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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 | |
|---|---|---|---|---|---|---|---|
|
RAD
476
CALL
DELISTED
Rite Aid Corporation
RAD
| $1.77M | 0.03% |
12,380
-2,625
| -17% | -$387K |
2013 Q4
2 quarters
|
|
477
AstraZeneca
AZN
$251B
| $1.77M | 0.03% |
+23,778
| New | +$1.72M |
2014 Q2
0 quarters
|
|
478
CALL
Illinois Tool Works
ITW
$76B
| $1.75M | 0.03% |
20,000
+6,900
| +53% | +$593K |
2013 Q4
2 quarters
|
|
|
TWX
479
DELISTED
Time Warner Inc
TWX
| $1.75M | 0.03% |
24,910
+19,997
| +407% | +$1.31M |
2013 Q4
2 quarters
|
|
|
YOKU
480
CALL
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $1.75M | 0.03% |
73,300
+61,900
| +543% | +$1.39M |
2014 Q1
1 quarter
|
|
481
DELISTED
Chesapeake Energy Corporation
CHK
| $1.75M | 0.03% |
297
-517
| -64% | -$2.82M |
2013 Q4
2 quarters
|
|
482
PUT
Check Point Software Technologies
CHKP
$13.6B
| $1.74M | 0.03% |
26,000
| – | – |
2013 Q4
2 quarters
|
|
|
ATVI
483
DELISTED
Activision Blizzard
ATVI
| $1.74M | 0.03% |
77,817
-1,900
| -2% | -$39.1K |
2013 Q4
2 quarters
|
|
484
CALL
Live Nation Entertainment
LYV
$39.4B
| $1.73M | 0.03% |
70,000
-1,400
| -2% | -$31.5K |
2014 Q1
1 quarter
|
|
485
CALL
Stanley Black & Decker
SWK
$13.5B
| $1.72M | 0.03% |
19,600
+10,400
| +113% | +$886K |
2013 Q4
2 quarters
|
|
486
CALL
Seagate
STX
$166B
| $1.72M | 0.03% |
30,200
+4,200
| +16% | +$226K |
2013 Q4
2 quarters
|
|
487
CALL
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $1.69M | 0.03% |
25,000
-22,000
| -47% | -$1.42M |
2013 Q4
2 quarters
|
|
|
488
PUT
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $1.69M | 0.03% |
25,000
-74,100
| -75% | -$4.77M |
2013 Q4
2 quarters
|
|
|
YOKU
489
PUT
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $1.69M | 0.03% |
70,900
+38,500
| +119% | +$864K |
2013 Q4
2 quarters
|
|
490
CALL
Merck
MRK
$363B
| $1.69M | 0.03% |
30,602
-5,659
| -16% | -$309K |
2013 Q4
2 quarters
|
|
491
Bausch Health
BHC
$2.23B
| $1.69M | 0.03% |
+13,388
| New | +$1.71M |
2014 Q2
0 quarters
|
|
|
JCP
492
DELISTED
J.C. Penney Company, Inc.
JCP
| $1.69M | 0.03% |
+186,278
| New | +$1.61M |
2014 Q2
0 quarters
|
|
493
PUT
Goldman Sachs
GS
$257B
| $1.67M | 0.03% |
10,000
-2,500
| -20% | -$403K |
2013 Q4
2 quarters
|
|
494
CALL
TripAdvisor
TRIP
$1.03B
| $1.67M | 0.03% |
15,400
-2,000
| -11% | -$184K |
2013 Q4
2 quarters
|
|
|
GMCR
495
PUT
DELISTED
KEURIG GREEN MTN INC
GMCR
| $1.67M | 0.03% |
13,400
-83,200
| -86% | -$9.07M |
2013 Q4
2 quarters
|
|
|
GTAT
496
PUT
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
| $1.66M | 0.03% |
+89,400
| New | +$1.47M |
2014 Q2
0 quarters
|
|
497
CALL
AngloGold Ashanti
AU
$44.5B
| $1.65M | 0.03% |
96,000
+20,000
| +26% | +$341K |
2014 Q1
1 quarter
|
|
498
CALL
Groupon
GRPN
$721M
| $1.65M | 0.03% |
12,460
+6,795
| +120% | +$896K |
2013 Q4
2 quarters
|
|
499
CALL
Carnival Corporation Ltd
CCL
$35B
| $1.65M | 0.03% |
43,700
+5,100
| +13% | +$198K |
2013 Q4
2 quarters
|
|
500
CALL
Pfizer
PFE
$166B
| $1.64M | 0.03% |
+58,075
| New | +$1.66M |
2014 Q2
0 quarters
|
|
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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.