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 | |
|---|---|---|---|---|---|---|---|
|
JASO
1226
CALL
DELISTED
JA Solar Holdings, Co., Ltd
JASO
| $205K | ﹤0.01% |
25,000
| – | – |
2014 Q3
1 quarter
|
|
1227
CALL
Novartis
NVS
$279B
| $204K | ﹤0.01% |
+2,455
| New | +$203K |
2014 Q4
0 quarters
|
|
1228
HSBC
HSBC
$320B
| $202K | ﹤0.01% |
4,973
-116
| -2% | -$4.95K |
2014 Q3
1 quarter
|
|
1229
CALL
Zoetis
ZTS
$31.2B
| $202K | ﹤0.01% |
+4,700
| New | +$191K |
2014 Q4
0 quarters
|
|
|
RDS.A
1230
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $201K | ﹤0.01% |
+3,212
| New | +$208K |
2014 Q4
0 quarters
|
|
1231
CALL
El Pollo Loco
LOCO
$476M
| $200K | ﹤0.01% |
10,000
| – | – |
2014 Q3
1 quarter
|
|
1232
CALL
MBIA
MBI
$219M
| $198K | ﹤0.01% |
20,800
-38,200
| -65% | -$369K |
2013 Q4
4 quarters
|
|
1233
CALL
Brightstar Lottery PLC
BRSL
$1.75B
| $195K | ﹤0.01% |
11,300
-40,000
| -78% | -$672K |
2013 Q4
4 quarters
|
|
1234
CALL
Pan American Silver
PAAS
$17.4B
| $191K | ﹤0.01% |
20,800
| – | – |
2013 Q4
4 quarters
|
|
1235
PUT
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $191K | ﹤0.01% |
104,900
-73,100
| -41% | -$239K |
2013 Q4
4 quarters
|
|
|
ASNA
1236
CALL
DELISTED
Ascena Retail Group, Inc.
ASNA
| $188K | ﹤0.01% |
750
| – | – |
2014 Q3
1 quarter
|
|
1237
PUT
DELISTED
Conn's Inc.
CONN
| $187K | ﹤0.01% |
10,000
-11,300
| -53% | -$319K |
2014 Q3
1 quarter
|
|
|
SFUN
1238
CALL
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $185K | ﹤0.01% |
500
| – | – |
2014 Q3
1 quarter
|
|
1239
PUT
Advanced Micro Devices
AMD
$935B
| $182K | ﹤0.01% |
68,000
-116,000
| -63% | -$319K |
2013 Q4
4 quarters
|
|
|
DANG
1240
CALL
DELISTED
E-COMMERCE CHINA DANGDANG INC SPNSRD ADS REP COM CL A (CYM)
DANG
| $182K | ﹤0.01% |
19,600
+200
| +1% | +$2.21K |
2014 Q1
3 quarters
|
|
|
NUAN
1241
DELISTED
Nuance Communications, Inc.
NUAN
| $181K | ﹤0.01% |
14,647
-23,500
| -62% | -$302K |
2014 Q3
1 quarter
|
|
1242
PUT
Ericsson
ERIC
$31.2B
| $178K | ﹤0.01% |
14,700
| – | – |
2014 Q1
3 quarters
|
|
1243
PUT
United States Natural Gas Fund
UNG
$522M
| $177K | ﹤0.01% |
+750
| New | +$241K |
2014 Q4
0 quarters
|
|
1244
CALL
Plug Power
PLUG
$2B
| $173K | ﹤0.01% |
+57,700
| New | +$230K |
2014 Q4
0 quarters
|
|
1245
CALL
Himax Technologies
HIMX
$2.06B
| $170K | ﹤0.01% |
21,100
+10,200
| +94% | +$80.5K |
2014 Q3
1 quarter
|
|
1246
CALL
DELISTED
Jive Software, Inc.
JIVE
| $168K | ﹤0.01% |
27,900
+10,000
| +56% | +$59.8K |
2013 Q4
4 quarters
|
|
|
ORIG
1247
PUT
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
| $167K | ﹤0.01% |
+2
| New | +$225K |
2014 Q4
0 quarters
|
|
1248
CALL
DELISTED
Amicus Therapeutics
FOLD
| $166K | ﹤0.01% |
20,000
| – | – |
2014 Q3
1 quarter
|
|
|
OUBS
1249
PUT
DELISTED
USB AG (NEW)
OUBS
| $165K | ﹤0.01% |
+10,000
| New | +$174K |
2014 Q4
0 quarters
|
|
1250
CALL
Nokia
NOK
$52.7B
| $164K | ﹤0.01% |
20,900
| – | – |
2013 Q4
4 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.