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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 | |
|---|---|---|---|---|---|---|---|
1476
Kroger
KR
$35.9B
| – | – |
-8,380
| Closed | -$212K | – |
|
1477
CALL
Lamar Advertising Co
LAMR
$14.9B
| – | – |
-25,000
| Closed | -$1.32M | – |
|
1478
CALL
Lennar Class A
LEN
$17.8B
| – | – |
-26,264
| Closed | -$1.05M | – |
|
1479
Lockheed Martin
LMT
$116B
| – | – |
-9,064
| Closed | -$1.54M | – |
|
1480
CALL
Lincoln National
LNC
$7.78B
| – | – |
-20,200
| Closed | -$1.04M | – |
|
1481
CALL
Masco
MAS
$13.8B
| – | – |
-10,697
| Closed | -$209K | – |
|
1482
PUT
MBIA
MBI
$230M
| – | – |
-20,000
| Closed | -$221K | – |
|
1483
CALL
Medtronic
MDT
$119B
| – | – |
-23,200
| Closed | -$1.48M | – |
|
1484
PUT
Magna International
MGA
$17.5B
| – | – |
-10,000
| Closed | -$539K | – |
|
1485
CALL
Monster Beverage
MNST
$84.8B
| – | – |
-60,000
| Closed | -$355K | – |
|
1486
Marathon Petroleum
MPC
$134B
| – | – |
-47,876
| Closed | -$2.03M | – |
|
1487
CALL
Morgan Stanley
MS
$293B
| – | – |
-7,500
| Closed | -$242K | – |
|
1488
Microsoft
MSFT
$4.04T
| – | – |
-60,765
| Closed | -$2.71M | – |
|
1489
Micron Technology
MU
$1.08T
| – | – |
-8,485
| Closed | -$275K | – |
|
1490
CALL
Murphy Oil
MUR
$5.6B
| – | – |
-8,300
| Closed | -$552K | – |
|
1491
CALL
Noodles & Co
NDLS
$85.9M
| – | – |
-2,250
| Closed | -$619K | – |
|
1492
CALL
NewMarket
NEU
$8.27B
| – | – |
-1,200
| Closed | -$471K | – |
|
|
1493
NewMarket
NEU
$8.27B
| – | – |
-3,434
| Closed | -$1.36M | – |
|
|
NGD
1494
CALL
DELISTED
New Gold Inc
NGD
| – | – |
-100,000
| Closed | -$637K | – |
|
1495
CALL
Nike
NKE
$52.5B
| – | – |
-130,600
| Closed | -$5.06M | – |
|
1496
CALL
Northrop Grumman
NOC
$68.4B
| – | – |
-34,900
| Closed | -$4.17M | – |
|
1497
PUT
ServiceNow
NOW
$143B
| – | – |
-49,000
| Closed | -$607K | – |
|
1498
NetApp
NTAP
$46.9B
| – | – |
-12,538
| Closed | -$502K | – |
|
1499
CALL
Owens Corning
OC
$8.92B
| – | – |
-37,000
| Closed | -$1.43M | – |
|
|
1500
Owens Corning
OC
$8.92B
| – | – |
-36,515
| Closed | -$1.41M | – |
|
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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.