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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 | |
|---|---|---|---|---|---|---|---|
76
PUT
Amazon
AMZN
$2.82T
| $10.9M | 0.19% |
672,000
-188,000
| -22% | -$2.97M |
2013 Q4
2 quarters
|
|
|
77
PUT
Deutsche Bank
DB
$63.6B
| $10.9M | 0.19% |
346,304
+308,157
| +808% | +$11M |
2013 Q4
2 quarters
|
|
78
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$25.7B
| $10.8M | 0.19% |
41,600
+40,400
| +3,367% | +$10.1M |
2014 Q1
1 quarter
|
|
79
CALL
EOG Resources
EOG
$79B
| $10.5M | 0.18% |
90,100
-34,100
| -27% | -$3.59M |
2013 Q4
2 quarters
|
|
80
CALL
Biogen
BIIB
$34.7B
| $10.5M | 0.18% |
33,300
+7,400
| +29% | +$2.23M |
2013 Q4
2 quarters
|
|
81
PUT
Baidu
BIDU
$28.6B
| $10.3M | 0.18% |
55,300
+42,500
| +332% | +$6.96M |
2013 Q4
2 quarters
|
|
82
PUT
General Motors
GM
$72.3B
| $10.3M | 0.18% |
284,000
-272,800
| -49% | -$9.51M |
2013 Q4
2 quarters
|
|
|
83
PUT
Bank of America
BAC
$380B
| $10.3M | 0.18% |
668,000
+372,800
| +126% | +$5.79M |
2013 Q4
2 quarters
|
|
84
CALL
AT&T
T
$153B
| $10.2M | 0.18% |
383,563
-151,465
| -28% | -$4.06M |
2013 Q4
2 quarters
|
|
85
PUT
DELISTED
Splunk Inc
SPLK
| $10.1M | 0.17% |
181,800
+160,800
| +766% | +$8.44M |
2014 Q1
1 quarter
|
|
86
PUT
Boeing
BA
$150B
| $9.97M | 0.17% |
78,400
-116,800
| -60% | -$15.2M |
2013 Q4
2 quarters
|
|
87
CALL
Chevron
CVX
$422B
| $9.82M | 0.17% |
75,200
-74,900
| -50% | -$9.32M |
2013 Q4
2 quarters
|
|
|
88
Bank of America
BAC
$380B
| $9.61M | 0.17% |
625,499
+387,623
| +163% | +$6.02M |
2013 Q4
2 quarters
|
|
89
PUT
Comcast
CMCSA
$73B
| $9.4M | 0.16% |
350,200
-50,200
| -13% | -$1.29M |
2013 Q4
2 quarters
|
|
90
CALL
Freeport-McMoran
FCX
$106B
| $9.39M | 0.16% |
257,300
+187,800
| +270% | +$6.43M |
2013 Q4
2 quarters
|
|
|
YHOO
91
DELISTED
Yahoo Inc
YHOO
| $9.39M | 0.16% |
267,321
-159,296
| -37% | -$5.56M |
2013 Q4
2 quarters
|
|
|
JCP
92
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
| $9.29M | 0.16% |
1,026,700
+164,600
| +19% | +$1.42M |
2013 Q4
2 quarters
|
|
93
PUT
First Solar
FSLR
$19.7B
| $9.23M | 0.16% |
129,900
-46,700
| -26% | -$3.09M |
2013 Q4
2 quarters
|
|
94
PUT
Booking.com
BKNG
$120B
| $9.02M | 0.16% |
187,500
+45,000
| +32% | +$2.16M |
2013 Q4
2 quarters
|
|
95
CALL
Micron Technology
MU
$1.12T
| $8.9M | 0.15% |
270,200
-408,700
| -60% | -$11.1M |
2013 Q4
2 quarters
|
|
96
PUT
Devon Energy
DVN
$53.8B
| $8.9M | 0.15% |
112,100
+57,300
| +105% | +$4.17M |
2013 Q4
2 quarters
|
|
|
97
Williams Companies
WMB
$90.2B
| $8.89M | 0.15% |
+152,690
| New | +$7.08M |
2014 Q2
0 quarters
|
|
|
98
PUT
Biogen
BIIB
$34.7B
| $8.86M | 0.15% |
28,100
+9,900
| +54% | +$2.98M |
2013 Q4
2 quarters
|
|
99
PUT
Occidental Petroleum
OXY
$61.2B
| $8.81M | 0.15% |
89,556
-36,010
| -29% | -$3.38M |
2013 Q4
2 quarters
|
|
100
CALL
Wheaton Precious Metals
WPM
$62.7B
| $8.8M | 0.15% |
334,900
+286,200
| +588% | +$6.41M |
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.