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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
-0.25%
1 Year Est. Return
+19.81%
3 Year Est. Return
+45.77%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$5.78B
AUM Growth
+$156M
(+2.8%)
Cap. Flow
-$49.5M
Cap. Flow
% of AUM
-0.86%
Top 10 Holdings %
Top 10 Hldgs %
37.31%
Holding
1,725
New
349
Increased
379
Reduced
431
Closed
379
Avg Time Held Equity + Options
2.2
quarters
Top 10 Avg Time Held Equity + Options
2.9
quarters
Top 20 Avg Time Held Equity + Options
2.4
quarters
Avg Time Held Equity only
1.5
quarters
Top 10 Avg Time Held Equity only
1.1
quarters
Top 20 Avg Time Held Equity only
1.2
quarters
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$14.4M |
| 2 |
Berkshire Hathaway Class B
BRK.B
|
+$10.3M |
| 3 |
Anadarko Petroleum
APC
|
+$7.7M |
| 4 |
Caterpillar
CAT
|
+$7.02M |
| 5 |
IBM
IBM
|
+$6.36M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$33.9M |
| 2 |
Bank of America
BAC
|
+$16.9M |
| 3 |
American International
AIG
|
+$12.1M |
| 4 |
Pioneer Natural Resource Co.
PXD
|
+$8.65M |
| 5 |
TWX
Time Warner Inc
TWX
|
+$7.33M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 91.15% |
| 2 | Energy | 2.53% |
| 3 | Financials | 1.19% |
| 4 | Technology | 1.1% |
| 5 | Industrials | 1.04% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
276
PUT
PVH
PVH
$3.82B
| $3.41M | 0.06% |
26,600
-5,600
| -17% | -$672K |
2014 Q1
3 quarters
|
|
277
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.1B
| $3.39M | 0.06% |
70,000
| – | – |
2014 Q2
2 quarters
|
|
278
CALL
Canadian Natural Resources
CNQ
$107B
| $3.39M | 0.06% |
227,126
-38,475
| -14% | -$628K |
2013 Q4
4 quarters
|
|
279
CALL
DELISTED
EMC CORPORATION
EMC
| $3.38M | 0.06% |
113,700
-205,900
| -64% | -$5.99M |
2014 Q1
3 quarters
|
|
280
CALL
Nucor
NUE
$57.6B
| $3.35M | 0.06% |
68,200
+64,200
| +1,605% | +$3.34M |
2014 Q1
3 quarters
|
|
|
281
PUT
Canadian Natural Resources
CNQ
$107B
| $3.34M | 0.06% |
223,817
+22,134
| +11% | +$361K |
2013 Q4
4 quarters
|
|
282
CALL
AbbVie
ABBV
$485B
| $3.31M | 0.06% |
50,600
+38,200
| +308% | +$2.41M |
2014 Q3
1 quarter
|
|
283
CALL
LyondellBasell Industries
LYB
$19.4B
| $3.3M | 0.06% |
41,600
-62,600
| -60% | -$5.43M |
2013 Q4
4 quarters
|
|
284
CALL
United Rentals
URI
$66B
| $3.26M | 0.06% |
32,000
+3,800
| +13% | +$407K |
2014 Q3
1 quarter
|
|
|
ATVI
285
PUT
DELISTED
Activision Blizzard
ATVI
| $3.26M | 0.06% |
162,000
| – | – |
2013 Q4
4 quarters
|
|
286
CALL
Kimberly-Clark
KMB
$32.7B
| $3.26M | 0.06% |
28,200
+26,114
| +1,252% | +$2.9M |
2013 Q4
4 quarters
|
|
|
WFM
287
PUT
DELISTED
Whole Foods Market Inc
WFM
| $3.26M | 0.06% |
64,600
+13,200
| +26% | +$582K |
2013 Q4
4 quarters
|
|
288
CALL
Chipotle Mexican Grill
CMG
$38.4B
| $3.22M | 0.06% |
235,000
-460,000
| -66% | -$6.02M |
2013 Q4
4 quarters
|
|
289
PUT
Fortinet
FTNT
$140B
| $3.21M | 0.06% |
523,500
| – | – |
2014 Q2
2 quarters
|
|
290
McDonald's
MCD
$167B
| $3.2M | 0.06% |
34,107
+22,950
| +206% | +$2.15M |
2014 Q2
2 quarters
|
|
291
CALL
DELISTED
Coterra Energy
CTRA
| $3.17M | 0.05% |
107,000
+52,600
| +97% | +$1.65M |
2013 Q4
4 quarters
|
|
292
CALL
Boyd Gaming
BYD
$5.12B
| $3.16M | 0.05% |
247,100
+18,300
| +8% | +$206K |
2013 Q4
4 quarters
|
|
293
Phillips 66
PSX
$117B
| $3.13M | 0.05% |
+43,595
| New | +$3.22M |
2014 Q4
0 quarters
|
|
|
RDC
294
PUT
DELISTED
Rowan Companies Plc
RDC
| $3.12M | 0.05% |
+133,900
| New | +$3.09M |
2014 Q4
0 quarters
|
|
295
PUT
Petrobras
PBR
$164B
| $3.11M | 0.05% |
426,200
+64,000
| +18% | +$690K |
2013 Q4
4 quarters
|
|
296
CALL
L3Harris
LHX
$43.7B
| $3.1M | 0.05% |
43,200
| – | – |
2014 Q3
1 quarter
|
|
|
RAD
297
CALL
DELISTED
Rite Aid Corporation
RAD
| $3.09M | 0.05% |
20,575
+7,575
| +58% | +$841K |
2013 Q4
4 quarters
|
|
298
PUT
iShares Russell 2000 ETF
IWM
$77.9B
| $3.09M | 0.05% |
25,800
-68,100
| -73% | -$7.79M |
2013 Q4
4 quarters
|
|
|
SHPG
299
PUT
DELISTED
Shire pic
SHPG
| $3.08M | 0.05% |
14,500
-10,200
| -41% | -$2.16M |
2014 Q2
2 quarters
|
|
|
300
American International
AIG
$40.6B
| $3.08M | 0.05% |
54,893
-225,100
| -80% | -$12.1M |
2013 Q4
4 quarters
|
|
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DIA
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SMA
Integral Derivatives's Q4 2014 Portfolio in Review
As of Q4 2014, Integral Derivatives held 1,725 positions worth $5.78B, up 2.8% from $5.62B the previous quarter. Its ten largest holdings account for 37% of the portfolio.
Integral Derivatives's Q4 2014 filing shows 349 new, 379 increased, 431 reduced and 379 closed positions. Its largest new stake was Apple: 527,716 shares worth $14.6M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $33.9M.
By sector, the portfolio is most concentrated in Miscellaneous at 91% of assets, up from 90% a quarter earlier, followed by Energy and Financials.
- Integral Derivatives's largest Q4 2014 buy was Apple: 527,716 shares worth $14.6M.
- Integral Derivatives added most to Berkshire Hathaway Class B in Q4 2014, an estimated $10.3M increase.
- Integral Derivatives's biggest Q4 2014 reduction was Bank of America, cutting an estimated $16.9M.
- Integral Derivatives fully exited State Street SPDR S&P 500 ETF Trust in Q4 2014, selling an estimated $33.9M.
- Integral Derivatives's ten largest holdings make up 37% of its $5.78B portfolio in Q4 2014.
- Integral Derivatives opened 349 new positions and closed 379 in Q4 2014.
- Integral Derivatives's portfolio value rose 2.8% quarter-over-quarter to $5.78B.
Based on Integral Derivatives's 13F filing for Q4 2014, filed 11 Feb 2015.