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
+1.29%
1 Year Est. Return
+19.81%
3 Year Est. Return
+45.77%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$5.27B
AUM Growth
-$1.97B
(-27%)
Cap. Flow
-$262M
Cap. Flow
% of AUM
-4.97%
Top 10 Holdings %
Top 10 Hldgs %
33.41%
Holding
1,839
New
391
Increased
338
Reduced
498
Closed
562
Avg Time Held Equity + Options
0.2
years
Top 10 Avg Time Held Equity + Options
0.2
years
Top 20 Avg Time Held Equity + Options
0.2
years
Avg Time Held Equity only
0.1
years
Top 10 Avg Time Held Equity only
0.2
years
Top 20 Avg Time Held Equity only
0.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$46.9M |
| 2 |
Berkshire Hathaway Class B
BRK.B
|
+$40.4M |
| 3 |
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
|
+$26.3M |
| 4 |
GE Aerospace
GE
|
+$9.72M |
| 5 |
Verizon
VZ
|
+$9.55M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$124M |
| 2 |
Procter & Gamble
PG
|
+$62.2M |
| 3 |
Booking.com
BKNG
|
+$48.5M |
| 4 |
Alphabet (Google) Class C
GOOG
|
+$24.4M |
| 5 |
American Express
AXP
|
+$16.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 88.37% |
| 2 | Energy | 2.86% |
| 3 | Communication Services | 1.89% |
| 4 | Technology | 1.67% |
| 5 | Financials | 1.43% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
251
PUT
Devon Energy
DVN
$55B
| $3.67M | 0.07% |
54,800
-73,300
| -57% | -$4.55M |
2013 Q4
1 quarter
|
|
252
CALL
Deere & Co
DE
$176B
| $3.63M | 0.07% |
40,000
| – | – |
2013 Q4
1 quarter
|
|
253
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $3.63M | 0.07% |
14,809
+4,183
| +39% | +$1.06M |
2013 Q4
1 quarter
|
|
254
CALL
Bank of America
BAC
$358B
| $3.62M | 0.07% |
210,200
-21,800
| -9% | -$367K |
2013 Q4
1 quarter
|
|
255
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$2.36B
| $3.61M | 0.07% |
228,900
-514,800
| -69% | -$8.17M |
2013 Q4
1 quarter
|
|
256
PUT
DuPont de Nemours
DD
$17.4B
| $3.6M | 0.07% |
29,261
-27,720
| -49% | -$3.27M |
2013 Q4
1 quarter
|
|
257
CALL
JPMorgan Chase
JPM
$889B
| $3.59M | 0.07% |
59,200
-95,700
| -62% | -$5.53M |
2013 Q4
1 quarter
|
|
258
CALL
Gilead Sciences
GILD
$190B
| $3.56M | 0.07% |
50,300
-3,400
| -6% | -$267K |
2013 Q4
1 quarter
|
|
259
PUT
Eli Lilly
LLY
$1.08T
| $3.52M | 0.07% |
59,800
+19,900
| +50% | +$1.11M |
2013 Q4
1 quarter
|
|
260
CALL
Netflix
NFLX
$293B
| $3.52M | 0.07% |
700,000
-1,505,000
| -68% | -$8.62M |
2013 Q4
1 quarter
|
|
261
State Street Financial Select Sector SPDR ETF
XLF
$50.6B
| $3.51M | 0.07% |
+179,111
| New | +$3.42M |
2014 Q1
0 quarters
|
|
|
SINA
262
PUT
DELISTED
Sina Corp
SINA
| $3.5M | 0.07% |
58,000
+38,000
| +190% | +$2.71M |
2013 Q4
1 quarter
|
|
|
MJN
263
CALL
DELISTED
Mead Johnson Nutrition Company
MJN
| $3.48M | 0.07% |
41,800
+16,800
| +67% | +$1.36M |
2013 Q4
1 quarter
|
|
264
CALL
VanEck Junior Gold Miners ETF
GDXJ
$7.74B
| $3.46M | 0.07% |
95,700
+79,600
| +494% | +$3.07M |
2013 Q4
1 quarter
|
|
265
Vodafone
VOD
$35.9B
| $3.46M | 0.07% |
93,866
-211,360
| -69% | -$8.15M |
2013 Q4
1 quarter
|
|
266
CALL
Amgen
AMGN
$230B
| $3.44M | 0.07% |
27,900
-15,900
| -36% | -$1.93M |
2013 Q4
1 quarter
|
|
|
267
PUT
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $3.43M | 0.07% |
13,993
-10,400
| -43% | -$2.64M |
2013 Q4
1 quarter
|
|
|
SPN
268
CALL
DELISTED
Superior Energy Services, Inc.
SPN
| $3.38M | 0.06% |
+11,000
| New | +$2.96M |
2014 Q1
0 quarters
|
|
|
SCTY
269
CALL
DELISTED
SolarCity Corporation
SCTY
| $3.38M | 0.06% |
54,000
+41,900
| +346% | +$3.02M |
2013 Q4
1 quarter
|
|
270
Ford
F
$47.9B
| $3.38M | 0.06% |
216,390
+19,780
| +10% | +$306K |
2013 Q4
1 quarter
|
|
|
ESV
271
PUT
DELISTED
Ensco Rowan plc
ESV
| $3.37M | 0.06% |
15,975
+6,050
| +61% | +$1.27M |
2013 Q4
1 quarter
|
|
272
PUT
Melco Resorts & Entertainment
MLCO
$1.6B
| $3.35M | 0.06% |
86,800
+8,500
| +11% | +$353K |
2013 Q4
1 quarter
|
|
273
PUT
Toll Brothers
TOL
$11.9B
| $3.32M | 0.06% |
92,600
+48,500
| +110% | +$1.79M |
2013 Q4
1 quarter
|
|
|
274
CALL
DuPont de Nemours
DD
$17.4B
| $3.31M | 0.06% |
26,891
-40,831
| -60% | -$4.81M |
2013 Q4
1 quarter
|
|
275
PUT
Lockheed Martin
LMT
$121B
| $3.3M | 0.06% |
20,200
+4,000
| +25% | +$628K |
2013 Q4
1 quarter
|
|
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Integral Derivatives's Q1 2014 Portfolio in Review
As of Q1 2014, Integral Derivatives held 1,839 positions worth $5.27B, down 27% from $7.24B the previous quarter. Its ten largest holdings account for 33% of the portfolio.
Integral Derivatives withdrew a net $262M in Q1 2014, closing 562 positions and reducing 498 holdings. Its most notable exit was Booking.com, an estimated $48.5M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 88% of assets, up from 87% a quarter earlier, followed by Energy and Communication Services.
Against the trend, Integral Derivatives opened a new position in Berkshire Hathaway Class B worth $43.2M.
- Integral Derivatives's largest Q1 2014 buy was Berkshire Hathaway Class B: 345,947 shares worth $43.2M.
- Integral Derivatives added most to State Street SPDR S&P 500 ETF Trust in Q1 2014, an estimated $46.9M increase.
- Integral Derivatives's biggest Q1 2014 reduction was Apple, cutting an estimated $124M.
- Integral Derivatives fully exited Booking.com in Q1 2014, selling an estimated $48.5M.
- Integral Derivatives's ten largest holdings make up 33% of its $5.27B portfolio in Q1 2014.
- Integral Derivatives opened 391 new positions and closed 562 in Q1 2014.
- Integral Derivatives's portfolio value fell 27% quarter-over-quarter to $5.27B.
Based on Integral Derivatives's 13F filing for Q1 2014, filed 2 May 2014.