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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 | |
|---|---|---|---|---|---|---|---|
1376
Ericsson
ERIC
$31.6B
| – | – |
-13,401
| Closed | -$167K | – |
|
1377
PUT
Eaton
ETN
$166B
| – | – |
-3,900
| Closed | -$293K | – |
|
1378
CALL
Edwards Lifesciences
EW
$49.1B
| – | – |
-46,800
| Closed | -$579K | – |
|
1379
iShares MSCI Mexico ETF
EWW
$1.44B
| – | – |
-43,300
| Closed | -$2.85M | – |
|
1380
iShares MSCI Brazil ETF
EWZ
$11.9B
| – | – |
-31,786
| Closed | -$1.52M | – |
|
1381
CALL
DELISTED
Exact Sciences
EXAS
| – | – |
-15,200
| Closed | -$215K | – |
|
1382
CALL
Expedia Group
EXPE
$32.8B
| – | – |
-5,500
| Closed | -$399K | – |
|
1383
CALL
Ford
F
$48.2B
| – | – |
-24,100
| Closed | -$376K | – |
|
1384
PUT
Fortress Biotech
FBIO
$65M
| – | – |
-1,667
| Closed | -$50K | – |
|
1385
CALL
FuelCell Energy
FCEL
$1.24B
| – | – |
-3
| Closed | -$28K | – |
|
1386
Freeport-McMoran
FCX
$104B
| – | – |
-228,255
| Closed | -$7.81M | – |
|
1387
F5
FFIV
$27B
| – | – |
-3,289
| Closed | -$354K | – |
|
1388
Five Below
FIVE
$11.7B
| – | – |
-9,381
| Closed | -$399K | – |
|
|
1389
PUT
Five Below
FIVE
$11.7B
| – | – |
-10,000
| Closed | -$425K | – |
|
1390
CALL
DELISTED
Foot Locker
FL
| – | – |
-21,000
| Closed | -$987K | – |
|
1391
CALL
FMC
FMC
$1.29B
| – | – |
-57,765
| Closed | -$3.84M | – |
|
1392
First Solar
FSLR
$20.1B
| – | – |
-100,818
| Closed | -$6.67M | – |
|
1393
Fortinet
FTNT
$140B
| – | – |
-50,435
| Closed | -$226K | – |
|
1394
Gen Digital
GEN
$14.3B
| – | – |
-15,001
| Closed | -$319K | – |
|
1395
CALL
General Motors
GM
$73.7B
| – | – |
-7,100
| Closed | -$244K | – |
|
1396
PUT
GameStop
GME
$13.7B
| – | – |
-64,000
| Closed | -$658K | – |
|
1397
CALL
Gogo Inc
GOGO
$294M
| – | – |
-15,400
| Closed | -$316K | – |
|
|
1398
Alphabet (Google) Class C
GOOG
$4.27T
| – | – |
-1,109,865
| Closed | -$30.1M | – |
|
1399
CALL
Goldman Sachs
GS
$260B
| – | – |
-11,000
| Closed | -$1.8M | – |
|
1400
Goodyear
GT
$1.31B
| – | – |
-8,433
| Closed | -$220K | – |
|
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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.