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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 | |
|---|---|---|---|---|---|---|---|
|
26
PUT
APA Corp
APA
$16.3B
| $24.4M | 0.42% |
242,300
+144,800
| +149% | +$13.1M |
2013 Q4
2 quarters
|
|
27
PUT
GE Aerospace
GE
$323B
| $24.4M | 0.42% |
193,430
+17,653
| +10% | +$2.25M |
2013 Q4
2 quarters
|
|
|
28
PUT
American International
AIG
$40.7B
| $23.7M | 0.41% |
434,300
-28,200
| -6% | -$1.49M |
2013 Q4
2 quarters
|
|
29
CALL
DELISTED
Paramount Global Class B
PARA
| $22.8M | 0.4% |
+366,800
| New | +$21.8M |
2014 Q2
0 quarters
|
|
30
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $22.3M | 0.39% |
97,200
+25,600
| +36% | +$5.28M |
2013 Q4
2 quarters
|
|
31
PUT
Tesla
TSLA
$1.5T
| $21.5M | 0.37% |
1,342,500
-241,500
| -15% | -$3.37M |
2013 Q4
2 quarters
|
|
32
PUT
iShares MSCI Brazil ETF
EWZ
$12.1B
| $21.1M | 0.37% |
442,100
-72,400
| -14% | -$3.47M |
2013 Q4
2 quarters
|
|
|
33
American International
AIG
$40.7B
| $20.8M | 0.36% |
380,800
+145,457
| +62% | +$7.7M |
2013 Q4
2 quarters
|
|
34
PUT
FedEx
FDX
$68.9B
| $20.3M | 0.35% |
134,400
-41,300
| -24% | -$5.77M |
2013 Q4
2 quarters
|
|
|
35
PUT
DELISTED
Paramount Global Class B
PARA
| $19.7M | 0.34% |
317,700
+307,600
| +3,046% | +$18.3M |
2014 Q1
1 quarter
|
|
|
JCP
36
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
| $19.4M | 0.34% |
2,145,100
+363,300
| +20% | +$3.13M |
2013 Q4
2 quarters
|
|
|
TWC
37
CALL
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $19.2M | 0.33% |
130,400
-129,600
| -50% | -$18.2M |
2013 Q4
2 quarters
|
|
|
38
CALL
Alphabet (Google) Class C
GOOG
$4.28T
| $19.1M | 0.33% |
659,807
+37,483
| +6% | +$1.02M |
2013 Q4
2 quarters
|
|
|
39
DELISTED
Pioneer Natural Resource Co.
PXD
| $18.5M | 0.32% |
80,688
+13,711
| +20% | +$2.83M |
2013 Q4
2 quarters
|
|
|
40
CALL
Williams Companies
WMB
$89.8B
| $18.5M | 0.32% |
317,400
+82,100
| +35% | +$3.81M |
2013 Q4
2 quarters
|
|
41
PUT
Caterpillar
CAT
$373B
| $18.3M | 0.32% |
168,200
-147,800
| -47% | -$15.5M |
2013 Q4
2 quarters
|
|
42
CALL
Microsoft
MSFT
$4.01T
| $18.3M | 0.32% |
438,100
-290,300
| -40% | -$11.7M |
2013 Q4
2 quarters
|
|
|
43
PUT
Microsoft
MSFT
$4.01T
| $17.8M | 0.31% |
427,300
+156,300
| +58% | +$6.33M |
2013 Q4
2 quarters
|
|
44
CALL
Booking.com
BKNG
$120B
| $17.7M | 0.31% |
367,500
-47,500
| -11% | -$2.28M |
2013 Q4
2 quarters
|
|
45
PUT
iShares MSCI Emerging Markets ETF
EEM
$30.7B
| $17.1M | 0.3% |
396,500
-184,700
| -32% | -$7.84M |
2013 Q4
2 quarters
|
|
46
PUT
SLB Ltd
SLB
$72.6B
| $16.8M | 0.29% |
142,800
+38,500
| +37% | +$3.97M |
2013 Q4
2 quarters
|
|
47
Valero Energy
VLO
$126B
| $16.3M | 0.28% |
324,826
+14,922
| +5% | +$823K |
2013 Q4
2 quarters
|
|
48
CALL
Occidental Petroleum
OXY
$61.1B
| $16.3M | 0.28% |
165,438
+96,758
| +141% | +$9.09M |
2013 Q4
2 quarters
|
|
|
49
CALL
APA Corp
APA
$16.3B
| $15.9M | 0.28% |
157,600
+142,600
| +951% | +$12.9M |
2013 Q4
2 quarters
|
|
50
PUT
ExxonMobil
XOM
$705B
| $15.7M | 0.27% |
155,800
+6,600
| +4% | +$666K |
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.