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 | |
|---|---|---|---|---|---|---|---|
551
McDonald's
MCD
$169B
| $1.42M | 0.02% |
+14,118
| New | +$1.43M |
2014 Q2
0 quarters
|
|
552
Owens Corning
OC
$8.79B
| $1.41M | 0.02% |
36,515
+9,423
| +35% | +$387K |
2014 Q1
1 quarter
|
|
|
LLTC
553
CALL
DELISTED
Linear Technology Corp
LLTC
| $1.41M | 0.02% |
30,000
| – | – |
2013 Q4
2 quarters
|
|
554
PUT
Gartner
IT
$12.4B
| $1.41M | 0.02% |
+20,000
| New | +$1.39M |
2014 Q2
0 quarters
|
|
555
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $1.41M | 0.02% |
+52,529
| New | +$1.15M |
2014 Q2
0 quarters
|
|
556
PUT
Best Buy
BBY
$18.7B
| $1.41M | 0.02% |
45,400
+12,000
| +36% | +$323K |
2013 Q4
2 quarters
|
|
557
PUT
Vodafone
VOD
$35.9B
| $1.4M | 0.02% |
41,800
-59,100
| -59% | -$2.09M |
2013 Q4
2 quarters
|
|
558
PUT
Pultegroup
PHM
$20.8B
| $1.39M | 0.02% |
69,000
+43,900
| +175% | +$843K |
2014 Q1
1 quarter
|
|
559
Goldman Sachs
GS
$256B
| $1.39M | 0.02% |
8,297
+700
| +9% | +$113K |
2014 Q1
1 quarter
|
|
560
CALL
DELISTED
PROTECTIVE LIFE CORP
PL
| $1.39M | 0.02% |
+20,000
| New | +$1.14M |
2014 Q2
0 quarters
|
|
561
CALL
Sun Communities
SUI
$13.9B
| $1.39M | 0.02% |
+27,800
| New | +$1.31M |
2014 Q2
0 quarters
|
|
|
562
PUT
Procter & Gamble
PG
$364B
| $1.38M | 0.02% |
17,500
-321,000
| -95% | -$25.9M |
2013 Q4
2 quarters
|
|
|
NBG
563
DELISTED
NATIONAL BANK OF GREECE SA ADR REPSTG 1 SHARE (NEW)
NBG
| $1.38M | 0.02% |
+373,567
| New | +$1.5M |
2014 Q2
0 quarters
|
|
564
PUT
Hovnanian Enterprises
HOV
$570M
| $1.37M | 0.02% |
10,664
+4
| +0% | +$459 |
2013 Q4
2 quarters
|
|
|
NUAN
565
CALL
DELISTED
Nuance Communications, Inc.
NUAN
| $1.36M | 0.02% |
83,969
-20,905
| -20% | -$303K |
2013 Q4
2 quarters
|
|
566
Dominion Energy
D
$55.2B
| $1.36M | 0.02% |
+19,051
| New | +$1.34M |
2014 Q2
0 quarters
|
|
567
PUT
iShares MSCI Hong Kong ETF
EWH
$1.17B
| $1.36M | 0.02% |
65,100
+9,600
| +17% | +$200K |
2014 Q1
1 quarter
|
|
|
MCRS
568
CALL
DELISTED
MICROS SYSTEMS INC
MCRS
| $1.36M | 0.02% |
+20,000
| New | +$1.09M |
2014 Q2
0 quarters
|
|
569
PUT
DELISTED
Electronic Arts
EA
| $1.36M | 0.02% |
+37,800
| New | +$1.23M |
2014 Q2
0 quarters
|
|
570
CALL
Petrobras
PBR
$167B
| $1.35M | 0.02% |
92,300
-24,000
| -21% | -$350K |
2013 Q4
2 quarters
|
|
571
NewMarket
NEU
$8.19B
| $1.35M | 0.02% |
3,434
-800
| -19% | -$308K |
2014 Q1
1 quarter
|
|
572
CALL
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $1.35M | 0.02% |
188,200
+49,200
| +35% | +$331K |
2013 Q4
2 quarters
|
|
573
PUT
T-Mobile US
TMUS
$169B
| $1.34M | 0.02% |
40,000
-20,700
| -34% | -$669K |
2013 Q4
2 quarters
|
|
|
EPB
574
CALL
DELISTED
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
| $1.34M | 0.02% |
+37,000
| New | +$1.24M |
2014 Q2
0 quarters
|
|
|
NUAN
575
PUT
DELISTED
Nuance Communications, Inc.
NUAN
| $1.34M | 0.02% |
82,467
-45,161
| -35% | -$655K |
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.