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Integral Derivatives Portfolio holdings
AUM
$4.07B
Turnover
54.59%
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
0.3
years
Top 10 Avg Time Held Equity + Options
0.4
years
Top 20 Avg Time Held Equity + Options
0.3
years
Avg Time Held Equity only
0.2
years
Top 10 Avg Time Held Equity only
0.2
years
Top 20 Avg Time Held Equity only
0.2
years
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 | |
|---|---|---|---|---|---|---|---|
876
PUT
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
| $603K | 0.01% |
150,000
-350,000
| -70% | -$1.56M |
2013 Q4
2 quarters
|
|
877
CALL
Plains All American Pipeline
PAA
$17.7B
| $600K | 0.01% |
10,000
| – | – |
2013 Q4
2 quarters
|
|
878
PUT
Toyota
TM
$226B
| $598K | 0.01% |
+5,000
| New | +$557K |
2014 Q2
0 quarters
|
|
|
PETM
879
CALL
DELISTED
PETSMART INC
PETM
| $598K | 0.01% |
10,000
| – | – |
2014 Q1
1 quarter
|
|
880
CALL
Avis
CAR
$3.88B
| $597K | 0.01% |
10,000
-10,000
| -50% | -$548K |
2014 Q1
1 quarter
|
|
881
CALL
Infosys
INFY
$49.1B
| $597K | 0.01% |
+88,800
| New | +$591K |
2014 Q2
0 quarters
|
|
882
Helmerich & Payne
HP
$3.77B
| $596K | 0.01% |
5,137
-18,550
| -78% | -$2.03M |
2013 Q4
2 quarters
|
|
|
EXPR
883
PUT
DELISTED
Express, Inc.
EXPR
| $596K | 0.01% |
+1,750
| New | +$523K |
2014 Q2
0 quarters
|
|
884
CALL
Under Armour
UAA
$2.1B
| $595K | 0.01% |
+20,000
| New | +$525K |
2014 Q2
0 quarters
|
|
|
RAX
885
PUT
DELISTED
Rackspace Hosting Inc
RAX
| $592K | 0.01% |
17,600
+7,500
| +74% | +$249K |
2013 Q4
2 quarters
|
|
886
CALL
JB Hunt Transport Services
JBHT
$22.1B
| $590K | 0.01% |
+8,000
| New | +$606K |
2014 Q2
0 quarters
|
|
887
PUT
Thermo Fisher Scientific
TMO
$258B
| $590K | 0.01% |
5,000
-10,500
| -68% | -$1.24M |
2014 Q1
1 quarter
|
|
888
CALL
Mattel
MAT
$4.95B
| $588K | 0.01% |
15,100
| – | – |
2014 Q1
1 quarter
|
|
|
CHL
889
DELISTED
China Mobile Limited
CHL
| $588K | 0.01% |
12,106
+3,500
| +41% | +$168K |
2014 Q1
1 quarter
|
|
890
CALL
Bath & Body Works
BBWI
$4.12B
| $587K | 0.01% |
12,370
| – | – |
2013 Q4
2 quarters
|
|
|
891
PUT
Bath & Body Works
BBWI
$4.12B
| $587K | 0.01% |
12,370
| – | – |
2014 Q1
1 quarter
|
|
892
CALL
Palo Alto Networks
PANW
$303B
| $587K | 0.01% |
+42,000
| New | +$490K |
2014 Q2
0 quarters
|
|
|
893
PUT
Palo Alto Networks
PANW
$303B
| $587K | 0.01% |
+42,000
| New | +$490K |
2014 Q2
0 quarters
|
|
|
SGY
894
CALL
DELISTED
Stone Energy
SGY
| $585K | 0.01% |
+220
| New | +$555K |
2014 Q2
0 quarters
|
|
895
HP
HPQ
$27.8B
| $582K | 0.01% |
38,081
-172
| -0.4% | -$2.58K |
2014 Q1
1 quarter
|
|
|
CHS
896
CALL
DELISTED
Chicos FAS, Inc.
CHS
| $582K | 0.01% |
+34,300
| New | +$549K |
2014 Q2
0 quarters
|
|
897
Banco Santander
SAN
$195B
| $581K | 0.01% |
61,432
-6,786
| -10% | -$62.3K |
2013 Q4
2 quarters
|
|
898
CALL
Cheniere Energy
LNG
$57.7B
| $574K | 0.01% |
8,000
-245,900
| -97% | -$14.9M |
2013 Q4
2 quarters
|
|
899
PNC Financial Services
PNC
$85.7B
| $574K | 0.01% |
+6,447
| New | +$551K |
2014 Q2
0 quarters
|
|
|
ZNGA
900
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $572K | 0.01% |
+178,297
| New | +$645K |
2014 Q2
0 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.