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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 | |
|---|---|---|---|---|---|---|---|
876
PUT
O-I Glass
OI
$910M
| $651K | 0.01% |
+25,000
| New | +$784K |
2014 Q3
0 quarters
|
|
|
RAX
877
CALL
DELISTED
Rackspace Hosting Inc
RAX
| $651K | 0.01% |
20,000
+12,000
| +150% | +$398K |
2014 Q1
2 quarters
|
|
|
GMCR
878
CALL
DELISTED
KEURIG GREEN MTN INC
GMCR
| $651K | 0.01% |
5,000
-2,000
| -29% | -$250K |
2014 Q2
1 quarter
|
|
879
PPG Industries
PPG
$24B
| $649K | 0.01% |
6,600
-3,800
| -37% | -$387K |
2013 Q4
3 quarters
|
|
880
CALL
Eaton
ETN
$156B
| $646K | 0.01% |
10,200
-18,100
| -64% | -$1.28M |
2013 Q4
3 quarters
|
|
|
CCIH
881
CALL
DELISTED
Chinacache International Holdings Ltd
CCIH
| $646K | 0.01% |
+46,900
| New | +$646K |
2014 Q3
0 quarters
|
|
882
PUT
Abbott
ABT
$181B
| $645K | 0.01% |
+15,500
| New | +$656K |
2014 Q3
0 quarters
|
|
883
CALL
Martin Marietta Materials
MLM
$34.9B
| $645K | 0.01% |
+5,000
| New | +$644K |
2014 Q3
0 quarters
|
|
884
PUT
DELISTED
Conn's Inc.
CONN
| $645K | 0.01% |
+21,300
| New | +$829K |
2014 Q3
0 quarters
|
|
885
CALL
Capri Holdings
CPRI
$1.8B
| $643K | 0.01% |
9,000
| – | – |
2013 Q4
3 quarters
|
|
886
PUT
Ecolab
ECL
$81.5B
| $643K | 0.01% |
5,600
+2,400
| +75% | +$270K |
2014 Q1
2 quarters
|
|
887
Western Digital
WDC
$133B
| $640K | 0.01% |
8,695
+2,646
| +44% | +$199K |
2014 Q2
1 quarter
|
|
888
CALL
Abercrombie & Fitch
ANF
$6.45B
| $636K | 0.01% |
17,500
-5,000
| -22% | -$204K |
2013 Q4
3 quarters
|
|
889
CALL
Fortinet
FTNT
$133B
| $632K | 0.01% |
125,000
-125,000
| -50% | -$631K |
2013 Q4
3 quarters
|
|
890
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$30.6B
| $632K | 0.01% |
11,900
-103,000
| -90% | -$5.53M |
2013 Q4
3 quarters
|
|
891
CALL
CenterPoint Energy
CNP
$26.2B
| $631K | 0.01% |
25,800
-4,200
| -14% | -$103K |
2014 Q2
1 quarter
|
|
892
PUT
KB Home
KBH
$2.65B
| $630K | 0.01% |
42,200
+31,600
| +298% | +$542K |
2014 Q2
1 quarter
|
|
|
AXLL
893
DELISTED
AXIALL CORP COM STK (DE)
AXLL
| $630K | 0.01% |
+17,600
| New | +$745K |
2014 Q3
0 quarters
|
|
894
CALL
Cardinal Health
CAH
$58.7B
| $629K | 0.01% |
+8,400
| New | +$611K |
2014 Q3
0 quarters
|
|
895
PUT
Advanced Micro Devices
AMD
$918B
| $627K | 0.01% |
184,000
+100,200
| +120% | +$406K |
2013 Q4
3 quarters
|
|
896
iShares MSCI EAFE ETF
EFA
$76.9B
| $627K | 0.01% |
+9,786
| New | +$653K |
2014 Q3
0 quarters
|
|
897
Dollar General
DG
$29.5B
| $626K | 0.01% |
10,241
-3,950
| -28% | -$236K |
2014 Q2
1 quarter
|
|
|
YOKU
898
PUT
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $625K | 0.01% |
34,900
-36,000
| -51% | -$724K |
2013 Q4
3 quarters
|
|
899
CALL
Johnson & Johnson
JNJ
$610B
| $618K | 0.01% |
5,800
-33,100
| -85% | -$3.43M |
2013 Q4
3 quarters
|
|
900
CALL
Pultegroup
PHM
$21.5B
| $618K | 0.01% |
35,000
| – | – |
2013 Q4
3 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.