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 | |
|---|---|---|---|---|---|---|---|
|
DRYS
1276
PUT
DELISTED
DryShips Inc. Common Stock
DRYS
| – | – |
0
| – | – |
2014 Q4
0 quarters
|
|
1277
CALL
DELISTED
Potbelly
PBPB
| $129K | ﹤0.01% |
+10,000
| New | +$126K |
2014 Q4
0 quarters
|
|
1278
CALL
DELISTED
ARCH COAL, INC.
ACI
| $129K | ﹤0.01% |
7,260
-4,240
| -37% | -$85.5K |
2013 Q4
4 quarters
|
|
|
ANR
1279
CALL
DELISTED
Alpha Natural Resources Inc
ANR
| $128K | ﹤0.01% |
76,800
| – | – |
2013 Q4
4 quarters
|
|
|
DNR
1280
PUT
DELISTED
Denbury Resources, Inc.
DNR
| $126K | ﹤0.01% |
+15,500
| New | +$161K |
2014 Q4
0 quarters
|
|
|
ASNA
1281
PUT
DELISTED
Ascena Retail Group, Inc.
ASNA
| $126K | ﹤0.01% |
500
| – | – |
2014 Q3
1 quarter
|
|
1282
CALL
Crocs
CROX
$5.62B
| $125K | ﹤0.01% |
+10,000
| New | +$124K |
2014 Q4
0 quarters
|
|
1283
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
| $125K | ﹤0.01% |
12,982
-7,100
| -35% | -$60.5K |
2014 Q2
2 quarters
|
|
1284
PUT
Kinross Gold
KGC
$26B
| $124K | ﹤0.01% |
44,000
-600
| -1% | -$1.68K |
2013 Q4
4 quarters
|
|
|
WWE
1285
CALL
DELISTED
World Wrestling Entertainment
WWE
| $123K | ﹤0.01% |
10,000
| – | – |
2014 Q3
1 quarter
|
|
|
RCAP
1286
PUT
DELISTED
RCS CAPITAL CORPORATION CLASS A COM
RCAP
| $122K | ﹤0.01% |
+10,000
| New | +$142K |
2014 Q4
0 quarters
|
|
1287
DELISTED
California Resources Corporation
CRC
| $121K | ﹤0.01% |
+2,191
| New | +$132K |
2014 Q4
0 quarters
|
|
|
MDR
1288
CALL
DELISTED
McDermott International
MDR
| $120K | ﹤0.01% |
+13,800
| New | +$155K |
2014 Q4
0 quarters
|
|
1289
Advanced Micro Devices
AMD
$936B
| $118K | ﹤0.01% |
44,321
-67,062
| -60% | -$184K |
2013 Q4
4 quarters
|
|
|
VRNG
1290
CALL
DELISTED
VRINGO, INC COM STK NEW (DE)
VRNG
| $116K | ﹤0.01% |
21,040
-1,020
| -5% | -$8.63K |
2013 Q4
4 quarters
|
|
1291
Coeur Mining
CDE
$15.2B
| $115K | ﹤0.01% |
22,550
+7,900
| +54% | +$35.2K |
2014 Q2
2 quarters
|
|
|
GLUU
1292
CALL
DELISTED
Glu Mobile Inc.
GLUU
| $115K | ﹤0.01% |
29,500
| – | – |
2014 Q3
1 quarter
|
|
|
ARIA
1293
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $115K | ﹤0.01% |
16,684
+4,500
| +37% | +$28.1K |
2014 Q1
3 quarters
|
|
1294
PUT
iShares MSCI Japan ETF
EWJ
$23.3B
| $112K | ﹤0.01% |
2,500
| – | – |
2013 Q4
4 quarters
|
|
|
DRYS
1295
DELISTED
DryShips Inc. Common Stock
DRYS
| – | – |
0
| – | – |
2014 Q3
1 quarter
|
|
|
RPTP
1296
PUT
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
| $105K | ﹤0.01% |
+10,000
| New | +$97.7K |
2014 Q4
0 quarters
|
|
|
VER
1297
DELISTED
VEREIT, Inc.
VER
| $103K | ﹤0.01% |
+2,270
| New | +$111K |
2014 Q4
0 quarters
|
|
|
HK
1298
PUT
DELISTED
Halcon Resources Corporation
HK
| $103K | ﹤0.01% |
335
-277
| -45% | -$128K |
2013 Q4
4 quarters
|
|
1299
PUT
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
| $101K | ﹤0.01% |
+10,000
| New | +$206K |
2014 Q4
0 quarters
|
|
1300
PUT
Armour Residential REIT
ARR
$1.92B
| $100K | ﹤0.01% |
683
+398
| +140% | +$62K |
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.