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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
PCAR icon
1476
CALL
PACCAR
PCAR
$56.9B
– –
-37,500
Closed -$1.69M –
PEG icon
1477
Public Service Enterprise Group
PEG
$35.3B
– –
-23,500
Closed -$896K –
PLUG icon
1478
PUT
Plug Power
PLUG
$2.26B
– –
-22,800
Closed -$162K –
PNC icon
1479
CALL
PNC Financial Services
PNC
$88.3B
– –
-3,100
Closed -$270K –
PPG icon
1480
PUT
PPG Industries
PPG
$23.1B
– –
-20,000
Closed -$1.94M –
RAMP icon
1481
LiveRamp
RAMP
$2.28B
– –
-6,000
Closed -$206K –
RGR icon
1482
CALL
Sturm, Ruger & Co
RGR
$702M
– –
-9,700
Closed -$580K –
RIG icon
1483
Transocean
RIG
$6.25B
– –
-144,060
Closed -$6.13M –
RIO icon
1484
Rio Tinto
RIO
$153B
– –
-6,903
Closed -$374K –
RL icon
1485
Ralph Lauren
RL
$22.2B
– –
-1,292
Closed -$208K –
RMBS icon
1486
CALL
Rambus
RMBS
$11B
– –
-32,700
Closed -$352K –
RRC icon
1487
CALL
Range Resources
RRC
$9.68B
– –
-8,000
Closed -$664K –
RRC icon
1488
PUT
Range Resources
RRC
$9.68B
– –
-3,000
Closed -$249K –
SAFE icon
1489
Safehold
SAFE
$854M
– –
-2,321
Closed -$167K –
SBUX icon
1490
CALL
Starbucks
SBUX
$105B
– –
-14,200
Closed -$521K –
SID icon
1491
CALL
Companhia Siderúrgica Nacional
SID
$1.68B
– –
-20,200
Closed -$88K –
SID icon
1492
PUT
Companhia Siderúrgica Nacional
SID
$1.68B
– –
-20,000
Closed -$87K –
SIRI icon
1493
SiriusXM
SIRI
$8.97B
– –
-57,913
Closed -$1.88M –
SLM icon
1494
CALL
SLM Corp
SLM
$4.31B
– –
-74,147
Closed -$649K –
SLM icon
1495
PUT
SLM Corp
SLM
$4.31B
– –
-27,141
Closed -$237K –
SOHU icon
1496
CALL
Sohu.com
SOHU
$327M
– –
-23,500
Closed -$1.53M –
SPY icon
1497
State Street SPDR S&P 500 ETF Trust
SPY
$822B
– –
-260,669
Closed -$49.6M –
SRPT icon
1498
CALL
Sarepta Therapeutics
SRPT
$1.84B
– –
-20,600
Closed -$495K –
SSYS icon
1499
Stratasys
SSYS
$671M
– –
-3,006
Closed -$295K –
STZ icon
1500
Constellation Brands
STZ
$21.4B
– –
-2,454
Closed -$209K –
58 59
60
61 62

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CAM
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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.