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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 | |
|---|---|---|---|---|---|---|
101
CALL
Baxter International
BAX
$13.5B
| $35M | 0.21% |
876,316
+568,869
| +185% | +$21.3M |
|
102
CALL
Philip Morris
PM
$297B
| $34.7M | 0.2% |
423,700
-63,900
| -13% | -$5.16M |
|
|
103
Wynn Resorts
WYNN
$10.3B
| $34.5M | 0.2% |
+155,387
| New | +$34.2M |
|
104
PUT
American International
AIG
$41.7B
| $34.3M | 0.2% |
685,800
+203,800
| +42% | +$10.1M |
|
105
PUT
Gilead Sciences
GILD
$162B
| $34.3M | 0.2% |
484,000
-913,400
| -65% | -$71.6M |
|
|
B
106
PUT
Barrick Mining
B
$61.5B
| $34.3M | 0.2% |
1,921,000
-361,400
| -16% | -$6.99M |
|
|
YHOO
107
PUT
DELISTED
Yahoo Inc
YHOO
| $33.4M | 0.2% |
930,900
-4,206,400
| -82% | -$161M |
|
108
PUT
Biogen
BIIB
$30B
| $33.3M | 0.2% |
109,000
+33,700
| +45% | +$10.7M |
|
|
SNDK
109
PUT
DELISTED
SANDISK CORP
SNDK
| $32.9M | 0.19% |
405,000
+168,700
| +71% | +$12.5M |
|
|
CELG
110
PUT
DELISTED
Celgene Corp
CELG
| $32.8M | 0.19% |
469,600
+96,000
| +26% | +$7.6M |
|
111
PUT
Micron Technology
MU
$930B
| $32.4M | 0.19% |
1,369,500
+548,000
| +67% | +$13M |
|
112
PUT
Netflix
NFLX
$299B
| $32.3M | 0.19% |
6,419,000
-4,102,000
| -39% | -$23.5M |
|
113
CALL
American Airlines Group
AAL
$10.1B
| $31.8M | 0.19% |
868,400
+734,800
| +550% | +$25M |
|
114
iShares MSCI Emerging Markets ETF
EEM
$28.8B
| $31.2M | 0.18% |
+760,830
| New | +$29.8M |
|
115
VanEck Gold Miners ETF
GDX
$22.7B
| $31.1M | 0.18% |
1,319,369
-20,714
| -2% | -$509K |
|
116
Amazon
AMZN
$2.92T
| $31.1M | 0.18% |
1,851,380
+1,734,180
| +1,480% | +$32.2M |
|
|
HES
117
CALL
DELISTED
Hess
HES
| $30.6M | 0.18% |
369,500
+189,700
| +106% | +$15.1M |
|
118
PUT
Microsoft
MSFT
$3.45T
| $30.4M | 0.18% |
742,600
-4,625,100
| -86% | -$174M |
|
119
CALL
ConocoPhillips
COP
$147B
| $29.8M | 0.18% |
424,100
+288,600
| +213% | +$19.3M |
|
120
PUT
Chipotle Mexican Grill
CMG
$47.2B
| $29.4M | 0.17% |
2,590,000
-7,585,000
| -75% | -$83.6M |
|
121
CALL
Comcast
CMCSA
$85B
| $27.5M | 0.16% |
1,100,000
+200,000
| +22% | +$5.21M |
|
122
PUT
Home Depot
HD
$331B
| $27.3M | 0.16% |
345,000
-1,096,800
| -76% | -$87.2M |
|
123
CALL
Deere & Co
DE
$160B
| $27.2M | 0.16% |
299,300
+96,700
| +48% | +$8.46M |
|
|
124
PUT
ConocoPhillips
COP
$147B
| $26.9M | 0.16% |
382,100
+224,100
| +142% | +$15M |
|
125
CALL
Johnson & Johnson
JNJ
$618B
| $26.7M | 0.16% |
+272,000
| New | +$25.2M |
|
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.