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 | |
|---|---|---|---|---|---|---|---|
676
Comcast
CMCSA
$74.7B
| $1.08M | 0.02% |
+40,206
| New | +$1.1M |
2014 Q3
0 quarters
|
|
677
CALL
MetLife
MET
$63.4B
| $1.07M | 0.02% |
22,440
-22,103
| -50% | -$1.07M |
2013 Q4
3 quarters
|
|
678
The Mosaic Company
MOS
$6.04B
| $1.07M | 0.02% |
24,181
-14,500
| -37% | -$682K |
2013 Q4
3 quarters
|
|
|
AXLL
679
PUT
DELISTED
AXIALL CORP COM STK (DE)
AXLL
| $1.07M | 0.02% |
+30,000
| New | +$1.27M |
2014 Q3
0 quarters
|
|
680
CALL
Blackstone
BX
$79.7B
| $1.07M | 0.02% |
34,646
+21,195
| +158% | +$690K |
2013 Q4
3 quarters
|
|
681
CALL
Home Depot
HD
$295B
| $1.06M | 0.02% |
11,600
-1,700
| -13% | -$146K |
2014 Q2
1 quarter
|
|
|
XLNX
682
CALL
DELISTED
Xilinx Inc
XLNX
| $1.06M | 0.02% |
+25,000
| New | +$1.09M |
2014 Q3
0 quarters
|
|
683
McDonald's
MCD
$169B
| $1.06M | 0.02% |
11,157
-2,961
| -21% | -$282K |
2014 Q2
1 quarter
|
|
684
CALL
Newmont
NEM
$118B
| $1.06M | 0.02% |
45,900
-30,800
| -40% | -$786K |
2014 Q2
1 quarter
|
|
685
PUT
Helmerich & Payne
HP
$3.86B
| $1.06M | 0.02% |
10,800
| – | – |
2013 Q4
3 quarters
|
|
686
PUT
Kimberly-Clark
KMB
$33.1B
| $1.05M | 0.02% |
10,221
| – | – |
2013 Q4
3 quarters
|
|
687
PUT
Northrop Grumman
NOC
$70.4B
| $1.05M | 0.02% |
8,000
| – | – |
2014 Q2
1 quarter
|
|
688
Citigroup
C
$205B
| $1.05M | 0.02% |
20,294
-300
| -1% | -$15.1K |
2014 Q1
2 quarters
|
|
689
CALL
Emerson Electric
EMR
$89.9B
| $1.04M | 0.02% |
+16,700
| New | +$1.08M |
2014 Q3
0 quarters
|
|
|
ZNGA
690
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $1.04M | 0.02% |
385,787
+207,490
| +116% | +$621K |
2014 Q2
1 quarter
|
|
691
CALL
Ashland
ASH
$3.27B
| $1.04M | 0.02% |
+20,440
| New | +$1.06M |
2014 Q3
0 quarters
|
|
692
PUT
Kroger
KR
$37.3B
| $1.04M | 0.02% |
40,000
| – | – |
2013 Q4
3 quarters
|
|
693
CALL
Merck
MRK
$364B
| $1.04M | 0.02% |
18,340
-12,262
| -40% | -$689K |
2013 Q4
3 quarters
|
|
|
ZNGA
694
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $1.04M | 0.02% |
384,200
+144,200
| +60% | +$432K |
2013 Q4
3 quarters
|
|
695
PUT
DELISTED
CA, Inc.
CA
| $1.04M | 0.02% |
+37,100
| New | +$1.06M |
2014 Q3
0 quarters
|
|
696
Cameco
CCJ
$35.5B
| $1.03M | 0.02% |
58,300
-1,000
| -2% | -$19.6K |
2013 Q4
3 quarters
|
|
697
PUT
Darden Restaurants
DRI
$23.6B
| $1.03M | 0.02% |
22,374
| – | – |
2013 Q4
3 quarters
|
|
698
PUT
Vodafone
VOD
$35.9B
| $1.03M | 0.02% |
31,300
-10,500
| -25% | -$350K |
2013 Q4
3 quarters
|
|
|
GRUB
699
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $1.03M | 0.02% |
+15,000
| New | +$1.11M |
2014 Q3
0 quarters
|
|
700
CALL
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $1.03M | 0.02% |
5,527
+407
| +8% | +$92.5K |
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.