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 | |
|---|---|---|---|---|---|---|---|
1251
CALL
Gold Fields
GFI
$31.4B
| $162K | ﹤0.01% |
35,800
+5,800
| +19% | +$23.2K |
2014 Q3
1 quarter
|
|
|
AUY
1252
CALL
DELISTED
Yamana Gold, Inc.
AUY
| $162K | ﹤0.01% |
40,300
| – | – |
2014 Q2
2 quarters
|
|
|
MTOR
1253
DELISTED
MERITOR, Inc.
MTOR
| $157K | ﹤0.01% |
+10,376
| New | +$132K |
2014 Q4
0 quarters
|
|
1254
CALL
Angi Inc
ANGI
$245M
| $155K | ﹤0.01% |
2,490
| – | – |
2014 Q2
2 quarters
|
|
1255
CALL
Nektar Therapeutics
NKTR
$1.27B
| $155K | ﹤0.01% |
667
| – | – |
2013 Q4
4 quarters
|
|
|
PMCS
1256
DELISTED
P M C SIERRA INC
PMCS
| $155K | ﹤0.01% |
16,890
+4,390
| +35% | +$34.7K |
2014 Q3
1 quarter
|
|
|
FTR
1257
PUT
DELISTED
Frontier Communications Corp.
FTR
| $155K | ﹤0.01% |
+1,553
| New | +$152K |
2014 Q4
0 quarters
|
|
|
ENOC
1258
CALL
DELISTED
EnerNOC, Inc.
ENOC
| $154K | ﹤0.01% |
+10,000
| New | +$149K |
2014 Q4
0 quarters
|
|
1259
CALL
United States Natural Gas Fund
UNG
$518M
| $152K | ﹤0.01% |
644
+19
| +3% | +$6.09K |
2014 Q3
1 quarter
|
|
1260
PUT
Onity Group
ONIT
$212M
| $151K | ﹤0.01% |
+667
| New | +$217K |
2014 Q4
0 quarters
|
|
1261
PUT
MannKind Corp
MNKD
$971M
| $149K | ﹤0.01% |
5,720
-7,360
| -56% | -$208K |
2013 Q4
4 quarters
|
|
1262
Tower Semiconductor
TSEM
$24B
| $148K | ﹤0.01% |
11,100
-1,000
| -8% | -$11.2K |
2014 Q3
1 quarter
|
|
|
NUAN
1263
CALL
DELISTED
Nuance Communications, Inc.
NUAN
| $144K | ﹤0.01% |
11,666
-112,381
| -91% | -$1.44M |
2013 Q4
4 quarters
|
|
|
MHR
1264
PUT
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
| $144K | ﹤0.01% |
45,800
-9,200
| -17% | -$39.2K |
2014 Q2
2 quarters
|
|
1265
IAMGOLD
IAG
$9.68B
| $141K | ﹤0.01% |
+52,113
| New | +$121K |
2014 Q4
0 quarters
|
|
1266
PUT
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
| $139K | ﹤0.01% |
14,500
-22,300
| -61% | -$190K |
2013 Q4
4 quarters
|
|
1267
CALL
Hovnanian Enterprises
HOV
$584M
| $137K | ﹤0.01% |
1,328
-5,788
| -81% | -$566K |
2013 Q4
4 quarters
|
|
|
1268
CALL
MannKind Corp
MNKD
$971M
| $137K | ﹤0.01% |
5,240
-4,060
| -44% | -$115K |
2013 Q4
4 quarters
|
|
|
EXXI
1269
PUT
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $137K | ﹤0.01% |
+42,000
| New | +$256K |
2014 Q4
0 quarters
|
|
1270
PUT
Teck Resources
TECK
$31.7B
| $136K | ﹤0.01% |
10,000
-10,000
| -50% | -$153K |
2013 Q4
4 quarters
|
|
|
ARIA
1271
CALL
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $136K | ﹤0.01% |
19,800
| – | – |
2013 Q4
4 quarters
|
|
|
JONE
1272
DELISTED
Jones Energy, Inc.
JONE
| $135K | ﹤0.01% |
+642
| New | +$145K |
2014 Q4
0 quarters
|
|
|
MTL
1273
CALL
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
| $135K | ﹤0.01% |
98,700
-25,000
| -20% | -$39.8K |
2014 Q2
2 quarters
|
|
1274
CALL
Annaly Capital Management
NLY
$13.7B
| $134K | ﹤0.01% |
3,100
| – | – |
2014 Q1
3 quarters
|
|
|
1275
PUT
Tower Semiconductor
TSEM
$24B
| $133K | ﹤0.01% |
10,000
| – | – |
2014 Q3
1 quarter
|
|
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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.