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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 | |
|---|---|---|---|---|---|---|---|
751
CALL
Agilent Technologies
A
$49.1B
| $912K | 0.02% |
22,368
+7,689
| +52% | +$314K |
2014 Q2
1 quarter
|
|
752
PUT
Dollar General
DG
$28.7B
| $911K | 0.02% |
14,900
-10,100
| -40% | -$605K |
2014 Q2
1 quarter
|
|
753
PUT
Viatris
VTRS
$20B
| $910K | 0.02% |
20,000
| – | – |
2013 Q4
3 quarters
|
|
754
CALL
AngloGold Ashanti
AU
$44.9B
| $907K | 0.02% |
75,600
-20,400
| -21% | -$333K |
2014 Q1
2 quarters
|
|
|
MXIM
755
CALL
DELISTED
Maxim Integrated Products
MXIM
| $907K | 0.02% |
+30,000
| New | +$944K |
2014 Q3
0 quarters
|
|
|
XEC
756
DELISTED
CIMAREX ENERGY CO
XEC
| $905K | 0.02% |
+7,150
| New | +$989K |
2014 Q3
0 quarters
|
|
757
T-Mobile US
TMUS
$169B
| $902K | 0.02% |
+31,241
| New | +$961K |
2014 Q3
0 quarters
|
|
758
PUT
Agnico Eagle Mines
AEM
$89.6B
| $900K | 0.02% |
31,000
+23,000
| +288% | +$855K |
2013 Q4
3 quarters
|
|
759
State Street SPDR S&P Homebuilders ETF
XHB
$1.44B
| $896K | 0.02% |
30,277
-2,139
| -7% | -$66.3K |
2014 Q2
1 quarter
|
|
|
GMCR
760
DELISTED
KEURIG GREEN MTN INC
GMCR
| $896K | 0.02% |
+6,889
| New | +$861K |
2014 Q3
0 quarters
|
|
761
Terex
TEX
$5.97B
| $893K | 0.02% |
28,117
+10,700
| +61% | +$391K |
2014 Q1
2 quarters
|
|
|
ATHL
762
CALL
DELISTED
ATHLON ENERGY INC COM
ATHL
| $891K | 0.02% |
+15,300
| New | +$709K |
2014 Q3
0 quarters
|
|
|
TYC
763
CALL
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $891K | 0.02% |
19,100
+14,325
| +300% | +$667K |
2013 Q4
3 quarters
|
|
|
AGU
764
CALL
DELISTED
Agrium
AGU
| $890K | 0.02% |
10,000
| – | – |
2014 Q2
1 quarter
|
|
765
Pultegroup
PHM
$20.8B
| $885K | 0.02% |
50,094
+3,300
| +7% | +$62.2K |
2014 Q2
1 quarter
|
|
766
Viavi Solutions
VIAV
$9.48B
| $884K | 0.02% |
+121,360
| New | +$835K |
2014 Q3
0 quarters
|
|
|
NRF
767
PUT
DELISTED
NorthStar Realty Finance Corp.
NRF
| $884K | 0.02% |
+25,000
| New | +$875K |
2014 Q3
0 quarters
|
|
768
PUT
Iron Mountain
IRM
$33B
| $882K | 0.02% |
27,000
+5,360
| +25% | +$174K |
2013 Q4
3 quarters
|
|
769
PUT
Intuit
INTU
$83B
| $876K | 0.02% |
+10,000
| New | +$831K |
2014 Q3
0 quarters
|
|
|
DTV
770
CALL
DELISTED
DIRECTV COM STK (DE)
DTV
| $874K | 0.02% |
10,100
-170,100
| -94% | -$14.6M |
2013 Q4
3 quarters
|
|
771
Abbott
ABT
$178B
| $873K | 0.02% |
+20,997
| New | +$888K |
2014 Q3
0 quarters
|
|
772
PUT
Conagra Brands
CAG
$6.61B
| $872K | 0.02% |
33,924
-15,292
| -31% | -$377K |
2014 Q2
1 quarter
|
|
773
CALL
Coca-Cola Europacific Partners
CCEP
$47.1B
| $869K | 0.02% |
19,600
-18,200
| -48% | -$854K |
2014 Q2
1 quarter
|
|
774
CALL
Brightstar Lottery PLC
BRSL
$1.75B
| $865K | 0.02% |
51,300
-45,000
| -47% | -$749K |
2013 Q4
3 quarters
|
|
775
PUT
Cigna
CI
$76.5B
| $862K | 0.02% |
9,500
| – | – |
2013 Q4
3 quarters
|
|
Similar funds
DIA
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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.