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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 | |
|---|---|---|---|---|---|---|
1601
PUT
Motorola Solutions
MSI
$77.4B
| $160K | ﹤0.01% |
2,500
-5,200
| -68% | -$340K |
|
1602
CALL
Vulcan Materials
VMC
$36.9B
| $160K | ﹤0.01% |
2,400
-700
| -23% | -$44.7K |
|
1603
Take-Two Interactive
TTWO
$46.1B
| $159K | ﹤0.01% |
+7,256
| New | +$141K |
|
|
RTN
1604
CALL
DELISTED
Raytheon Company
RTN
| $159K | ﹤0.01% |
1,600
-20,700
| -93% | -$1.96M |
|
|
MWV
1605
PUT
DELISTED
MEADWESTVACO CORP
MWV
| $159K | ﹤0.01% |
4,200
-2,000
| -32% | -$72.7K |
|
|
SPN
1606
DELISTED
Superior Energy Services, Inc.
SPN
| $159K | ﹤0.01% |
+515
| New | +$138K |
|
1607
PUT
AB InBev
BUD
$165B
| $158K | ﹤0.01% |
1,500
+1,100
| +275% | +$112K |
|
1608
CALL
Imperial Oil
IMO
$60.4B
| $158K | ﹤0.01% |
3,400
+1,800
| +113% | +$78.5K |
|
1609
Raymond James Financial
RJF
$34B
| $158K | ﹤0.01% |
4,230
+31
| +0.7% | +$1.08K |
|
|
CTB
1610
PUT
DELISTED
Cooper Tire & Rubber Co.
CTB
| $158K | ﹤0.01% |
6,500
+1,100
| +20% | +$26.2K |
|
|
CRZO
1611
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $158K | ﹤0.01% |
2,958
+1,630
| +123% | +$74.8K |
|
1612
PUT
AvalonBay Communities
AVB
$26.8B
| $157K | ﹤0.01% |
1,200
+200
| +20% | +$25.2K |
|
1613
CALL
Saia
SAIA
$9.72B
| $157K | ﹤0.01% |
+4,100
| New | +$142K |
|
|
LM
1614
CALL
DELISTED
Legg Mason, Inc.
LM
| $157K | ﹤0.01% |
3,200
+1,400
| +78% | +$62.3K |
|
|
PX
1615
CALL
DELISTED
Praxair Inc
PX
| $157K | ﹤0.01% |
1,200
| – | – |
|
1616
PUT
Centene
CNC
$32.5B
| $156K | ﹤0.01% |
10,000
+8,400
| +525% | +$130K |
|
1617
CALL
Mondelez International
MDLZ
$79.9B
| $156K | ﹤0.01% |
4,500
-27,000
| -86% | -$923K |
|
|
EEP
1618
CALL
DELISTED
Enbridge Energy Partners
EEP
| $156K | ﹤0.01% |
5,700
-6,800
| -54% | -$190K |
|
1619
PUT
Conagra Brands
CAG
$7.23B
| $155K | ﹤0.01% |
6,425
-5,140
| -44% | -$123K |
|
1620
CALL
Crown Castle
CCI
$32.2B
| $155K | ﹤0.01% |
2,100
+300
| +17% | +$22K |
|
1621
PUT
Carter's
CRI
$1.47B
| $155K | ﹤0.01% |
2,000
+700
| +54% | +$50.3K |
|
1622
CALL
Melco Resorts & Entertainment
MLCO
$2.14B
| $154K | ﹤0.01% |
4,000
-90,600
| -96% | -$3.77M |
|
1623
Assured Guaranty
AGO
$3.34B
| $153K | ﹤0.01% |
6,059
-240,874
| -98% | -$5.7M |
|
1624
Cleveland-Cliffs
CLF
$6.99B
| $153K | ﹤0.01% |
7,478
+7,410
| +10,897% | +$153K |
|
1625
PUT
Donaldson
DCI
$11.4B
| $153K | ﹤0.01% |
3,600
| – | – |
|
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.