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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 | |
|---|---|---|---|---|---|---|---|
676
PUT
Vipshop
VIPS
$6.11B
| $977K | 0.02% |
50,000
| – | – |
2014 Q3
1 quarter
|
|
677
CALL
PPG Industries
PPG
$23.3B
| $971K | 0.02% |
+8,400
| New | +$871K |
2014 Q4
0 quarters
|
|
678
D.R. Horton
DHI
$37.4B
| $970K | 0.02% |
+38,348
| New | +$897K |
2014 Q4
0 quarters
|
|
|
NSM
679
CALL
DELISTED
Nationstar Mortgage Holdings
NSM
| $964K | 0.02% |
34,200
+14,600
| +74% | +$452K |
2014 Q1
3 quarters
|
|
|
TLM
680
CALL
DELISTED
TALISMAN ENERGY INC
TLM
| $960K | 0.02% |
122,600
-28,100
| -19% | -$177K |
2014 Q3
1 quarter
|
|
681
PUT
Conagra Brands
CAG
$6.61B
| $958K | 0.02% |
33,924
| – | – |
2014 Q2
2 quarters
|
|
682
PUT
Cadence Design Systems
CDNS
$90.7B
| $943K | 0.02% |
49,700
-300
| -0.6% | -$5.38K |
2014 Q1
3 quarters
|
|
683
CALL
Ares Capital
ARCC
$13.3B
| $936K | 0.02% |
60,000
| – | – |
2014 Q3
1 quarter
|
|
684
CALL
Dover
DOV
$26B
| $932K | 0.02% |
+16,094
| New | +$998K |
2014 Q4
0 quarters
|
|
685
Alphabet (Google) Class C
GOOG
$4.2T
| $930K | 0.02% |
+35,417
| New | +$950K |
2014 Q4
0 quarters
|
|
686
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $930K | 0.02% |
+26,000
| New | +$882K |
2014 Q4
0 quarters
|
|
687
PUT
Novartis
NVS
$279B
| $927K | 0.02% |
+11,160
| New | +$925K |
2014 Q4
0 quarters
|
|
688
PUT
Emerson Electric
EMR
$89.9B
| $926K | 0.02% |
15,000
| – | – |
2013 Q4
4 quarters
|
|
689
PUT
Las Vegas Sands
LVS
$24B
| $925K | 0.02% |
15,900
-7,200
| -31% | -$434K |
2013 Q4
4 quarters
|
|
690
Target
TGT
$70.6B
| $924K | 0.02% |
12,174
+1,755
| +17% | +$118K |
2013 Q4
4 quarters
|
|
691
PUT
DELISTED
Du Pont De Nemours E I
DD
| $924K | 0.02% |
13,163
-55,809
| -81% | -$3.73M |
2013 Q4
4 quarters
|
|
692
PUT
DELISTED
WW International
WW
| $922K | 0.02% |
37,100
-2,900
| -7% | -$77.9K |
2014 Q2
2 quarters
|
|
693
Agilent Technologies
A
$49.1B
| $921K | 0.02% |
22,494
-1,817
| -7% | -$73.3K |
2014 Q3
1 quarter
|
|
|
CMCSK
694
CALL
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
| $921K | 0.02% |
16,000
-70,000
| -81% | -$4.03M |
2013 Q4
4 quarters
|
|
695
CALL
Live Nation Entertainment
LYV
$39.3B
| $914K | 0.02% |
35,000
+10,000
| +40% | +$252K |
2014 Q1
3 quarters
|
|
696
CALL
TJX Companies
TJX
$157B
| $912K | 0.02% |
26,600
-61,600
| -70% | -$1.96M |
2014 Q1
3 quarters
|
|
697
PUT
Murphy Oil
MUR
$5.64B
| $909K | 0.02% |
+18,000
| New | +$922K |
2014 Q4
0 quarters
|
|
698
CALL
PPL Corp
PPL
$26.2B
| $908K | 0.02% |
+26,841
| New | +$877K |
2014 Q4
0 quarters
|
|
699
CALL
DELISTED
Sprint Corporation
S
| $908K | 0.02% |
218,900
-1,005,900
| -82% | -$5.18M |
2013 Q4
4 quarters
|
|
700
CALL
BlackBerry
BB
$4.83B
| $906K | 0.02% |
82,500
-83,500
| -50% | -$855K |
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.