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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 | |
|---|---|---|---|---|---|---|---|
451
CALL
Vipshop
VIPS
$6.12B
| $2.08M | 0.04% |
+110,000
| New | +$2.27M |
2014 Q3
0 quarters
|
|
452
DELISTED
Seadrill Limited Common Stock
SDRL
| $2.07M | 0.04% |
+289
| New | +$2.73M |
2014 Q3
0 quarters
|
|
|
BEAV
453
CALL
DELISTED
B/E Aerospace Inc
BEAV
| $2.06M | 0.04% |
33,835
+6,215
| +23% | +$393K |
2014 Q2
1 quarter
|
|
454
Petrobras
PBR
$164B
| $2.05M | 0.04% |
+144,366
| New | +$2.42M |
2014 Q3
0 quarters
|
|
|
BWP
455
DELISTED
Boardwalk Pipeline Partners
BWP
| $2.04M | 0.04% |
109,154
+58,331
| +115% | +$1.12M |
2014 Q2
1 quarter
|
|
456
PUT
State Street Energy Select Sector SPDR ETF
XLE
$43.2B
| $2.04M | 0.04% |
45,000
| – | – |
2014 Q2
1 quarter
|
|
457
DELISTED
Coterra Energy
CTRA
| $2.04M | 0.04% |
62,296
-24,605
| -28% | -$823K |
2013 Q4
3 quarters
|
|
|
LFC
458
CALL
DELISTED
China Life Insurance Company Ltd.
LFC
| $2.04M | 0.04% |
+146,400
| New | +$2.11M |
2014 Q3
0 quarters
|
|
|
QLIK
459
PUT
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $2.03M | 0.04% |
75,000
-26,100
| -26% | -$684K |
2014 Q1
2 quarters
|
|
460
CALL
Coca-Cola
KO
$388B
| $2.02M | 0.04% |
47,300
-25,000
| -35% | -$1.03M |
2013 Q4
3 quarters
|
|
461
PUT
Best Buy
BBY
$18.4B
| $2.02M | 0.04% |
60,000
+14,600
| +32% | +$458K |
2013 Q4
3 quarters
|
|
|
MLNX
462
CALL
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $2.01M | 0.04% |
+44,700
| New | +$1.82M |
2014 Q3
0 quarters
|
|
463
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$24.3B
| $2M | 0.04% |
+94,800
| New | +$2.01M |
2014 Q3
0 quarters
|
|
464
Eli Lilly
LLY
$1.04T
| $1.99M | 0.04% |
30,670
+12,828
| +72% | +$812K |
2014 Q1
2 quarters
|
|
465
CALL
DELISTED
Diamond Offshore Drilling
DO
| $1.99M | 0.04% |
58,000
+43,700
| +306% | +$1.93M |
2014 Q1
2 quarters
|
|
466
PUT
Annaly Capital Management
NLY
$13.7B
| $1.99M | 0.04% |
46,500
+150
| +0.3% | +$6.85K |
2013 Q4
3 quarters
|
|
467
Freeport-McMoran
FCX
$104B
| $1.98M | 0.04% |
+60,600
| New | +$2.2M |
2014 Q3
0 quarters
|
|
|
SCTY
468
CALL
DELISTED
SolarCity Corporation
SCTY
| $1.98M | 0.04% |
33,200
-19,800
| -37% | -$1.36M |
2013 Q4
3 quarters
|
|
469
PUT
Elevance Health
ELV
$92.2B
| $1.97M | 0.04% |
16,500
-5,100
| -24% | -$585K |
2013 Q4
3 quarters
|
|
470
CALL
ServiceNow
NOW
$143B
| $1.96M | 0.03% |
167,000
+113,000
| +209% | +$1.33M |
2014 Q1
2 quarters
|
|
|
XEC
471
PUT
DELISTED
CIMAREX ENERGY CO
XEC
| $1.96M | 0.03% |
+15,500
| New | +$2.14M |
2014 Q3
0 quarters
|
|
|
WFM
472
PUT
DELISTED
Whole Foods Market Inc
WFM
| $1.96M | 0.03% |
51,400
+28,600
| +125% | +$1.09M |
2013 Q4
3 quarters
|
|
473
PUT
VanEck Junior Gold Miners ETF
GDXJ
$8.2B
| $1.96M | 0.03% |
58,200
-5,000
| -8% | -$203K |
2013 Q4
3 quarters
|
|
|
474
PUT
DELISTED
Diamond Offshore Drilling
DO
| $1.96M | 0.03% |
57,100
+39,600
| +226% | +$1.75M |
2014 Q1
2 quarters
|
|
475
PUT
Intercontinental Exchange
ICE
$87.8B
| $1.95M | 0.03% |
50,000
| – | – |
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.