We are live on
!
Find out more
ID
Integral Derivatives Portfolio holdings
AUM
$4.07B
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
1.2
quarters
Top 10 Avg Time Held Equity + Options
1.5
quarters
Top 20 Avg Time Held Equity + Options
1.2
quarters
Avg Time Held Equity only
0.9
quarters
Top 10 Avg Time Held Equity only
0.7
quarters
Top 20 Avg Time Held Equity only
0.8
quarters
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 | |
|---|---|---|---|---|---|---|---|
1251
DELISTED
Staples Inc
SPLS
| $133K | ﹤0.01% |
+12,264
| New | +$145K |
2014 Q2
0 quarters
|
|
1252
CALL
Annaly Capital Management
NLY
$13.7B
| $130K | ﹤0.01% |
2,850
+125
| +5% | +$5.76K |
2014 Q1
1 quarter
|
|
1253
CALL
Nektar Therapeutics
NKTR
$1.29B
| $128K | ﹤0.01% |
667
| – | – |
2013 Q4
2 quarters
|
|
|
ARIA
1254
CALL
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $126K | ﹤0.01% |
19,800
| – | – |
2013 Q4
2 quarters
|
|
1255
Kinross Gold
KGC
$27.8B
| $125K | ﹤0.01% |
30,269
-34,100
| -53% | -$139K |
2013 Q4
2 quarters
|
|
1256
PUT
iShares MSCI Japan ETF
EWJ
$23.7B
| $120K | ﹤0.01% |
2,500
| – | – |
2013 Q4
2 quarters
|
|
|
ACHN
1257
DELISTED
Achillion Pharmaceuticals
ACHN
| $118K | ﹤0.01% |
15,617
-1,103
| -7% | -$4.4K |
2013 Q4
2 quarters
|
|
1258
CALL
Extreme Networks
EXTR
$3.1B
| $117K | ﹤0.01% |
+26,400
| New | +$125K |
2014 Q2
0 quarters
|
|
|
MM
1259
DELISTED
MILLENNIAL MEDIA INC COM STK (DE)
MM
| $116K | ﹤0.01% |
23,321
-16,549
| -42% | -$83.6K |
2013 Q4
2 quarters
|
|
1260
PUT
Eldorado Gold
EGO
$9.56B
| $115K | ﹤0.01% |
3,000
| – | – |
2013 Q4
2 quarters
|
|
1261
PUT
American Eagle Outfitters
AEO
$2.98B
| $112K | ﹤0.01% |
10,000
-700
| -7% | -$7.95K |
2013 Q4
2 quarters
|
|
|
ATML
1262
DELISTED
ATMEL CORP
ATML
| $112K | ﹤0.01% |
+12,000
| New | +$100K |
2014 Q2
0 quarters
|
|
|
ACHN
1263
CALL
DELISTED
Achillion Pharmaceuticals
ACHN
| $111K | ﹤0.01% |
14,700
-67,200
| -82% | -$268K |
2013 Q4
2 quarters
|
|
1264
CALL
First Majestic Silver
AG
$8.05B
| $110K | ﹤0.01% |
10,200
| – | – |
2013 Q4
2 quarters
|
|
|
MTL
1265
CALL
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
| $110K | ﹤0.01% |
+25,000
| New | +$102K |
2014 Q2
0 quarters
|
|
|
WLT
1266
CALL
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
| $109K | ﹤0.01% |
20,000
-47,900
| -71% | -$304K |
2013 Q4
2 quarters
|
|
|
1267
PUT
DELISTED
Staples Inc
SPLS
| $108K | ﹤0.01% |
10,000
| – | – |
2013 Q4
2 quarters
|
|
1268
CALL
Alaunos Therapeutics
TCRT
$7.7M
| $107K | ﹤0.01% |
177
| – | – |
2014 Q1
1 quarter
|
|
1269
PUT
Gerdau
GGB
$10.2B
| $106K | ﹤0.01% |
22,680
-8,820
| -28% | -$43.2K |
2013 Q4
2 quarters
|
|
1270
Pixelworks
PXLW
$33.8M
| $104K | ﹤0.01% |
+1,142
| New | +$84.8K |
2014 Q2
0 quarters
|
|
|
SFUN
1271
PUT
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $98K | ﹤0.01% |
+200
| New | +$117K |
2014 Q2
0 quarters
|
|
1272
PUT
Armour Residential REIT
ARR
$1.92B
| $97K | ﹤0.01% |
560
| – | – |
2013 Q4
2 quarters
|
|
|
ARIA
1273
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $97K | ﹤0.01% |
15,184
+400
| +3% | +$2.75K |
2014 Q1
1 quarter
|
|
|
ATML
1274
PUT
DELISTED
ATMEL CORP
ATML
| $94K | ﹤0.01% |
+10,000
| New | +$83.6K |
2014 Q2
0 quarters
|
|
|
VRNG
1275
CALL
DELISTED
VRINGO, INC COM STK NEW (DE)
VRNG
| $93K | ﹤0.01% |
2,710
-9,220
| -77% | -$324K |
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.