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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 | |
|---|---|---|---|---|---|---|---|
201
United Airlines
UAL
$33.5B
| $4.36M | 0.08% |
106,112
+82,385
| +347% | +$3.55M |
2013 Q4
2 quarters
|
|
202
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $4.35M | 0.08% |
+9,500
| New | +$5.54M |
2014 Q2
0 quarters
|
|
203
PUT
ConocoPhillips
COP
$169B
| $4.31M | 0.07% |
50,300
+45,300
| +906% | +$3.53M |
2013 Q4
2 quarters
|
|
204
PUT
American Tower
AMT
$83.6B
| $4.27M | 0.07% |
47,500
| – | – |
2013 Q4
2 quarters
|
|
205
CALL
Bunge Global
BG
$20.7B
| $4.25M | 0.07% |
56,200
+46,200
| +462% | +$3.57M |
2013 Q4
2 quarters
|
|
206
DELISTED
Du Pont De Nemours E I
DD
| $4.22M | 0.07% |
+67,951
| New | +$4.37M |
2014 Q2
0 quarters
|
|
207
CALL
Canadian Natural Resources
CNQ
$107B
| $4.2M | 0.07% |
189,272
-30,821
| -14% | -$617K |
2013 Q4
2 quarters
|
|
208
CALL
Union Pacific
UNP
$168B
| $4.19M | 0.07% |
42,000
-56,800
| -57% | -$5.5M |
2013 Q4
2 quarters
|
|
209
CALL
BlackBerry
BB
$4.97B
| $4.19M | 0.07% |
409,000
+107,200
| +36% | +$845K |
2013 Q4
2 quarters
|
|
210
Boeing
BA
$147B
| $4.18M | 0.07% |
32,845
+16,753
| +104% | +$2.19M |
2013 Q4
2 quarters
|
|
211
PUT
Chevron
CVX
$427B
| $4.18M | 0.07% |
32,000
-101,600
| -76% | -$12.6M |
2013 Q4
2 quarters
|
|
212
CALL
Northrop Grumman
NOC
$68.4B
| $4.17M | 0.07% |
+34,900
| New | +$4.22M |
2014 Q2
0 quarters
|
|
|
JOY
213
CALL
DELISTED
Joy Global Inc
JOY
| $4.17M | 0.07% |
67,800
-45,600
| -40% | -$2.74M |
2013 Q4
2 quarters
|
|
214
CALL
PG&E
PCG
$40B
| $4.16M | 0.07% |
+86,700
| New | +$3.93M |
2014 Q2
0 quarters
|
|
215
PUT
Merck
MRK
$350B
| $4.14M | 0.07% |
74,932
+59,212
| +377% | +$3.23M |
2013 Q4
2 quarters
|
|
|
ETFC
216
PUT
DELISTED
E*Trade Financial Corporation
ETFC
| $4.13M | 0.07% |
194,400
+104,500
| +116% | +$2.2M |
2013 Q4
2 quarters
|
|
217
CALL
BP
BP
$125B
| $4.08M | 0.07% |
94,625
-23,595
| -20% | -$973K |
2013 Q4
2 quarters
|
|
218
CALL
Johnson & Johnson
JNJ
$599B
| $4.07M | 0.07% |
38,900
+100
| +0.3% | +$10.1K |
2013 Q4
2 quarters
|
|
|
HOT
219
CALL
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $4.04M | 0.07% |
+50,000
| New | +$3.93M |
2014 Q2
0 quarters
|
|
220
CALL
DELISTED
US Steel
X
| $4.03M | 0.07% |
154,800
+14,400
| +10% | +$368K |
2013 Q4
2 quarters
|
|
221
PUT
Toll Brothers
TOL
$12.2B
| $4.01M | 0.07% |
108,600
+16,000
| +17% | +$567K |
2013 Q4
2 quarters
|
|
222
CALL
Valero Energy
VLO
$131B
| $3.95M | 0.07% |
78,900
-66,300
| -46% | -$3.66M |
2013 Q4
2 quarters
|
|
|
LNKD
223
PUT
DELISTED
LinkedIn Corporation
LNKD
| $3.94M | 0.07% |
23,000
+20,000
| +667% | +$3.23M |
2013 Q4
2 quarters
|
|
|
BHI
224
PUT
DELISTED
Baker Hughes
BHI
| $3.94M | 0.07% |
52,900
-40,900
| -44% | -$2.85M |
2013 Q4
2 quarters
|
|
|
225
PUT
United Airlines
UAL
$33.5B
| $3.93M | 0.07% |
95,600
+56,400
| +144% | +$2.43M |
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.