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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 | |
|---|---|---|---|---|---|---|
|
JOSB
1326
CALL
DELISTED
JOS A BANK CLOTHIERS INC
JOSB
| $257K | ﹤0.01% |
4,000
-3,600
| -47% | -$210K |
|
1327
PUT
Columbia Sportswear
COLM
$2.95B
| $256K | ﹤0.01% |
6,200
-2,600
| -30% | -$104K |
|
1328
TE Connectivity
TEL
$62.8B
| $256K | ﹤0.01% |
4,248
+3,007
| +242% | +$172K |
|
1329
Tenet Healthcare
THC
$20.9B
| $256K | ﹤0.01% |
5,969
+3,195
| +115% | +$141K |
|
1330
Ball Corp
BALL
$16.7B
| $255K | ﹤0.01% |
9,320
+1,448
| +18% | +$38.4K |
|
1331
CALL
SBA Communications
SBAC
$19.3B
| $255K | ﹤0.01% |
2,800
+500
| +22% | +$46.4K |
|
1332
DuPont de Nemours
DD
$19.8B
| $253K | ﹤0.01% |
2,054
-12,996
| -86% | -$1.53M |
|
1333
PUT
CarMax
KMX
$8.31B
| $253K | ﹤0.01% |
+5,400
| New | +$252K |
|
1334
PUT
Vanguard Real Estate ETF
VNQ
$38.9B
| $253K | ﹤0.01% |
3,600
-5,700
| -61% | -$390K |
|
1335
PUT
Buckle
BKE
$2.38B
| $252K | ﹤0.01% |
5,500
-133
| -2% | -$6.06K |
|
1336
CALL
iShares MSCI South Korea ETF
EWY
$24B
| $252K | ﹤0.01% |
+4,100
| New | +$246K |
|
1337
Illinois Tool Works
ITW
$84.9B
| $252K | ﹤0.01% |
3,102
+1,997
| +181% | +$162K |
|
|
PCL
1338
CALL
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $252K | ﹤0.01% |
6,000
+5,000
| +500% | +$215K |
|
1339
PUT
Leidos
LDOS
$16.9B
| $251K | ﹤0.01% |
7,100
+4,500
| +173% | +$200K |
|
1340
Strategy Inc
MSTR
$37.2B
| $251K | ﹤0.01% |
+21,760
| New | +$272K |
|
|
VIAB
1341
DELISTED
Viacom Inc. Class B
VIAB
| $251K | ﹤0.01% |
2,956
-1,992
| -40% | -$170K |
|
|
ATW
1342
PUT
DELISTED
Atwood Oceanics
ATW
| $251K | ﹤0.01% |
5,000
+3,700
| +285% | +$179K |
|
1343
Constellation Brands
STZ
$22.5B
| $249K | ﹤0.01% |
2,928
+2,243
| +327% | +$178K |
|
|
CNVR
1344
PUT
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
| $249K | ﹤0.01% |
8,800
+6,800
| +340% | +$163K |
|
|
URS
1345
DELISTED
URS CORP
URS
| $249K | ﹤0.01% |
5,295
+4,078
| +335% | +$197K |
|
1346
PUT
FirstEnergy
FE
$27.4B
| $248K | ﹤0.01% |
7,300
-2,700
| -27% | -$85.4K |
|
1347
PUT
Omnicom Group
OMC
$22.6B
| $247K | ﹤0.01% |
3,400
+2,000
| +143% | +$147K |
|
|
AUY
1348
DELISTED
Yamana Gold, Inc.
AUY
| $247K | ﹤0.01% |
+28,148
| New | +$272K |
|
1349
CALL
Clorox
CLX
$12.8B
| $246K | ﹤0.01% |
2,800
-5,500
| -66% | -$483K |
|
1350
PUT
Skyworks Solutions
SWKS
$10B
| $246K | ﹤0.01% |
6,500
+3,600
| +124% | +$118K |
|
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.