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 | |
|---|---|---|---|---|---|---|---|
|
SHPG
576
CALL
DELISTED
Shire pic
SHPG
| $1.34M | 0.02% |
6,300
+2,500
| +66% | +$530K |
2014 Q3
1 quarter
|
|
577
PUT
Equinix
EQIX
$98.3B
| $1.34M | 0.02% |
+5,900
| New | +$1.28M |
2014 Q4
0 quarters
|
|
578
CALL
Eversource Energy
ES
$25.1B
| $1.34M | 0.02% |
+25,000
| New | +$1.25M |
2014 Q4
0 quarters
|
|
579
CALL
Pentair
PNR
$8.32B
| $1.33M | 0.02% |
+29,780
| New | +$1.31M |
2014 Q4
0 quarters
|
|
|
BNFT
580
DELISTED
Benefitfocus, Inc.
BNFT
| $1.33M | 0.02% |
40,428
-4,583
| -10% | -$121K |
2014 Q3
1 quarter
|
|
581
CALL
Applied Materials
AMAT
$354B
| $1.33M | 0.02% |
53,200
-35,500
| -40% | -$802K |
2014 Q3
1 quarter
|
|
582
PUT
Genworth Financial
GNW
$3.33B
| $1.31M | 0.02% |
+154,300
| New | +$1.62M |
2014 Q4
0 quarters
|
|
|
VMW
583
PUT
DELISTED
VMware, Inc
VMW
| $1.31M | 0.02% |
15,900
+5,900
| +59% | +$503K |
2013 Q4
4 quarters
|
|
584
PUT
iShares MSCI Hong Kong ETF
EWH
$1.17B
| $1.31M | 0.02% |
63,800
-1,300
| -2% | -$27.4K |
2014 Q1
3 quarters
|
|
585
PUT
DELISTED
Electronic Arts
EA
| $1.31M | 0.02% |
27,800
| – | – |
2014 Q2
2 quarters
|
|
586
DELISTED
CA, Inc.
CA
| $1.3M | 0.02% |
+42,858
| New | +$1.25M |
2014 Q4
0 quarters
|
|
|
MWE
587
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
| $1.3M | 0.02% |
19,344
-21,100
| -52% | -$1.47M |
2013 Q4
4 quarters
|
|
588
CALL
DELISTED
Valspar
VAL
| $1.3M | 0.02% |
+15,000
| New | +$1.23M |
2014 Q4
0 quarters
|
|
589
PUT
PepsiCo
PEP
$176B
| $1.29M | 0.02% |
13,700
-6,600
| -33% | -$633K |
2013 Q4
4 quarters
|
|
590
CALL
JPMorgan Chase
JPM
$890B
| $1.29M | 0.02% |
20,600
+4,700
| +30% | +$283K |
2013 Q4
4 quarters
|
|
591
PUT
Kroger
KR
$37.3B
| $1.28M | 0.02% |
40,000
| – | – |
2013 Q4
4 quarters
|
|
592
CALL
MGIC Investment
MTG
$5.6B
| $1.28M | 0.02% |
137,500
+103,000
| +299% | +$904K |
2013 Q4
4 quarters
|
|
593
CALL
Cemex
CX
$13.7B
| $1.27M | 0.02% |
140,365
+82,547
| +143% | +$858K |
2014 Q2
2 quarters
|
|
|
ESRX
594
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $1.27M | 0.02% |
15,000
-5,000
| -25% | -$391K |
2014 Q3
1 quarter
|
|
595
PUT
AbbVie
ABBV
$501B
| $1.26M | 0.02% |
+19,300
| New | +$1.22M |
2014 Q4
0 quarters
|
|
596
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$49B
| $1.26M | 0.02% |
10,000
-2,700
| -21% | -$327K |
2013 Q4
4 quarters
|
|
|
SHPG
597
DELISTED
Shire pic
SHPG
| $1.24M | 0.02% |
5,818
-14,100
| -71% | -$2.99M |
2014 Q2
2 quarters
|
|
|
CELG
598
DELISTED
Celgene Corp
CELG
| $1.23M | 0.02% |
11,033
-26,163
| -70% | -$2.76M |
2014 Q1
3 quarters
|
|
|
VER
599
PUT
DELISTED
VEREIT, Inc.
VER
| $1.23M | 0.02% |
+27,200
| New | +$1.33M |
2014 Q4
0 quarters
|
|
600
PUT
Nokia
NOK
$52.6B
| $1.21M | 0.02% |
154,300
| – | – |
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.