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ID
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 | |
|---|---|---|---|---|---|---|---|
1501
PUT
Owens Corning
OC
$8.9B
| – | – |
-50,000
| Closed | -$1.93M | – |
|
1502
CALL
Universal Display
OLED
$3.45B
| – | – |
-13,500
| Closed | -$433K | – |
|
1503
CALL
Ovintiv
OVV
$18B
| – | – |
-18,460
| Closed | -$2.19M | – |
|
1504
CALL
Plains All American Pipeline
PAA
$17.3B
| – | – |
-10,000
| Closed | -$600K | – |
|
1505
CALL
Pitney Bowes
PBI
$2.32B
| – | – |
-29,100
| Closed | -$804K | – |
|
1506
PUT
DELISTED
Potbelly
PBPB
| – | – |
-12,500
| Closed | -$200K | – |
|
1507
PG&E
PCG
$39.5B
| – | – |
-6,500
| Closed | -$299K | – |
|
1508
Pfizer
PFE
$162B
| – | – |
-53,970
| Closed | -$1.51M | – |
|
1509
Procter & Gamble
PG
$356B
| – | – |
-12,485
| Closed | -$1.02M | – |
|
1510
CALL
Plug Power
PLUG
$2.26B
| – | – |
-71,900
| Closed | -$336K | – |
|
1511
PUT
Protolabs
PRLB
$2.19B
| – | – |
-2,500
| Closed | -$205K | – |
|
1512
CALL
Prudential Financial
PRU
$39.1B
| – | – |
-10,000
| Closed | -$888K | – |
|
1513
CALL
Qualys
QLYS
$6.81B
| – | – |
-10,000
| Closed | -$257K | – |
|
1514
PUT
Sturm, Ruger & Co
RGR
$702M
| – | – |
-13,000
| Closed | -$767K | – |
|
1515
Rambus
RMBS
$11B
| – | – |
-15,679
| Closed | -$198K | – |
|
1516
Rockwell Automation
ROK
$48.2B
| – | – |
-1,800
| Closed | -$212K | – |
|
1517
PUT
Boston Beer
SAM
$1.8B
| – | – |
-4,100
| Closed | -$916K | – |
|
1518
Sinclair Inc
SBGI
$910M
| – | – |
-6,215
| Closed | -$191K | – |
|
|
1519
PUT
Sinclair Inc
SBGI
$910M
| – | – |
-74,300
| Closed | -$2.58M | – |
|
1520
ProShares UltraShort S&P500
SDS
$347M
| – | – |
-105
| Closed | -$267K | – |
|
|
1521
PUT
ProShares UltraShort S&P500
SDS
$347M
| – | – |
-800
| Closed | -$2.04M | – |
|
1522
CALL
DELISTED
Skechers
SKX
| – | – |
-117,000
| Closed | -$1.78M | – |
|
1523
CALL
Sony
SONY
$142B
| – | – |
-142,500
| Closed | -$478K | – |
|
1524
CALL
SS&C Technologies
SSNC
$19B
| – | – |
-29,000
| Closed | -$641K | – |
|
1525
CALL
Steel Dynamics
STLD
$34.3B
| – | – |
-50,000
| Closed | -$898K | – |
|
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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.