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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 | |
|---|---|---|---|---|---|---|---|
|
THI
701
PUT
DELISTED
TIM HORTONS INC COM, CANADA
THI
| $1.02M | 0.02% |
+13,000
| New | +$868K |
2014 Q3
0 quarters
|
|
702
CALL
Nabors Industries
NBR
$1.15B
| $1.02M | 0.02% |
900
+700
| +350% | +$931K |
2013 Q4
3 quarters
|
|
|
NBL
703
DELISTED
Noble Energy, Inc.
NBL
| $1.01M | 0.02% |
14,844
+4,400
| +42% | +$313K |
2013 Q4
3 quarters
|
|
|
704
CALL
Valero Energy
VLO
$129B
| $1.01M | 0.02% |
21,900
-57,000
| -72% | -$2.88M |
2013 Q4
3 quarters
|
|
705
CALL
Eli Lilly
LLY
$1.13T
| $1.01M | 0.02% |
+15,600
| New | +$988K |
2014 Q3
0 quarters
|
|
706
PUT
Cameco
CCJ
$36B
| $1.01M | 0.02% |
57,000
| – | – |
2013 Q4
3 quarters
|
|
707
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.34B
| $1.01M | 0.02% |
39,053
-17,347
| -31% | -$424K |
2014 Q2
1 quarter
|
|
708
PUT
Zimmer Biomet
ZBH
$17.9B
| $1.01M | 0.02% |
+10,300
| New | +$1.01M |
2014 Q3
0 quarters
|
|
709
CALL
Barrick Mining
B
$66B
| $1M | 0.02% |
68,500
+25,700
| +60% | +$458K |
2013 Q4
3 quarters
|
|
|
EXPR
710
CALL
DELISTED
Express, Inc.
EXPR
| $999K | 0.02% |
3,200
+2,200
| +220% | +$701K |
2014 Q2
1 quarter
|
|
711
Agilent Technologies
A
$49.4B
| $991K | 0.02% |
+24,311
| New | +$993K |
2014 Q3
0 quarters
|
|
712
PUT
DELISTED
Electronic Arts
EA
| $990K | 0.02% |
27,800
-10,000
| -26% | -$364K |
2014 Q2
1 quarter
|
|
713
DuPont de Nemours
DD
$17.5B
| $987K | 0.02% |
7,429
+1,161
| +19% | +$155K |
2014 Q2
1 quarter
|
|
714
PUT
Blackrock
BLK
$171B
| $985K | 0.02% |
3,000
| – | – |
2013 Q4
3 quarters
|
|
715
CALL
Cleveland-Cliffs
CLF
$6.91B
| $985K | 0.02% |
94,900
-158,200
| -63% | -$2.42M |
2013 Q4
3 quarters
|
|
716
CALL
Bausch Health
BHC
$2.34B
| $984K | 0.02% |
7,500
+500
| +7% | +$59.6K |
2013 Q4
3 quarters
|
|
|
SHPG
717
CALL
DELISTED
Shire pic
SHPG
| $984K | 0.02% |
+3,800
| New | +$943K |
2014 Q3
0 quarters
|
|
718
CALL
Kohl's
KSS
$2.5B
| $983K | 0.02% |
16,100
+7,700
| +92% | +$436K |
2013 Q4
3 quarters
|
|
|
MWV
719
DELISTED
MEADWESTVACO CORP
MWV
| $983K | 0.02% |
+24,000
| New | +$1.03M |
2014 Q3
0 quarters
|
|
720
PUT
Ionis Pharmaceuticals
IONS
$7.33B
| $982K | 0.02% |
25,300
+200
| +0.8% | +$7.09K |
2014 Q1
2 quarters
|
|
721
PUT
Sony
SONY
$145B
| $980K | 0.02% |
271,500
+140,000
| +106% | +$504K |
2013 Q4
3 quarters
|
|
722
CALL
lululemon athletica
LULU
$11.5B
| $979K | 0.02% |
23,300
+3,500
| +18% | +$141K |
2013 Q4
3 quarters
|
|
723
CALL
Quest Diagnostics
DGX
$26.1B
| $977K | 0.02% |
16,100
-1,100
| -6% | -$67.8K |
2014 Q1
2 quarters
|
|
|
RSX
724
DELISTED
VanEck Russia ETF
RSX
| $972K | 0.02% |
+43,369
| New | +$1.07M |
2014 Q3
0 quarters
|
|
725
CALL
Ares Capital
ARCC
$13.6B
| $970K | 0.02% |
+60,000
| New | +$1.01M |
2014 Q3
0 quarters
|
|
Similar funds
DIA
CAM
VAM
PJC
SWITC
SMA
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.