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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 | |
|---|---|---|---|---|---|---|---|
51
PUT
DELISTED
Anadarko Petroleum
APC
| $15.5M | 0.27% |
141,400
-35,600
| -20% | -$3.62M |
2013 Q4
2 quarters
|
|
|
DTV
52
CALL
DELISTED
DIRECTV COM STK (DE)
DTV
| $15.3M | 0.27% |
180,200
+8,800
| +5% | +$717K |
2013 Q4
2 quarters
|
|
53
CALL
ConocoPhillips
COP
$164B
| $15M | 0.26% |
174,800
+76,700
| +78% | +$5.98M |
2013 Q4
2 quarters
|
|
54
PUT
Union Pacific
UNP
$166B
| $14.7M | 0.25% |
147,100
+59,500
| +68% | +$5.77M |
2013 Q4
2 quarters
|
|
|
55
APA Corp
APA
$16.4B
| $14.6M | 0.25% |
145,265
+86,317
| +146% | +$7.82M |
2013 Q4
2 quarters
|
|
56
PUT
IBM
IBM
$213B
| $14.2M | 0.25% |
82,216
-19,560
| -19% | -$3.52M |
2013 Q4
2 quarters
|
|
57
PUT
iShares China Large-Cap ETF
FXI
$3.92B
| $14.2M | 0.25% |
382,600
-126,400
| -25% | -$4.58M |
2013 Q4
2 quarters
|
|
58
CALL
GE Aerospace
GE
$323B
| $14M | 0.24% |
111,238
+60,512
| +119% | +$7.7M |
2013 Q4
2 quarters
|
|
|
TWC
59
PUT
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $13.9M | 0.24% |
94,100
-191,300
| -67% | -$26.8M |
2013 Q4
2 quarters
|
|
|
YHOO
60
CALL
DELISTED
Yahoo Inc
YHOO
| $13.8M | 0.24% |
393,900
+236,000
| +149% | +$8.24M |
2013 Q4
2 quarters
|
|
61
PUT
Cheniere Energy
LNG
$58.5B
| $13.8M | 0.24% |
191,800
+93,200
| +95% | +$5.66M |
2013 Q4
2 quarters
|
|
62
PUT
Citigroup
C
$219B
| $13.7M | 0.24% |
291,400
+39,000
| +15% | +$1.85M |
2013 Q4
2 quarters
|
|
63
PUT
Netflix
NFLX
$297B
| $13.4M | 0.23% |
2,128,000
+882,000
| +71% | +$4.77M |
2013 Q4
2 quarters
|
|
64
CALL
Cisco
CSCO
$453B
| $12.8M | 0.22% |
513,900
+183,400
| +55% | +$4.37M |
2013 Q4
2 quarters
|
|
65
CALL
iShares MSCI Brazil ETF
EWZ
$12.1B
| $12.4M | 0.22% |
260,400
-14,800
| -5% | -$709K |
2013 Q4
2 quarters
|
|
66
PUT
Halliburton
HAL
$27.2B
| $12M | 0.21% |
169,300
+25,800
| +18% | +$1.65M |
2013 Q4
2 quarters
|
|
67
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$2.39B
| $11.9M | 0.21% |
722,400
+493,500
| +216% | +$7.79M |
2013 Q4
2 quarters
|
|
68
CALL
Oracle
ORCL
$417B
| $11.8M | 0.2% |
290,200
-139,000
| -32% | -$5.72M |
2013 Q4
2 quarters
|
|
69
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$48.5B
| $11.6M | 0.2% |
102,200
+92,300
| +932% | +$10.3M |
2013 Q4
2 quarters
|
|
70
CALL
Norfolk Southern
NSC
$71.5B
| $11.6M | 0.2% |
112,100
-11,400
| -9% | -$1.12M |
2013 Q4
2 quarters
|
|
|
71
DELISTED
Anadarko Petroleum
APC
| $11.5M | 0.2% |
104,772
-28,661
| -21% | -$2.92M |
2013 Q4
2 quarters
|
|
72
CALL
American Airlines Group
AAL
$8.43B
| $11.5M | 0.2% |
266,800
-230,400
| -46% | -$8.99M |
2013 Q4
2 quarters
|
|
|
73
CALL
Halliburton
HAL
$27.2B
| $11.4M | 0.2% |
160,500
+124,500
| +346% | +$7.98M |
2013 Q4
2 quarters
|
|
74
PUT
Gilead Sciences
GILD
$186B
| $11.3M | 0.2% |
136,200
+81,100
| +147% | +$6.31M |
2013 Q4
2 quarters
|
|
75
CALL
Berkshire Hathaway Class B
BRK.B
$1.11T
| $11.2M | 0.19% |
88,400
+53,500
| +153% | +$6.77M |
2014 Q1
1 quarter
|
|
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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.