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 | |
|---|---|---|---|---|---|---|---|
1076
CALL
PennyMac Mortgage Investment
PMT
$599M
| $306K | 0.01% |
+14,500
| New | +$312K |
2014 Q4
0 quarters
|
|
|
PCYC
1077
PUT
DELISTED
PHARMACYCLICS INC
PCYC
| $306K | 0.01% |
2,500
| – | – |
2014 Q3
1 quarter
|
|
|
FRGI
1078
PUT
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $304K | 0.01% |
+5,000
| New | +$275K |
2014 Q4
0 quarters
|
|
1079
Nebius Group N.V.
NBIS
$50.6B
| $303K | 0.01% |
+16,884
| New | +$407K |
2014 Q4
0 quarters
|
|
1080
CALL
IAMGOLD
IAG
$9.74B
| $301K | 0.01% |
111,600
+12,900
| +13% | +$29.9K |
2013 Q4
4 quarters
|
|
1081
Akamai
AKAM
$13.2B
| $300K | 0.01% |
+4,770
| New | +$288K |
2014 Q4
0 quarters
|
|
1082
CALL
Best Buy
BBY
$18.7B
| $296K | 0.01% |
+7,600
| New | +$267K |
2014 Q4
0 quarters
|
|
1083
Merrill Lynch Depositor Inc 6.0518% Index Plus Trust Certificates Series 2003-1
IPB
$37.6M
| $296K | 0.01% |
10,725
| – | – |
2014 Q1
3 quarters
|
|
1084
CALL
Ubiquiti
UI
$36.7B
| $296K | 0.01% |
10,000
| – | – |
2013 Q4
4 quarters
|
|
1085
CALL
Clean Energy Fuels
CLNE
$298M
| $295K | 0.01% |
59,000
| – | – |
2013 Q4
4 quarters
|
|
|
IMPV
1086
DELISTED
Imperva, Inc.
IMPV
| $294K | 0.01% |
5,950
-1,300
| -18% | -$52K |
2014 Q3
1 quarter
|
|
1087
Invesco CurrencyShares Japanese Yen Trust
FXY
$449M
| $292K | 0.01% |
+3,600
| New | +$307K |
2014 Q4
0 quarters
|
|
1088
DELISTED
Guess Inc
GES
| $292K | 0.01% |
13,873
+3,756
| +37% | +$80.2K |
2014 Q3
1 quarter
|
|
1089
CALL
Truist Financial
TFC
$55.7B
| $292K | 0.01% |
7,500
-2,500
| -25% | -$94.1K |
2014 Q2
2 quarters
|
|
1090
PUT
Bunge Global
BG
$20.9B
| $291K | 0.01% |
3,200
-43,000
| -93% | -$3.78M |
2013 Q4
4 quarters
|
|
1091
CALL
iShares MSCI Germany ETF
EWG
$1.42B
| $291K | 0.01% |
10,600
| – | – |
2014 Q3
1 quarter
|
|
1092
CALL
Viavi Solutions
VIAV
$9.48B
| $291K | 0.01% |
37,270
-89,833
| -71% | -$669K |
2014 Q2
2 quarters
|
|
|
EPE
1093
CALL
DELISTED
EP Energy Corporation
EPE
| $289K | 0.01% |
27,700
-10,700
| -28% | -$137K |
2014 Q3
1 quarter
|
|
1094
CALL
Accenture
ACN
$132B
| $286K | ﹤0.01% |
+3,200
| New | +$266K |
2014 Q4
0 quarters
|
|
1095
PUT
Abercrombie & Fitch
ANF
$6.35B
| $286K | ﹤0.01% |
10,000
| – | – |
2014 Q3
1 quarter
|
|
1096
Barclays
BCS
$75.8B
| $286K | ﹤0.01% |
+20,491
| New | +$281K |
2014 Q4
0 quarters
|
|
1097
CALL
Goodyear
GT
$1.26B
| $286K | ﹤0.01% |
10,000
| – | – |
2014 Q2
2 quarters
|
|
|
1098
PUT
Goodyear
GT
$1.26B
| $286K | ﹤0.01% |
+10,000
| New | +$248K |
2014 Q4
0 quarters
|
|
1099
CALL
Rio Tinto
RIO
$148B
| $286K | ﹤0.01% |
6,200
| – | – |
2014 Q2
2 quarters
|
|
|
QIHU
1100
PUT
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $286K | ﹤0.01% |
5,000
-23,600
| -83% | -$1.56M |
2013 Q4
4 quarters
|
|
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SI
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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.