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 | |
|---|---|---|---|---|---|---|---|
1151
Zimmer Biomet
ZBH
$17.5B
| $252K | ﹤0.01% |
2,291
-4,017
| -64% | -$423K |
2014 Q3
1 quarter
|
|
1152
CALL
DELISTED
The ExOne Company
XONE
| $252K | ﹤0.01% |
+15,000
| New | +$301K |
2014 Q4
0 quarters
|
|
1153
TJX Companies
TJX
$157B
| $251K | ﹤0.01% |
+7,308
| New | +$233K |
2014 Q4
0 quarters
|
|
|
CS
1154
CALL
DELISTED
Credit Suisse Group
CS
| $251K | ﹤0.01% |
10,000
| – | – |
2014 Q3
1 quarter
|
|
1155
PUT
DELISTED
Jive Software, Inc.
JIVE
| $249K | ﹤0.01% |
+41,300
| New | +$247K |
2014 Q4
0 quarters
|
|
1156
Clorox
CLX
$10.3B
| $247K | ﹤0.01% |
+2,368
| New | +$237K |
2014 Q4
0 quarters
|
|
1157
PUT
Altria Group
MO
$122B
| $246K | ﹤0.01% |
5,000
| – | – |
2013 Q4
4 quarters
|
|
|
NGD
1158
DELISTED
New Gold Inc
NGD
| $246K | ﹤0.01% |
57,200
-14,100
| -20% | -$60.3K |
2014 Q1
3 quarters
|
|
|
KSU
1159
DELISTED
Kansas City Southern
KSU
| $246K | ﹤0.01% |
2,019
-2,400
| -54% | -$287K |
2014 Q2
2 quarters
|
|
|
CLD
1160
DELISTED
Cloud Peak Energy Inc
CLD
| $246K | ﹤0.01% |
+26,797
| New | +$297K |
2014 Q4
0 quarters
|
|
1161
CALL
Stryker
SYK
$108B
| $245K | ﹤0.01% |
2,600
| – | – |
2013 Q4
4 quarters
|
|
1162
CALL
Century Aluminum
CENX
$3.29B
| $244K | ﹤0.01% |
+10,000
| New | +$258K |
2014 Q4
0 quarters
|
|
1163
DELISTED
Splunk Inc
SPLK
| $244K | ﹤0.01% |
4,138
-38,283
| -90% | -$2.35M |
2014 Q1
3 quarters
|
|
|
CEO
1164
DELISTED
CNOOC Limited
CEO
| $244K | ﹤0.01% |
+1,800
| New | +$270K |
2014 Q4
0 quarters
|
|
1165
CALL
Fluor
FLR
$6.37B
| $243K | ﹤0.01% |
4,000
| – | – |
2013 Q4
4 quarters
|
|
|
ETFC
1166
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $243K | ﹤0.01% |
10,000
-41,500
| -81% | -$930K |
2013 Q4
4 quarters
|
|
|
DTV
1167
PUT
DELISTED
DIRECTV COM STK (DE)
DTV
| $243K | ﹤0.01% |
2,800
-1,100
| -28% | -$94.6K |
2014 Q2
2 quarters
|
|
1168
CALL
W&T Offshore
WTI
$551M
| $241K | ﹤0.01% |
+32,800
| New | +$280K |
2014 Q4
0 quarters
|
|
1169
PUT
Illumina
ILMN
$41B
| $240K | ﹤0.01% |
1,336
| – | – |
2014 Q3
1 quarter
|
|
1170
CALL
Iron Mountain
IRM
$33B
| $240K | ﹤0.01% |
6,200
-147,700
| -96% | -$5.37M |
2013 Q4
4 quarters
|
|
1171
GSK
GSK
$95.9B
| $238K | ﹤0.01% |
+4,455
| New | +$249K |
2014 Q4
0 quarters
|
|
1172
United States Natural Gas Fund
UNG
$532M
| $238K | ﹤0.01% |
1,009
+382
| +61% | +$123K |
2014 Q3
1 quarter
|
|
1173
Lloyds Banking Group
LYG
$78.4B
| $237K | ﹤0.01% |
51,100
+3,300
| +7% | +$16K |
2014 Q3
1 quarter
|
|
1174
CALL
DELISTED
Fortress Investment Group Llc
FIG
| $237K | ﹤0.01% |
29,500
| – | – |
2014 Q2
2 quarters
|
|
|
ACAS
1175
PUT
DELISTED
American Capital Ltd
ACAS
| $237K | ﹤0.01% |
+16,200
| New | +$237K |
2014 Q4
0 quarters
|
|
Similar funds
EIM
DIA
CAM
VAM
SI
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.