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 | |
|---|---|---|---|---|---|---|---|
601
PUT
Stratasys
SSYS
$617M
| $1.21M | 0.02% |
14,600
-6,200
| -30% | -$634K |
2013 Q4
4 quarters
|
|
602
PUT
Ashland
ASH
$3.27B
| $1.21M | 0.02% |
20,644
-50,896
| -71% | -$2.74M |
2014 Q1
3 quarters
|
|
|
BHI
603
DELISTED
Baker Hughes
BHI
| $1.21M | 0.02% |
21,577
-4,550
| -17% | -$257K |
2014 Q3
1 quarter
|
|
604
CALL
Itaú Unibanco
ITUB
$107B
| $1.21M | 0.02% |
+231,232
| New | +$1.3M |
2014 Q4
0 quarters
|
|
605
CALL
Liberty Global Class A
LBTYA
$2.79B
| $1.21M | 0.02% |
+29,099
| New | +$1.12M |
2014 Q4
0 quarters
|
|
606
PUT
Autodesk
ADSK
$48.3B
| $1.2M | 0.02% |
+20,000
| New | +$1.16M |
2014 Q4
0 quarters
|
|
607
CALL
Assured Guaranty
AGO
$3.03B
| $1.2M | 0.02% |
+46,100
| New | +$1.11M |
2014 Q4
0 quarters
|
|
|
APOL
608
CALL
DELISTED
Apollo Education Group Inc Class A
APOL
| $1.19M | 0.02% |
+35,000
| New | +$1.03M |
2014 Q4
0 quarters
|
|
609
CALL
Thermo Fisher Scientific
TMO
$249B
| $1.19M | 0.02% |
9,500
+5,500
| +138% | +$669K |
2014 Q3
1 quarter
|
|
610
Morgan Stanley
MS
$285B
| $1.19M | 0.02% |
30,566
+23,250
| +318% | +$827K |
2014 Q3
1 quarter
|
|
611
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $1.19M | 0.02% |
70,089
| – | – |
2013 Q4
4 quarters
|
|
612
PUT
Jacobs Solutions
J
$16.6B
| $1.18M | 0.02% |
+31,796
| New | +$1.21M |
2014 Q4
0 quarters
|
|
613
PUT
Darden Restaurants
DRI
$23.6B
| $1.17M | 0.02% |
22,374
| – | – |
2013 Q4
4 quarters
|
|
|
BWP
614
PUT
DELISTED
Boardwalk Pipeline Partners
BWP
| $1.17M | 0.02% |
66,000
-9,000
| -12% | -$152K |
2014 Q2
2 quarters
|
|
|
KRFT
615
PUT
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $1.17M | 0.02% |
18,700
-19,000
| -50% | -$1.11M |
2013 Q4
4 quarters
|
|
616
CALL
Intuit
INTU
$83B
| $1.17M | 0.02% |
12,700
-1,300
| -9% | -$116K |
2014 Q3
1 quarter
|
|
|
RDC
617
DELISTED
Rowan Companies Plc
RDC
| $1.17M | 0.02% |
+50,034
| New | +$1.16M |
2014 Q4
0 quarters
|
|
|
ZNGA
618
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $1.17M | 0.02% |
437,785
+51,998
| +13% | +$131K |
2014 Q2
2 quarters
|
|
619
PUT
EQT Corp
EQT
$33B
| $1.16M | 0.02% |
+28,106
| New | +$1.33M |
2014 Q4
0 quarters
|
|
620
CALL
Teradata
TDC
$2.78B
| $1.16M | 0.02% |
26,500
| – | – |
2014 Q2
2 quarters
|
|
621
PUT
Herc Holdings
HRI
$4.12B
| $1.15M | 0.02% |
15,400
+4,967
| +48% | +$336K |
2014 Q3
1 quarter
|
|
622
PUT
Zimmer Biomet
ZBH
$17.5B
| $1.15M | 0.02% |
10,403
+103
| +1% | +$10.9K |
2014 Q3
1 quarter
|
|
|
ESRX
623
DELISTED
Express Scripts Holding Company
ESRX
| $1.14M | 0.02% |
13,513
+1,600
| +13% | +$125K |
2014 Q2
2 quarters
|
|
624
PUT
Melco Resorts & Entertainment
MLCO
$1.6B
| $1.14M | 0.02% |
45,000
-14,800
| -25% | -$370K |
2013 Q4
4 quarters
|
|
625
PUT
Capri Holdings
CPRI
$1.71B
| $1.14M | 0.02% |
15,200
-22,700
| -60% | -$1.69M |
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.