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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
Cap. Flow
-$199M
Cap. Flow %
-3.45%
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 icon
APA Corp
APA
+$7.82M
2
AIG icon
American International
AIG
+$7.7M
3
WMB icon
Williams Companies
WMB
+$7.08M
4
DB icon
Deutsche Bank
DB
+$6.54M
5
BAC icon
Bank of America
BAC
+$6.02M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$49.6M
2
GOOG icon
Alphabet (Google) Class C
GOOG
+$30.1M
3
AAPL icon
Apple
AAPL
+$21.6M
4
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
+$20M
5
PG icon
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
CAT icon
1351
Caterpillar
CAT
$355B
– –
-152,476
Closed -$16M –
CF icon
1352
CALL
CF Industries
CF
$17.7B
– –
-26,000
Closed -$1.35M –
CHD icon
1353
CALL
Church & Dwight Co
CHD
$23.8B
– –
-68,600
Closed -$2.37M –
CI icon
1354
CALL
Cigna
CI
$74.7B
– –
-6,100
Closed -$511K –
CL icon
1355
Colgate-Palmolive
CL
$71.7B
– –
-4,760
Closed -$319K –
CLX icon
1356
PUT
Clorox
CLX
$10.2B
– –
-33,200
Closed -$2.92M –
CMCSA icon
1357
Comcast
CMCSA
$74.1B
– –
-335,964
Closed -$8.63M –
CME icon
1358
CALL
CME Group
CME
$100B
– –
-12,400
Closed -$918K –
CMI icon
1359
CALL
Cummins
CMI
$72.9B
– –
-8,000
Closed -$1.19M –
CNI icon
1360
CALL
Canadian National Railway
CNI
$71.8B
– –
-10,000
Closed -$562K –
COTY icon
1361
CALL
Coty
COTY
$2.6B
– –
-20,000
Closed -$300K –
CPRI icon
1362
Capri Holdings
CPRI
$1.72B
– –
-20,352
Closed -$1.87M –
CRTO icon
1363
CALL
Criteo S.A.
CRTO
$738M
– –
-9,500
Closed -$385K –
CSX icon
1364
PUT
CSX Corp
CSX
$88.5B
– –
-29,700
Closed -$287K –
CVS icon
1365
CALL
CVS Health
CVS
$112B
– –
-7,900
Closed -$591K –
DBA icon
1366
Invesco DB Agriculture Fund
DBA
$1.23B
– –
-54,783
Closed -$1.55M –
DDD icon
1367
3D Systems Corp
DDD
$530M
– –
-11,993
Closed -$616K –
DIA icon
1368
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$44.8B
– –
-1,960
Closed -$325K –
DLR icon
1369
CALL
Digital Realty Trust
DLR
$66.1B
– –
-12,300
Closed -$653K –
DUK icon
1370
Duke Energy
DUK
$92.2B
– –
-5,509
Closed -$396K –
DXJ icon
1371
WisdomTree Japan Hedged Equity Fund
DXJ
$2.38B
– –
-247,056
Closed -$3.9M –
EA icon
1372
DELISTED
Electronic Arts
EA
– –
-9,365
Closed -$304K –
EFA icon
1373
iShares MSCI EAFE ETF
EFA
$76.8B
– –
-28,019
Closed -$1.92M –
EMR icon
1374
CALL
Emerson Electric
EMR
$91.2B
– –
-45,700
Closed -$3.05M –
EQNR icon
1375
CALL
Equinor
EQNR
$107B
– –
-61,600
Closed -$1.74M –
53 54
55
56 57

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DIA
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CAM
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VAM
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SI
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PJC
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SWITC
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SMA
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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.