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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+1.12%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$17B
AUM Growth
-$3.51B
(-17%)
Cap. Flow
-$3.58B
Cap. Flow
% of AUM
-21%
Top 10 Holdings %
Top 10 Hldgs %
25.7%
Holding
4,014
New
698
Increased
1,230
Reduced
1,296
Closed
672
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Booking.com
BKNG
|
+$61.4M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$54.9M |
| 3 |
Citigroup
C
|
+$52.5M |
| 4 |
General Motors
GM
|
+$36.9M |
| 5 |
Wynn Resorts
WYNN
|
+$34.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Procter & Gamble
PG
|
+$157M |
| 2 |
Delta Air Lines
DAL
|
+$75.7M |
| 3 |
Berkshire Hathaway Class B
BRK.B
|
+$58.8M |
| 4 |
Goldman Sachs
GS
|
+$53.6M |
| 5 |
iShares MSCI Brazil ETF
EWZ
|
+$46.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 1.84% |
| 2 | Consumer Staples | 1.38% |
| 3 | Financials | 1.19% |
| 4 | Healthcare | 0.85% |
| 5 | Technology | 0.76% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
401
CALL
Pultegroup
PHM
$24.6B
| $4.81M | 0.03% |
250,900
-78,500
| -24% | -$1.55M |
|
402
Amgen
AMGN
$204B
| $4.81M | 0.03% |
+38,990
| New | +$4.73M |
|
403
CALL
Zions Bancorporation
ZION
$10.3B
| $4.81M | 0.03% |
155,200
-3,800
| -2% | -$115K |
|
404
Yum! Brands
YUM
$40.6B
| $4.74M | 0.03% |
87,494
+65,697
| +301% | +$3.46M |
|
405
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.49B
| $4.7M | 0.03% |
144,500
+131,800
| +1,038% | +$4.28M |
|
406
CALL
Aflac
AFL
$64.5B
| $4.64M | 0.03% |
147,400
+97,000
| +192% | +$3.08M |
|
407
CALL
Nucor
NUE
$59.5B
| $4.62M | 0.03% |
91,400
+63,800
| +231% | +$3.2M |
|
408
Colgate-Palmolive
CL
$71.9B
| $4.6M | 0.03% |
70,871
+14,617
| +26% | +$921K |
|
409
CALL
Blackstone
BX
$108B
| $4.52M | 0.03% |
138,482
-427,776
| -76% | -$13.6M |
|
|
KMP
410
PUT
DELISTED
KINDER MORGAN ENER PNTRS L.P.
KMP
| $4.5M | 0.03% |
60,900
+35,800
| +143% | +$2.78M |
|
|
TIF
411
DELISTED
Tiffany & Co.
TIF
| $4.43M | 0.03% |
51,373
+25,754
| +101% | +$2.29M |
|
|
CHK
412
CALL
DELISTED
Chesapeake Energy Corporation
CHK
| $4.42M | 0.03% |
913
-28
| -3% | -$136K |
|
413
PUT
Range Resources
RRC
$9.43B
| $4.41M | 0.03% |
53,100
-14,700
| -22% | -$1.25M |
|
|
BNY
414
PUT
Bank of New York Mellon
BNY
$106B
| $4.4M | 0.03% |
124,700
+91,600
| +277% | +$3.03M |
|
415
PUT
Costco
COST
$423B
| $4.39M | 0.03% |
39,300
-18,700
| -32% | -$2.14M |
|
416
CALL
Petrobras
PBR
$123B
| $4.38M | 0.03% |
333,000
+275,600
| +480% | +$3.22M |
|
|
ESRX
417
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $4.34M | 0.03% |
57,800
-25,000
| -30% | -$1.87M |
|
418
PUT
Seagate
STX
$189B
| $4.33M | 0.03% |
77,100
+58,600
| +317% | +$3.14M |
|
419
State Street Health Care Select Sector SPDR ETF
XLV
$41.8B
| $4.33M | 0.03% |
+74,056
| New | +$4.27M |
|
420
CALL
LyondellBasell Industries
LYB
$19.6B
| $4.32M | 0.03% |
48,600
-51,400
| -51% | -$4.32M |
|
421
PUT
Interactive Brokers
IBKR
$39.1B
| $4.28M | 0.03% |
789,600
+773,600
| +4,835% | +$4.28M |
|
422
PUT
Danaher
DHR
$139B
| $4.25M | 0.02% |
84,211
+83,467
| +11,219% | +$4.25M |
|
423
PUT
Cleveland-Cliffs
CLF
$6.4B
| $4.2M | 0.02% |
205,000
+143,100
| +231% | +$2.96M |
|
424
PUT
Eaton
ETN
$170B
| $4.15M | 0.02% |
55,300
+35,600
| +181% | +$2.62M |
|
425
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58B
| $4.12M | 0.02% |
209,831
+22,897
| +12% | +$437K |
|
Similar funds
Parallax Volatility Advisers's Q1 2014 Portfolio in Review
As of Q1 2014, Parallax Volatility Advisers held 4,014 positions worth $17B, down 17% from $20.6B the previous quarter. Its ten largest holdings account for 26% of the portfolio.
Parallax Volatility Advisers withdrew a net $3.58B in Q1 2014, closing 672 positions and reducing 1,296 holdings. Its most notable exit was Delta Air Lines, an estimated $75.7M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 1.8% of assets, up from 0.73% a quarter earlier, followed by Consumer Staples and Financials.
Against the trend, Parallax Volatility Advisers opened a new position in Booking.com worth $59.3M.
- Parallax Volatility Advisers's largest Q1 2014 buy was Booking.com: 1,244,750 shares worth $59.3M.
- Parallax Volatility Advisers added most to Invesco QQQ Trust in Q1 2014, an estimated $54.9M increase.
- Parallax Volatility Advisers's biggest Q1 2014 reduction was Procter & Gamble, cutting an estimated $157M.
- Parallax Volatility Advisers fully exited Delta Air Lines in Q1 2014, selling an estimated $75.7M.
- Parallax Volatility Advisers's ten largest holdings make up 26% of its $17B portfolio in Q1 2014.
- Parallax Volatility Advisers opened 698 new positions and closed 672 in Q1 2014.
- Parallax Volatility Advisers's portfolio value fell 17% quarter-over-quarter to $17B.
Based on Parallax Volatility Advisers's 13F filing for Q1 2014, filed 15 May 2014.