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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 | |
|---|---|---|---|---|---|---|---|
851
Southwest Airlines
LUV
$20B
| $682K | 0.01% |
+20,182
| New | +$616K |
2014 Q3
0 quarters
|
|
852
CALL
Broadcom
AVGO
$1.64T
| $679K | 0.01% |
78,000
-222,000
| -74% | -$1.73M |
2014 Q1
2 quarters
|
|
853
CALL
Golar LNG
GLNG
$4.59B
| $677K | 0.01% |
10,200
| – | – |
2014 Q2
1 quarter
|
|
|
854
CALL
Southwest Airlines
LUV
$20B
| $675K | 0.01% |
+20,000
| New | +$611K |
2014 Q3
0 quarters
|
|
|
855
PUT
Southwest Airlines
LUV
$20B
| $675K | 0.01% |
+20,000
| New | +$611K |
2014 Q3
0 quarters
|
|
|
SODA
856
DELISTED
SodaStream International Ltd
SODA
| $675K | 0.01% |
22,888
-113
| -0.5% | -$3.6K |
2013 Q4
3 quarters
|
|
857
CALL
KKR & Co
KKR
$78.7B
| $673K | 0.01% |
30,200
-193,300
| -86% | -$4.53M |
2014 Q2
1 quarter
|
|
|
EPE
858
CALL
DELISTED
EP Energy Corporation
EPE
| $671K | 0.01% |
+38,400
| New | +$741K |
2014 Q3
0 quarters
|
|
|
NSM
859
CALL
DELISTED
Nationstar Mortgage Holdings
NSM
| $671K | 0.01% |
19,600
| – | – |
2014 Q1
2 quarters
|
|
|
BWLD
860
PUT
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $671K | 0.01% |
5,000
+3,700
| +285% | +$547K |
2014 Q1
2 quarters
|
|
861
CALL
Cemex
CX
$14.5B
| $670K | 0.01% |
57,818
+1,575
| +3% | +$18.3K |
2014 Q2
1 quarter
|
|
862
CALL
Ciena
CIEN
$50.6B
| $669K | 0.01% |
40,000
-8,600
| -18% | -$169K |
2014 Q1
2 quarters
|
|
|
IQNT
863
CALL
DELISTED
Inteliquent, Inc.
IQNT
| $667K | 0.01% |
+53,600
| New | +$661K |
2014 Q3
0 quarters
|
|
864
Sony
SONY
$144B
| $662K | 0.01% |
183,520
-54,000
| -23% | -$194K |
2013 Q4
3 quarters
|
|
865
PUT
Johnson Controls International
JCI
$89.4B
| $660K | 0.01% |
14,325
| – | – |
2014 Q2
1 quarter
|
|
866
CALL
XPO
XPO
$22.1B
| $659K | 0.01% |
50,599
+28,914
| +133% | +$316K |
2014 Q2
1 quarter
|
|
867
CALL
Diageo
DEO
$52.3B
| $658K | 0.01% |
+5,700
| New | +$690K |
2014 Q3
0 quarters
|
|
868
PUT
Suncor Energy
SU
$88.5B
| $658K | 0.01% |
+18,200
| New | +$731K |
2014 Q3
0 quarters
|
|
869
PUT
Quest Diagnostics
DGX
$26.4B
| $655K | 0.01% |
10,800
+2,900
| +37% | +$179K |
2014 Q1
2 quarters
|
|
870
CALL
Constellation Brands
STZ
$21.9B
| $654K | 0.01% |
+7,500
| New | +$652K |
2014 Q3
0 quarters
|
|
871
CALL
Hovnanian Enterprises
HOV
$602M
| $653K | 0.01% |
7,116
+5,800
| +441% | +$612K |
2013 Q4
3 quarters
|
|
872
Target
TGT
$71.2B
| $653K | 0.01% |
10,419
-12,300
| -54% | -$745K |
2013 Q4
3 quarters
|
|
873
CALL
Advance Auto Parts
AAP
$2.65B
| $652K | 0.01% |
5,000
+1,700
| +52% | +$223K |
2014 Q2
1 quarter
|
|
874
CALL
Archrock
AROC
$5.13B
| $651K | 0.01% |
14,700
-3,800
| -21% | -$167K |
2014 Q1
2 quarters
|
|
875
PUT
Exelon
EXC
$43.8B
| $651K | 0.01% |
26,778
-70,100
| -72% | -$1.64M |
2014 Q2
1 quarter
|
|
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.