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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 | |
|---|---|---|---|---|---|---|---|
326
CALL
Gilead Sciences
GILD
$183B
| $2.65M | 0.05% |
32,000
-18,300
| -36% | -$1.42M |
2013 Q4
2 quarters
|
|
327
CALL
MGM Resorts International
MGM
$7.4B
| $2.65M | 0.05% |
100,300
-50,000
| -33% | -$1.25M |
2013 Q4
2 quarters
|
|
328
PUT
Stanley Black & Decker
SWK
$13.7B
| $2.62M | 0.05% |
29,800
| – | – |
2013 Q4
2 quarters
|
|
329
CF Industries
CF
$17.7B
| $2.61M | 0.05% |
54,180
-8,250
| -13% | -$404K |
2014 Q1
1 quarter
|
|
330
Devon Energy
DVN
$55.2B
| $2.59M | 0.05% |
32,659
+12,889
| +65% | +$938K |
2013 Q4
2 quarters
|
|
331
CALL
United Airlines
UAL
$33.5B
| $2.59M | 0.05% |
63,100
-175,000
| -73% | -$7.54M |
2013 Q4
2 quarters
|
|
332
PUT
Sinclair Inc
SBGI
$916M
| $2.58M | 0.04% |
+74,300
| New | +$2.16M |
2014 Q2
0 quarters
|
|
333
Tapestry
TPR
$23B
| $2.57M | 0.04% |
75,068
+47,910
| +176% | +$2.06M |
2013 Q4
2 quarters
|
|
334
DELISTED
Sprint Corporation
S
| $2.54M | 0.04% |
297,693
+163,512
| +122% | +$1.43M |
2013 Q4
2 quarters
|
|
335
PUT
CNX Resources
CNX
$5.23B
| $2.53M | 0.04% |
66,000
+18,000
| +38% | +$660K |
2013 Q4
2 quarters
|
|
336
Microsoft
MSFT
$4.04T
| $2.53M | 0.04% |
+60,765
| New | +$2.46M |
2014 Q2
0 quarters
|
|
337
CALL
Canadian Solar
CSIQ
$761M
| $2.53M | 0.04% |
80,900
+25,900
| +47% | +$698K |
2014 Q1
1 quarter
|
|
338
PUT
Exelon
EXC
$43.6B
| $2.52M | 0.04% |
+96,878
| New | +$2.47M |
2014 Q2
0 quarters
|
|
339
Wells Fargo
WFC
$244B
| $2.49M | 0.04% |
+47,383
| New | +$2.38M |
2014 Q2
0 quarters
|
|
|
340
CALL
Procter & Gamble
PG
$355B
| $2.48M | 0.04% |
31,600
+1,900
| +6% | +$153K |
2013 Q4
2 quarters
|
|
341
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.31B
| $2.47M | 0.04% |
+7,500
| New | +$2.31M |
2014 Q2
0 quarters
|
|
342
Qualcomm
QCOM
$189B
| $2.46M | 0.04% |
31,078
+21,516
| +225% | +$1.71M |
2013 Q4
2 quarters
|
|
|
ATVI
343
PUT
DELISTED
Activision Blizzard
ATVI
| $2.45M | 0.04% |
110,000
| – | – |
2013 Q4
2 quarters
|
|
344
PUT
Teva Pharmaceutical Industries Limited
TEVA
$48.1B
| $2.44M | 0.04% |
46,500
+27,500
| +145% | +$1.41M |
2013 Q4
2 quarters
|
|
345
CALL
DELISTED
Juniper Networks
JNPR
| $2.43M | 0.04% |
99,100
-47,200
| -32% | -$1.17M |
2013 Q4
2 quarters
|
|
346
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $2.43M | 0.04% |
9,917
-4,892
| -33% | -$1.27M |
2013 Q4
2 quarters
|
|
347
CALL
DELISTED
SUNEDISON, INC COM
SUNE
| $2.43M | 0.04% |
107,400
-411,700
| -79% | -$8M |
2013 Q4
2 quarters
|
|
348
CALL
Charles Schwab
SCHW
$166B
| $2.42M | 0.04% |
90,000
| – | – |
2013 Q4
2 quarters
|
|
349
iShares China Large-Cap ETF
FXI
$3.93B
| $2.42M | 0.04% |
65,348
-73,153
| -53% | -$2.65M |
2013 Q4
2 quarters
|
|
|
350
CALL
American International
AIG
$40.6B
| $2.42M | 0.04% |
44,300
-180,300
| -80% | -$9.55M |
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.