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 | |
|---|---|---|---|---|---|---|---|
|
RICE
1176
CALL
DELISTED
Rice Energy Inc.
RICE
| $266K | ﹤0.01% |
+10,000
| New | +$279K |
2014 Q3
0 quarters
|
|
1177
DELISTED
Altera Corp
ALTR
| $266K | ﹤0.01% |
7,447
-46,176
| -86% | -$1.61M |
2014 Q2
1 quarter
|
|
1178
NXP Semiconductors
NXPI
$55.7B
| $264K | ﹤0.01% |
3,852
-3,100
| -45% | -$206K |
2014 Q2
1 quarter
|
|
1179
CALL
Silicon Laboratories
SLAB
$7.38B
| $264K | ﹤0.01% |
+6,500
| New | +$286K |
2014 Q3
0 quarters
|
|
1180
General Mills
GIS
$17.2B
| $263K | ﹤0.01% |
5,209
-7,300
| -58% | -$383K |
2013 Q4
3 quarters
|
|
1181
PUT
DELISTED
Sanchez Energy Corporation
SN
| $263K | ﹤0.01% |
10,000
| – | – |
2014 Q2
1 quarter
|
|
1182
Herc Holdings
HRI
$4.12B
| $262K | ﹤0.01% |
3,445
+517
| +18% | +$44.2K |
2013 Q4
3 quarters
|
|
1183
Oneok
OKE
$58B
| $262K | ﹤0.01% |
+4,000
| New | +$268K |
2014 Q3
0 quarters
|
|
|
BKS
1184
PUT
DELISTED
Barnes & Noble
BKS
| $261K | ﹤0.01% |
20,143
-46,391
| -70% | -$678K |
2013 Q4
3 quarters
|
|
|
RVBD
1185
CALL
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
| $261K | ﹤0.01% |
+14,100
| New | +$265K |
2014 Q3
0 quarters
|
|
1186
PBF Energy
PBF
$10.6B
| $259K | ﹤0.01% |
+10,800
| New | +$285K |
2014 Q3
0 quarters
|
|
1187
CALL
DELISTED
Discover Financial Services
DFS
| $258K | ﹤0.01% |
4,000
-11,400
| -74% | -$715K |
2013 Q4
3 quarters
|
|
1188
PUT
Invesco CurrencyShares Japanese Yen Trust
FXY
$449M
| $258K | ﹤0.01% |
2,900
| – | – |
2013 Q4
3 quarters
|
|
1189
Teradyne
TER
$56.2B
| $258K | ﹤0.01% |
13,299
| – | – |
2013 Q4
3 quarters
|
|
1190
CALL
TotalEnergies
TTE
$198B
| $258K | ﹤0.01% |
+4,000
| New | +$265K |
2014 Q3
0 quarters
|
|
1191
PUT
DELISTED
ODP
ODP
| $257K | ﹤0.01% |
5,000
| – | – |
2014 Q2
1 quarter
|
|
1192
CALL
VanEck Agribusiness ETF
MOO
$1.14B
| $254K | ﹤0.01% |
4,800
| – | – |
2014 Q2
1 quarter
|
|
1193
PUT
GSK
GSK
$95.9B
| $253K | ﹤0.01% |
+4,400
| New | +$270K |
2014 Q3
0 quarters
|
|
1194
Morgan Stanley
MS
$285B
| $253K | ﹤0.01% |
+7,316
| New | +$244K |
2014 Q3
0 quarters
|
|
|
LGF
1195
DELISTED
Lions Gate Entertainment
LGF
| $253K | ﹤0.01% |
+7,672
| New | +$244K |
2014 Q3
0 quarters
|
|
|
1196
PUT
General Mills
GIS
$17.2B
| $252K | ﹤0.01% |
5,000
| – | – |
2013 Q4
3 quarters
|
|
1197
Cummins
CMI
$72.4B
| $251K | ﹤0.01% |
+1,900
| New | +$274K |
2014 Q3
0 quarters
|
|
1198
CALL
Philip Morris
PM
$320B
| $250K | ﹤0.01% |
3,000
-2,400
| -44% | -$203K |
2014 Q2
1 quarter
|
|
|
ATHN
1199
PUT
DELISTED
Athenahealth, Inc.
ATHN
| $250K | ﹤0.01% |
1,900
| – | – |
2014 Q2
1 quarter
|
|
|
SFUN
1200
CALL
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $249K | ﹤0.01% |
+500
| New | +$275K |
2014 Q3
0 quarters
|
|
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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.