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Integral Derivatives Portfolio holdings
AUM
$4.07B
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
1.7
quarters
Top 10 Avg Time Held Equity + Options
2.3
quarters
Top 20 Avg Time Held Equity + Options
1.9
quarters
Avg Time Held Equity only
1.2
quarters
Top 10 Avg Time Held Equity only
1
quarter
Top 20 Avg Time Held Equity only
1.2
quarters
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 | |
|---|---|---|---|---|---|---|---|
1376
PUT
AerCap
AER
$22.9B
| – | – |
-10,000
| Closed | -$458K | – |
|
1377
PUT
Align Technology
ALGN
$10.2B
| – | – |
-6,100
| Closed | -$342K | – |
|
1378
CALL
Allstate
ALL
$59.8B
| – | – |
-35,000
| Closed | -$2.06M | – |
|
1379
Allot
ALLT
$435M
| – | – |
-12,715
| Closed | -$166K | – |
|
1380
Applied Materials
AMAT
$368B
| – | – |
-36,830
| Closed | -$815K | – |
|
1381
CALL
American Tower
AMT
$83.6B
| – | – |
-10,600
| Closed | -$954K | – |
|
1382
PUT
Aon
AON
$58.3B
| – | – |
-10,100
| Closed | -$910K | – |
|
1383
CALL
APA Corp
APA
$16.8B
| – | – |
-157,600
| Closed | -$15.9M | – |
|
1384
Air Products & Chemicals
APD
$64.3B
| – | – |
-24,798
| Closed | -$2.95M | – |
|
|
1385
PUT
Air Products & Chemicals
APD
$64.3B
| – | – |
-17,296
| Closed | -$2.06M | – |
|
1386
PUT
Covista Inc
CVSA
$4.37B
| – | – |
-15,000
| Closed | -$635K | – |
|
1387
CALL
Avnet
AVT
$8.19B
| – | – |
-6,500
| Closed | -$288K | – |
|
|
1388
Avnet
AVT
$8.19B
| – | – |
-5,750
| Closed | -$255K | – |
|
1389
CALL
Dauch Corp
DCH
$1.31B
| – | – |
-11,000
| Closed | -$208K | – |
|
1390
CALL
Azenta
AZTA
$1.66B
| – | – |
-30,200
| Closed | -$325K | – |
|
1391
PUT
AutoZone
AZO
$46.8B
| – | – |
-500
| Closed | -$268K | – |
|
1392
Barclays
BCS
$76.9B
| – | – |
-15,615
| Closed | -$211K | – |
|
|
1393
PUT
Barclays
BCS
$76.9B
| – | – |
-11,779
| Closed | -$159K | – |
|
1394
Bausch Health
BHC
$2.2B
| – | – |
-13,388
| Closed | -$1.6M | – |
|
1395
PUT
BHP
BHP
$216B
| – | – |
-36,426
| Closed | -$2.11M | – |
|
1396
PUT
Cardinal Health
CAH
$55.5B
| – | – |
-5,000
| Closed | -$343K | – |
|
1397
CALL
Avis
CAR
$3.8B
| – | – |
-10,000
| Closed | -$597K | – |
|
1398
Chubb
CB
$134B
| – | – |
-4,350
| Closed | -$451K | – |
|
1399
Carnival Corporation Ltd
CCL
$35.9B
| – | – |
-10,976
| Closed | -$416K | – |
|
1400
PUT
Check Point Software Technologies
CHKP
$13.8B
| – | – |
-26,000
| Closed | -$1.74M | – |
|
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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.