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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
-0.29%
1 Year Est. Return
+19.81%
3 Year Est. Return
+45.77%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$5.62B
AUM Growth
-$140M
(-2.4%)
Cap. Flow
+$82.2M
Cap. Flow
% of AUM
1.46%
Top 10 Holdings %
Top 10 Hldgs %
35.83%
Holding
1,716
New
404
Increased
433
Reduced
383
Closed
341
Avg Time Held Equity + Options
1.7
quarters
Top 10 Avg Time Held Equity + Options
2.3
quarters
Top 20 Avg Time Held Equity + Options
1.9
quarters
Avg Time Held Equity only
1.2
quarters
Top 10 Avg Time Held Equity only
1
quarter
Top 20 Avg Time Held Equity only
1.2
quarters
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$33.3M |
| 2 |
Williams Companies
WMB
|
+$10.6M |
| 3 |
TWTR
Twitter, Inc.
TWTR
|
+$9.84M |
| 4 |
YHOO
Yahoo Inc
YHOO
|
+$8.67M |
| 5 |
TWX
Time Warner Inc
TWX
|
+$7.59M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$38.1M |
| 2 |
Anadarko Petroleum
APC
|
+$11.3M |
| 3 |
IBM
IBM
|
+$7.13M |
| 4 |
Valero Energy
VLO
|
+$6.11M |
| 5 |
Deutsche Bank
DB
|
+$5.97M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 90.11% |
| 2 | Energy | 3.14% |
| 3 | Financials | 1.55% |
| 4 | Communication Services | 0.9% |
| 5 | Consumer Discretionary | 0.82% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
ANDV
376
PUT
DELISTED
Andeavor
ANDV
| $2.59M | 0.05% |
42,400
-55,200
| -57% | -$3.4M |
2013 Q4
3 quarters
|
|
377
CALL
Invesco
IVZ
$12.8B
| $2.57M | 0.05% |
65,000
+55,000
| +550% | +$2.16M |
2014 Q1
2 quarters
|
|
|
WFT
378
DELISTED
Weatherford International plc
WFT
| $2.54M | 0.05% |
+122,163
| New | +$2.75M |
2014 Q3
0 quarters
|
|
379
PUT
Coca-Cola
KO
$388B
| $2.52M | 0.04% |
59,200
+54,200
| +1,084% | +$2.24M |
2013 Q4
3 quarters
|
|
380
CALL
DaVita
DVA
$11.6B
| $2.52M | 0.04% |
+34,400
| New | +$2.52M |
2014 Q3
0 quarters
|
|
381
PUT
Stratasys
SSYS
$656M
| $2.51M | 0.04% |
20,800
-4,200
| -17% | -$475K |
2013 Q4
3 quarters
|
|
382
PUT
DELISTED
Dynegy, Inc.
DYN
| $2.49M | 0.04% |
+86,300
| New | +$2.56M |
2014 Q3
0 quarters
|
|
|
RSX
383
PUT
DELISTED
VanEck Russia ETF
RSX
| $2.49M | 0.04% |
111,000
+33,000
| +42% | +$816K |
2014 Q1
2 quarters
|
|
384
Merck
MRK
$350B
| $2.47M | 0.04% |
43,727
-4,970
| -10% | -$279K |
2014 Q1
2 quarters
|
|
385
CALL
Check Point Software Technologies
CHKP
$13.8B
| $2.47M | 0.04% |
35,700
-12,400
| -26% | -$844K |
2013 Q4
3 quarters
|
|
|
GTAT
386
PUT
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
| $2.47M | 0.04% |
228,300
+138,900
| +155% | +$2.12M |
2014 Q2
1 quarter
|
|
|
ATVI
387
DELISTED
Activision Blizzard
ATVI
| $2.47M | 0.04% |
118,617
+40,800
| +52% | +$927K |
2013 Q4
3 quarters
|
|
388
CALL
Deere & Co
DE
$175B
| $2.46M | 0.04% |
30,000
-11,000
| -27% | -$941K |
2013 Q4
3 quarters
|
|
|
QLIK
389
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $2.45M | 0.04% |
90,657
+34,600
| +62% | +$906K |
2014 Q1
2 quarters
|
|
|
CHL
390
DELISTED
China Mobile Limited
CHL
| $2.44M | 0.04% |
41,507
+29,401
| +243% | +$1.69M |
2014 Q1
2 quarters
|
|
391
Newmont
NEM
$122B
| $2.44M | 0.04% |
105,770
+27,300
| +35% | +$696K |
2013 Q4
3 quarters
|
|
|
KSU
392
PUT
DELISTED
Kansas City Southern
KSU
| $2.42M | 0.04% |
+20,000
| New | +$2.28M |
2014 Q3
0 quarters
|
|
393
CALL
iShares MSCI Japan ETF
EWJ
$23.7B
| $2.42M | 0.04% |
51,450
-12,500
| -20% | -$597K |
2013 Q4
3 quarters
|
|
394
CALL
Delta Air Lines
DAL
$52.3B
| $2.41M | 0.04% |
66,600
-57,700
| -46% | -$2.21M |
2013 Q4
3 quarters
|
|
395
Walmart Inc
WMT
$891B
| $2.38M | 0.04% |
93,516
+63,687
| +214% | +$1.61M |
2013 Q4
3 quarters
|
|
|
CBI
396
PUT
DELISTED
Chicago Bridge & Iron Nv
CBI
| $2.38M | 0.04% |
+41,200
| New | +$2.6M |
2014 Q3
0 quarters
|
|
397
CALL
iShares MSCI Hong Kong ETF
EWH
$1.2B
| $2.38M | 0.04% |
117,100
+1,700
| +1% | +$36.8K |
2013 Q4
3 quarters
|
|
398
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$30.8B
| $2.38M | 0.04% |
44,800
+21,000
| +88% | +$1.13M |
2014 Q1
2 quarters
|
|
399
CALL
McDonald's
MCD
$167B
| $2.37M | 0.04% |
25,000
+15,000
| +150% | +$1.43M |
2013 Q4
3 quarters
|
|
400
CALL
BHP
BHP
$216B
| $2.35M | 0.04% |
47,306
+1,419
| +3% | +$82.5K |
2013 Q4
3 quarters
|
|
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Integral Derivatives's Q3 2014 Portfolio in Review
As of Q3 2014, Integral Derivatives held 1,716 positions worth $5.62B, down 2.4% from $5.76B the previous quarter. Its ten largest holdings account for 36% of the portfolio.
Integral Derivatives's Q3 2014 filing shows 404 new, 433 increased, 383 reduced and 341 closed positions. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 168,431 shares worth $33.2M. The largest sale was Apple, an estimated $38.1M.
By sector, the portfolio is most concentrated in Miscellaneous at 90% of assets, down from 91% a quarter earlier, followed by Energy and Financials.
- Integral Derivatives's largest Q3 2014 buy was State Street SPDR S&P 500 ETF Trust: 168,431 shares worth $33.2M.
- Integral Derivatives added most to Williams Companies in Q3 2014, an estimated $10.6M increase.
- Integral Derivatives's biggest Q3 2014 reduction was Valero Energy, cutting an estimated $6.11M.
- Integral Derivatives fully exited Apple in Q3 2014, selling an estimated $38.1M.
- Integral Derivatives's ten largest holdings make up 36% of its $5.62B portfolio in Q3 2014.
- Integral Derivatives opened 404 new positions and closed 341 in Q3 2014.
- Integral Derivatives's portfolio value fell 2.4% quarter-over-quarter to $5.62B.
Based on Integral Derivatives's 13F filing for Q3 2014, filed 6 Oct 2014.