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 | |
|---|---|---|---|---|---|---|---|
1276
CALL
Agilent Technologies
A
$49B
| – | – |
-6,990
| Closed | -$286K | – |
|
1277
PUT
Advance Auto Parts
AAP
$2.48B
| – | – |
-5,000
| Closed | -$553K | – |
|
1278
Abbott
ABT
$178B
| – | – |
-45,061
| Closed | -$1.73M | – |
|
|
1279
PUT
Abbott
ABT
$178B
| – | – |
-17,100
| Closed | -$655K | – |
|
1280
CALL
Acadia Pharmaceuticals
ACAD
$3.29B
| – | – |
-19,200
| Closed | -$480K | – |
|
1281
CALL
Archer Daniels Midland
ADM
$40.4B
| – | – |
-43,100
| Closed | -$1.87M | – |
|
1282
CALL
Autodesk
ADSK
$48.2B
| – | – |
-10,000
| Closed | -$503K | – |
|
1283
Agnico Eagle Mines
AEM
$88.7B
| – | – |
-14,109
| Closed | -$442K | – |
|
1284
CALL
American Eagle Outfitters
AEO
$2.92B
| – | – |
-100,500
| Closed | -$1.45M | – |
|
1285
CALL
American Electric Power
AEP
$68.8B
| – | – |
-11,100
| Closed | -$519K | – |
|
1286
AerCap
AER
$22.7B
| – | – |
-16,804
| Closed | -$655K | – |
|
|
1287
PUT
AerCap
AER
$22.7B
| – | – |
-36,000
| Closed | -$1.38M | – |
|
1288
PUT
Aflac
AFL
$59B
| – | – |
-705,200
| Closed | -$23.6M | – |
|
1289
CALL
AGNC Investment
AGNC
$10.2B
| – | – |
-249,500
| Closed | -$4.81M | – |
|
1290
CALL
Akamai
AKAM
$13.1B
| – | – |
-6,700
| Closed | -$316K | – |
|
|
1291
PUT
Akamai
AKAM
$13.1B
| – | – |
-6,700
| Closed | -$316K | – |
|
1292
CALL
Align Technology
ALGN
$10.1B
| – | – |
-15,600
| Closed | -$892K | – |
|
1293
Applied Materials
AMAT
$356B
| – | – |
-12,832
| Closed | -$236K | – |
|
|
1294
PUT
Applied Materials
AMAT
$356B
| – | – |
-18,300
| Closed | -$324K | – |
|
1295
CALL
Amarin Corp
AMRN
$244M
| – | – |
-1,500
| Closed | -$59K | – |
|
|
1296
PUT
Amarin Corp
AMRN
$244M
| – | – |
-515
| Closed | -$20K | – |
|
1297
CALL
America Movil
AMX
$65.1B
| – | – |
-28,500
| Closed | -$666K | – |
|
1298
Abercrombie & Fitch
ANF
$6.39B
| – | – |
-17,419
| Closed | -$637K | – |
|
1299
Aon
AON
$58.6B
| – | – |
-9,258
| Closed | -$771K | – |
|
1300
CALL
Ares Capital
ARCC
$13.3B
| – | – |
-65,500
| Closed | -$1.16M | – |
|
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.