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
Cap. Flow
+$82.2M
Cap. Flow %
1.46%
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
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$33.3M
2
WMB icon
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
AAPL icon
Apple
AAPL
+$38.1M
2
APC icon
Anadarko Petroleum
APC
+$11.3M
3
IBM icon
IBM
IBM
+$7.13M
4
VLO icon
Valero Energy
VLO
+$6.11M
5
DB icon
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
TIBX
726
DELISTED
TIBCO SOFTWARE INC
TIBX
$967K 0.02%
40,926
+28,050
+218% +$574K
2014 Q2
1 quarter
FXI icon
727
iShares China Large-Cap ETF
FXI
$3.9B
$966K 0.02%
25,232
-40,116
-61% -$1.61M
2013 Q4
3 quarters
EXPE icon
728
CALL
Expedia Group
EXPE
$33B
$964K 0.02%
+11,000
New +$922K
2014 Q3
0 quarters
PFE icon
729
PUT
Pfizer
PFE
$166B
$961K 0.02%
34,255
-51,224
-60% -$1.44M
2013 Q4
3 quarters
PE
730
PUT
DELISTED
PARSLEY ENERGY INC
PE
$960K 0.02%
45,000
– –
2014 Q2
1 quarter
VOD icon
731
Vodafone
VOD
$35.9B
$959K 0.02%
29,148
-17,844
-38% -$595K
2013 Q4
3 quarters
JPM icon
732
CALL
JPMorgan Chase
JPM
$890B
$958K 0.02%
15,900
-16,000
-50% -$935K
2013 Q4
3 quarters
NBL
733
CALL
DELISTED
Noble Energy, Inc.
NBL
$957K 0.02%
+14,000
New +$996K
2014 Q3
0 quarters
PANW icon
734
PUT
Palo Alto Networks
PANW
$307B
$952K 0.02%
58,200
+16,200
+39% +$233K
2014 Q2
1 quarter
SBGI icon
735
CALL
Sinclair Inc
SBGI
$895M
$950K 0.02%
36,400
-27,100
-43% -$831K
2014 Q2
1 quarter
TEX icon
736
PUT
Terex
TEX
$5.97B
$950K 0.02%
29,900
– –
2014 Q1
2 quarters
ESV
737
PUT
DELISTED
Ensco Rowan plc
ESV
$950K 0.02%
5,750
-7,000
-55% -$1.39M
2013 Q4
3 quarters
RSX
738
CALL
DELISTED
VanEck Russia ETF
RSX
$948K 0.02%
42,300
-30,100
-42% -$745K
2014 Q1
2 quarters
VIPS icon
739
PUT
Vipshop
VIPS
$6.11B
$945K 0.02%
+50,000
New +$1.03M
2014 Q3
0 quarters
BKNG icon
740
Booking.com
BKNG
$121B
$941K 0.02%
+20,300
New +$999K
2014 Q3
0 quarters
EMR icon
741
PUT
Emerson Electric
EMR
$89.9B
$939K 0.02%
15,000
– –
2013 Q4
3 quarters
NEE icon
742
PUT
NextEra Energy
NEE
$163B
$939K 0.02%
+40,000
New +$966K
2014 Q3
0 quarters
QQQ icon
743
PUT
Invesco QQQ Trust
QQQ
$488B
$939K 0.02%
9,500
+1,800
+23% +$175K
2013 Q4
3 quarters
VMW
744
PUT
DELISTED
VMware, Inc
VMW
$938K 0.02%
10,000
-40,000
-80% -$3.89M
2013 Q4
3 quarters
TK icon
745
Teekay
TK
$1.27B
$929K 0.02%
+14,000
New +$822K
2014 Q3
0 quarters
V icon
746
Visa
V
$735B
$929K 0.02%
17,408
+4,400
+34% +$236K
2014 Q2
1 quarter
VIAV icon
747
CALL
Viavi Solutions
VIAV
$9.48B
$925K 0.02%
127,103
+105,655
+493% +$727K
2014 Q2
1 quarter
PE
748
DELISTED
PARSLEY ENERGY INC
PE
$921K 0.02%
43,200
-1,800
-4% -$39.2K
2014 Q2
1 quarter
HD icon
749
PUT
Home Depot
HD
$295B
$917K 0.02%
+10,000
New +$858K
2014 Q3
0 quarters
MNDT
750
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
$914K 0.02%
29,900
-7,700
-20% -$255K
2014 Q1
2 quarters
28 29
30
31 32

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DIA
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CAM
CGOV Asset Management Toronto, Ontario, Canada $1.73B AUM 9.15% 1-Year Est. Return
VAM
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SI
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PJC
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SWITC
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SMA
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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.