ID
Integral Derivatives Portfolio holdings
AUM
$4.07B
Turnover
54.59%
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
0.3
years
Top 10 Avg Time Held Equity + Options
0.4
years
Top 20 Avg Time Held Equity + Options
0.3
years
Avg Time Held Equity only
0.2
years
Top 10 Avg Time Held Equity only
0.2
years
Top 20 Avg Time Held Equity only
0.2
years
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 | |
|---|---|---|---|---|---|---|---|
526
CALL
Eagle Materials
EXP
$5.01B
| $1.51M | 0.03% |
16,000
| – | – |
2013 Q4
2 quarters
|
|
527
CALL
BCE
BCE
$18.3B
| $1.5M | 0.03% |
+33,100
| New | +$1.49M |
2014 Q2
0 quarters
|
|
528
PUT
Bank of New York Mellon
BNY
$93.4B
| $1.5M | 0.03% |
40,000
+10,000
| +33% | +$346K |
2013 Q4
2 quarters
|
|
529
Equinix
EQIX
$98.3B
| $1.5M | 0.03% |
+7,134
| New | +$1.37M |
2014 Q2
0 quarters
|
|
530
PUT
Wolfspeed
WOLF
$1.3B
| $1.5M | 0.03% |
+30,000
| New | +$1.49M |
2014 Q2
0 quarters
|
|
531
Teva Pharmaceutical Industries Limited
TEVA
$47.5B
| $1.5M | 0.03% |
+28,539
| New | +$1.46M |
2014 Q2
0 quarters
|
|
532
PUT
State Street Materials Select Sector SPDR ETF
XLB
$7.85B
| $1.49M | 0.03% |
+60,000
| New | +$1.45M |
2014 Q2
0 quarters
|
|
533
ConocoPhillips
COP
$171B
| $1.49M | 0.03% |
+17,330
| New | +$1.35M |
2014 Q2
0 quarters
|
|
534
CALL
Medtronic
MDT
$121B
| $1.48M | 0.03% |
+23,200
| New | +$1.41M |
2014 Q2
0 quarters
|
|
535
Stanley Black & Decker
SWK
$13.6B
| $1.48M | 0.03% |
+16,800
| New | +$1.43M |
2014 Q2
0 quarters
|
|
536
CALL
NextEra Energy
NEE
$163B
| $1.47M | 0.03% |
+57,200
| New | +$1.39M |
2014 Q2
0 quarters
|
|
537
CALL
Constellium
CSTM
$3.44B
| $1.46M | 0.03% |
+45,600
| New | +$1.37M |
2014 Q2
0 quarters
|
|
|
RAI
538
PUT
DELISTED
Reynolds American Inc
RAI
| $1.46M | 0.03% |
+48,400
| New | +$1.39M |
2014 Q2
0 quarters
|
|
|
GTAT
539
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
| $1.46M | 0.03% |
+78,370
| New | +$1.29M |
2014 Q2
0 quarters
|
|
540
Lockheed Martin
LMT
$121B
| $1.46M | 0.03% |
9,064
+2,500
| +38% | +$406K |
2014 Q1
1 quarter
|
|
|
ANDV
541
DELISTED
Andeavor
ANDV
| $1.45M | 0.03% |
24,770
-49,900
| -67% | -$2.75M |
2013 Q4
2 quarters
|
|
542
PUT
Herbalife
HLF
$1.49B
| $1.45M | 0.03% |
45,000
-34,800
| -44% | -$1.07M |
2013 Q4
2 quarters
|
|
543
PUT
DELISTED
SANDISK CORP
SNDK
| $1.45M | 0.03% |
13,900
-2,500
| -15% | -$227K |
2013 Q4
2 quarters
|
|
544
CALL
General Mills
GIS
$17.2B
| $1.45M | 0.03% |
+27,500
| New | +$1.47M |
2014 Q2
0 quarters
|
|
545
Halliburton
HAL
$27.4B
| $1.45M | 0.03% |
20,352
-41
| -0.2% | -$2.63K |
2014 Q1
1 quarter
|
|
|
AGN
546
DELISTED
Allergan plc
AGN
| $1.44M | 0.03% |
6,454
-3,109
| -33% | -$644K |
2013 Q4
2 quarters
|
|
547
PUT
Dollar General
DG
$28.7B
| $1.43M | 0.02% |
+25,000
| New | +$1.43M |
2014 Q2
0 quarters
|
|
548
PUT
Colgate-Palmolive
CL
$74B
| $1.43M | 0.02% |
+21,000
| New | +$1.41M |
2014 Q2
0 quarters
|
|
549
CALL
Owens Corning
OC
$8.79B
| $1.43M | 0.02% |
37,000
-13,000
| -26% | -$534K |
2014 Q1
1 quarter
|
|
|
PVA
550
CALL
DELISTED
PENN VIRGINIA CORP
PVA
| $1.43M | 0.02% |
+84,300
| New | +$1.34M |
2014 Q2
0 quarters
|
|
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SI
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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.