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 | |
|---|---|---|---|---|---|---|---|
|
SCTY
1251
DELISTED
SolarCity Corporation
SCTY
| $218K | ﹤0.01% |
3,661
+106
| +3% | +$7.29K |
2014 Q1
2 quarters
|
|
1252
Carter's
CRI
$1.15B
| $217K | ﹤0.01% |
+2,800
| New | +$216K |
2014 Q3
0 quarters
|
|
1253
CALL
Nucor
NUE
$58.1B
| $217K | ﹤0.01% |
4,000
-4,000
| -50% | -$211K |
2014 Q1
2 quarters
|
|
1254
CALL
Kimberly-Clark
KMB
$33B
| $215K | ﹤0.01% |
2,086
| – | – |
2013 Q4
3 quarters
|
|
1255
PUT
Tractor Supply
TSCO
$17B
| $215K | ﹤0.01% |
17,500
| – | – |
2014 Q1
2 quarters
|
|
1256
PUT
PNC Financial Services
PNC
$85.9B
| $214K | ﹤0.01% |
+2,500
| New | +$213K |
2014 Q3
0 quarters
|
|
1257
PUT
Illumina
ILMN
$40.8B
| $213K | ﹤0.01% |
+1,336
| New | +$223K |
2014 Q3
0 quarters
|
|
1258
PUT
Opko Health
OPK
$1.02B
| $213K | ﹤0.01% |
+25,000
| New | +$220K |
2014 Q3
0 quarters
|
|
1259
Steel Dynamics
STLD
$34.7B
| $213K | ﹤0.01% |
+9,400
| New | +$206K |
2014 Q3
0 quarters
|
|
1260
PUT
Ovintiv
OVV
$18.5B
| $212K | ﹤0.01% |
+2,000
| New | +$220K |
2014 Q3
0 quarters
|
|
1261
Gogo Inc
GOGO
$283M
| $211K | ﹤0.01% |
12,522
-52,800
| -81% | -$901K |
2014 Q2
1 quarter
|
|
1262
DELISTED
Marathon Oil Corporation
MRO
| $211K | ﹤0.01% |
+5,625
| New | +$223K |
2014 Q3
0 quarters
|
|
1263
CALL
Stryker
SYK
$108B
| $210K | ﹤0.01% |
2,600
-2,500
| -49% | -$206K |
2013 Q4
3 quarters
|
|
1264
CALL
DELISTED
MOVE INC COM STK NEW (DE)
MOVE
| $210K | ﹤0.01% |
10,000
-97,600
| -91% | -$1.47M |
2014 Q2
1 quarter
|
|
1265
Masco
MAS
$13.6B
| $209K | ﹤0.01% |
+9,954
| New | +$197K |
2014 Q3
0 quarters
|
|
|
VRNG
1266
CALL
DELISTED
VRINGO, INC COM STK NEW (DE)
VRNG
| $209K | ﹤0.01% |
22,060
+19,350
| +714% | +$422K |
2013 Q4
3 quarters
|
|
|
TAM
1267
PUT
DELISTED
TAMINCO CORP COM
TAM
| $209K | ﹤0.01% |
+8,000
| New | +$186K |
2014 Q3
0 quarters
|
|
1268
KKR & Co
KKR
$76.2B
| $208K | ﹤0.01% |
9,319
-29,696
| -76% | -$697K |
2014 Q1
2 quarters
|
|
1269
Marriott International
MAR
$97B
| $208K | ﹤0.01% |
+2,982
| New | +$202K |
2014 Q3
0 quarters
|
|
|
IMPV
1270
DELISTED
Imperva, Inc.
IMPV
| $208K | ﹤0.01% |
+7,250
| New | +$197K |
2014 Q3
0 quarters
|
|
1271
CALL
ACI Worldwide
ACIW
$5.13B
| $206K | ﹤0.01% |
+11,000
| New | +$206K |
2014 Q3
0 quarters
|
|
1272
Trane Technologies
TT
$104B
| $205K | ﹤0.01% |
+3,646
| New | +$221K |
2014 Q3
0 quarters
|
|
1273
CALL
DELISTED
Fortress Investment Group Llc
FIG
| $203K | ﹤0.01% |
29,500
| – | – |
2014 Q2
1 quarter
|
|
1274
PUT
Goldman Sachs
GS
$255B
| $202K | ﹤0.01% |
1,100
-8,900
| -89% | -$1.56M |
2013 Q4
3 quarters
|
|
|
ASNA
1275
CALL
DELISTED
Ascena Retail Group, Inc.
ASNA
| $200K | ﹤0.01% |
+750
| New | +$246K |
2014 Q3
0 quarters
|
|
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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.