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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 | |
|---|---|---|---|---|---|---|---|
1176
PUT
Consolidated Edison
ED
$39.9B
| $231K | ﹤0.01% |
+4,000
| New | +$223K |
2014 Q2
0 quarters
|
|
1177
CALL
Skyworks Solutions
SWKS
$18B
| $230K | ﹤0.01% |
4,900
-25,200
| -84% | -$1.06M |
2014 Q1
1 quarter
|
|
1178
CALL
Bank of New York Mellon
BNY
$95.7B
| $229K | ﹤0.01% |
6,100
| – | – |
2013 Q4
2 quarters
|
|
|
TYC
1179
CALL
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $228K | ﹤0.01% |
4,775
-16,235
| -77% | -$732K |
2013 Q4
2 quarters
|
|
1180
PUT
DELISTED
Pandora Media Inc
P
| $227K | ﹤0.01% |
7,700
-60,400
| -89% | -$1.58M |
2013 Q4
2 quarters
|
|
|
CCIH
1181
DELISTED
Chinacache International Holdings Ltd
CCIH
| $227K | ﹤0.01% |
14,500
-9,500
| -40% | -$145K |
2014 Q1
1 quarter
|
|
|
KING
1182
PUT
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $226K | ﹤0.01% |
+11,000
| New | +$191K |
2014 Q2
0 quarters
|
|
1183
Rockwell Automation
ROK
$48B
| $225K | ﹤0.01% |
+1,800
| New | +$222K |
2014 Q2
0 quarters
|
|
|
NKY
1184
DELISTED
PRECIDIAN INVESTMENTS MAXIS NIKKEI 225 INDEX
NKY
| $225K | ﹤0.01% |
12,700
| – | – |
2014 Q1
1 quarter
|
|
1185
Rambus
RMBS
$10.6B
| $224K | ﹤0.01% |
+15,679
| New | +$194K |
2014 Q2
0 quarters
|
|
1186
PUT
Calumet Specialty Products
CLMT
$5.15B
| $223K | ﹤0.01% |
+7,000
| New | +$208K |
2014 Q2
0 quarters
|
|
1187
CALL
Kimberly-Clark
KMB
$32.7B
| $222K | ﹤0.01% |
2,086
-5,006
| -71% | -$532K |
2013 Q4
2 quarters
|
|
1188
PUT
Western Digital
WDC
$143B
| $222K | ﹤0.01% |
3,175
| – | – |
2013 Q4
2 quarters
|
|
|
KRFT
1189
PUT
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $222K | ﹤0.01% |
3,700
| – | – |
2013 Q4
2 quarters
|
|
1190
PUT
MBIA
MBI
$230M
| $221K | ﹤0.01% |
+20,000
| New | +$246K |
2014 Q2
0 quarters
|
|
|
TTM
1191
DELISTED
Tata Motors Limited
TTM
| $221K | ﹤0.01% |
+5,659
| New | +$217K |
2014 Q2
0 quarters
|
|
1192
CALL
Iron Mountain
IRM
$34.1B
| $220K | ﹤0.01% |
6,708
-33,110
| -83% | -$898K |
2013 Q4
2 quarters
|
|
1193
CALL
Costco
COST
$423B
| $219K | ﹤0.01% |
1,900
-47,100
| -96% | -$5.4M |
2013 Q4
2 quarters
|
|
1194
CALL
DELISTED
Fortress Investment Group Llc
FIG
| $219K | ﹤0.01% |
+29,500
| New | +$215K |
2014 Q2
0 quarters
|
|
1195
PUT
JetBlue
JBLU
$1.26B
| $217K | ﹤0.01% |
+20,000
| New | +$185K |
2014 Q2
0 quarters
|
|
1196
SPDR Gold Trust
GLD
$141B
| $216K | ﹤0.01% |
1,690
-900
| -35% | -$112K |
2013 Q4
2 quarters
|
|
1197
Sinclair Inc
SBGI
$916M
| $216K | ﹤0.01% |
+6,215
| New | +$181K |
2014 Q2
0 quarters
|
|
1198
CALL
XPO
XPO
$21.2B
| $215K | ﹤0.01% |
+21,685
| New | +$198K |
2014 Q2
0 quarters
|
|
|
BWLD
1199
PUT
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $215K | ﹤0.01% |
1,300
-5,300
| -80% | -$778K |
2014 Q1
1 quarter
|
|
|
OA
1200
PUT
DELISTED
Orbital ATK, Inc.
OA
| $214K | ﹤0.01% |
+1,600
| New | +$221K |
2014 Q2
0 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.