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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 | |
|---|---|---|---|---|---|---|---|
|
POT
126
DELISTED
Potash Corp Of Saskatchewan
POT
| $6.81M | 0.12% |
179,338
-69,148
| -28% | -$2.5M |
2013 Q4
2 quarters
|
|
127
PUT
Alcoa
AA
$11B
| $6.79M | 0.12% |
189,846
-8,822
| -4% | -$289K |
2013 Q4
2 quarters
|
|
128
IBM
IBM
$214B
| $6.79M | 0.12% |
39,150
+22,824
| +140% | +$4.11M |
2013 Q4
2 quarters
|
|
|
QCOR
129
PUT
DELISTED
QUESTCOR PHARMA INC
QCOR
| $6.74M | 0.12% |
72,900
+35,000
| +92% | +$3M |
2013 Q4
2 quarters
|
|
130
CALL
Baidu
BIDU
$28.7B
| $6.65M | 0.12% |
35,600
+11,100
| +45% | +$1.82M |
2013 Q4
2 quarters
|
|
131
PUT
Nabors Industries
NBR
$1.2B
| $6.6M | 0.11% |
4,492
+1,302
| +41% | +$1.68M |
2013 Q4
2 quarters
|
|
132
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $6.58M | 0.11% |
+14,369
| New | +$8.37M |
2014 Q2
0 quarters
|
|
133
Netflix
NFLX
$294B
| $6.55M | 0.11% |
1,041,250
+626,080
| +151% | +$3.39M |
2013 Q4
2 quarters
|
|
134
PUT
BP
BP
$120B
| $6.48M | 0.11% |
150,129
-105,750
| -41% | -$4.36M |
2013 Q4
2 quarters
|
|
135
PUT
AstraZeneca
AZN
$246B
| $6.43M | 0.11% |
+86,600
| New | +$6.26M |
2014 Q2
0 quarters
|
|
136
PUT
Marathon Petroleum
MPC
$129B
| $6.42M | 0.11% |
164,600
-125,800
| -43% | -$5.56M |
2013 Q4
2 quarters
|
|
137
PUT
DELISTED
Chesapeake Energy Corporation
CHK
| $6.34M | 0.11% |
1,078
+58
| +6% | +$316K |
2013 Q4
2 quarters
|
|
138
CALL
Amazon
AMZN
$2.8T
| $6.33M | 0.11% |
390,000
+144,000
| +59% | +$2.28M |
2013 Q4
2 quarters
|
|
|
139
Alcoa
AA
$11B
| $6.31M | 0.11% |
176,395
-14,732
| -8% | -$483K |
2013 Q4
2 quarters
|
|
140
PUT
Intel
INTC
$536B
| $6.25M | 0.11% |
202,400
-64,600
| -24% | -$1.77M |
2013 Q4
2 quarters
|
|
141
CALL
DELISTED
SANDISK CORP
SNDK
| $6.25M | 0.11% |
59,800
+11,400
| +24% | +$1.03M |
2013 Q4
2 quarters
|
|
142
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $6.23M | 0.11% |
27,100
+1,100
| +4% | +$227K |
2013 Q4
2 quarters
|
|
143
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$30.8B
| $6.21M | 0.11% |
114,900
+83,900
| +271% | +$4.48M |
2013 Q4
2 quarters
|
|
144
PUT
Wells Fargo
WFC
$252B
| $6.19M | 0.11% |
117,800
+2,400
| +2% | +$121K |
2013 Q4
2 quarters
|
|
|
CMCSK
145
CALL
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
| $6.19M | 0.11% |
116,000
+69,800
| +151% | +$3.72M |
2013 Q4
2 quarters
|
|
146
CALL
Salesforce
CRM
$193B
| $6.14M | 0.11% |
105,800
+31,900
| +43% | +$1.72M |
2013 Q4
2 quarters
|
|
147
PUT
DELISTED
Hess
HES
| $6.09M | 0.11% |
+61,600
| New | +$5.56M |
2014 Q2
0 quarters
|
|
|
148
CALL
Intel
INTC
$536B
| $6.08M | 0.11% |
196,600
+37,500
| +24% | +$1.03M |
2013 Q4
2 quarters
|
|
149
CALL
General Dynamics
GD
$90.8B
| $6.03M | 0.1% |
51,700
+44,500
| +618% | +$5.06M |
2013 Q4
2 quarters
|
|
150
Cheniere Energy
LNG
$58.3B
| $5.96M | 0.1% |
83,175
+30,515
| +58% | +$1.85M |
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.