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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 | |
|---|---|---|---|---|---|---|---|
951
PUT
AerCap
AER
$22.7B
| $458K | 0.01% |
+10,000
| New | +$442K |
2014 Q2
0 quarters
|
|
952
PUT
Campbell Soup
CPB
$5.7B
| $458K | 0.01% |
10,000
| – | – |
2013 Q4
2 quarters
|
|
953
NetApp
NTAP
$43.6B
| $458K | 0.01% |
12,538
+5,378
| +75% | +$193K |
2013 Q4
2 quarters
|
|
|
CIT
954
CALL
DELISTED
CIT Group Inc.
CIT
| $458K | 0.01% |
+10,000
| New | +$451K |
2014 Q2
0 quarters
|
|
955
PUT
Teck Resources
TECK
$31.8B
| $457K | 0.01% |
20,000
| – | – |
2013 Q4
2 quarters
|
|
956
CALL
Philip Morris
PM
$320B
| $455K | 0.01% |
+5,400
| New | +$465K |
2014 Q2
0 quarters
|
|
957
Bath & Body Works
BBWI
$3.82B
| $454K | 0.01% |
9,567
+2,462
| +35% | +$113K |
2014 Q1
1 quarter
|
|
958
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$49B
| $454K | 0.01% |
4,000
-8,700
| -69% | -$971K |
2014 Q1
1 quarter
|
|
959
CALL
Ubiquiti
UI
$36.7B
| $452K | 0.01% |
10,000
| – | – |
2013 Q4
2 quarters
|
|
|
960
PUT
Ubiquiti
UI
$36.7B
| $452K | 0.01% |
10,000
+5,500
| +122% | +$216K |
2014 Q1
1 quarter
|
|
961
Chubb
CB
$135B
| $451K | 0.01% |
4,350
+1,300
| +43% | +$133K |
2014 Q1
1 quarter
|
|
962
Kimberly-Clark
KMB
$33.1B
| $449K | 0.01% |
+4,210
| New | +$447K |
2014 Q2
0 quarters
|
|
963
Energy Transfer Partners
ET
$69.7B
| $448K | 0.01% |
+15,202
| New | +$384K |
2014 Q2
0 quarters
|
|
964
PUT
Chord Energy
CHRD
$8B
| $447K | 0.01% |
+8,000
| New | +$387K |
2014 Q2
0 quarters
|
|
965
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
| $446K | 0.01% |
+10,000
| New | +$442K |
2014 Q2
0 quarters
|
|
966
CALL
Advance Auto Parts
AAP
$2.51B
| $445K | 0.01% |
+3,300
| New | +$409K |
2014 Q2
0 quarters
|
|
967
CALL
Flex
FLEX
$37.1B
| $443K | 0.01% |
53,080
+26,540
| +100% | +$200K |
2014 Q1
1 quarter
|
|
968
CALL
Kohl's
KSS
$2.4B
| $443K | 0.01% |
8,400
-22,500
| -73% | -$1.22M |
2013 Q4
2 quarters
|
|
969
CALL
Blackstone
BX
$84.8B
| $441K | 0.01% |
13,451
-43,307
| -76% | -$1.34M |
2013 Q4
2 quarters
|
|
970
PUT
Sony
SONY
$142B
| $441K | 0.01% |
131,500
-92,000
| -41% | -$318K |
2013 Q4
2 quarters
|
|
971
CALL
DELISTED
Tile Shop Holdings
TTSH
| $439K | 0.01% |
28,700
+3,700
| +15% | +$54.6K |
2013 Q4
2 quarters
|
|
972
People Inc
PPLI
$3.02B
| $436K | 0.01% |
35,273
-13,429
| -28% | -$161K |
2013 Q4
2 quarters
|
|
973
CALL
Wynn Resorts
WYNN
$7.59B
| $436K | 0.01% |
2,100
| – | – |
2014 Q1
1 quarter
|
|
974
Assured Guaranty
AGO
$3.03B
| $434K | 0.01% |
17,719
+800
| +5% | +$19.8K |
2014 Q1
1 quarter
|
|
|
QTWW
975
CALL
DELISTED
QUANTUM FUEL SYS TECHNOLOGIES WORLDWIDE INC COM STK (DE)
QTWW
| $434K | 0.01% |
75,000
| – | – |
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.