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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 | |
|---|---|---|---|---|---|---|---|
|
NAV
551
CALL
DELISTED
Navistar International
NAV
| $1.37M | 0.03% |
40,400
+30,400
| +304% | +$1.08M |
2013 Q4
1 quarter
|
|
|
XLNX
552
PUT
DELISTED
Xilinx Inc
XLNX
| $1.36M | 0.03% |
25,000
+100
| +0.4% | +$4.97K |
2013 Q4
1 quarter
|
|
553
CALL
CF Industries
CF
$18B
| $1.35M | 0.03% |
26,000
-41,000
| -61% | -$2M |
2013 Q4
1 quarter
|
|
554
CALL
Regeneron Pharmaceuticals
REGN
$82.4B
| $1.35M | 0.03% |
4,500
-2,000
| -31% | -$616K |
2013 Q4
1 quarter
|
|
555
Tapestry
TPR
$23.7B
| $1.35M | 0.03% |
27,158
+18,900
| +229% | +$941K |
2013 Q4
1 quarter
|
|
556
Bristol-Myers Squibb
BMY
$124B
| $1.35M | 0.03% |
25,918
+17,193
| +197% | +$915K |
2013 Q4
1 quarter
|
|
557
CALL
KBR
KBR
$4.56B
| $1.33M | 0.03% |
50,000
-117,300
| -70% | -$3.54M |
2013 Q4
1 quarter
|
|
|
558
PUT
KBR
KBR
$4.56B
| $1.33M | 0.03% |
50,000
+1,400
| +3% | +$42.2K |
2013 Q4
1 quarter
|
|
559
PUT
DELISTED
SANDISK CORP
SNDK
| $1.33M | 0.03% |
16,400
-18,300
| -53% | -$1.35M |
2013 Q4
1 quarter
|
|
|
FNSR
560
CALL
DELISTED
Finisar Corp
FNSR
| $1.33M | 0.03% |
+50,000
| New | +$1.2M |
2014 Q1
0 quarters
|
|
561
PUT
Carnival Corporation Ltd
CCL
$35.6B
| $1.32M | 0.03% |
+35,000
| New | +$1.39M |
2014 Q1
0 quarters
|
|
562
PUT
Terex
TEX
$5.93B
| $1.32M | 0.03% |
+29,900
| New | +$1.26M |
2014 Q1
0 quarters
|
|
563
Devon Energy
DVN
$54.4B
| $1.32M | 0.03% |
19,770
-52,850
| -73% | -$3.28M |
2013 Q4
1 quarter
|
|
564
PUT
ICICI Bank
IBN
$106B
| $1.31M | 0.02% |
165,000
+55,000
| +50% | +$367K |
2013 Q4
1 quarter
|
|
|
BWLD
565
CALL
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $1.31M | 0.02% |
+8,800
| New | +$1.25M |
2014 Q1
0 quarters
|
|
566
CALL
Martin Marietta Materials
MLM
$34.9B
| $1.31M | 0.02% |
+10,200
| New | +$1.17M |
2014 Q1
0 quarters
|
|
567
CALL
Paychex
PAYX
$39.8B
| $1.31M | 0.02% |
30,700
-42,300
| -58% | -$1.79M |
2013 Q4
1 quarter
|
|
568
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$30.4B
| $1.31M | 0.02% |
+25,000
| New | +$1.28M |
2014 Q1
0 quarters
|
|
569
CALL
Lockheed Martin
LMT
$123B
| $1.31M | 0.02% |
8,000
-8,000
| -50% | -$1.26M |
2013 Q4
1 quarter
|
|
570
CALL
AngloGold Ashanti
AU
$45.7B
| $1.3M | 0.02% |
+76,000
| New | +$1.21M |
2014 Q1
0 quarters
|
|
|
RAX
571
CALL
DELISTED
Rackspace Hosting Inc
RAX
| $1.3M | 0.02% |
+39,500
| New | +$1.42M |
2014 Q1
0 quarters
|
|
572
CALL
Weyerhaeuser
WY
$14B
| $1.29M | 0.02% |
44,000
+20,400
| +86% | +$614K |
2013 Q4
1 quarter
|
|
573
PUT
RTX Corp
RTX
$251B
| $1.28M | 0.02% |
17,479
+2,383
| +16% | +$171K |
2013 Q4
1 quarter
|
|
|
574
CALL
Devon Energy
DVN
$54.4B
| $1.28M | 0.02% |
19,100
+8,400
| +79% | +$521K |
2013 Q4
1 quarter
|
|
575
PUT
PepsiCo
PEP
$177B
| $1.27M | 0.02% |
15,200
-1,900
| -11% | -$154K |
2013 Q4
1 quarter
|
|
Similar funds
DIA
CAM
VAM
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.