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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 | |
|---|---|---|---|---|---|---|---|
|
SPN
251
CALL
DELISTED
Superior Energy Services, Inc.
SPN
| $3.61M | 0.06% |
10,000
-1,000
| -9% | -$331K |
2014 Q1
1 quarter
|
|
|
WFT
252
PUT
DELISTED
Weatherford International plc
WFT
| $3.59M | 0.06% |
156,100
+62,200
| +66% | +$1.28M |
2013 Q4
2 quarters
|
|
253
PUT
Newmont
NEM
$122B
| $3.58M | 0.06% |
140,800
+12,000
| +9% | +$289K |
2013 Q4
2 quarters
|
|
254
PUT
RTX Corp
RTX
$247B
| $3.58M | 0.06% |
49,259
+31,780
| +182% | +$2.34M |
2013 Q4
2 quarters
|
|
255
American Tower
AMT
$83.6B
| $3.56M | 0.06% |
39,550
+1,952
| +5% | +$169K |
2013 Q4
2 quarters
|
|
256
PUT
Cleveland-Cliffs
CLF
$7.34B
| $3.53M | 0.06% |
234,600
+1,500
| +0.6% | +$25.4K |
2013 Q4
2 quarters
|
|
257
PUT
Mastercard
MA
$530B
| $3.5M | 0.06% |
47,700
-8,800
| -16% | -$654K |
2013 Q4
2 quarters
|
|
|
RAI
258
CALL
DELISTED
Reynolds American Inc
RAI
| $3.5M | 0.06% |
116,000
+40,000
| +53% | +$1.15M |
2013 Q4
2 quarters
|
|
259
PUT
The Mosaic Company
MOS
$6.1B
| $3.46M | 0.06% |
70,000
+20,000
| +40% | +$985K |
2013 Q4
2 quarters
|
|
260
CALL
Elevance Health
ELV
$92.2B
| $3.45M | 0.06% |
+32,100
| New | +$3.31M |
2014 Q2
0 quarters
|
|
|
ICPT
261
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $3.43M | 0.06% |
14,500
+13,100
| +936% | +$3.45M |
2014 Q1
1 quarter
|
|
262
CALL
DELISTED
Marathon Oil Corporation
MRO
| $3.42M | 0.06% |
85,800
-84,000
| -49% | -$3.1M |
2013 Q4
2 quarters
|
|
263
PUT
State Street Financial Select Sector SPDR ETF
XLF
$51B
| $3.41M | 0.06% |
170,872
-219,286
| -56% | -$4.27M |
2013 Q4
2 quarters
|
|
|
FDO
264
CALL
DELISTED
FAMILY DOLLAR STORES
FDO
| $3.41M | 0.06% |
51,500
+26,600
| +107% | +$1.6M |
2013 Q4
2 quarters
|
|
265
CALL
Amgen
AMGN
$223B
| $3.36M | 0.06% |
28,400
+500
| +2% | +$57.9K |
2013 Q4
2 quarters
|
|
266
PUT
Rio Tinto
RIO
$151B
| $3.33M | 0.06% |
61,400
+9,300
| +18% | +$505K |
2013 Q4
2 quarters
|
|
267
CALL
Fastenal
FAST
$59B
| $3.33M | 0.06% |
269,200
+179,200
| +199% | +$2.22M |
2013 Q4
2 quarters
|
|
268
CALL
Texas Instruments
TXN
$263B
| $3.33M | 0.06% |
69,700
+35,800
| +106% | +$1.67M |
2013 Q4
2 quarters
|
|
269
PUT
DELISTED
Juniper Networks
JNPR
| $3.31M | 0.06% |
135,000
-15,300
| -10% | -$380K |
2013 Q4
2 quarters
|
|
270
Gilead Sciences
GILD
$183B
| $3.29M | 0.06% |
39,686
+30,231
| +320% | +$2.35M |
2013 Q4
2 quarters
|
|
271
PUT
American Airlines Group
AAL
$8.27B
| $3.29M | 0.06% |
76,500
-237,800
| -76% | -$9.28M |
2013 Q4
2 quarters
|
|
272
CALL
Nokia
NOK
$55.2B
| $3.25M | 0.06% |
430,000
+210,600
| +96% | +$1.6M |
2013 Q4
2 quarters
|
|
273
PUT
Lockheed Martin
LMT
$116B
| $3.25M | 0.06% |
20,200
| – | – |
2013 Q4
2 quarters
|
|
|
ETFC
274
DELISTED
E*Trade Financial Corporation
ETFC
| $3.24M | 0.06% |
+152,300
| New | +$3.2M |
2014 Q2
0 quarters
|
|
275
CALL
Check Point Software Technologies
CHKP
$13.8B
| $3.22M | 0.06% |
48,100
| – | – |
2013 Q4
2 quarters
|
|
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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.