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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 | |
|---|---|---|---|---|---|---|---|
976
PUT
The Mosaic Company
MOS
$6.01B
| $411K | 0.01% |
9,000
-41,000
| -82% | -$1.82M |
2013 Q4
4 quarters
|
|
977
Hovnanian Enterprises
HOV
$605M
| $410K | 0.01% |
+3,967
| New | +$388K |
2014 Q4
0 quarters
|
|
978
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
| $409K | 0.01% |
+2,300
| New | +$398K |
2014 Q4
0 quarters
|
|
979
CALL
XPO
XPO
$22.1B
| $409K | 0.01% |
28,914
-21,685
| -43% | -$286K |
2014 Q2
2 quarters
|
|
980
PUT
Banco Bradesco
BBD
$45B
| $408K | 0.01% |
77,807
| – | – |
2013 Q4
4 quarters
|
|
981
PUT
Clorox
CLX
$10.4B
| $406K | 0.01% |
+3,900
| New | +$390K |
2014 Q4
0 quarters
|
|
982
CALL
Baxter International
BAX
$13.3B
| $403K | 0.01% |
+10,126
| New | +$394K |
2014 Q4
0 quarters
|
|
983
DELISTED
Juniper Networks
JNPR
| $403K | 0.01% |
18,053
-20,800
| -54% | -$442K |
2014 Q1
3 quarters
|
|
984
CALL
Expedia Group
EXPE
$35.3B
| $401K | 0.01% |
4,700
-6,300
| -57% | -$534K |
2014 Q3
1 quarter
|
|
985
CALL
HP
HPQ
$27.8B
| $401K | 0.01% |
22,020
-68,262
| -76% | -$1.14M |
2013 Q4
4 quarters
|
|
|
AVP
986
PUT
DELISTED
Avon Products, Inc.
AVP
| $397K | 0.01% |
42,300
-2,700
| -6% | -$27.9K |
2013 Q4
4 quarters
|
|
|
ACAS
987
DELISTED
American Capital Ltd
ACAS
| $397K | 0.01% |
27,200
+7,200
| +36% | +$105K |
2013 Q4
4 quarters
|
|
988
DELISTED
Sleep Number
SNBR
| $396K | 0.01% |
14,650
+500
| +4% | +$12.5K |
2014 Q1
3 quarters
|
|
989
CALL
Marvell Technology
MRVL
$217B
| $393K | 0.01% |
27,100
+6,500
| +32% | +$88.3K |
2014 Q3
1 quarter
|
|
990
Deutsche Bank
DB
$61.8B
| $391K | 0.01% |
14,586
-11,984
| -45% | -$336K |
2013 Q4
4 quarters
|
|
991
PUT
Assured Guaranty
AGO
$3.06B
| $390K | 0.01% |
15,000
-3,100
| -17% | -$74.7K |
2014 Q3
1 quarter
|
|
992
PUT
Marriott International
MAR
$101B
| $390K | 0.01% |
+5,000
| New | +$369K |
2014 Q4
0 quarters
|
|
|
ICPT
993
CALL
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $390K | 0.01% |
+2,500
| New | +$462K |
2014 Q4
0 quarters
|
|
|
SIMG
994
PUT
DELISTED
SILICON IMAGE INC
SIMG
| $386K | 0.01% |
70,000
| – | – |
2014 Q3
1 quarter
|
|
|
SIMG
995
DELISTED
SILICON IMAGE INC
SIMG
| $384K | 0.01% |
69,600
| – | – |
2014 Q3
1 quarter
|
|
996
CALL
Frontline
FRO
$11.7B
| $383K | 0.01% |
30,500
+500
| +2% | +$4.07K |
2014 Q3
1 quarter
|
|
997
Macy's
M
$6.32B
| $382K | 0.01% |
+5,815
| New | +$352K |
2014 Q4
0 quarters
|
|
998
Murphy Oil
MUR
$5.71B
| $382K | 0.01% |
+7,556
| New | +$387K |
2014 Q4
0 quarters
|
|
999
CALL
Patterson-UTI
PTEN
$4.26B
| $382K | 0.01% |
+23,000
| New | +$485K |
2014 Q4
0 quarters
|
|
1000
CALL
Wheaton Precious Metals
WPM
$60.6B
| $380K | 0.01% |
18,700
-316,200
| -94% | -$6.29M |
2013 Q4
4 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.