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 | |
|---|---|---|---|---|---|---|---|
1126
CALL
Consolidated Edison
ED
$40.5B
| $271K | ﹤0.01% |
4,100
| – | – |
2014 Q3
1 quarter
|
|
1127
PUT
Iron Mountain
IRM
$33B
| $271K | ﹤0.01% |
7,000
-20,000
| -74% | -$727K |
2013 Q4
4 quarters
|
|
1128
CALL
DELISTED
Synovus
SNV
| $271K | ﹤0.01% |
10,000
| – | – |
2014 Q1
3 quarters
|
|
|
XCO
1129
CALL
DELISTED
Exco Resources
XCO
| $271K | ﹤0.01% |
8,333
+2,666
| +47% | +$111K |
2013 Q4
4 quarters
|
|
1130
PUT
NRG Energy
NRG
$21.2B
| $270K | ﹤0.01% |
10,000
| – | – |
2014 Q2
2 quarters
|
|
1131
CALL
Jabil
JBL
$30.8B
| $269K | ﹤0.01% |
12,300
| – | – |
2013 Q4
4 quarters
|
|
1132
PUT
DELISTED
Infoblox Inc
BLOX
| $269K | ﹤0.01% |
13,300
-44,200
| -77% | -$739K |
2014 Q2
2 quarters
|
|
1133
Vipshop
VIPS
$6.11B
| $268K | ﹤0.01% |
+13,709
| New | +$289K |
2014 Q4
0 quarters
|
|
1134
General Mills
GIS
$17.2B
| $267K | ﹤0.01% |
5,009
-200
| -4% | -$10.3K |
2013 Q4
4 quarters
|
|
|
1135
PUT
General Mills
GIS
$17.2B
| $267K | ﹤0.01% |
5,000
| – | – |
2013 Q4
4 quarters
|
|
1136
CALL
Radian Group
RDN
$4.42B
| $266K | ﹤0.01% |
15,900
-9,100
| -36% | -$147K |
2013 Q4
4 quarters
|
|
1137
PUT
Western Digital
WDC
$136B
| $266K | ﹤0.01% |
3,175
-7,012
| -69% | -$529K |
2013 Q4
4 quarters
|
|
|
RSX
1138
DELISTED
VanEck Russia ETF
RSX
| $264K | ﹤0.01% |
18,063
-25,306
| -58% | -$497K |
2014 Q3
1 quarter
|
|
1139
CALL
Cognizant
CTSH
$28.1B
| $263K | ﹤0.01% |
+5,000
| New | +$250K |
2014 Q4
0 quarters
|
|
1140
PUT
IMAX
IMAX
$2.83B
| $263K | ﹤0.01% |
8,500
| – | – |
2014 Q1
3 quarters
|
|
|
SWFT
1141
CALL
DELISTED
Swift Transportation Company
SWFT
| $263K | ﹤0.01% |
9,200
-7,500
| -45% | -$191K |
2014 Q1
3 quarters
|
|
1142
JB Hunt Transport Services
JBHT
$21.8B
| $261K | ﹤0.01% |
+3,100
| New | +$247K |
2014 Q4
0 quarters
|
|
1143
CALL
Vertex Pharmaceuticals
VRTX
$126B
| $261K | ﹤0.01% |
2,200
| – | – |
2014 Q3
1 quarter
|
|
|
AMCC
1144
CALL
DELISTED
Applied Micro Circuits Corporation New
AMCC
| $261K | ﹤0.01% |
+40,000
| New | +$255K |
2014 Q4
0 quarters
|
|
1145
CALL
QuickLogic
QUIK
$174M
| $259K | ﹤0.01% |
5,893
+4,822
| +450% | +$199K |
2013 Q4
4 quarters
|
|
1146
CALL
DELISTED
Vital Energy
VTLE
| $259K | ﹤0.01% |
+1,250
| New | +$378K |
2014 Q4
0 quarters
|
|
|
KING
1147
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $259K | ﹤0.01% |
+16,851
| New | +$239K |
2014 Q4
0 quarters
|
|
1148
PUT
KKR & Co
KKR
$76.8B
| $258K | ﹤0.01% |
11,100
| – | – |
2014 Q2
2 quarters
|
|
1149
CALL
Armour Residential REIT
ARR
$1.93B
| $256K | ﹤0.01% |
1,740
| – | – |
2013 Q4
4 quarters
|
|
1150
DELISTED
Southwestern Energy Company
SWN
| $253K | ﹤0.01% |
+9,275
| New | +$298K |
2014 Q4
0 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.