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ID
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 | |
|---|---|---|---|---|---|---|---|
901
CALL
Bath & Body Works
BBWI
$4.09B
| $616K | 0.01% |
11,380
-990
| -8% | -$49.8K |
2013 Q4
3 quarters
|
|
902
CALL
Domino's
DPZ
$10B
| $616K | 0.01% |
8,000
-8,000
| -50% | -$597K |
2013 Q4
3 quarters
|
|
903
Zimmer Biomet
ZBH
$17.9B
| $616K | 0.01% |
+6,308
| New | +$620K |
2014 Q3
0 quarters
|
|
904
PUT
Avis
CAR
$3.86B
| $615K | 0.01% |
+11,200
| New | +$700K |
2014 Q3
0 quarters
|
|
905
CALL
Invesco Mortgage Capital
IVR
$621M
| $613K | 0.01% |
3,900
| – | – |
2013 Q4
3 quarters
|
|
|
906
Avis
CAR
$3.86B
| $609K | 0.01% |
+11,100
| New | +$694K |
2014 Q3
0 quarters
|
|
907
PUT
DELISTED
iRobot
IRBT
| $609K | 0.01% |
20,000
-5,700
| -22% | -$195K |
2014 Q2
1 quarter
|
|
908
Gen Digital
GEN
$14.6B
| $608K | 0.01% |
+25,859
| New | +$616K |
2014 Q3
0 quarters
|
|
909
PUT
Thermo Fisher Scientific
TMO
$256B
| $608K | 0.01% |
5,000
| – | – |
2014 Q1
2 quarters
|
|
910
Ovintiv
OVV
$18.5B
| $603K | 0.01% |
5,685
+1,680
| +42% | +$185K |
2014 Q1
2 quarters
|
|
911
CALL
Live Nation Entertainment
LYV
$40.3B
| $600K | 0.01% |
25,000
-45,000
| -64% | -$1.04M |
2014 Q1
2 quarters
|
|
912
Somnigroup International
SGI
$14.8B
| $600K | 0.01% |
42,744
+9,000
| +27% | +$132K |
2013 Q4
3 quarters
|
|
913
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$327M
| $597K | 0.01% |
+10,600
| New | +$617K |
2014 Q3
0 quarters
|
|
914
Lumen Technologies, Inc. Common Stock
LUMN
$4.88B
| $596K | 0.01% |
+14,576
| New | +$573K |
2014 Q3
0 quarters
|
|
915
PUT
Moody's
MCO
$83.4B
| $595K | 0.01% |
6,300
| – | – |
2014 Q2
1 quarter
|
|
|
MNK
916
CALL
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $595K | 0.01% |
6,600
-3,400
| -34% | -$266K |
2014 Q2
1 quarter
|
|
917
CALL
JB Hunt Transport Services
JBHT
$22B
| $592K | 0.01% |
8,000
| – | – |
2014 Q2
1 quarter
|
|
918
PepsiCo
PEP
$177B
| $591K | 0.01% |
+6,350
| New | +$580K |
2014 Q3
0 quarters
|
|
919
CALL
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $590K | 0.01% |
13,500
-13,400
| -50% | -$608K |
2014 Q2
1 quarter
|
|
920
PUT
Toyota
TM
$227B
| $588K | 0.01% |
5,000
| – | – |
2014 Q2
1 quarter
|
|
921
Trip.com Group
TCOM
$25.1B
| $585K | 0.01% |
20,598
+10,052
| +95% | +$319K |
2014 Q2
1 quarter
|
|
|
VIAB
922
DELISTED
Viacom Inc. Class B
VIAB
| $585K | 0.01% |
+7,604
| New | +$626K |
2014 Q3
0 quarters
|
|
923
PUT
AMC Global Media
AMCX
$446M
| $584K | 0.01% |
+10,000
| New | +$617K |
2014 Q3
0 quarters
|
|
924
CALL
Melco Resorts & Entertainment
MLCO
$1.62B
| $584K | 0.01% |
22,200
-8,500
| -28% | -$256K |
2014 Q2
1 quarter
|
|
925
PUT
SPDR Gold Trust
GLD
$141B
| $581K | 0.01% |
5,000
| – | – |
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.