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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 | |
|---|---|---|---|---|---|---|---|
926
PUT
HSBC
HSBC
$322B
| $580K | 0.01% |
+13,230
| New | +$603K |
2014 Q3
0 quarters
|
|
|
TWX
927
CALL
DELISTED
Time Warner Inc
TWX
| $579K | 0.01% |
7,700
+3,700
| +93% | +$287K |
2013 Q4
3 quarters
|
|
|
NBG
928
DELISTED
NATIONAL BANK OF GREECE SA ADR REPSTG 1 SHARE (NEW)
NBG
| $577K | 0.01% |
191,567
-182,000
| -49% | -$606K |
2014 Q2
1 quarter
|
|
929
PUT
Bath & Body Works
BBWI
$4.05B
| $576K | 0.01% |
10,638
-1,732
| -14% | -$87.1K |
2014 Q1
2 quarters
|
|
930
Conagra Brands
CAG
$6.83B
| $575K | 0.01% |
22,350
-4,626
| -17% | -$114K |
2014 Q2
1 quarter
|
|
931
CALL
Ford
F
$48.7B
| $575K | 0.01% |
+38,900
| New | +$665K |
2014 Q3
0 quarters
|
|
932
PUT
Seagate
STX
$154B
| $573K | 0.01% |
10,000
| – | – |
2014 Q2
1 quarter
|
|
933
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$462M
| $572K | 0.01% |
+25,000
| New | +$548K |
2014 Q3
0 quarters
|
|
934
ASML
ASML
$632B
| $570K | 0.01% |
5,773
+2,400
| +71% | +$226K |
2014 Q1
2 quarters
|
|
|
AVP
935
PUT
DELISTED
Avon Products, Inc.
AVP
| $567K | 0.01% |
45,000
| – | – |
2013 Q4
3 quarters
|
|
936
CALL
Jacobs Solutions
J
$16.4B
| $566K | 0.01% |
+14,024
| New | +$611K |
2014 Q3
0 quarters
|
|
937
Agnico Eagle Mines
AEM
$93.4B
| $564K | 0.01% |
19,429
+5,620
| +41% | +$209K |
2014 Q2
1 quarter
|
|
938
CALL
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.25B
| $564K | 0.01% |
+17,800
| New | +$648K |
2014 Q3
0 quarters
|
|
939
Autodesk
ADSK
$50.7B
| $562K | 0.01% |
10,200
+5,600
| +122% | +$307K |
2014 Q2
1 quarter
|
|
|
NAV
940
CALL
DELISTED
Navistar International
NAV
| $559K | 0.01% |
17,000
-11,400
| -40% | -$422K |
2013 Q4
3 quarters
|
|
941
PUT
Nebius Group N.V.
NBIS
$48.1B
| $556K | 0.01% |
20,000
+11,000
| +122% | +$333K |
2013 Q4
3 quarters
|
|
942
DELISTED
NuStar Energy L.P.
NS
| $554K | 0.01% |
+8,400
| New | +$545K |
2014 Q3
0 quarters
|
|
|
KRFT
943
CALL
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $553K | 0.01% |
9,800
-28,500
| -74% | -$1.65M |
2013 Q4
3 quarters
|
|
944
PUT
Cemex
CX
$14.1B
| $548K | 0.01% |
+47,244
| New | +$549K |
2014 Q3
0 quarters
|
|
945
CALL
WisdomTree India Earnings Fund ETF
EPI
$1.83B
| $548K | 0.01% |
25,000
-27,000
| -52% | -$608K |
2014 Q1
2 quarters
|
|
|
946
PUT
WisdomTree India Earnings Fund ETF
EPI
$1.83B
| $548K | 0.01% |
25,000
| – | – |
2013 Q4
3 quarters
|
|
947
PUT
Royal Caribbean
RCL
$74.6B
| $545K | 0.01% |
+8,100
| New | +$502K |
2014 Q3
0 quarters
|
|
948
CALL
Western Digital
WDC
$129B
| $545K | 0.01% |
+7,409
| New | +$557K |
2014 Q3
0 quarters
|
|
|
WWAV
949
CALL
DELISTED
The WhiteWave Foods Company
WWAV
| $545K | 0.01% |
+15,000
| New | +$501K |
2014 Q3
0 quarters
|
|
950
CALL
Veeva Systems
VEEV
$50.6B
| $544K | 0.01% |
19,300
+9,300
| +93% | +$239K |
2014 Q2
1 quarter
|
|
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DIA
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VAM
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SWITC
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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.