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ID
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 | |
|---|---|---|---|---|---|---|---|
1476
PUT
Louisiana-Pacific
LPX
$4.57B
| – | – |
-20,000
| Closed | -$370K | – |
|
1477
CALL
Southwest Airlines
LUV
$19.3B
| – | – |
-50,000
| Closed | -$942K | – |
|
1478
PUT
LyondellBasell Industries
LYB
$19.6B
| – | – |
-16,000
| Closed | -$1.28M | – |
|
1479
CALL
Macy's
M
$5.68B
| – | – |
-11,500
| Closed | -$614K | – |
|
|
1480
PUT
Macy's
M
$5.68B
| – | – |
-26,100
| Closed | -$1.39M | – |
|
1481
Mastercard
MA
$529B
| – | – |
-8,470
| Closed | -$662K | – |
|
1482
Marriott International
MAR
$97B
| – | – |
-4,582
| Closed | -$237K | – |
|
1483
PUT
Masco
MAS
$13.5B
| – | – |
-28,450
| Closed | -$569K | – |
|
1484
PUT
MBIA
MBI
$223M
| – | – |
-14,100
| Closed | -$168K | – |
|
1485
McDonald's
MCD
$166B
| – | – |
-22,818
| Closed | -$2.18M | – |
|
1486
PUT
Madrigal Pharmaceuticals
MDGL
$10.6B
| – | – |
-286
| Closed | -$52K | – |
|
1487
CALL
Mondelez International
MDLZ
$79.2B
| – | – |
-69,300
| Closed | -$2.45M | – |
|
1488
CALL
Medtronic
MDT
$118B
| – | – |
-25,900
| Closed | -$1.49M | – |
|
|
1489
PUT
Medtronic
MDT
$118B
| – | – |
-10,000
| Closed | -$574K | – |
|
1490
PUT
Mercado Libre
MELI
$92.7B
| – | – |
-28,500
| Closed | -$3.07M | – |
|
1491
MetLife
MET
$63B
| – | – |
-8,483
| Closed | -$390K | – |
|
|
1492
PUT
MetLife
MET
$63B
| – | – |
-30,294
| Closed | -$1.46M | – |
|
1493
CALL
Melco Resorts & Entertainment
MLCO
$1.57B
| – | – |
-29,500
| Closed | -$1.16M | – |
|
1494
CALL
Monster Beverage
MNST
$85.2B
| – | – |
-120,000
| Closed | -$678K | – |
|
1495
Microsoft
MSFT
$4T
| – | – |
-313,931
| Closed | -$11.8M | – |
|
1496
Motorola Solutions
MSI
$74.4B
| – | – |
-10,247
| Closed | -$670K | – |
|
1497
CALL
ArcelorMittal
MT
$46.9B
| – | – |
-19,418
| Closed | -$792K | – |
|
1498
PUT
Myriad Genetics
MYGN
$393M
| – | – |
-10,000
| Closed | -$210K | – |
|
1499
NextEra Energy
NEE
$162B
| – | – |
-57,672
| Closed | -$1.23M | – |
|
1500
CALL
Newmont
NEM
$118B
| – | – |
-102,700
| Closed | -$2.37M | – |
|
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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.