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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 | |
|---|---|---|---|---|---|---|---|
776
DELISTED
Juniper Networks
JNPR
| $861K | 0.02% |
38,853
-9,100
| -19% | -$213K |
2014 Q1
2 quarters
|
|
777
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $861K | 0.02% |
38,786
-13,743
| -26% | -$335K |
2014 Q2
1 quarter
|
|
778
PUT
Cadence Design Systems
CDNS
$88B
| $860K | 0.02% |
50,000
| – | – |
2014 Q1
2 quarters
|
|
779
CALL
DELISTED
Southwestern Energy Company
SWN
| $853K | 0.02% |
24,400
-26,500
| -52% | -$1.06M |
2014 Q1
2 quarters
|
|
780
PUT
AGNC Investment
AGNC
$10.5B
| $852K | 0.02% |
40,100
| – | – |
2013 Q4
3 quarters
|
|
|
LO
781
CALL
DELISTED
LORILLARD INC COM STK
LO
| $851K | 0.02% |
14,200
-72,800
| -84% | -$4.41M |
2013 Q4
3 quarters
|
|
782
PUT
DELISTED
Infoblox Inc
BLOX
| $848K | 0.02% |
57,500
+20,100
| +54% | +$261K |
2014 Q2
1 quarter
|
|
783
Philip Morris
PM
$324B
| $844K | 0.02% |
+10,116
| New | +$856K |
2014 Q3
0 quarters
|
|
|
WWAV
784
DELISTED
The WhiteWave Foods Company
WWAV
| $844K | 0.02% |
+23,218
| New | +$775K |
2014 Q3
0 quarters
|
|
785
American Eagle Outfitters
AEO
$2.96B
| $841K | 0.02% |
57,906
-11,500
| -17% | -$141K |
2014 Q2
1 quarter
|
|
|
ESRX
786
DELISTED
Express Scripts Holding Company
ESRX
| $841K | 0.02% |
11,913
+2,150
| +22% | +$153K |
2014 Q2
1 quarter
|
|
787
Medtronic
MDT
$121B
| $831K | 0.01% |
+13,418
| New | +$853K |
2014 Q3
0 quarters
|
|
|
YOKU
788
CALL
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $830K | 0.01% |
46,300
-27,000
| -37% | -$543K |
2014 Q1
2 quarters
|
|
|
789
Deutsche Bank
DB
$61.2B
| $827K | 0.01% |
26,570
-192,640
| -88% | -$5.97M |
2013 Q4
3 quarters
|
|
790
CALL
Public Service Enterprise Group
PEG
$35.2B
| $827K | 0.01% |
+22,200
| New | +$820K |
2014 Q3
0 quarters
|
|
|
KING
791
CALL
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $827K | 0.01% |
65,100
+45,000
| +224% | +$738K |
2014 Q2
1 quarter
|
|
|
AOL
792
CALL
DELISTED
AOL INC COMMON STOCK
AOL
| $827K | 0.01% |
+18,400
| New | +$768K |
2014 Q3
0 quarters
|
|
793
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.13B
| $826K | 0.01% |
+20,800
| New | +$856K |
2014 Q3
0 quarters
|
|
794
Chevron
CVX
$435B
| $825K | 0.01% |
+6,917
| New | +$883K |
2014 Q3
0 quarters
|
|
795
CALL
Workday
WDAY
$47.3B
| $825K | 0.01% |
10,000
-10,000
| -50% | -$854K |
2014 Q1
2 quarters
|
|
796
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $818K | 0.01% |
+13,800
| New | +$905K |
2014 Q3
0 quarters
|
|
|
DATA
797
DELISTED
Tableau Software, Inc.
DATA
| $818K | 0.01% |
+11,263
| New | +$738K |
2014 Q3
0 quarters
|
|
798
PUT
Eastman Chemical
EMN
$7.21B
| $817K | 0.01% |
+10,100
| New | +$843K |
2014 Q3
0 quarters
|
|
|
MMP
799
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $817K | 0.01% |
9,700
-5,000
| -34% | -$416K |
2014 Q2
1 quarter
|
|
800
CALL
TechnipFMC
FTI
$26.6B
| $815K | 0.01% |
+20,160
| New | +$890K |
2014 Q3
0 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.