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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 | |
|---|---|---|---|---|---|---|---|
|
SCTY
1151
DELISTED
SolarCity Corporation
SCTY
| $251K | ﹤0.01% |
3,555
-2,801
| -44% | -$157K |
2014 Q1
1 quarter
|
|
1152
United States Oil Fund
USO
$1.98B
| $248K | ﹤0.01% |
+797
| New | +$239K |
2014 Q2
0 quarters
|
|
1153
CALL
Halozyme
HALO
$12.9B
| $247K | ﹤0.01% |
25,000
+15,000
| +150% | +$127K |
2013 Q4
2 quarters
|
|
1154
Herc Holdings
HRI
$4.28B
| $246K | ﹤0.01% |
2,928
-7,533
| -72% | -$635K |
2013 Q4
2 quarters
|
|
1155
Johnson Controls International
JCI
$94.1B
| $245K | ﹤0.01% |
+4,679
| New | +$233K |
2014 Q2
0 quarters
|
|
|
RAD
1156
PUT
DELISTED
Rite Aid Corporation
RAD
| $245K | ﹤0.01% |
1,710
-1,985
| -54% | -$293K |
2013 Q4
2 quarters
|
|
1157
CALL
DELISTED
Synovus
SNV
| $244K | ﹤0.01% |
10,000
+8,571
| +600% | +$200K |
2014 Q1
1 quarter
|
|
1158
CALL
SPDR Gold Trust
GLD
$139B
| $243K | ﹤0.01% |
+1,900
| New | +$236K |
2014 Q2
0 quarters
|
|
1159
PUT
IMAX
IMAX
$2.84B
| $242K | ﹤0.01% |
8,500
| – | – |
2014 Q1
1 quarter
|
|
1160
CALL
Morgan Stanley
MS
$288B
| $242K | ﹤0.01% |
7,500
-7,000
| -48% | -$216K |
2013 Q4
2 quarters
|
|
1161
Range Resources
RRC
$9.9B
| $242K | ﹤0.01% |
+2,783
| New | +$249K |
2014 Q2
0 quarters
|
|
|
MTOR
1162
DELISTED
MERITOR, Inc.
MTOR
| $242K | ﹤0.01% |
+18,576
| New | +$244K |
2014 Q2
0 quarters
|
|
1163
CALL
ON Semiconductor
ON
$29.3B
| $241K | ﹤0.01% |
+26,400
| New | +$240K |
2014 Q2
0 quarters
|
|
|
BEAV
1164
PUT
DELISTED
B/E Aerospace Inc
BEAV
| $240K | ﹤0.01% |
+3,591
| New | +$239K |
2014 Q2
0 quarters
|
|
|
JO
1165
DELISTED
iPath Bloomberg Coffee Subindex Total Return ETN due June 24, 2038
JO
| $239K | ﹤0.01% |
+7,100
| New | +$260K |
2014 Q2
0 quarters
|
|
|
ATHN
1166
PUT
DELISTED
Athenahealth, Inc.
ATHN
| $238K | ﹤0.01% |
+1,900
| New | +$246K |
2014 Q2
0 quarters
|
|
1167
DELISTED
Noble Corporation
NE
| $237K | ﹤0.01% |
8,078
-6,978
| -46% | -$192K |
2013 Q4
2 quarters
|
|
|
ANR
1168
DELISTED
Alpha Natural Resources Inc
ANR
| $237K | ﹤0.01% |
63,954
-15,600
| -20% | -$62.8K |
2013 Q4
2 quarters
|
|
1169
CALL
Labcorp
LH
$25.7B
| $236K | ﹤0.01% |
+2,677
| New | +$232K |
2014 Q2
0 quarters
|
|
|
CCIH
1170
PUT
DELISTED
Chinacache International Holdings Ltd
CCIH
| $235K | ﹤0.01% |
15,000
-10,000
| -40% | -$153K |
2014 Q1
1 quarter
|
|
1171
CALL
DELISTED
ADT Corp
ADT
| $234K | ﹤0.01% |
6,700
-64,100
| -91% | -$2.05M |
2013 Q4
2 quarters
|
|
|
ANR
1172
PUT
DELISTED
Alpha Natural Resources Inc
ANR
| $233K | ﹤0.01% |
62,700
| – | – |
2013 Q4
2 quarters
|
|
1173
iShares MSCI Emerging Markets ETF
EEM
$30.1B
| $232K | ﹤0.01% |
+5,360
| New | +$228K |
2014 Q2
0 quarters
|
|
1174
CALL
Viatris
VTRS
$20.2B
| $232K | ﹤0.01% |
+4,500
| New | +$221K |
2014 Q2
0 quarters
|
|
|
TWX
1175
PUT
DELISTED
Time Warner Inc
TWX
| $232K | ﹤0.01% |
3,300
-142
| -4% | -$9.34K |
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.