcare
THC
$21.9B
| $286K | 0.01% |
+6,100
| New | +$276K |
2014 Q2
0 quarters
|
|
|
BCR
1105
CALL
DELISTED
CR Bard Inc.
BCR
| $286K | 0.01% |
2,000
-6,000
| -75% | -$857K |
2014 Q1
1 quarter
|
|
1106
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$44.6B
| $285K | ﹤0.01% |
1,700
-3,000
| -64% | -$497K |
2014 Q1
1 quarter
|
|
|
BRCM
1107
DELISTED
BROADCOM CORP CL-A
BRCM
| $285K | ﹤0.01% |
7,691
-40,095
| -84% | -$1.31M |
2013 Q4
2 quarters
|
|
|
ANR
1108
CALL
DELISTED
Alpha Natural Resources Inc
ANR
| $285K | ﹤0.01% |
76,800
+5,000
| +7% | +$20.1K |
2013 Q4
2 quarters
|
|
1109
PUT
DELISTED
ODP
ODP
| $284K | ﹤0.01% |
+5,000
| New | +$244K |
2014 Q2
0 quarters
|
|
|
TWX
1110
CALL
DELISTED
Time Warner Inc
TWX
| $281K | ﹤0.01% |
4,000
-25,934
| -87% | -$1.7M |
2013 Q4
2 quarters
|
|
1111
Merrill Lynch Depositor Inc 6.0518% Index Plus Trust Certificates Series 2003-1
IPB
$37.6M
| $280K | ﹤0.01% |
10,725
| – | – |
2014 Q1
1 quarter
|
|
1112
PUT
KKR & Co
KKR
$76.1B
| $280K | ﹤0.01% |
+11,500
| New | +$268K |
2014 Q2
0 quarters
|
|
1113
Micron Technology
MU
$1.05T
| $280K | ﹤0.01% |
8,485
-100,856
| -92% | -$2.75M |
2013 Q4
2 quarters
|
|
1114
PUT
Designer Brands
DBI
$299M
| $279K | ﹤0.01% |
+10,000
| New | +$315K |
2014 Q2
0 quarters
|
|
1115
PUT
Invesco CurrencyShares Japanese Yen Trust
FXY
$447M
| $279K | ﹤0.01% |
2,900
| – | – |
2013 Q4
2 quarters
|
|
|
GG
1116
PUT
DELISTED
Goldcorp Inc
GG
| $279K | ﹤0.01% |
10,000
| – | – |
2013 Q4
2 quarters
|
|
1117
CALL
Goodyear
GT
$1.27B
| $278K | ﹤0.01% |
+10,000
| New | +$261K |
2014 Q2
0 quarters
|
|
1118
State Street Energy Select Sector SPDR ETF
XLE
$43.5B
| $278K | ﹤0.01% |
+5,564
| New | +$263K |
2014 Q2
0 quarters
|
|
|
MWE
1119
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
| $276K | ﹤0.01% |
3,859
-18,895
| -83% | -$1.22M |
2013 Q4
2 quarters
|
|
1120
CALL
AutoNation
AN
$5.04B
| $275K | ﹤0.01% |
+4,600
| New | +$255K |
2014 Q2
0 quarters
|
|
1121
PUT
Johnson & Johnson
JNJ
$608B
| $272K | ﹤0.01% |
+2,600
| New | +$263K |
2014 Q2
0 quarters
|
|
1122
DELISTED
Sleep Number
SNBR
| $272K | ﹤0.01% |
13,150
-2,400
| -15% | -$45.3K |
2014 Q1
1 quarter
|
|
1123
CALL
Urban Outfitters
URBN
$7.29B
| $271K | ﹤0.01% |
+8,000
| New | +$280K |
2014 Q2
0 quarters
|
|
|
KMP
1124
PUT
DELISTED
KINDER MORGAN ENER PNTRS L.P.
KMP
| $271K | ﹤0.01% |
3,300
-400
| -11% | -$30.9K |
2014 Q1
1 quarter
|
|
1125
PUT
Philip Morris
PM
$316B
| $270K | ﹤0.01% |
3,200
-6,900
| -68% | -$594K |
2013 Q4
2 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.