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 | |
|---|---|---|---|---|---|---|---|
626
CALL
Travel + Leisure Co
TNL
$3.84B
| $1.14M | 0.02% |
+29,460
| New | +$1.07M |
2014 Q4
0 quarters
|
|
627
CALL
Dana Inc
DAN
$3.01B
| $1.14M | 0.02% |
+52,200
| New | +$1.05M |
2014 Q4
0 quarters
|
|
628
CALL
Melco Resorts & Entertainment
MLCO
$1.6B
| $1.14M | 0.02% |
44,700
+22,500
| +101% | +$563K |
2014 Q2
2 quarters
|
|
629
PUT
Kimberly-Clark
KMB
$33.1B
| $1.13M | 0.02% |
9,800
-421
| -4% | -$46.7K |
2013 Q4
4 quarters
|
|
630
PUT
MetLife
MET
$63.4B
| $1.13M | 0.02% |
23,450
| – | – |
2014 Q3
1 quarter
|
|
631
PUT
DELISTED
CA, Inc.
CA
| $1.13M | 0.02% |
37,100
| – | – |
2014 Q3
1 quarter
|
|
632
Autodesk
ADSK
$48.3B
| $1.13M | 0.02% |
18,800
+8,600
| +84% | +$498K |
2014 Q2
2 quarters
|
|
633
Visa
V
$735B
| $1.13M | 0.02% |
17,208
-200
| -1% | -$12K |
2014 Q2
2 quarters
|
|
|
CIE
634
CALL
DELISTED
Cobalt International Energy, Inc
CIE
| $1.13M | 0.02% |
8,447
-66
| -0.8% | -$10K |
2014 Q1
3 quarters
|
|
635
iShares MSCI Brazil ETF
EWZ
$11.9B
| $1.12M | 0.02% |
+30,712
| New | +$1.25M |
2014 Q4
0 quarters
|
|
|
636
MetLife
MET
$63.4B
| $1.12M | 0.02% |
23,294
+15,035
| +182% | +$714K |
2014 Q3
1 quarter
|
|
637
PUT
Oceaneering
OII
$4.33B
| $1.12M | 0.02% |
+19,100
| New | +$1.23M |
2014 Q4
0 quarters
|
|
638
Viavi Solutions
VIAV
$9.48B
| $1.12M | 0.02% |
143,379
+22,019
| +18% | +$164K |
2014 Q3
1 quarter
|
|
639
CALL
Dominion Energy
D
$55.2B
| $1.11M | 0.02% |
14,500
-5,800
| -29% | -$420K |
2013 Q4
4 quarters
|
|
640
PUT
GameStop
GME
$13.7B
| $1.11M | 0.02% |
131,200
+109,600
| +507% | +$1.06M |
2014 Q3
1 quarter
|
|
641
CALL
InterDigital
IDCC
$8.41B
| $1.11M | 0.02% |
+20,900
| New | +$1.01M |
2014 Q4
0 quarters
|
|
642
PUT
DELISTED
Sears Holding Corporation
SHLD
| $1.1M | 0.02% |
33,500
+19,542
| +140% | +$641K |
2014 Q3
1 quarter
|
|
|
BWP
643
DELISTED
Boardwalk Pipeline Partners
BWP
| $1.1M | 0.02% |
62,154
-47,000
| -43% | -$794K |
2014 Q2
2 quarters
|
|
644
CALL
Jacobs Solutions
J
$16.6B
| $1.1M | 0.02% |
29,741
+15,717
| +112% | +$599K |
2014 Q3
1 quarter
|
|
645
DELISTED
Chesapeake Energy Corporation
CHK
| $1.1M | 0.02% |
280
+188
| +204% | +$780K |
2013 Q4
4 quarters
|
|
646
Wolfspeed
WOLF
$1.3B
| $1.08M | 0.02% |
33,657
-8,800
| -21% | -$289K |
2014 Q3
1 quarter
|
|
|
XLNX
647
CALL
DELISTED
Xilinx Inc
XLNX
| $1.08M | 0.02% |
25,000
| – | – |
2014 Q3
1 quarter
|
|
|
MWE
648
PUT
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
| $1.07M | 0.02% |
+16,000
| New | +$1.11M |
2014 Q4
0 quarters
|
|
649
PUT
Blackrock
BLK
$166B
| $1.07M | 0.02% |
3,000
| – | – |
2013 Q4
4 quarters
|
|
650
PUT
D.R. Horton
DHI
$37.4B
| $1.07M | 0.02% |
42,300
-26,200
| -38% | -$613K |
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.