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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 | |
|---|---|---|---|---|---|---|---|
|
AKS
1001
CALL
DELISTED
AK Steel Holding Corp
AKS
| $462K | 0.01% |
57,700
-24,900
| -30% | -$232K |
2013 Q4
3 quarters
|
|
1002
CALL
Clean Energy Fuels
CLNE
$309M
| $460K | 0.01% |
59,000
| – | – |
2013 Q4
3 quarters
|
|
|
MXIM
1003
PUT
DELISTED
Maxim Integrated Products
MXIM
| $454K | 0.01% |
+15,000
| New | +$472K |
2014 Q3
0 quarters
|
|
1004
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$324M
| $451K | 0.01% |
+8,000
| New | +$466K |
2014 Q3
0 quarters
|
|
1005
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.7B
| $451K | 0.01% |
10,000
| – | – |
2014 Q2
1 quarter
|
|
|
ALXN
1006
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $448K | 0.01% |
2,700
| – | – |
2014 Q2
1 quarter
|
|
1007
CALL
Guidewire Software
GWRE
$13.9B
| $439K | 0.01% |
+9,900
| New | +$419K |
2014 Q3
0 quarters
|
|
1008
PUT
HF Sinclair
DINO
$22.4B
| $437K | 0.01% |
+10,000
| New | +$466K |
2014 Q3
0 quarters
|
|
1009
PUT
Broadcom
AVGO
$1.61T
| $435K | 0.01% |
50,000
-250,000
| -83% | -$1.95M |
2014 Q2
1 quarter
|
|
1010
PUT
Banco Bradesco
BBD
$44.9B
| $435K | 0.01% |
77,807
+26,786
| +52% | +$167K |
2013 Q4
3 quarters
|
|
1011
Emerson Electric
EMR
$88.6B
| $432K | 0.01% |
6,901
-6,000
| -47% | -$390K |
2014 Q2
1 quarter
|
|
1012
Energy Transfer Partners
ET
$68.6B
| $432K | 0.01% |
14,002
-1,200
| -8% | -$35.2K |
2014 Q2
1 quarter
|
|
|
GDP
1013
PUT
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
| $430K | 0.01% |
29,000
+15,200
| +110% | +$304K |
2013 Q4
3 quarters
|
|
1014
DELISTED
EMC CORPORATION
EMC
| $429K | 0.01% |
+14,674
| New | +$423K |
2014 Q3
0 quarters
|
|
1015
PUT
Campbell Soup
CPB
$6B
| $427K | 0.01% |
10,000
| – | – |
2013 Q4
3 quarters
|
|
1016
CALL
Galicia Financial Group
GGAL
$5.63B
| $426K | 0.01% |
+30,000
| New | +$435K |
2014 Q3
0 quarters
|
|
1017
DELISTED
Chesapeake Energy Corporation
CHK
| $425K | 0.01% |
92
-205
| -69% | -$1.08M |
2013 Q4
3 quarters
|
|
1018
PUT
lululemon athletica
LULU
$11.3B
| $420K | 0.01% |
10,000
+3,500
| +54% | +$141K |
2014 Q1
2 quarters
|
|
1019
PUT
Teradata
TDC
$2.82B
| $419K | 0.01% |
+10,000
| New | +$430K |
2014 Q3
0 quarters
|
|
|
HK
1020
PUT
DELISTED
Halcon Resources Corporation
HK
| $418K | 0.01% |
612
+335
| +121% | +$327K |
2013 Q4
3 quarters
|
|
1021
CALL
Abbott
ABT
$182B
| $416K | 0.01% |
+10,000
| New | +$423K |
2014 Q3
0 quarters
|
|
1022
CALL
Flex
FLEX
$34.7B
| $413K | 0.01% |
53,080
| – | – |
2014 Q1
2 quarters
|
|
1023
PUT
Herbalife
HLF
$1.51B
| $411K | 0.01% |
18,800
-26,200
| -58% | -$700K |
2013 Q4
3 quarters
|
|
1024
PUT
NXP Semiconductors
NXPI
$56.7B
| $411K | 0.01% |
+6,000
| New | +$399K |
2014 Q3
0 quarters
|
|
|
SINA
1025
PUT
DELISTED
Sina Corp
SINA
| $411K | 0.01% |
10,000
-10,000
| -50% | -$469K |
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.