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
-0.25%
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
0.5
years
Top 10 Avg Time Held Equity + Options
0.7
years
Top 20 Avg Time Held Equity + Options
0.6
years
Avg Time Held Equity only
0.4
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 |
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 | |
|---|---|---|---|---|---|---|---|
501
DELISTED
Altera Corp
ALTR
| $1.65M | 0.03% |
44,733
+37,286
| +501% | +$1.32M |
2014 Q2
2 quarters
|
|
502
CNX Resources
CNX
$5.16B
| $1.64M | 0.03% |
58,339
| – | – |
2013 Q4
4 quarters
|
|
|
RTN
503
CALL
DELISTED
Raytheon Company
RTN
| $1.64M | 0.03% |
15,200
| – | – |
2014 Q3
1 quarter
|
|
|
BNFT
504
PUT
DELISTED
Benefitfocus, Inc.
BNFT
| $1.64M | 0.03% |
50,000
| – | – |
2014 Q3
1 quarter
|
|
|
GMCR
505
CALL
DELISTED
KEURIG GREEN MTN INC
GMCR
| $1.64M | 0.03% |
12,400
+7,400
| +148% | +$1.05M |
2014 Q2
2 quarters
|
|
506
PUT
Cleveland-Cliffs
CLF
$6.99B
| $1.64M | 0.03% |
229,800
+68,000
| +42% | +$592K |
2013 Q4
4 quarters
|
|
507
PUT
Starbucks
SBUX
$106B
| $1.63M | 0.03% |
39,800
+1,400
| +4% | +$54.7K |
2013 Q4
4 quarters
|
|
508
CALL
RTX Corp
RTX
$251B
| $1.62M | 0.03% |
22,405
-59,587
| -73% | -$4.06M |
2014 Q1
3 quarters
|
|
509
CALL
American Express
AXP
$206B
| $1.62M | 0.03% |
17,400
-12,700
| -42% | -$1.14M |
2013 Q4
4 quarters
|
|
510
CALL
Suncor Energy
SU
$88.5B
| $1.62M | 0.03% |
50,900
-30,000
| -37% | -$992K |
2013 Q4
4 quarters
|
|
511
CALL
Paychex
PAYX
$38.2B
| $1.62M | 0.03% |
35,000
| – | – |
2014 Q3
1 quarter
|
|
|
512
CALL
Cleveland-Cliffs
CLF
$6.99B
| $1.61M | 0.03% |
226,200
+131,300
| +138% | +$1.14M |
2013 Q4
4 quarters
|
|
513
PUT
Procter & Gamble
PG
$362B
| $1.61M | 0.03% |
17,700
-9,500
| -35% | -$836K |
2013 Q4
4 quarters
|
|
514
CALL
iShares China Large-Cap ETF
FXI
$3.89B
| $1.6M | 0.03% |
38,400
-134,200
| -78% | -$5.3M |
2013 Q4
4 quarters
|
|
515
KLA
KLAC
$233B
| $1.6M | 0.03% |
+227,290
| New | +$1.68M |
2014 Q4
0 quarters
|
|
516
Helmerich & Payne
HP
$3.88B
| $1.59M | 0.03% |
23,637
+18,800
| +389% | +$1.46M |
2013 Q4
4 quarters
|
|
517
PUT
LyondellBasell Industries
LYB
$19.8B
| $1.59M | 0.03% |
+20,000
| New | +$1.73M |
2014 Q4
0 quarters
|
|
518
CALL
Abercrombie & Fitch
ANF
$6.35B
| $1.58M | 0.03% |
55,100
+37,600
| +215% | +$1.15M |
2013 Q4
4 quarters
|
|
|
CBI
519
PUT
DELISTED
Chicago Bridge & Iron Nv
CBI
| $1.58M | 0.03% |
37,600
-3,600
| -9% | -$177K |
2014 Q3
1 quarter
|
|
520
CALL
Abbott
ABT
$177B
| $1.58M | 0.03% |
35,000
+25,000
| +250% | +$1.09M |
2014 Q3
1 quarter
|
|
521
PUT
Chipotle Mexican Grill
CMG
$38.2B
| $1.57M | 0.03% |
+115,000
| New | +$1.5M |
2014 Q4
0 quarters
|
|
522
Sunoco
SUN
$14B
| $1.56M | 0.03% |
+31,400
| New | +$1.47M |
2014 Q4
0 quarters
|
|
523
Baidu
BIDU
$27.8B
| $1.56M | 0.03% |
6,847
-5,996
| -47% | -$1.37M |
2014 Q1
3 quarters
|
|
524
CALL
Coca-Cola Europacific Partners
CCEP
$46.6B
| $1.55M | 0.03% |
35,100
+15,500
| +79% | +$669K |
2014 Q2
2 quarters
|
|
525
AstraZeneca
AZN
$252B
| $1.54M | 0.03% |
21,943
+383
| +2% | +$27.4K |
2014 Q2
2 quarters
|
|
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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.