ID
Integral Derivatives Portfolio holdings
AUM
$4.07B
Turnover
54.59%
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
0.4
years
Top 10 Avg Time Held Equity + Options
0.6
years
Top 20 Avg Time Held Equity + Options
0.5
years
Avg Time Held Equity only
0.3
years
Top 10 Avg Time Held Equity only
0.3
years
Top 20 Avg Time Held Equity only
0.3
years
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 | |
|---|---|---|---|---|---|---|---|
551
Ford
F
$47.7B
| $1.58M | 0.03% |
106,543
-72,547
| -41% | -$1.24M |
2013 Q4
3 quarters
|
|
552
PUT
Melco Resorts & Entertainment
MLCO
$1.59B
| $1.57M | 0.03% |
59,800
-4,700
| -7% | -$142K |
2013 Q4
3 quarters
|
|
|
MON
553
DELISTED
Monsanto Co
MON
| $1.57M | 0.03% |
13,972
+8,590
| +160% | +$1M |
2014 Q2
1 quarter
|
|
|
LKM
554
CALL
DELISTED
Link Motion Inc.
LKM
| $1.57M | 0.03% |
225,000
+100,000
| +80% | +$613K |
2013 Q4
3 quarters
|
|
555
PUT
iShares Silver Trust
SLV
$27B
| $1.55M | 0.03% |
95,100
+69,900
| +277% | +$1.32M |
2014 Q2
1 quarter
|
|
556
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $1.55M | 0.03% |
70,089
| – | – |
2013 Q4
3 quarters
|
|
557
CALL
Agnico Eagle Mines
AEM
$88.6B
| $1.55M | 0.03% |
53,500
+35,000
| +189% | +$1.3M |
2013 Q4
3 quarters
|
|
558
PUT
Lennar Class A
LEN
$17.3B
| $1.55M | 0.03% |
+42,022
| New | +$1.56M |
2014 Q3
0 quarters
|
|
559
PUT
Lumen Technologies, Inc. Common Stock
LUMN
$4.91B
| $1.55M | 0.03% |
37,900
-28,300
| -43% | -$1.11M |
2013 Q4
3 quarters
|
|
560
CALL
Paychex
PAYX
$38.2B
| $1.55M | 0.03% |
+35,000
| New | +$1.47M |
2014 Q3
0 quarters
|
|
|
RTN
561
CALL
DELISTED
Raytheon Company
RTN
| $1.54M | 0.03% |
+15,200
| New | +$1.46M |
2014 Q3
0 quarters
|
|
562
AstraZeneca
AZN
$252B
| $1.54M | 0.03% |
21,560
-2,218
| -9% | -$162K |
2014 Q2
1 quarter
|
|
563
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $1.54M | 0.03% |
8,270
-1,647
| -17% | -$374K |
2013 Q4
3 quarters
|
|
564
CALL
Analog Devices
ADI
$197B
| $1.53M | 0.03% |
+30,900
| New | +$1.58M |
2014 Q3
0 quarters
|
|
565
Coca-Cola
KO
$394B
| $1.52M | 0.03% |
+35,584
| New | +$1.47M |
2014 Q3
0 quarters
|
|
566
CALL
Host Hotels & Resorts
HST
$15.8B
| $1.51M | 0.03% |
+71,000
| New | +$1.58M |
2014 Q3
0 quarters
|
|
|
SFUN
567
PUT
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $1.51M | 0.03% |
3,042
+2,842
| +1,421% | +$1.56M |
2014 Q2
1 quarter
|
|
568
CALL
Yum! Brands
YUM
$39.9B
| $1.49M | 0.03% |
28,794
-37,418
| -57% | -$1.99M |
2014 Q2
1 quarter
|
|
|
WWAV
569
PUT
DELISTED
The WhiteWave Foods Company
WWAV
| $1.49M | 0.03% |
+41,000
| New | +$1.37M |
2014 Q3
0 quarters
|
|
570
Intel
INTC
$523B
| $1.49M | 0.03% |
42,732
+30,367
| +246% | +$1.03M |
2014 Q2
1 quarter
|
|
571
PUT
State Street Materials Select Sector SPDR ETF
XLB
$7.82B
| $1.49M | 0.03% |
60,000
| – | – |
2014 Q2
1 quarter
|
|
572
CALL
DELISTED
Infoblox Inc
BLOX
| $1.49M | 0.03% |
100,900
+57,400
| +132% | +$745K |
2013 Q4
3 quarters
|
|
573
PUT
Fastenal
FAST
$59.7B
| $1.48M | 0.03% |
132,000
+100,000
| +313% | +$1.14M |
2014 Q2
1 quarter
|
|
|
KRFT
574
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $1.48M | 0.03% |
+26,232
| New | +$1.52M |
2014 Q3
0 quarters
|
|
575
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$48.8B
| $1.48M | 0.03% |
12,700
-89,500
| -88% | -$10.3M |
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.