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 | |
|---|---|---|---|---|---|---|---|
|
SCTY
526
PUT
DELISTED
SolarCity Corporation
SCTY
| $1.54M | 0.03% |
28,800
| – | – |
2013 Q4
4 quarters
|
|
527
CALL
VanEck Junior Gold Miners ETF
GDXJ
$7.76B
| $1.53M | 0.03% |
63,800
-16,300
| -20% | -$448K |
2013 Q4
4 quarters
|
|
528
CALL
DELISTED
Altera Corp
ALTR
| $1.53M | 0.03% |
41,300
-104,600
| -72% | -$3.7M |
2014 Q3
1 quarter
|
|
529
PUT
DELISTED
Newfield Exploration
NFX
| $1.52M | 0.03% |
+56,000
| New | +$1.66M |
2014 Q4
0 quarters
|
|
|
GMCR
530
PUT
DELISTED
KEURIG GREEN MTN INC
GMCR
| $1.51M | 0.03% |
11,400
-10,300
| -47% | -$1.46M |
2013 Q4
4 quarters
|
|
|
MJN
531
PUT
DELISTED
Mead Johnson Nutrition Company
MJN
| $1.51M | 0.03% |
+15,000
| New | +$1.5M |
2014 Q4
0 quarters
|
|
|
MNDT
532
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $1.51M | 0.03% |
47,700
+30,300
| +174% | +$930K |
2014 Q1
3 quarters
|
|
|
SNI
533
PUT
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $1.5M | 0.03% |
+20,000
| New | +$1.53M |
2014 Q4
0 quarters
|
|
534
PUT
International Paper
IP
$16.9B
| $1.5M | 0.03% |
29,568
-1,056
| -3% | -$51.7K |
2014 Q3
1 quarter
|
|
535
CALL
Eaton
ETN
$159B
| $1.5M | 0.03% |
22,000
+11,800
| +116% | +$778K |
2013 Q4
4 quarters
|
|
536
PUT
Sunoco
SUN
$14B
| $1.49M | 0.03% |
+30,000
| New | +$1.4M |
2014 Q4
0 quarters
|
|
537
PUT
HP
HPQ
$27.5B
| $1.49M | 0.03% |
81,694
-25,543
| -24% | -$428K |
2013 Q4
4 quarters
|
|
|
LLTC
538
CALL
DELISTED
Linear Technology Corp
LLTC
| $1.49M | 0.03% |
+32,600
| New | +$1.42M |
2014 Q4
0 quarters
|
|
539
PUT
iShares MSCI Mexico ETF
EWW
$1.43B
| $1.49M | 0.03% |
25,000
| – | – |
2014 Q1
3 quarters
|
|
540
CALL
Carnival Corporation Ltd
CCL
$34.9B
| $1.48M | 0.03% |
32,700
-20,200
| -38% | -$826K |
2013 Q4
4 quarters
|
|
|
SINA
541
PUT
DELISTED
Sina Corp
SINA
| $1.48M | 0.03% |
39,600
+29,600
| +296% | +$1.15M |
2013 Q4
4 quarters
|
|
542
CALL
iShares US Transportation ETF
IYT
$1.94B
| $1.48M | 0.03% |
+36,000
| New | +$1.42M |
2014 Q4
0 quarters
|
|
543
CALL
Zimmer Biomet
ZBH
$17.5B
| $1.47M | 0.03% |
13,390
+10,609
| +381% | +$1.12M |
2014 Q2
2 quarters
|
|
544
CALL
lululemon athletica
LULU
$10.9B
| $1.46M | 0.03% |
26,200
+2,900
| +12% | +$132K |
2013 Q4
4 quarters
|
|
545
PUT
State Street Materials Select Sector SPDR ETF
XLB
$7.85B
| $1.46M | 0.03% |
60,000
| – | – |
2014 Q2
2 quarters
|
|
|
546
Bank of America
BAC
$359B
| $1.45M | 0.03% |
81,217
-986,782
| -92% | -$16.9M |
2013 Q4
4 quarters
|
|
|
MLNX
547
CALL
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $1.45M | 0.03% |
34,000
-10,700
| -24% | -$464K |
2014 Q3
1 quarter
|
|
548
CALL
Freeport-McMoran
FCX
$100B
| $1.45M | 0.03% |
62,100
-41,200
| -40% | -$1.14M |
2013 Q4
4 quarters
|
|
549
CALL
Petrobras
PBR
$167B
| $1.45M | 0.03% |
198,400
-132,000
| -40% | -$1.42M |
2013 Q4
4 quarters
|
|
550
CALL
DELISTED
Electronic Arts
EA
| $1.44M | 0.02% |
30,600
-188,400
| -86% | -$7.77M |
2013 Q4
4 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.