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 | |
|---|---|---|---|---|---|---|---|
626
CALL
DELISTED
Juniper Networks
JNPR
| $1.24M | 0.02% |
55,900
-43,200
| -44% | -$1.01M |
2013 Q4
3 quarters
|
|
|
MLNX
627
PUT
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $1.23M | 0.02% |
27,500
| – | – |
2014 Q2
1 quarter
|
|
628
CALL
Intuit
INTU
$81.3B
| $1.23M | 0.02% |
+14,000
| New | +$1.16M |
2014 Q3
0 quarters
|
|
629
PUT
Pultegroup
PHM
$20.6B
| $1.22M | 0.02% |
69,000
| – | – |
2014 Q1
2 quarters
|
|
630
PUT
Toll Brothers
TOL
$11.9B
| $1.22M | 0.02% |
39,100
-69,500
| -64% | -$2.38M |
2013 Q4
3 quarters
|
|
631
CALL
VanEck Gold Miners ETF
GDX
$25B
| $1.22M | 0.02% |
56,900
+36,300
| +176% | +$928K |
2013 Q4
3 quarters
|
|
|
BNFT
632
DELISTED
Benefitfocus, Inc.
BNFT
| $1.21M | 0.02% |
+45,011
| New | +$1.64M |
2014 Q3
0 quarters
|
|
633
Stryker
SYK
$107B
| $1.21M | 0.02% |
14,971
+3,203
| +27% | +$263K |
2014 Q1
2 quarters
|
|
634
PUT
Carnival Corporation Ltd
CCL
$34.8B
| $1.21M | 0.02% |
30,000
-5,000
| -14% | -$189K |
2014 Q1
2 quarters
|
|
635
PUT
Rio Tinto
RIO
$148B
| $1.19M | 0.02% |
24,200
-37,200
| -61% | -$2.05M |
2013 Q4
3 quarters
|
|
636
Honeywell
HON
$66.2B
| $1.18M | 0.02% |
+14,128
| New | +$1.2M |
2014 Q3
0 quarters
|
|
637
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $1.18M | 0.02% |
2,363
-12,006
| -84% | -$5.55M |
2014 Q2
1 quarter
|
|
638
PUT
Clearway Energy Class C
CWEN
$3.62B
| $1.18M | 0.02% |
50,000
| – | – |
2014 Q2
1 quarter
|
|
639
CALL
FirstEnergy
FE
$26.2B
| $1.18M | 0.02% |
35,000
+10,000
| +40% | +$331K |
2014 Q2
1 quarter
|
|
640
CALL
Fossil Group
FOSL
$407M
| $1.17M | 0.02% |
12,500
+7,900
| +172% | +$796K |
2014 Q2
1 quarter
|
|
641
CALL
NCR Voyix
VYX
$955M
| $1.17M | 0.02% |
+57,050
| New | +$1.16M |
2014 Q3
0 quarters
|
|
|
642
PUT
NCR Voyix
VYX
$955M
| $1.17M | 0.02% |
+57,050
| New | +$1.16M |
2014 Q3
0 quarters
|
|
|
ETFC
643
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $1.16M | 0.02% |
51,500
+1,500
| +3% | +$32.9K |
2013 Q4
3 quarters
|
|
644
Blackstone
BX
$80B
| $1.16M | 0.02% |
37,613
-21,196
| -36% | -$690K |
2014 Q1
2 quarters
|
|
|
645
PUT
VanEck Gold Miners ETF
GDX
$25B
| $1.15M | 0.02% |
54,000
+4,000
| +8% | +$102K |
2013 Q4
3 quarters
|
|
646
Darden Restaurants
DRI
$23.3B
| $1.15M | 0.02% |
25,001
+17,228
| +222% | +$728K |
2013 Q4
3 quarters
|
|
647
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.27B
| $1.15M | 0.02% |
+4,175
| New | +$1.27M |
2014 Q3
0 quarters
|
|
|
SFUN
648
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $1.15M | 0.02% |
+2,309
| New | +$1.27M |
2014 Q3
0 quarters
|
|
649
JPMorgan Chase
JPM
$886B
| $1.14M | 0.02% |
18,997
+10,650
| +128% | +$623K |
2014 Q1
2 quarters
|
|
650
Roper Technologies
ROP
$36.6B
| $1.14M | 0.02% |
7,800
+1,500
| +24% | +$221K |
2014 Q2
1 quarter
|
|
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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.