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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 | |
|---|---|---|---|---|---|---|---|
|
NRF
1076
CALL
DELISTED
NorthStar Realty Finance Corp.
NRF
| $353K | 0.01% |
+10,000
| New | +$350K |
2014 Q3
0 quarters
|
|
|
SIMG
1077
PUT
DELISTED
SILICON IMAGE INC
SIMG
| $353K | 0.01% |
+70,000
| New | +$349K |
2014 Q3
0 quarters
|
|
1078
Liberty Global Class C
LBTYK
$2.74B
| $351K | 0.01% |
10,580
| – | – |
2013 Q4
3 quarters
|
|
|
SIMG
1079
DELISTED
SILICON IMAGE INC
SIMG
| $351K | 0.01% |
+69,600
| New | +$347K |
2014 Q3
0 quarters
|
|
1080
Capri Holdings
CPRI
$1.71B
| $350K | 0.01% |
+4,902
| New | +$394K |
2014 Q3
0 quarters
|
|
|
SWFT
1081
CALL
DELISTED
Swift Transportation Company
SWFT
| $350K | 0.01% |
16,700
-62,400
| -79% | -$1.37M |
2014 Q1
2 quarters
|
|
|
1082
PUT
Deutsche Bank
DB
$61.6B
| $349K | 0.01% |
11,200
-335,104
| -97% | -$10.4M |
2013 Q4
3 quarters
|
|
1083
Liberty Global Class A
LBTYA
$2.79B
| $349K | 0.01% |
9,946
-303
| -3% | -$10.8K |
2014 Q2
1 quarter
|
|
|
ACAT
1084
PUT
DELISTED
Arctic Cat Inc
ACAT
| $348K | 0.01% |
+10,000
| New | +$370K |
2014 Q3
0 quarters
|
|
|
TRLA
1085
DELISTED
TRULIA INC (DEL)
TRLA
| $347K | 0.01% |
7,094
-506
| -7% | -$27.1K |
2013 Q4
3 quarters
|
|
1086
PUT
Banco Santander
SAN
$194B
| $346K | 0.01% |
40,076
-48,112
| -55% | -$434K |
2013 Q4
3 quarters
|
|
1087
Union Pacific
UNP
$170B
| $345K | 0.01% |
3,184
-9,700
| -75% | -$1M |
2014 Q2
1 quarter
|
|
1088
CALL
Icahn Enterprises
IEP
$4.72B
| $339K | 0.01% |
+3,200
| New | +$340K |
2014 Q3
0 quarters
|
|
1089
PUT
Gogo Inc
GOGO
$286M
| $337K | 0.01% |
20,000
-29,000
| -59% | -$495K |
2014 Q2
1 quarter
|
|
1090
PUT
Brightstar Lottery PLC
BRSL
$1.75B
| $337K | 0.01% |
20,000
| – | – |
2014 Q1
2 quarters
|
|
|
DTV
1091
PUT
DELISTED
DIRECTV COM STK (DE)
DTV
| $337K | 0.01% |
3,900
-6,100
| -61% | -$525K |
2014 Q2
1 quarter
|
|
|
BWLD
1092
CALL
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $336K | 0.01% |
2,500
| – | – |
2014 Q1
2 quarters
|
|
|
SWFT
1093
PUT
DELISTED
Swift Transportation Company
SWFT
| $336K | 0.01% |
+16,000
| New | +$351K |
2014 Q3
0 quarters
|
|
|
PHH
1094
PUT
DELISTED
PHH Corporation
PHH
| $335K | 0.01% |
15,000
| – | – |
2014 Q2
1 quarter
|
|
1095
PUT
Fluor
FLR
$6.37B
| $334K | 0.01% |
5,000
-10,000
| -67% | -$735K |
2013 Q4
3 quarters
|
|
1096
LyondellBasell Industries
LYB
$19.8B
| $334K | 0.01% |
3,078
-8,925
| -74% | -$965K |
2014 Q2
1 quarter
|
|
|
ARG
1097
DELISTED
Airgas Inc
ARG
| $332K | 0.01% |
+3,000
| New | +$330K |
2014 Q3
0 quarters
|
|
|
ICPT
1098
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $331K | 0.01% |
1,400
-13,100
| -90% | -$3.34M |
2014 Q1
2 quarters
|
|
|
XCO
1099
PUT
DELISTED
Exco Resources
XCO
| $331K | 0.01% |
6,600
+5,680
| +617% | +$398K |
2013 Q4
3 quarters
|
|
1100
Bath & Body Works
BBWI
$3.82B
| $330K | 0.01% |
6,103
-3,464
| -36% | -$174K |
2014 Q1
2 quarters
|
|
Similar funds
DIA
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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.