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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 | |
|---|---|---|---|---|---|---|---|
|
276
CALL
Bank of America
BAC
$377B
| $3.19M | 0.06% |
207,300
-2,900
| -1% | -$45K |
2013 Q4
2 quarters
|
|
|
CLR
277
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $3.16M | 0.05% |
40,000
| – | – |
2013 Q4
2 quarters
|
|
278
Cisco
CSCO
$454B
| $3.15M | 0.05% |
+126,902
| New | +$3.02M |
2014 Q2
0 quarters
|
|
279
DELISTED
Splunk Inc
SPLK
| $3.1M | 0.05% |
56,056
+26,939
| +93% | +$1.41M |
2014 Q1
1 quarter
|
|
280
PUT
Vale
VALE
$56.9B
| $3.1M | 0.05% |
234,400
+38,600
| +20% | +$521K |
2013 Q4
2 quarters
|
|
281
Ford
F
$48.2B
| $3.09M | 0.05% |
179,090
-37,300
| -17% | -$607K |
2013 Q4
2 quarters
|
|
282
CALL
iShares MSCI Japan ETF
EWJ
$23.7B
| $3.08M | 0.05% |
63,950
-30,975
| -33% | -$1.42M |
2013 Q4
2 quarters
|
|
283
PUT
iShares MSCI EAFE ETF
EFA
$76.8B
| $3.08M | 0.05% |
45,000
-45,200
| -50% | -$3.1M |
2013 Q4
2 quarters
|
|
284
CALL
Boyd Gaming
BYD
$5.12B
| $3.08M | 0.05% |
253,500
-157,700
| -38% | -$1.83M |
2013 Q4
2 quarters
|
|
|
LVLT
285
PUT
DELISTED
Level 3 Communications Inc
LVLT
| $3.07M | 0.05% |
70,000
| – | – |
2013 Q4
2 quarters
|
|
286
CALL
Coca-Cola
KO
$388B
| $3.06M | 0.05% |
72,300
+29,000
| +67% | +$1.18M |
2013 Q4
2 quarters
|
|
287
Nabors Industries
NBR
$1.22B
| $3.05M | 0.05% |
2,075
-1,813
| -47% | -$2.34M |
2013 Q4
2 quarters
|
|
288
CALL
Phillips 66
PSX
$117B
| $3.04M | 0.05% |
37,800
-43,800
| -54% | -$3.61M |
2013 Q4
2 quarters
|
|
289
CALL
D.R. Horton
DHI
$37.9B
| $3.04M | 0.05% |
123,500
+11,300
| +10% | +$258K |
2013 Q4
2 quarters
|
|
290
Ashland
ASH
$3.33B
| $3.03M | 0.05% |
+57,036
| New | +$2.84M |
2014 Q2
0 quarters
|
|
291
CALL
Honeywell
HON
$65.7B
| $3.02M | 0.05% |
36,169
-14,468
| -29% | -$1.21M |
2013 Q4
2 quarters
|
|
292
DELISTED
Hess
HES
| $3.01M | 0.05% |
30,473
+24,556
| +415% | +$2.22M |
2013 Q4
2 quarters
|
|
|
CTRX
293
CALL
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
| $2.99M | 0.05% |
67,700
+100
| +0.1% | +$4.23K |
2014 Q1
1 quarter
|
|
294
CALL
Alcoa
AA
$10.9B
| $2.99M | 0.05% |
83,479
+62,588
| +300% | +$2.05M |
2013 Q4
2 quarters
|
|
295
DELISTED
Coterra Energy
CTRA
| $2.97M | 0.05% |
86,901
-55,428
| -39% | -$1.99M |
2013 Q4
2 quarters
|
|
296
CALL
Transocean
RIG
$6.31B
| $2.97M | 0.05% |
65,900
+27,500
| +72% | +$1.17M |
2013 Q4
2 quarters
|
|
|
AGN
297
CALL
DELISTED
Allergan plc
AGN
| $2.97M | 0.05% |
13,300
| – | – |
2014 Q1
1 quarter
|
|
298
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.1B
| $2.96M | 0.05% |
66,436
+53,000
| +394% | +$2.34M |
2013 Q4
2 quarters
|
|
|
299
CALL
Vale
VALE
$56.9B
| $2.95M | 0.05% |
223,300
-11,800
| -5% | -$159K |
2013 Q4
2 quarters
|
|
300
Air Products & Chemicals
APD
$64.3B
| $2.95M | 0.05% |
+24,798
| New | +$2.77M |
2014 Q2
0 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.