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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
1201
PUT
Pricesmart
PSMT
$5.78B
| $331K | ﹤0.01% |
3,300
| – | – |
|
1202
Royal Bank of Canada
RY
$294B
| $331K | ﹤0.01% |
+5,011
| New | +$324K |
|
|
APC
1203
CALL
DELISTED
Anadarko Petroleum
APC
| $330K | ﹤0.01% |
3,900
-76,000
| -95% | -$6.23M |
|
|
NAV
1204
CALL
DELISTED
Navistar International
NAV
| $328K | ﹤0.01% |
9,700
-6,000
| -38% | -$212K |
|
1205
PUT
Prologis
PLD
$131B
| $327K | ﹤0.01% |
8,000
+7,000
| +700% | +$276K |
|
|
ADT
1206
CALL
DELISTED
ADT Corp
ADT
| $327K | ﹤0.01% |
10,900
+1,500
| +16% | +$49.5K |
|
1207
CALL
Oil States International
OIS
$509M
| $325K | ﹤0.01% |
5,775
+2,450
| +74% | +$136K |
|
1208
Travelers Companies
TRV
$79.9B
| $325K | ﹤0.01% |
3,821
-3,258
| -46% | -$274K |
|
|
TRW
1209
PUT
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $325K | ﹤0.01% |
4,000
-1,100
| -22% | -$85.4K |
|
|
MDC
1210
CALL
DELISTED
M.D.C. Holdings, Inc.
MDC
| $323K | ﹤0.01% |
15,833
+8,889
| +128% | +$190K |
|
|
CYN
1211
CALL
DELISTED
CITY NATIONAL CORPORATION
CYN
| $323K | ﹤0.01% |
4,100
+3,100
| +310% | +$233K |
|
1212
CALL
Celanese
CE
$4.72B
| $322K | ﹤0.01% |
5,800
+5,100
| +729% | +$272K |
|
1213
PUT
Goodyear
GT
$1.89B
| $321K | ﹤0.01% |
12,300
+7,800
| +173% | +$199K |
|
1214
Nucor
NUE
$61.8B
| $321K | ﹤0.01% |
6,357
-21,554
| -77% | -$1.08M |
|
1215
PUT
Northrop Grumman
NOC
$79.9B
| $320K | ﹤0.01% |
2,600
-19,400
| -88% | -$2.3M |
|
1216
PUT
Stratasys
SSYS
$771M
| $319K | ﹤0.01% |
3,000
-90,400
| -97% | -$10.8M |
|
|
PCL
1217
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $319K | ﹤0.01% |
7,585
-7,928
| -51% | -$341K |
|
|
TFM
1218
DELISTED
THE FRESH MARKET, INC COM STK
TFM
| $318K | ﹤0.01% |
9,468
+7,326
| +342% | +$258K |
|
1219
PUT
HCA Healthcare
HCA
$89.2B
| $317K | ﹤0.01% |
6,000
+1,800
| +43% | +$89.6K |
|
|
NS
1220
DELISTED
NuStar Energy L.P.
NS
| $317K | ﹤0.01% |
5,776
-80,651
| -93% | -$4.13M |
|
1221
PUT
Popular Inc
BPOP
$11.4B
| $316K | ﹤0.01% |
10,200
+400
| +4% | +$11.4K |
|
|
CAM
1222
PUT
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $316K | ﹤0.01% |
5,100
-51,900
| -91% | -$3.15M |
|
|
1223
PUT
Invesco QQQ Trust
QQQ
$479B
| $315K | ﹤0.01% |
3,600
-1,009,000
| -100% | -$89.2M |
|
|
JOY
1224
PUT
DELISTED
Joy Global Inc
JOY
| $315K | ﹤0.01% |
5,400
-16,500
| -75% | -$916K |
|
|
INVX
1225
CALL
Innovex International
INVX
$2.17B
| $314K | ﹤0.01% |
2,800
+2,200
| +367% | +$228K |
|
Similar funds
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.