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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 | |
|---|---|---|---|---|---|---|---|
|
AKS
851
PUT
DELISTED
AK Steel Holding Corp
AKS
| $606K | 0.01% |
102,000
+62,000
| +155% | +$390K |
2013 Q4
4 quarters
|
|
852
CALL
CenterPoint Energy
CNP
$26.2B
| $604K | 0.01% |
25,800
| – | – |
2014 Q2
2 quarters
|
|
853
PUT
Moody's
MCO
$83.8B
| $604K | 0.01% |
6,300
| – | – |
2014 Q2
2 quarters
|
|
854
CALL
Charles Schwab
SCHW
$163B
| $604K | 0.01% |
20,000
-26,200
| -57% | -$744K |
2013 Q4
4 quarters
|
|
|
RAX
855
DELISTED
Rackspace Hosting Inc
RAX
| $604K | 0.01% |
+12,908
| New | +$532K |
2014 Q4
0 quarters
|
|
856
CALL
Invesco Mortgage Capital
IVR
$615M
| $603K | 0.01% |
3,900
| – | – |
2013 Q4
4 quarters
|
|
|
RVBD
857
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
| $603K | 0.01% |
+29,520
| New | +$567K |
2014 Q4
0 quarters
|
|
858
PUT
Alaska Air
ALK
$4.07B
| $598K | 0.01% |
+10,000
| New | +$527K |
2014 Q4
0 quarters
|
|
859
CALL
AngloGold Ashanti
AU
$46.3B
| $597K | 0.01% |
68,600
-7,000
| -9% | -$66K |
2014 Q1
3 quarters
|
|
|
CBI
860
CALL
DELISTED
Chicago Bridge & Iron Nv
CBI
| $592K | 0.01% |
+14,100
| New | +$695K |
2014 Q4
0 quarters
|
|
861
PUT
DELISTED
Splunk Inc
SPLK
| $590K | 0.01% |
10,000
-107,100
| -91% | -$6.57M |
2014 Q1
3 quarters
|
|
862
Restaurant Brands International
QSR
$25.8B
| $589K | 0.01% |
+15,092
| New | +$580K |
2014 Q4
0 quarters
|
|
|
TAHO
863
CALL
DELISTED
Tahoe Resources Inc
TAHO
| $589K | 0.01% |
+42,500
| New | +$716K |
2014 Q4
0 quarters
|
|
864
CALL
DELISTED
Sealed Air
SEE
| $586K | 0.01% |
13,800
-89,200
| -87% | -$3.35M |
2014 Q2
2 quarters
|
|
865
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $586K | 0.01% |
1,163
-1,200
| -51% | -$590K |
2014 Q2
2 quarters
|
|
|
MWE
866
CALL
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
| $585K | 0.01% |
8,700
+3,700
| +74% | +$258K |
2014 Q3
1 quarter
|
|
867
CALL
Quest Diagnostics
DGX
$26.4B
| $583K | 0.01% |
8,700
-7,400
| -46% | -$467K |
2014 Q1
3 quarters
|
|
|
EOX
868
DELISTED
EMERALD OIL INC (MT)
EOX
| $583K | 0.01% |
+24,309
| New | +$1.32M |
2014 Q4
0 quarters
|
|
|
CHL
869
PUT
DELISTED
China Mobile Limited
CHL
| $582K | 0.01% |
+9,900
| New | +$593K |
2014 Q4
0 quarters
|
|
870
PUT
Applied Materials
AMAT
$341B
| $578K | 0.01% |
23,200
-35,000
| -60% | -$790K |
2014 Q2
2 quarters
|
|
|
MWV
871
PUT
DELISTED
MEADWESTVACO CORP
MWV
| $577K | 0.01% |
+13,000
| New | +$563K |
2014 Q4
0 quarters
|
|
|
CMCSK
872
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
| $575K | 0.01% |
+9,988
| New | +$575K |
2014 Q4
0 quarters
|
|
873
CALL
Energy Transfer Partners
ET
$68.5B
| $574K | 0.01% |
+20,000
| New | +$576K |
2014 Q4
0 quarters
|
|
|
CPN
874
PUT
DELISTED
Calpine Corporation
CPN
| $573K | 0.01% |
+25,900
| New | +$575K |
2014 Q4
0 quarters
|
|
875
CALL
DELISTED
Emerge Energy Services LP
EMES
| $572K | 0.01% |
+10,600
| New | +$795K |
2014 Q4
0 quarters
|
|
Similar funds
DIA
CAM
VAM
PJC
SWITC
SMA
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.