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 | |
|---|---|---|---|---|---|---|---|
1176
PUT
Cirrus Logic
CRUS
$5.43B
| $236K | ﹤0.01% |
+10,000
| New | +$201K |
2014 Q4
0 quarters
|
|
1177
CALL
Tractor Supply
TSCO
$17.1B
| $236K | ﹤0.01% |
+15,000
| New | +$215K |
2014 Q4
0 quarters
|
|
1178
State Street Utilities Select Sector SPDR ETF
XLU
$24.2B
| $236K | ﹤0.01% |
10,000
-23,600
| -70% | -$534K |
2014 Q3
1 quarter
|
|
1179
PUT
GSK
GSK
$95.9B
| $235K | ﹤0.01% |
4,400
| – | – |
2014 Q3
1 quarter
|
|
1180
Blackstone
BX
$79.7B
| $234K | ﹤0.01% |
7,043
-30,570
| -81% | -$957K |
2014 Q1
3 quarters
|
|
1181
FirstEnergy
FE
$26.3B
| $234K | ﹤0.01% |
+6,000
| New | +$220K |
2014 Q4
0 quarters
|
|
|
HK
1182
CALL
DELISTED
Halcon Resources Corporation
HK
| $234K | ﹤0.01% |
762
+695
| +1,037% | +$322K |
2013 Q4
4 quarters
|
|
1183
CALL
Zebra Technologies
ZBRA
$17.8B
| $232K | ﹤0.01% |
+3,000
| New | +$216K |
2014 Q4
0 quarters
|
|
1184
PUT
JD.com
JD
$36B
| $231K | ﹤0.01% |
+10,000
| New | +$246K |
2014 Q4
0 quarters
|
|
1185
CALL
O'Reilly Automotive
ORLY
$70.1B
| $231K | ﹤0.01% |
+18,000
| New | +$211K |
2014 Q4
0 quarters
|
|
1186
Costco
COST
$435B
| $229K | ﹤0.01% |
1,615
-1,568
| -49% | -$213K |
2013 Q4
4 quarters
|
|
1187
Direxion Daily Financial Bull 3x ETF
FAS
$2.03B
| $229K | ﹤0.01% |
+7,200
| New | +$206K |
2014 Q4
0 quarters
|
|
1188
Moody's
MCO
$80.1B
| $229K | ﹤0.01% |
2,391
-900
| -27% | -$87.3K |
2014 Q2
2 quarters
|
|
1189
CME Group
CME
$103B
| $228K | ﹤0.01% |
+2,574
| New | +$218K |
2014 Q4
0 quarters
|
|
1190
Illumina
ILMN
$41B
| $227K | ﹤0.01% |
+1,265
| New | +$223K |
2014 Q4
0 quarters
|
|
1191
DNOW Inc
DNOW
$2.74B
| $226K | ﹤0.01% |
+8,789
| New | +$240K |
2014 Q4
0 quarters
|
|
1192
DELISTED
US Steel
X
| $225K | ﹤0.01% |
+8,399
| New | +$280K |
2014 Q4
0 quarters
|
|
1193
DELISTED
Sprint Corporation
S
| $225K | ﹤0.01% |
+54,097
| New | +$279K |
2014 Q4
0 quarters
|
|
|
COV
1194
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
| $225K | ﹤0.01% |
+2,200
| New | +$211K |
2014 Q4
0 quarters
|
|
1195
PUT
Trinity Industries
TRN
$2.08B
| $224K | ﹤0.01% |
+11,112
| New | +$268K |
2014 Q4
0 quarters
|
|
1196
Sempra
SRE
$53.6B
| $223K | ﹤0.01% |
+4,000
| New | +$218K |
2014 Q4
0 quarters
|
|
1197
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$338M
| $223K | ﹤0.01% |
4,800
-5,800
| -55% | -$296K |
2014 Q3
1 quarter
|
|
|
ANDV
1198
CALL
DELISTED
Andeavor
ANDV
| $223K | ﹤0.01% |
3,000
-8,700
| -74% | -$614K |
2013 Q4
4 quarters
|
|
|
QIHU
1199
CALL
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $223K | ﹤0.01% |
3,900
-16,100
| -81% | -$1.06M |
2014 Q1
3 quarters
|
|
1200
PUT
F5
FFIV
$25.9B
| $222K | ﹤0.01% |
1,700
-2,500
| -60% | -$312K |
2013 Q4
4 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.