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Integral Derivatives Portfolio holdings
AUM
$4.07B
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
0.7
quarters
Top 10 Avg Time Held Equity + Options
0.7
quarters
Top 20 Avg Time Held Equity + Options
0.6
quarters
Avg Time Held Equity only
0.6
quarters
Top 10 Avg Time Held Equity only
0.6
quarters
Top 20 Avg Time Held Equity only
0.5
quarters
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 | |
|---|---|---|---|---|---|---|---|
26
CALL
iShares MSCI Emerging Markets ETF
EEM
$31B
| $24.1M | 0.46% |
587,100
+97,900
| +20% | +$3.84M |
2013 Q4
1 quarter
|
|
|
27
PUT
iShares MSCI Emerging Markets ETF
EEM
$31B
| $23.8M | 0.45% |
581,200
-448,300
| -44% | -$17.6M |
2013 Q4
1 quarter
|
|
28
PUT
FedEx
FDX
$69B
| $23.3M | 0.44% |
175,700
-62,600
| -26% | -$8.5M |
2013 Q4
1 quarter
|
|
29
PUT
iShares MSCI Brazil ETF
EWZ
$12.1B
| $23.2M | 0.44% |
514,500
+94,200
| +22% | +$3.87M |
2013 Q4
1 quarter
|
|
30
PUT
American International
AIG
$40.3B
| $23.1M | 0.44% |
462,500
+359,500
| +349% | +$17.9M |
2013 Q4
1 quarter
|
|
31
CALL
Tesla
TSLA
$1.51T
| $22.2M | 0.42% |
1,597,500
-2,583,000
| -62% | -$34.6M |
2013 Q4
1 quarter
|
|
|
32
PUT
Tesla
TSLA
$1.51T
| $22M | 0.42% |
1,584,000
-1,810,500
| -53% | -$24.3M |
2013 Q4
1 quarter
|
|
|
33
PUT
GE Aerospace
GE
$320B
| $21.8M | 0.41% |
175,777
+107,023
| +156% | +$13.2M |
2013 Q4
1 quarter
|
|
|
34
Procter & Gamble
PG
$351B
| $20.4M | 0.39% |
253,335
-789,700
| -76% | -$62.2M |
2013 Q4
1 quarter
|
|
35
PUT
EOG Resources
EOG
$77.7B
| $20.3M | 0.39% |
207,000
+64,600
| +45% | +$5.75M |
2013 Q4
1 quarter
|
|
|
36
CALL
Booking.com
BKNG
$120B
| $19.8M | 0.38% |
415,000
-577,500
| -58% | -$28.5M |
2013 Q4
1 quarter
|
|
37
CALL
ExxonMobil
XOM
$695B
| $19.5M | 0.37% |
199,900
-244,500
| -55% | -$23.3M |
2013 Q4
1 quarter
|
|
38
PUT
General Motors
GM
$72.6B
| $19.2M | 0.36% |
556,800
+312,300
| +128% | +$11.5M |
2013 Q4
1 quarter
|
|
39
PUT
IBM
IBM
$214B
| $18.7M | 0.36% |
101,776
-118,825
| -54% | -$20.9M |
2013 Q4
1 quarter
|
|
40
CALL
DELISTED
Du Pont De Nemours E I
DD
| $18.6M | 0.35% |
291,997
+143,840
| +97% | +$8.8M |
2013 Q4
1 quarter
|
|
41
PUT
iShares China Large-Cap ETF
FXI
$3.94B
| $18.2M | 0.35% |
509,000
+63,500
| +14% | +$2.22M |
2013 Q4
1 quarter
|
|
42
CALL
American Airlines Group
AAL
$8.45B
| $18.2M | 0.35% |
497,200
-397,200
| -44% | -$13.5M |
2013 Q4
1 quarter
|
|
43
CALL
Boeing
BA
$150B
| $18.1M | 0.34% |
144,500
-22,500
| -13% | -$2.93M |
2013 Q4
1 quarter
|
|
44
CALL
Chevron
CVX
$416B
| $17.8M | 0.34% |
150,100
+117,800
| +365% | +$13.7M |
2013 Q4
1 quarter
|
|
45
CALL
Oracle
ORCL
$429B
| $17.6M | 0.33% |
429,200
-10,100
| -2% | -$384K |
2013 Q4
1 quarter
|
|
|
46
CALL
Alphabet (Google) Class C
GOOG
$4.25T
| $17.3M | 0.33% |
622,324
-1,834,852
| -75% | -$53.4M |
2013 Q4
1 quarter
|
|
47
Valero Energy
VLO
$125B
| $16.5M | 0.31% |
309,904
-49,708
| -14% | -$2.55M |
2013 Q4
1 quarter
|
|
48
CALL
Micron Technology
MU
$1.16T
| $16.1M | 0.3% |
678,900
-15,400
| -2% | -$366K |
2013 Q4
1 quarter
|
|
|
49
CALL
iShares China Large-Cap ETF
FXI
$3.94B
| $16M | 0.3% |
447,900
+196,400
| +78% | +$6.88M |
2013 Q4
1 quarter
|
|
|
50
PUT
Chevron
CVX
$416B
| $15.9M | 0.3% |
133,600
-37,700
| -22% | -$4.38M |
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.