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 | |
|---|---|---|---|---|---|---|---|
301
Nike
NKE
$52.4B
| $2.93M | 0.06% |
79,264
+12,624
| +19% | +$477K |
2013 Q4
1 quarter
|
|
302
PUT
Clorox
CLX
$10.3B
| $2.92M | 0.06% |
+33,200
| New | +$2.91M |
2014 Q1
0 quarters
|
|
303
Amazon
AMZN
$2.74T
| $2.92M | 0.06% |
+173,240
| New | +$3.21M |
2014 Q1
0 quarters
|
|
304
Cheniere Energy
LNG
$57.8B
| $2.92M | 0.06% |
52,660
-51,440
| -49% | -$2.47M |
2013 Q4
1 quarter
|
|
305
PUT
Bausch Health
BHC
$2.2B
| $2.91M | 0.06% |
22,100
+100
| +0.5% | +$13.7K |
2013 Q4
1 quarter
|
|
306
PUT
Rio Tinto
RIO
$148B
| $2.91M | 0.06% |
52,100
+5,700
| +12% | +$311K |
2013 Q4
1 quarter
|
|
307
CALL
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $2.9M | 0.06% |
47,000
+41,400
| +739% | +$2.51M |
2013 Q4
1 quarter
|
|
|
QLIK
308
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $2.89M | 0.05% |
+108,757
| New | +$3.04M |
2014 Q1
0 quarters
|
|
309
CALL
AerCap
AER
$22.7B
| $2.88M | 0.05% |
68,200
+7,600
| +13% | +$296K |
2013 Q4
1 quarter
|
|
310
PUT
Emerson Electric
EMR
$89.9B
| $2.87M | 0.05% |
43,000
+16,600
| +63% | +$1.09M |
2013 Q4
1 quarter
|
|
|
CTRX
311
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
| $2.84M | 0.05% |
63,470
+44,900
| +242% | +$2.16M |
2013 Q4
1 quarter
|
|
312
PUT
Kroger
KR
$37.3B
| $2.84M | 0.05% |
130,000
+90,000
| +225% | +$1.79M |
2013 Q4
1 quarter
|
|
313
PUT
Ford
F
$48.1B
| $2.83M | 0.05% |
181,600
-112,500
| -38% | -$1.74M |
2013 Q4
1 quarter
|
|
314
PUT
ASML
ASML
$634B
| $2.8M | 0.05% |
30,000
+26,000
| +650% | +$2.31M |
2013 Q4
1 quarter
|
|
|
HAR
315
PUT
DELISTED
Harman International Industries
HAR
| $2.79M | 0.05% |
26,200
+6,200
| +31% | +$618K |
2013 Q4
1 quarter
|
|
|
SWY
316
CALL
DELISTED
SAFEWAY INC
SWY
| $2.77M | 0.05% |
83,775
+11,393
| +16% | +$353K |
2013 Q4
1 quarter
|
|
317
iShares MSCI Mexico ETF
EWW
$1.43B
| $2.77M | 0.05% |
+43,300
| New | +$2.71M |
2014 Q1
0 quarters
|
|
|
CELG
318
CALL
DELISTED
Celgene Corp
CELG
| $2.76M | 0.05% |
39,600
-31,200
| -44% | -$2.47M |
2013 Q4
1 quarter
|
|
319
CALL
Western Digital
WDC
$136B
| $2.75M | 0.05% |
39,690
-19,977
| -33% | -$1.3M |
2013 Q4
1 quarter
|
|
320
PUT
United States Oil Fund
USO
$1.97B
| $2.74M | 0.05% |
9,375
+7,387
| +372% | +$2.09M |
2013 Q4
1 quarter
|
|
|
MJN
321
PUT
DELISTED
Mead Johnson Nutrition Company
MJN
| $2.74M | 0.05% |
33,000
+29,500
| +843% | +$2.39M |
2013 Q4
1 quarter
|
|
|
LVLT
322
PUT
DELISTED
Level 3 Communications Inc
LVLT
| $2.74M | 0.05% |
70,000
| – | – |
2013 Q4
1 quarter
|
|
323
Toll Brothers
TOL
$12B
| $2.74M | 0.05% |
76,287
+42,250
| +124% | +$1.56M |
2013 Q4
1 quarter
|
|
|
AGN
324
CALL
DELISTED
Allergan plc
AGN
| $2.74M | 0.05% |
+13,300
| New | +$2.63M |
2014 Q1
0 quarters
|
|
325
PUT
Vale
VALE
$56.2B
| $2.71M | 0.05% |
195,800
+27,800
| +17% | +$380K |
2013 Q4
1 quarter
|
|
Similar funds
EIM
DIA
CAM
VAM
SI
PJC
SWITC
SMA
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.