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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 | |
|---|---|---|---|---|---|---|---|
301
PUT
NOV
NOV
$6.76B
| $2.95M | 0.05% |
35,800
-32,293
| -47% | -$2.41M |
2013 Q4
2 quarters
|
|
302
PUT
DELISTED
SUNEDISON, INC COM
SUNE
| $2.94M | 0.05% |
130,100
+110,100
| +551% | +$2.14M |
2013 Q4
2 quarters
|
|
303
PUT
Petrobras
PBR
$164B
| $2.92M | 0.05% |
199,300
-23,800
| -11% | -$347K |
2013 Q4
2 quarters
|
|
|
MON
304
PUT
DELISTED
Monsanto Co
MON
| $2.91M | 0.05% |
23,300
+14,600
| +168% | +$1.71M |
2013 Q4
2 quarters
|
|
305
PUT
Tapestry
TPR
$22.9B
| $2.9M | 0.05% |
84,900
-37,700
| -31% | -$1.62M |
2013 Q4
2 quarters
|
|
|
ESV
306
CALL
DELISTED
Ensco Rowan plc
ESV
| $2.89M | 0.05% |
+13,000
| New | +$2.69M |
2014 Q2
0 quarters
|
|
307
CALL
DELISTED
Pandora Media Inc
P
| $2.88M | 0.05% |
97,800
+87,400
| +840% | +$2.28M |
2013 Q4
2 quarters
|
|
308
PUT
Amgen
AMGN
$223B
| $2.87M | 0.05% |
24,200
-20,500
| -46% | -$2.37M |
2013 Q4
2 quarters
|
|
309
GE Aerospace
GE
$319B
| $2.85M | 0.05% |
22,627
-82,453
| -78% | -$10.5M |
2013 Q4
2 quarters
|
|
|
CLR
310
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $2.85M | 0.05% |
+36,000
| New | +$2.5M |
2014 Q2
0 quarters
|
|
311
PUT
Stratasys
SSYS
$656M
| $2.84M | 0.05% |
25,000
+15,000
| +150% | +$1.47M |
2013 Q4
2 quarters
|
|
|
ESV
312
PUT
DELISTED
Ensco Rowan plc
ESV
| $2.83M | 0.05% |
12,750
-3,225
| -20% | -$667K |
2013 Q4
2 quarters
|
|
313
eBay
EBAY
$51.8B
| $2.81M | 0.05% |
133,301
-109,039
| -45% | -$2.38M |
2013 Q4
2 quarters
|
|
314
CALL
Altria Group
MO
$119B
| $2.8M | 0.05% |
66,800
+38,400
| +135% | +$1.54M |
2013 Q4
2 quarters
|
|
315
Nebius Group N.V.
NBIS
$56.2B
| $2.77M | 0.05% |
77,735
+37,670
| +94% | +$1.16M |
2013 Q4
2 quarters
|
|
|
AGN
316
CALL
DELISTED
Allergan Inc
AGN
| $2.76M | 0.05% |
16,300
+1,500
| +10% | +$234K |
2013 Q4
2 quarters
|
|
317
CALL
DELISTED
Kellanova
K
| $2.75M | 0.05% |
+44,517
| New | +$2.79M |
2014 Q2
0 quarters
|
|
|
DATA
318
CALL
DELISTED
Tableau Software, Inc.
DATA
| $2.74M | 0.05% |
38,400
+28,400
| +284% | +$1.78M |
2013 Q4
2 quarters
|
|
319
PUT
Ashland
ASH
$3.33B
| $2.72M | 0.05% |
51,100
| – | – |
2014 Q1
1 quarter
|
|
320
PUT
Groupon
GRPN
$751M
| $2.69M | 0.05% |
20,355
+5,790
| +40% | +$763K |
2013 Q4
2 quarters
|
|
321
CALL
Weyerhaeuser
WY
$13.7B
| $2.69M | 0.05% |
81,400
+37,400
| +85% | +$1.13M |
2013 Q4
2 quarters
|
|
322
Merck
MRK
$350B
| $2.69M | 0.05% |
48,697
+34,023
| +232% | +$1.86M |
2014 Q1
1 quarter
|
|
323
PUT
VanEck Junior Gold Miners ETF
GDXJ
$8.2B
| $2.67M | 0.05% |
63,200
+31,000
| +96% | +$1.14M |
2013 Q4
2 quarters
|
|
324
Toll Brothers
TOL
$12.2B
| $2.67M | 0.05% |
72,237
-4,050
| -5% | -$144K |
2013 Q4
2 quarters
|
|
325
CALL
BHP
BHP
$216B
| $2.66M | 0.05% |
45,887
-112,352
| -71% | -$6.6M |
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.