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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 | |
|---|---|---|---|---|---|---|
1001
PUT
The Greenbrier Companies
GBX
$1.54B
| $534K | ﹤0.01% |
11,700
| – | – |
|
1002
PUT
CVS Health
CVS
$126B
| $531K | ﹤0.01% |
7,100
-38,700
| -84% | -$2.73M |
|
1003
PUT
Owens Corning
OC
$12.3B
| $531K | ﹤0.01% |
12,300
+5,700
| +86% | +$240K |
|
|
APOL
1004
PUT
DELISTED
Apollo Education Group Inc Class A
APOL
| $531K | ﹤0.01% |
15,500
-12,300
| -44% | -$399K |
|
|
TUP
1005
PUT
DELISTED
Tupperware Brands Corporation
TUP
| $528K | ﹤0.01% |
6,300
-4,000
| -39% | -$329K |
|
1006
Micron Technology
MU
$1.01T
| $527K | ﹤0.01% |
22,279
-1,231,135
| -98% | -$29.2M |
|
|
PPL
1007
PPL Corp
PPL
$26.3B
| $527K | ﹤0.01% |
17,087
+9,020
| +112% | +$262K |
|
1008
Weyerhaeuser
WY
$18.6B
| $526K | ﹤0.01% |
17,932
+3,082
| +21% | +$92.7K |
|
1009
iShares S&P Small-Cap 600 Value ETF
IJS
$8.32B
| $519K | ﹤0.01% |
+9,148
| New | +$506K |
|
|
CYN
1010
PUT
DELISTED
CITY NATIONAL CORPORATION
CYN
| $519K | ﹤0.01% |
6,600
+5,100
| +340% | +$384K |
|
1011
Deere & Co
DE
$165B
| $518K | ﹤0.01% |
5,708
-3,543
| -38% | -$310K |
|
1012
iShares MSCI Australia ETF
EWA
$1.44B
| $518K | ﹤0.01% |
+20,004
| New | +$489K |
|
1013
Plains All American Pipeline
PAA
$16.3B
| $518K | ﹤0.01% |
+9,402
| New | +$494K |
|
1014
PUT
International Flavors & Fragrances
IFF
$22.5B
| $517K | ﹤0.01% |
5,400
+2,700
| +100% | +$243K |
|
|
UFS
1015
PUT
DELISTED
DOMTAR CORPORATION (New)
UFS
| $515K | ﹤0.01% |
9,200
-3,400
| -27% | -$175K |
|
1016
PUT
Clorox
CLX
$12.8B
| $512K | ﹤0.01% |
5,800
-23,200
| -80% | -$2.04M |
|
|
TIBX
1017
DELISTED
TIBCO SOFTWARE INC
TIBX
| $512K | ﹤0.01% |
+25,211
| New | +$547K |
|
1018
Mondelez International
MDLZ
$79.9B
| $510K | ﹤0.01% |
14,772
+10,386
| +237% | +$355K |
|
1019
CALL
Toyota
TM
$220B
| $510K | ﹤0.01% |
4,500
-900
| -17% | -$104K |
|
1020
PUT
PRA Group
PRAA
$656M
| $509K | ﹤0.01% |
8,800
+5,100
| +138% | +$274K |
|
1021
PUT
Darden Restaurants
DRI
$23.9B
| $508K | ﹤0.01% |
11,187
-4,475
| -29% | -$200K |
|
1022
CALL
Gen Digital
GEN
$16.7B
| $508K | ﹤0.01% |
25,400
+4,500
| +22% | +$96.3K |
|
1023
iShares US Transportation ETF
IYT
$2.28B
| $502K | ﹤0.01% |
14,824
+928
| +7% | +$30.6K |
|
1024
PUT
Abercrombie & Fitch
ANF
$4.86B
| $501K | ﹤0.01% |
13,000
-3,800
| -23% | -$139K |
|
1025
Domino's
DPZ
$12.1B
| $501K | ﹤0.01% |
6,514
+3,162
| +94% | +$233K |
|
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HF
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.