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 | |
|---|---|---|---|---|---|---|---|
1326
Crown Castle
CCI
$33.5B
| – | – |
-4,300
| Closed | -$316K | – |
|
|
1327
PUT
Crown Castle
CCI
$33.5B
| – | – |
-16,400
| Closed | -$1.2M | – |
|
1328
PUT
C.H. Robinson
CHRW
$16.1B
| – | – |
-7,000
| Closed | -$408K | – |
|
1329
Cigna
CI
$76.2B
| – | – |
-4,364
| Closed | -$359K | – |
|
1330
PUT
DELISTED
Civitas Resources
CIVI
| – | – |
-45
| Closed | -$217K | – |
|
1331
PUT
Colgate-Palmolive
CL
$73.3B
| – | – |
-42,900
| Closed | -$2.8M | – |
|
1332
CALL
Celldex Therapeutics
CLDX
$2.2B
| – | – |
-740
| Closed | -$269K | – |
|
|
1333
PUT
Celldex Therapeutics
CLDX
$2.2B
| – | – |
-900
| Closed | -$327K | – |
|
1334
PUT
Clean Energy Fuels
CLNE
$298M
| – | – |
-20,000
| Closed | -$258K | – |
|
1335
CALL
DELISTED
Comerica
CMA
| – | – |
-8,900
| Closed | -$423K | – |
|
|
1336
DELISTED
Comerica
CMA
| – | – |
-14,600
| Closed | -$694K | – |
|
1337
PUT
Cummins
CMI
$71.9B
| – | – |
-1,500
| Closed | -$211K | – |
|
1338
CALL
CenterPoint Energy
CNP
$26.3B
| – | – |
-25,100
| Closed | -$582K | – |
|
|
1339
CenterPoint Energy
CNP
$26.3B
| – | – |
-24,300
| Closed | -$563K | – |
|
|
1340
PUT
CenterPoint Energy
CNP
$26.3B
| – | – |
-37,500
| Closed | -$869K | – |
|
1341
CALL
CNX Resources
CNX
$5.15B
| – | – |
-6,960
| Closed | -$221K | – |
|
1342
CALL
Capital One
COF
$119B
| – | – |
-19,800
| Closed | -$1.52M | – |
|
1343
PUT
Cencora
COR
$63.7B
| – | – |
-5,000
| Closed | -$352K | – |
|
1344
CALL
Crocs
CROX
$5.62B
| – | – |
-10,000
| Closed | -$159K | – |
|
|
1345
PUT
Crocs
CROX
$5.62B
| – | – |
-100,000
| Closed | -$1.59M | – |
|
1346
CALL
Cognizant
CTSH
$28.2B
| – | – |
-13,000
| Closed | -$656K | – |
|
|
1347
Cognizant
CTSH
$28.2B
| – | – |
-25,896
| Closed | -$1.31M | – |
|
|
1348
PUT
Cognizant
CTSH
$28.2B
| – | – |
-118,200
| Closed | -$5.97M | – |
|
1349
Chevron
CVX
$435B
| – | – |
-64,117
| Closed | -$7.46M | – |
|
1350
CALL
Cemex
CX
$13.7B
| – | – |
-163,078
| Closed | -$1.65M | – |
|
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.