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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 | |
|---|---|---|---|---|---|---|---|
1326
CALL
Assured Guaranty
AGO
$3.06B
| – | – |
-14,600
| Closed | -$370K | – |
|
|
1327
PUT
Assured Guaranty
AGO
$3.06B
| – | – |
-11,000
| Closed | -$279K | – |
|
1328
Akamai
AKAM
$14.4B
| – | – |
-39,186
| Closed | -$2.18M | – |
|
1329
CALL
Applied Materials
AMAT
$368B
| – | – |
-17,500
| Closed | -$357K | – |
|
1330
CALL
Octave Specialty Group
OSG
$214M
| – | – |
-10,000
| Closed | -$310K | – |
|
1331
Ameriprise Financial
AMP
$43.6B
| – | – |
-7,595
| Closed | -$836K | – |
|
1332
PUT
Abercrombie & Fitch
ANF
$6.4B
| – | – |
-15,000
| Closed | -$578K | – |
|
1333
CALL
Aon
AON
$58.3B
| – | – |
-6,200
| Closed | -$523K | – |
|
1334
CALL
Air Products & Chemicals
APD
$64.3B
| – | – |
-9,729
| Closed | -$1.07M | – |
|
1335
Armour Residential REIT
ARR
$1.92B
| – | – |
-265
| Closed | -$45.1K | – |
|
1336
CALL
Ashland
ASH
$3.33B
| – | – |
-81,760
| Closed | -$3.98M | – |
|
1337
PUT
ASML
ASML
$660B
| – | – |
-30,000
| Closed | -$2.8M | – |
|
1338
CALL
Covista Inc
CVSA
$4.37B
| – | – |
-37,500
| Closed | -$1.59M | – |
|
1339
CALL
ATI
ATI
$25.8B
| – | – |
-20,100
| Closed | -$757K | – |
|
|
1340
PUT
ATI
ATI
$25.8B
| – | – |
-20,000
| Closed | -$754K | – |
|
1341
BlackBerry
BB
$4.97B
| – | – |
-300,878
| Closed | -$2.37M | – |
|
1342
Banco Bradesco
BBD
$44.4B
| – | – |
-26,202
| Closed | -$153K | – |
|
1343
PUT
Banco Bilbao Vizcaya Argentaria
BBVA
$145B
| – | – |
-43,657
| Closed | -$498K | – |
|
1344
CALL
Best Buy
BBY
$18.4B
| – | – |
-46,500
| Closed | -$1.23M | – |
|
1345
CALL
Barclays
BCS
$76.9B
| – | – |
-15,237
| Closed | -$221K | – |
|
1346
CALL
Bread Financial
BFH
$3.93B
| – | – |
-1,253
| Closed | -$272K | – |
|
|
1347
Bread Financial
BFH
$3.93B
| – | – |
-3,668
| Closed | -$797K | – |
|
1348
Bunge Global
BG
$20.7B
| – | – |
-13,772
| Closed | -$1.07M | – |
|
1349
Beazer Homes USA
BZH
$892M
| – | – |
-16,315
| Closed | -$328K | – |
|
|
1350
PUT
Beazer Homes USA
BZH
$892M
| – | – |
-45,300
| Closed | -$910K | – |
|
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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.