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 | |
|---|---|---|---|---|---|---|---|
576
PUT
Capri Holdings
CPRI
$1.71B
| $1.33M | 0.02% |
15,000
-72,400
| -83% | -$6.65M |
2013 Q4
2 quarters
|
|
|
IOC
577
CALL
DELISTED
Interoil Corporation
IOC
| $1.33M | 0.02% |
20,800
+10,800
| +108% | +$689K |
2013 Q4
2 quarters
|
|
578
CALL
Lamar Advertising Co
LAMR
$14.8B
| $1.32M | 0.02% |
25,000
-25,000
| -50% | -$1.26M |
2014 Q1
1 quarter
|
|
579
PUT
VanEck Gold Miners ETF
GDX
$25B
| $1.32M | 0.02% |
50,000
-58,900
| -54% | -$1.41M |
2013 Q4
2 quarters
|
|
580
CALL
Zimmer Biomet
ZBH
$17.5B
| $1.32M | 0.02% |
+13,081
| New | +$1.28M |
2014 Q2
0 quarters
|
|
581
PUT
Carnival Corporation Ltd
CCL
$34.9B
| $1.32M | 0.02% |
35,000
| – | – |
2014 Q1
1 quarter
|
|
582
Target
TGT
$70.6B
| $1.32M | 0.02% |
22,719
-13,002
| -36% | -$765K |
2013 Q4
2 quarters
|
|
583
CALL
Boeing
BA
$146B
| $1.31M | 0.02% |
10,300
-134,200
| -93% | -$17.5M |
2013 Q4
2 quarters
|
|
|
ALU
584
CALL
DELISTED
Alcatel-Lucent
ALU
| $1.3M | 0.02% |
366,200
+101,100
| +38% | +$390K |
2013 Q4
2 quarters
|
|
585
PUT
HP
HPQ
$27.5B
| $1.3M | 0.02% |
85,217
-192,455
| -69% | -$2.89M |
2013 Q4
2 quarters
|
|
586
PUT
Clearway Energy Class C
CWEN
$3.59B
| $1.3M | 0.02% |
+50,000
| New | +$1.15M |
2014 Q2
0 quarters
|
|
587
DELISTED
Interpublic Group of Companies
IPG
| $1.3M | 0.02% |
+66,523
| New | +$1.21M |
2014 Q2
0 quarters
|
|
588
CALL
Exelon
EXC
$43.9B
| $1.29M | 0.02% |
49,771
+36,172
| +266% | +$922K |
2014 Q1
1 quarter
|
|
|
GRA
589
DELISTED
W.R. Grace & Co.
GRA
| $1.29M | 0.02% |
13,667
-1,700
| -11% | -$160K |
2014 Q1
1 quarter
|
|
590
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$30.5B
| $1.29M | 0.02% |
23,800
-1,200
| -5% | -$64.1K |
2014 Q1
1 quarter
|
|
591
Union Pacific
UNP
$170B
| $1.28M | 0.02% |
+12,884
| New | +$1.25M |
2014 Q2
0 quarters
|
|
592
CALL
DELISTED
Noble Corporation
NE
| $1.28M | 0.02% |
+43,701
| New | +$1.2M |
2014 Q2
0 quarters
|
|
593
Gogo Inc
GOGO
$286M
| $1.28M | 0.02% |
+65,322
| New | +$1.13M |
2014 Q2
0 quarters
|
|
594
CALL
DELISTED
Spectra Energy Corp Wi
SE
| $1.27M | 0.02% |
30,000
+10,000
| +50% | +$401K |
2013 Q4
2 quarters
|
|
|
QLIK
595
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $1.27M | 0.02% |
56,057
-52,700
| -48% | -$1.21M |
2014 Q1
1 quarter
|
|
596
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.34B
| $1.27M | 0.02% |
+56,400
| New | +$1.25M |
2014 Q2
0 quarters
|
|
|
CSOD
597
CALL
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $1.27M | 0.02% |
+27,500
| New | +$1.12M |
2014 Q2
0 quarters
|
|
598
CALL
Fortinet
FTNT
$135B
| $1.26M | 0.02% |
250,000
+200,000
| +400% | +$896K |
2013 Q4
2 quarters
|
|
599
CALL
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $1.26M | 0.02% |
5,120
+3,400
| +198% | +$884K |
2013 Q4
2 quarters
|
|
600
PUT
Helmerich & Payne
HP
$3.86B
| $1.25M | 0.02% |
10,800
| – | – |
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.