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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 | |
|---|---|---|---|---|---|---|
501
PUT
Whirlpool
WHR
$2.81B
| $2.92M | 0.02% |
19,500
-23,800
| -55% | -$3.45M |
|
502
CALL
Texas Instruments
TXN
$255B
| $2.84M | 0.02% |
60,300
+57,100
| +1,784% | +$2.52M |
|
503
PUT
Viavi Solutions
VIAV
$9.76B
| $2.83M | 0.02% |
355,292
-184,766
| -34% | -$1.39M |
|
504
PUT
Masco
MAS
$14.9B
| $2.82M | 0.02% |
144,526
+1,024
| +0.7% | +$20.2K |
|
505
Pultegroup
PHM
$24.6B
| $2.82M | 0.02% |
+146,880
| New | +$2.9M |
|
|
P
506
PUT
DELISTED
Pandora Media Inc
P
| $2.78M | 0.02% |
91,800
+45,300
| +97% | +$1.57M |
|
|
AOL
507
CALL
DELISTED
AOL INC COMMON STOCK
AOL
| $2.78M | 0.02% |
63,500
+9,800
| +18% | +$443K |
|
508
CALL
GameStop
GME
$8.55B
| $2.76M | 0.02% |
268,400
+264,800
| +7,356% | +$2.54M |
|
|
ESV
509
PUT
DELISTED
Ensco Rowan plc
ESV
| $2.75M | 0.02% |
13,025
-22,575
| -63% | -$4.72M |
|
|
BONT
510
CALL
DELISTED
Bon-Ton Stores Inc/The
BONT
| $2.75M | 0.02% |
250,000
+245,400
| +5,335% | +$2.78M |
|
511
CALL
NextEra Energy
NEE
$179B
| $2.74M | 0.02% |
+114,800
| New | +$2.6M |
|
512
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.3B
| $2.74M | 0.02% |
16,700
+8,000
| +92% | +$1.29M |
|
|
BNY
513
CALL
Bank of New York Mellon
BNY
$107B
| $2.71M | 0.02% |
76,900
+39,200
| +104% | +$1.29M |
|
514
CALL
HSBC
HSBC
$369B
| $2.71M | 0.02% |
61,974
+45,842
| +284% | +$2.08M |
|
|
ROC
515
DELISTED
ROCKWOOD HLDGS INC
ROC
| $2.71M | 0.02% |
36,485
-102,805
| -74% | -$7.57M |
|
|
PXD
516
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $2.71M | 0.02% |
14,500
-23,600
| -62% | -$4.31M |
|
517
Applied Materials
AMAT
$427B
| $2.69M | 0.02% |
131,537
+128,481
| +4,204% | +$2.36M |
|
518
Crown Castle
CCI
$33.3B
| $2.68M | 0.02% |
36,308
+15,837
| +77% | +$1.16M |
|
519
PUT
AGNC Investment
AGNC
$12.6B
| $2.67M | 0.02% |
124,200
+38,400
| +45% | +$825K |
|
520
PUT
Best Buy
BBY
$17.7B
| $2.64M | 0.02% |
100,000
+99,900
| +99,900% | +$2.74M |
|
521
Groupon
GRPN
$1.08B
| $2.64M | 0.02% |
16,825
+14,384
| +589% | +$2.79M |
|
522
GE Aerospace
GE
$384B
| $2.63M | 0.02% |
+21,156
| New | +$2.61M |
|
523
Alcoa
AA
$12.2B
| $2.61M | 0.02% |
84,351
+38,046
| +82% | +$1.06M |
|
524
PUT
Chubb
CB
$134B
| $2.61M | 0.02% |
26,300
+24,400
| +1,284% | +$2.37M |
|
525
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.4B
| $2.61M | 0.02% |
49,800
-761,500
| -94% | -$39.1M |
|
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.