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 | |
|---|---|---|---|---|---|---|---|
|
GG
1201
CALL
DELISTED
Goldcorp Inc
GG
| $222K | ﹤0.01% |
12,000
| – | – |
2013 Q4
4 quarters
|
|
1202
PUT
ArcelorMittal
MT
$46.7B
| $221K | ﹤0.01% |
8,747
| – | – |
2013 Q4
4 quarters
|
|
1203
CALL
Globalstar
GSAT
$10.7B
| $220K | ﹤0.01% |
+5,333
| New | +$205K |
2014 Q4
0 quarters
|
|
1204
CALL
Royal Gold
RGLD
$19B
| $219K | ﹤0.01% |
3,500
| – | – |
2013 Q4
4 quarters
|
|
|
ICPT
1205
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $218K | ﹤0.01% |
1,400
| – | – |
2014 Q1
3 quarters
|
|
1206
CALL
DELISTED
Invensense Inc
INVN
| $218K | ﹤0.01% |
+13,400
| New | +$225K |
2014 Q4
0 quarters
|
|
1207
Marriott International
MAR
$96.9B
| $217K | ﹤0.01% |
2,782
-200
| -7% | -$14.8K |
2014 Q3
1 quarter
|
|
|
MLNX
1208
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $217K | ﹤0.01% |
+5,073
| New | +$220K |
2014 Q4
0 quarters
|
|
|
XCO
1209
PUT
DELISTED
Exco Resources
XCO
| $215K | ﹤0.01% |
6,600
| – | – |
2013 Q4
4 quarters
|
|
1210
Stryker
SYK
$107B
| $214K | ﹤0.01% |
2,271
-12,700
| -85% | -$1.13M |
2014 Q1
3 quarters
|
|
1211
DELISTED
Praxair Inc
PX
| $214K | ﹤0.01% |
1,650
-500
| -23% | -$63.3K |
2014 Q3
1 quarter
|
|
|
GDP
1212
CALL
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
| $214K | ﹤0.01% |
48,300
+28,300
| +142% | +$220K |
2013 Q4
4 quarters
|
|
1213
PUT
Goldman Sachs
GS
$253B
| $213K | ﹤0.01% |
1,100
| – | – |
2013 Q4
4 quarters
|
|
1214
PUT
HDFC Bank
HDB
$116B
| $213K | ﹤0.01% |
+16,800
| New | +$212K |
2014 Q4
0 quarters
|
|
1215
PUT
Whirlpool
WHR
$1.79B
| $213K | ﹤0.01% |
+1,100
| New | +$189K |
2014 Q4
0 quarters
|
|
1216
CALL
Dollar Tree
DLTR
$22.5B
| $211K | ﹤0.01% |
+3,000
| New | +$189K |
2014 Q4
0 quarters
|
|
1217
PUT
DELISTED
Guess Inc
GES
| $211K | ﹤0.01% |
10,000
| – | – |
2014 Q3
1 quarter
|
|
1218
Medtronic
MDT
$119B
| $211K | ﹤0.01% |
2,918
-10,500
| -78% | -$729K |
2014 Q3
1 quarter
|
|
|
CLD
1219
PUT
DELISTED
Cloud Peak Energy Inc
CLD
| $211K | ﹤0.01% |
+23,000
| New | +$255K |
2014 Q4
0 quarters
|
|
1220
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.22B
| $210K | ﹤0.01% |
+5,200
| New | +$186K |
2014 Q4
0 quarters
|
|
1221
iShares MSCI Japan ETF
EWJ
$23.3B
| $208K | ﹤0.01% |
+4,626
| New | +$212K |
2014 Q4
0 quarters
|
|
1222
PUT
McKesson
MCK
$114B
| $208K | ﹤0.01% |
+1,000
| New | +$203K |
2014 Q4
0 quarters
|
|
|
PDCE
1223
CALL
DELISTED
PDC Energy, Inc.
PDCE
| $206K | ﹤0.01% |
+5,000
| New | +$202K |
2014 Q4
0 quarters
|
|
|
PDCE
1224
PUT
DELISTED
PDC Energy, Inc.
PDCE
| $206K | ﹤0.01% |
+5,000
| New | +$202K |
2014 Q4
0 quarters
|
|
1225
CALL
Ulta Beauty
ULTA
$25.2B
| $205K | ﹤0.01% |
1,600
-26,400
| -94% | -$3.24M |
2014 Q2
2 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.