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 | |
|---|---|---|---|---|---|---|---|
1151
PUT
Expedia Group
EXPE
$33B
| $280K | 0.01% |
3,200
-1,800
| -36% | -$151K |
2013 Q4
3 quarters
|
|
|
MTL
1152
CALL
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
| $280K | 0.01% |
123,700
+98,700
| +395% | +$340K |
2014 Q2
1 quarter
|
|
1153
PUT
H&R Block
HRB
$5.64B
| $279K | 0.01% |
+9,000
| New | +$293K |
2014 Q3
0 quarters
|
|
1154
CALL
Marvell Technology
MRVL
$220B
| $278K | ﹤0.01% |
+20,600
| New | +$284K |
2014 Q3
0 quarters
|
|
1155
PUT
DELISTED
Kellanova
K
| $277K | ﹤0.01% |
4,793
| – | – |
2013 Q4
3 quarters
|
|
1156
DELISTED
Praxair Inc
PX
| $277K | ﹤0.01% |
+2,150
| New | +$282K |
2014 Q3
0 quarters
|
|
|
QUNR
1157
DELISTED
Qunar Cayman Islands Limited
QUNR
| $277K | ﹤0.01% |
+10,020
| New | +$289K |
2014 Q3
0 quarters
|
|
1158
DELISTED
Discover Financial Services
DFS
| $276K | ﹤0.01% |
+4,285
| New | +$269K |
2014 Q3
0 quarters
|
|
|
CS
1159
CALL
DELISTED
Credit Suisse Group
CS
| $276K | ﹤0.01% |
+10,000
| New | +$279K |
2014 Q3
0 quarters
|
|
|
GG
1160
CALL
DELISTED
Goldcorp Inc
GG
| $276K | ﹤0.01% |
12,000
| – | – |
2013 Q4
3 quarters
|
|
1161
PUT
Hasbro
HAS
$13.5B
| $275K | ﹤0.01% |
+5,000
| New | +$263K |
2014 Q3
0 quarters
|
|
1162
CALL
MannKind Corp
MNKD
$971M
| $275K | ﹤0.01% |
9,300
+2,600
| +39% | +$103K |
2013 Q4
3 quarters
|
|
1163
PUT
Precigen
PGEN
$2.64B
| $275K | ﹤0.01% |
15,486
| – | – |
2014 Q2
1 quarter
|
|
1164
PUT
ArcelorMittal
MT
$47B
| $274K | ﹤0.01% |
8,747
| – | – |
2013 Q4
3 quarters
|
|
1165
CALL
IAMGOLD
IAG
$9.74B
| $272K | ﹤0.01% |
98,700
+27,800
| +39% | +$103K |
2013 Q4
3 quarters
|
|
|
CIE
1166
PUT
DELISTED
Cobalt International Energy, Inc
CIE
| $272K | ﹤0.01% |
1,333
-1,167
| -47% | -$271K |
2013 Q4
3 quarters
|
|
1167
Colgate-Palmolive
CL
$74B
| $271K | ﹤0.01% |
+4,160
| New | +$274K |
2014 Q3
0 quarters
|
|
1168
CALL
Zimmer Biomet
ZBH
$17.5B
| $271K | ﹤0.01% |
2,781
-10,300
| -79% | -$1.01M |
2014 Q2
1 quarter
|
|
|
LKM
1169
PUT
DELISTED
Link Motion Inc.
LKM
| $271K | ﹤0.01% |
38,900
+24,000
| +161% | +$147K |
2013 Q4
3 quarters
|
|
1170
Lincoln National
LNC
$7.7B
| $269K | ﹤0.01% |
+5,028
| New | +$267K |
2014 Q3
0 quarters
|
|
1171
CALL
MGIC Investment
MTG
$5.6B
| $269K | ﹤0.01% |
34,500
| – | – |
2013 Q4
3 quarters
|
|
|
ARIA
1172
PUT
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $269K | ﹤0.01% |
49,800
-200
| -0.4% | -$1.17K |
2014 Q2
1 quarter
|
|
1173
CALL
Armour Residential REIT
ARR
$1.93B
| $268K | ﹤0.01% |
1,740
+587
| +51% | +$98.7K |
2013 Q4
3 quarters
|
|
1174
CALL
Fluor
FLR
$6.37B
| $267K | ﹤0.01% |
4,000
| – | – |
2013 Q4
3 quarters
|
|
1175
PUT
NewMarket
NEU
$8.19B
| $267K | ﹤0.01% |
+700
| New | +$278K |
2014 Q3
0 quarters
|
|
Similar funds
EIM
DIA
CAM
VAM
SI
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.