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
SWK icon
1526
Stanley Black & Decker
SWK
$13.6B
– –
-16,800
Closed -$1.5M –
TCOM icon
1527
CALL
Trip.com Group
TCOM
$24.5B
– –
-16,600
Closed -$532K –
TEVA icon
1528
Teva Pharmaceutical Industries Limited
TEVA
$48B
– –
-28,539
Closed -$1.51M –
TGT icon
1529
PUT
Target
TGT
$70.4B
– –
-36,100
Closed -$2.09M –
THC icon
1530
CALL
Tenet Healthcare
THC
$21.9B
– –
-6,100
Closed -$286K –
TJX icon
1531
TJX Companies
TJX
$157B
– –
-31,138
Closed -$878K –
TM icon
1532
CALL
Toyota
TM
$222B
– –
-2,100
Closed -$251K –
TNL icon
1533
CALL
Travel + Leisure Co
TNL
$3.84B
– –
-131,571
Closed -$4.5M –
TNL icon
1534
PUT
Travel + Leisure Co
TNL
$3.84B
– –
-55,375
Closed -$1.89M –
TOL icon
1535
Toll Brothers
TOL
$11.9B
– –
-72,237
Closed -$2.47M –
TRN icon
1536
CALL
Trinity Industries
TRN
$2.06B
– –
-36,114
Closed -$1.14M –
TRN icon
1537
PUT
Trinity Industries
TRN
$2.06B
– –
-65,005
Closed -$2.05M –
TROX icon
1538
CALL
Tronox
TROX
$549M
– –
-15,000
Closed -$404K –
TROX icon
1539
PUT
Tronox
TROX
$549M
– –
-15,000
Closed -$404K –
TSN icon
1540
CALL
Tyson Foods
TSN
$19B
– –
-20,000
Closed -$751K –
TT icon
1541
CALL
Trane Technologies
TT
$103B
– –
-30,100
Closed -$1.88M –
TTSH icon
1542
CALL
DELISTED
Tile Shop Holdings
TTSH
– –
-28,700
Closed -$439K –
TTWO icon
1543
CALL
Take-Two Interactive
TTWO
$37.7B
– –
-15,500
Closed -$345K –
UAA icon
1544
Under Armour
UAA
$2.04B
– –
-18,516
Closed -$618K –
UI icon
1545
PUT
Ubiquiti
UI
$36.8B
– –
-10,000
Closed -$452K –
UNG icon
1546
PUT
United States Natural Gas Fund
UNG
$520M
– –
-813
Closed -$320K –
URBN icon
1547
CALL
Urban Outfitters
URBN
$7.24B
– –
-8,000
Closed -$271K –
URI icon
1548
United Rentals
URI
$64B
– –
-5,983
Closed -$673K –
USAC icon
1549
PUT
USA Compression Partners
USAC
$3.64B
– –
-10,000
Closed -$257K –
USO icon
1550
United States Oil Fund
USO
$1.97B
– –
-797
Closed -$248K –
60 61
62
63 64

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DIA
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CAM
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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.