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
-0.57%
1 Year Est. Return
+19.81%
3 Year Est. Return
+45.77%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$4.76B
AUM Growth
-$1.02B
(-18%)
Cap. Flow
-$262M
Cap. Flow
% of AUM
-5.5%
Top 10 Holdings %
Top 10 Hldgs %
54.09%
Holding
1,649
New
303
Increased
237
Reduced
453
Closed
587
Avg Time Held Equity + Options
0.6
years
Top 10 Avg Time Held Equity + Options
0.9
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
0.2
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
eBay
EBAY
|
+$16M |
| 2 |
Alphabet (Google) Class C
GOOG
|
+$10.7M |
| 3 |
Meta Platforms (Facebook)
META
|
+$8.5M |
| 4 |
Microsoft
MSFT
|
+$6.98M |
| 5 |
Comcast
CMCSA
|
+$6.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Northern Trust Morningstar Global Upstream Natural Resources ETF
GUNR
|
+$42.1M |
| 2 |
Berkshire Hathaway Class B
BRK.B
|
+$35.7M |
| 3 |
Boeing
BA
|
+$14.8M |
| 4 |
YHOO
Yahoo Inc
YHOO
|
+$11.1M |
| 5 |
APA Corp
APA
|
+$9.12M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 93.63% |
| 2 | Energy | 1.74% |
| 3 | Technology | 0.94% |
| 4 | Communication Services | 0.83% |
| 5 | Consumer Discretionary | 0.77% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
351
PUT
PepsiCo
PEP
$176B
| $1.6M | 0.03% |
16,700
+3,000
| +22% | +$290K |
2013 Q4
5 quarters
|
|
352
PUT
United States Oil Fund
USO
$1.97B
| $1.59M | 0.03% |
11,838
+6,525
| +123% | +$939K |
2014 Q4
1 quarter
|
|
|
KSU
353
DELISTED
Kansas City Southern
KSU
| $1.59M | 0.03% |
15,619
+13,600
| +674% | +$1.54M |
2014 Q2
3 quarters
|
|
354
Sunoco
SUN
$14B
| $1.58M | 0.03% |
30,800
-600
| -2% | -$30.3K |
2014 Q4
1 quarter
|
|
355
CALL
Dominion Energy
D
$55.2B
| $1.58M | 0.03% |
22,300
+7,800
| +54% | +$579K |
2013 Q4
5 quarters
|
|
356
CALL
FirstEnergy
FE
$26.3B
| $1.58M | 0.03% |
45,000
+10,000
| +29% | +$374K |
2014 Q2
3 quarters
|
|
357
DELISTED
Marathon Oil Corporation
MRO
| $1.57M | 0.03% |
+60,118
| New | +$1.63M |
2015 Q1
0 quarters
|
|
358
PUT
Citigroup
C
$205B
| $1.57M | 0.03% |
30,400
-229,400
| -88% | -$11.7M |
2013 Q4
5 quarters
|
|
359
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.13B
| $1.56M | 0.03% |
+40,200
| New | +$1.52M |
2015 Q1
0 quarters
|
|
360
International Paper
IP
$16.9B
| $1.56M | 0.03% |
+29,678
| New | +$1.54M |
2015 Q1
0 quarters
|
|
361
CALL
Lennar Class A
LEN
$17.5B
| $1.55M | 0.03% |
31,517
+15,759
| +100% | +$718K |
2014 Q4
1 quarter
|
|
|
RAX
362
CALL
DELISTED
Rackspace Hosting Inc
RAX
| $1.55M | 0.03% |
30,000
+14,000
| +88% | +$688K |
2014 Q1
4 quarters
|
|
363
CALL
Northrop Grumman
NOC
$70.4B
| $1.54M | 0.03% |
+9,600
| New | +$1.53M |
2015 Q1
0 quarters
|
|
|
364
PUT
Sunoco
SUN
$14B
| $1.54M | 0.03% |
30,000
| – | – |
2014 Q4
1 quarter
|
|
365
CALL
DELISTED
Warner Bros
WBD
| $1.54M | 0.03% |
+50,000
| New | +$1.57M |
2015 Q1
0 quarters
|
|
366
PUT
Vale
VALE
$56.2B
| $1.54M | 0.03% |
272,000
-28,900
| -10% | -$210K |
2013 Q4
5 quarters
|
|
367
CALL
Duke Energy
DUK
$93.3B
| $1.54M | 0.03% |
20,000
+15,000
| +300% | +$1.22M |
2014 Q2
3 quarters
|
|
|
FTR
368
CALL
DELISTED
Frontier Communications Corp.
FTR
| $1.53M | 0.03% |
+14,467
| New | +$1.6M |
2015 Q1
0 quarters
|
|
369
PUT
State Street Technology Select Sector SPDR ETF
XLK
$125B
| $1.53M | 0.03% |
+73,800
| New | +$1.54M |
2015 Q1
0 quarters
|
|
370
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.51B
| $1.53M | 0.03% |
+25,885
| New | +$1.5M |
2015 Q1
0 quarters
|
|
371
CALL
Motorola Solutions
MSI
$74.8B
| $1.53M | 0.03% |
22,900
+11,700
| +104% | +$774K |
2014 Q4
1 quarter
|
|
|
372
DELISTED
Warner Bros
WBD
| $1.52M | 0.03% |
+49,486
| New | +$1.55M |
2015 Q1
0 quarters
|
|
373
PUT
United Airlines
UAL
$32.1B
| $1.51M | 0.03% |
22,500
-89,600
| -80% | -$6.07M |
2013 Q4
5 quarters
|
|
374
CALL
Newmont
NEM
$118B
| $1.5M | 0.03% |
69,200
+39,200
| +131% | +$916K |
2014 Q2
3 quarters
|
|
375
PUT
VanEck Oil Services ETF
OIH
$1.82B
| $1.5M | 0.03% |
2,225
+1,120
| +101% | +$765K |
2014 Q2
3 quarters
|
|
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Integral Derivatives's Q1 2015 Portfolio in Review
As of Q1 2015, Integral Derivatives held 1,649 positions worth $4.76B, down 18% from $5.78B the previous quarter. Its ten largest holdings account for 54% of the portfolio.
Integral Derivatives withdrew a net $262M in Q1 2015, closing 587 positions and reducing 453 holdings. Its most notable exit was Northern Trust Morningstar Global Upstream Natural Resources ETF, an estimated $42.1M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 94% of assets, up from 91% a quarter earlier, followed by Energy and Technology.
Against the trend, Integral Derivatives opened a new position in Meta Platforms (Facebook) worth $8.92M.
- Integral Derivatives's largest Q1 2015 buy was Meta Platforms (Facebook): 108,543 shares worth $8.92M.
- Integral Derivatives added most to eBay in Q1 2015, an estimated $16M increase.
- Integral Derivatives's biggest Q1 2015 reduction was Berkshire Hathaway Class B, cutting an estimated $35.7M.
- Integral Derivatives fully exited Northern Trust Morningstar Global Upstream Natural Resources ETF in Q1 2015, selling an estimated $42.1M.
- Integral Derivatives's ten largest holdings make up 54% of its $4.76B portfolio in Q1 2015.
- Integral Derivatives opened 303 new positions and closed 587 in Q1 2015.
- Integral Derivatives's portfolio value fell 18% quarter-over-quarter to $4.76B.
Based on Integral Derivatives's 13F filing for Q1 2015, filed 20 Apr 2015.