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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 | |
|---|---|---|---|---|---|---|---|
1026
Deere & Co
DE
$177B
| $409K | 0.01% |
+4,992
| New | +$427K |
2014 Q3
0 quarters
|
|
1027
Fortinet
FTNT
$133B
| $407K | 0.01% |
+80,575
| New | +$407K |
2014 Q3
0 quarters
|
|
1028
PUT
Perrigo
PRGO
$2.26B
| $406K | 0.01% |
2,700
| – | – |
2014 Q1
2 quarters
|
|
|
BYI
1029
PUT
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
| $404K | 0.01% |
+5,000
| New | +$364K |
2014 Q3
0 quarters
|
|
1030
Marvell Technology
MRVL
$211B
| $402K | 0.01% |
+29,829
| New | +$411K |
2014 Q3
0 quarters
|
|
1031
PUT
TJX Companies
TJX
$159B
| $402K | 0.01% |
13,600
-67,600
| -83% | -$1.91M |
2014 Q2
1 quarter
|
|
1032
PUT
Assured Guaranty
AGO
$3.1B
| $401K | 0.01% |
+18,100
| New | +$421K |
2014 Q3
0 quarters
|
|
|
1033
Assured Guaranty
AGO
$3.1B
| $399K | 0.01% |
18,019
+300
| +2% | +$6.98K |
2014 Q1
2 quarters
|
|
1034
Costco
COST
$438B
| $399K | 0.01% |
3,183
-2,200
| -41% | -$266K |
2013 Q4
3 quarters
|
|
1035
DELISTED
Conn's Inc.
CONN
| $396K | 0.01% |
13,075
-1,000
| -7% | -$38.9K |
2014 Q1
2 quarters
|
|
1036
PUT
Baxter International
BAX
$13.3B
| $395K | 0.01% |
10,126
| – | – |
2014 Q2
1 quarter
|
|
1037
MetLife
MET
$63.3B
| $395K | 0.01% |
+8,259
| New | +$401K |
2014 Q3
0 quarters
|
|
1038
MGM Resorts International
MGM
$7.35B
| $393K | 0.01% |
17,241
+6,350
| +58% | +$158K |
2014 Q1
2 quarters
|
|
|
AGN
1039
PUT
DELISTED
Allergan Inc
AGN
| $392K | 0.01% |
2,200
-2,800
| -56% | -$465K |
2013 Q4
3 quarters
|
|
1040
CALL
Expeditors International
EXPD
$25.6B
| $390K | 0.01% |
+9,600
| New | +$409K |
2014 Q3
0 quarters
|
|
1041
CALL
SM Energy
SM
$8.97B
| $390K | 0.01% |
5,000
| – | – |
2014 Q1
2 quarters
|
|
1042
PUT
Carter's
CRI
$1.19B
| $388K | 0.01% |
+5,000
| New | +$387K |
2014 Q3
0 quarters
|
|
1043
PUT
MannKind Corp
MNKD
$990M
| $387K | 0.01% |
13,080
+3,060
| +31% | +$121K |
2013 Q4
3 quarters
|
|
|
GNC
1044
PUT
DELISTED
GNC Holdings, Inc.
GNC
| $387K | 0.01% |
+10,000
| New | +$363K |
2014 Q3
0 quarters
|
|
1045
PUT
Xerox
XRX
$348M
| $386K | 0.01% |
+11,081
| New | +$387K |
2014 Q3
0 quarters
|
|
|
ZQK
1046
CALL
DELISTED
QUICKSILVER,INC.
ZQK
| $385K | 0.01% |
223,700
+198,200
| +777% | +$562K |
2014 Q2
1 quarter
|
|
|
BYI
1047
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
| $385K | 0.01% |
+4,773
| New | +$348K |
2014 Q3
0 quarters
|
|
|
MWE
1048
CALL
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
| $384K | 0.01% |
+5,000
| New | +$374K |
2014 Q3
0 quarters
|
|
1049
Advanced Micro Devices
AMD
$892B
| $380K | 0.01% |
111,383
+100,642
| +937% | +$407K |
2013 Q4
3 quarters
|
|
1050
CALL
Sysco
SYY
$40.6B
| $380K | 0.01% |
10,000
| – | – |
2014 Q1
2 quarters
|
|
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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.