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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 | |
|---|---|---|---|---|---|---|---|
826
CALL
NOV
NOV
$6.6B
| $746K | 0.01% |
9,800
-48,300
| -83% | -$3.99M |
2013 Q4
3 quarters
|
|
827
Clearway Energy Class C
CWEN
$3.61B
| $744K | 0.01% |
31,608
+2,000
| +7% | +$52.1K |
2014 Q2
1 quarter
|
|
828
PUT
Hovnanian Enterprises
HOV
$609M
| $740K | 0.01% |
8,064
-2,600
| -24% | -$274K |
2013 Q4
3 quarters
|
|
|
ALU
829
CALL
DELISTED
Alcatel-Lucent
ALU
| $738K | 0.01% |
243,700
-122,500
| -33% | -$418K |
2013 Q4
3 quarters
|
|
830
PUT
Franklin Templeton
BEN
$15.7B
| $737K | 0.01% |
+13,500
| New | +$756K |
2014 Q3
0 quarters
|
|
831
CALL
GameStop
GME
$14.1B
| $737K | 0.01% |
71,600
-80,000
| -53% | -$851K |
2014 Q1
2 quarters
|
|
|
FNSR
832
CALL
DELISTED
Finisar Corp
FNSR
| $730K | 0.01% |
+43,900
| New | +$848K |
2014 Q3
0 quarters
|
|
833
iShares Russell 2000 Growth ETF
IWO
$13.6B
| $726K | 0.01% |
+5,600
| New | +$751K |
2014 Q3
0 quarters
|
|
834
PUT
Diamondback Energy
FANG
$54.8B
| $725K | 0.01% |
9,700
| – | – |
2014 Q2
1 quarter
|
|
835
Johnson & Johnson
JNJ
$616B
| $725K | 0.01% |
+6,804
| New | +$706K |
2014 Q3
0 quarters
|
|
836
PUT
PBF Energy
PBF
$10.3B
| $720K | 0.01% |
+30,000
| New | +$791K |
2014 Q3
0 quarters
|
|
837
CALL
Nebius Group N.V.
NBIS
$48.9B
| $720K | 0.01% |
25,900
-4,000
| -13% | -$121K |
2013 Q4
3 quarters
|
|
|
SWY
838
PUT
DELISTED
SAFEWAY INC
SWY
| $720K | 0.01% |
21,000
| – | – |
2013 Q4
3 quarters
|
|
839
PUT
Masco
MAS
$14.2B
| $718K | 0.01% |
34,140
| – | – |
2014 Q2
1 quarter
|
|
840
CALL
AbbVie
ABBV
$507B
| $716K | 0.01% |
+12,400
| New | +$688K |
2014 Q3
0 quarters
|
|
841
PUT
UnitedHealth
UNH
$369B
| $716K | 0.01% |
8,300
+3,300
| +66% | +$279K |
2014 Q2
1 quarter
|
|
842
PUT
Children's Place
PLCE
$25.6M
| $715K | 0.01% |
+15,000
| New | +$759K |
2014 Q3
0 quarters
|
|
|
CTXS
843
CALL
DELISTED
Citrix Systems Inc
CTXS
| $713K | 0.01% |
12,558
| – | – |
2013 Q4
3 quarters
|
|
|
ANDV
844
CALL
DELISTED
Andeavor
ANDV
| $713K | 0.01% |
11,700
| – | – |
2013 Q4
3 quarters
|
|
845
Westlake Corp
WLK
$8.12B
| $710K | 0.01% |
8,200
+4,000
| +95% | +$362K |
2014 Q2
1 quarter
|
|
846
State Street Utilities Select Sector SPDR ETF
XLU
$24.2B
| $707K | 0.01% |
+33,600
| New | +$712K |
2014 Q3
0 quarters
|
|
|
SWFT
847
DELISTED
Swift Transportation Company
SWFT
| $699K | 0.01% |
33,300
-15,600
| -32% | -$343K |
2014 Q1
2 quarters
|
|
848
CALL
DELISTED
ODP
ODP
| $691K | 0.01% |
13,450
+12,200
| +976% | +$645K |
2013 Q4
3 quarters
|
|
849
PUT
Under Armour
UAA
$2.11B
| $691K | 0.01% |
20,000
-20,000
| -50% | -$667K |
2014 Q1
2 quarters
|
|
850
Delta Air Lines
DAL
$50.6B
| $684K | 0.01% |
+18,933
| New | +$724K |
2014 Q3
0 quarters
|
|
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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.