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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 | |
|---|---|---|---|---|---|---|---|
451
PUT
Intercontinental Exchange
ICE
$87.5B
| $1.89M | 0.03% |
50,000
| – | – |
2013 Q4
2 quarters
|
|
452
CALL
Clorox
CLX
$10.2B
| $1.88M | 0.03% |
20,600
+12,600
| +158% | +$1.13M |
2013 Q4
2 quarters
|
|
453
CALL
Trane Technologies
TT
$103B
| $1.88M | 0.03% |
+30,100
| New | +$1.79M |
2014 Q2
0 quarters
|
|
454
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $1.88M | 0.03% |
70,089
-49,170
| -41% | -$1.08M |
2013 Q4
2 quarters
|
|
455
Marathon Petroleum
MPC
$134B
| $1.87M | 0.03% |
47,876
+6,600
| +16% | +$292K |
2014 Q1
1 quarter
|
|
456
DELISTED
Altera Corp
ALTR
| $1.86M | 0.03% |
+53,623
| New | +$1.81M |
2014 Q2
0 quarters
|
|
457
AbbVie
ABBV
$501B
| $1.85M | 0.03% |
32,847
+11,683
| +55% | +$613K |
2013 Q4
2 quarters
|
|
|
BEAV
458
CALL
DELISTED
B/E Aerospace Inc
BEAV
| $1.85M | 0.03% |
+27,620
| New | +$1.84M |
2014 Q2
0 quarters
|
|
459
DELISTED
SANDISK CORP
SNDK
| $1.84M | 0.03% |
+17,663
| New | +$1.6M |
2014 Q2
0 quarters
|
|
460
CALL
JPMorgan Chase
JPM
$890B
| $1.84M | 0.03% |
31,900
-27,300
| -46% | -$1.53M |
2013 Q4
2 quarters
|
|
461
CALL
DELISTED
Verifone Systems Inc
PAY
| $1.84M | 0.03% |
50,000
-7,700
| -13% | -$262K |
2014 Q1
1 quarter
|
|
|
DATA
462
PUT
DELISTED
Tableau Software, Inc.
DATA
| $1.83M | 0.03% |
25,700
+22,800
| +786% | +$1.43M |
2014 Q1
1 quarter
|
|
|
CIT
463
PUT
DELISTED
CIT Group Inc.
CIT
| $1.83M | 0.03% |
+40,000
| New | +$1.8M |
2014 Q2
0 quarters
|
|
464
PUT
NetApp
NTAP
$44.4B
| $1.83M | 0.03% |
50,000
| – | – |
2014 Q1
1 quarter
|
|
|
WLL
465
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $1.82M | 0.03% |
+76
| New | +$1.69M |
2014 Q2
0 quarters
|
|
466
CALL
DELISTED
Anadarko Petroleum
APC
| $1.82M | 0.03% |
16,600
-5,800
| -26% | -$590K |
2013 Q4
2 quarters
|
|
|
RDS.A
467
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $1.81M | 0.03% |
23,554
+10,706
| +83% | +$782K |
2014 Q1
1 quarter
|
|
468
iShares Biotechnology ETF
IBB
$10.4B
| $1.81M | 0.03% |
+21,093
| New | +$1.66M |
2014 Q2
0 quarters
|
|
469
CALL
Coca-Cola Europacific Partners
CCEP
$46.7B
| $1.81M | 0.03% |
+37,800
| New | +$1.74M |
2014 Q2
0 quarters
|
|
470
CALL
DELISTED
Chesapeake Energy Corporation
CHK
| $1.81M | 0.03% |
307
+193
| +169% | +$1.05M |
2013 Q4
2 quarters
|
|
471
Annaly Capital Management
NLY
$13.7B
| $1.8M | 0.03% |
39,310
+6,200
| +19% | +$286K |
2013 Q4
2 quarters
|
|
472
CALL
Workday
WDAY
$44.8B
| $1.8M | 0.03% |
20,000
+13,800
| +223% | +$1.09M |
2014 Q1
1 quarter
|
|
473
PUT
Bristol-Myers Squibb
BMY
$119B
| $1.79M | 0.03% |
37,000
+2,300
| +7% | +$113K |
2013 Q4
2 quarters
|
|
474
CALL
DELISTED
Skechers
SKX
| $1.78M | 0.03% |
+117,000
| New | +$1.61M |
2014 Q2
0 quarters
|
|
475
PUT
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $1.78M | 0.03% |
248,500
+206,100
| +486% | +$1.39M |
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.