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 | |
|---|---|---|---|---|---|---|---|
551
CALL
Teradyne
TER
$56B
| $1.43M | 0.02% |
+72,200
| New | +$1.36M |
2014 Q4
0 quarters
|
|
552
Eli Lilly
LLY
$1.08T
| $1.43M | 0.02% |
20,674
-9,996
| -33% | -$675K |
2014 Q1
3 quarters
|
|
553
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.9B
| $1.42M | 0.02% |
36,200
-203,600
| -85% | -$8.28M |
2013 Q4
4 quarters
|
|
554
PUT
Lowe's Companies
LOW
$105B
| $1.42M | 0.02% |
20,600
+10,600
| +106% | +$635K |
2014 Q3
1 quarter
|
|
555
PUT
DELISTED
ATLAS ENERGY L P COM UNITS REPSTG LTD PARTNER INT (DE)
AHD
| $1.41M | 0.02% |
+45,400
| New | +$1.41M |
2014 Q4
0 quarters
|
|
556
Best Buy
BBY
$18.5B
| $1.4M | 0.02% |
35,994
-11,600
| -24% | -$408K |
2014 Q2
2 quarters
|
|
557
CALL
Coca-Cola
KO
$395B
| $1.4M | 0.02% |
33,100
-14,200
| -30% | -$606K |
2013 Q4
4 quarters
|
|
558
CALL
DELISTED
PROTECTIVE LIFE CORP
PL
| $1.39M | 0.02% |
20,000
| – | – |
2014 Q2
2 quarters
|
|
|
SLXP
559
CALL
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
| $1.39M | 0.02% |
12,100
+2,800
| +30% | +$339K |
2014 Q3
1 quarter
|
|
560
PUT
Suncor Energy
SU
$88.7B
| $1.37M | 0.02% |
43,200
+25,000
| +137% | +$827K |
2014 Q3
1 quarter
|
|
|
NUAN
561
PUT
DELISTED
Nuance Communications, Inc.
NUAN
| $1.37M | 0.02% |
111,111
-34,535
| -24% | -$443K |
2013 Q4
4 quarters
|
|
562
DELISTED
Seadrill Limited Common Stock
SDRL
| $1.37M | 0.02% |
429
+140
| +48% | +$703K |
2014 Q3
1 quarter
|
|
563
Barrick Mining
B
$63.5B
| $1.37M | 0.02% |
127,254
+8,800
| +7% | +$109K |
2013 Q4
4 quarters
|
|
564
CALL
FirstEnergy
FE
$26.3B
| $1.36M | 0.02% |
35,000
| – | – |
2014 Q2
2 quarters
|
|
565
CALL
Comstock Resources
CRK
$4.02B
| $1.36M | 0.02% |
+40,000
| New | +$2.07M |
2014 Q4
0 quarters
|
|
566
CALL
Restaurant Brands International
QSR
$25.1B
| $1.36M | 0.02% |
+34,800
| New | +$1.34M |
2014 Q4
0 quarters
|
|
567
CALL
DELISTED
Newfield Exploration
NFX
| $1.36M | 0.02% |
50,000
| – | – |
2014 Q2
2 quarters
|
|
568
CALL
Regeneron Pharmaceuticals
REGN
$80.4B
| $1.35M | 0.02% |
3,300
+1,200
| +57% | +$472K |
2013 Q4
4 quarters
|
|
|
COV
569
PUT
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
| $1.35M | 0.02% |
+13,200
| New | +$1.27M |
2014 Q4
0 quarters
|
|
570
Southwest Airlines
LUV
$19.2B
| $1.35M | 0.02% |
31,882
+11,700
| +58% | +$437K |
2014 Q3
1 quarter
|
|
|
CMCSK
571
PUT
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
| $1.35M | 0.02% |
23,400
| – | – |
2013 Q4
4 quarters
|
|
572
PUT
Stanley Black & Decker
SWK
$13.5B
| $1.34M | 0.02% |
14,000
-15,800
| -53% | -$1.46M |
2013 Q4
4 quarters
|
|
573
CALL
iShares Russell 2000 ETF
IWM
$76.3B
| $1.34M | 0.02% |
11,200
-61,600
| -85% | -$7.04M |
2013 Q4
4 quarters
|
|
574
PUT
Toll Brothers
TOL
$11.9B
| $1.34M | 0.02% |
39,100
| – | – |
2013 Q4
4 quarters
|
|
575
Teva Pharmaceutical Industries Limited
TEVA
$48.2B
| $1.34M | 0.02% |
+23,289
| New | +$1.3M |
2014 Q4
0 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.