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Parallax Volatility Advisers

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
Cap. Flow
-$3.58B
Cap. Flow %
-21%
Top 10 Hldgs %
25.7%
Holding
4,014
New
698
Increased
1,230
Reduced
1,296
Closed
672

Top Buys

Rank Stock Value
1
BKNG icon
Booking.com
BKNG
+$61.4M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$54.9M
3
C icon
Citigroup
C
+$52.5M
4
GM icon
General Motors
GM
+$36.9M
5
WYNN icon
Wynn Resorts
WYNN
+$34.2M

Top Sells

Rank Stock Value
1
PG icon
Procter & Gamble
PG
+$157M
2
DAL icon
Delta Air Lines
DAL
+$75.7M
3
BRK.B icon
Berkshire Hathaway Class B
BRK.B
+$58.8M
4
GS icon
Goldman Sachs
GS
+$53.6M
5
EWZ icon
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
IQNT
1976
PUT
DELISTED
Inteliquent, Inc.
IQNT
$85K ﹤0.01%
5,800
+4,400
+314% +$54.9K
BKW
1977
CALL
DELISTED
BURGER KING WORLDWIDE
BKW
$85K ﹤0.01%
3,200
-352,500
-99% -$8.86M
ADTN icon
1978
Adtran
ADTN
$616M
$84K ﹤0.01%
3,454
+2,897
+520% +$74.6K
DBC icon
1979
Invesco DB Commodity Index Tracking Fund
DBC
$1.66B
$84K ﹤0.01%
3,200
-425
-12% -$10.9K
SIMO icon
1980
PUT
Silicon Motion
SIMO
$8.68B
$84K ﹤0.01%
5,000
+2,000
+67% +$32.3K
CJES
1981
CALL
DELISTED
C&J ENERGY SVCS LTD
CJES
$84K ﹤0.01%
2,900
-3,100
-52% -$76.5K
CALM icon
1982
Cal-Maine
CALM
$3.99B
$83K ﹤0.01%
+2,630
New +$71.8K
CMP icon
1983
CALL
Compass Minerals
CMP
$1.15B
$83K ﹤0.01%
1,000
+200
+25% +$16.5K
EXPD icon
1984
PUT
Expeditors International
EXPD
$23.2B
$83K ﹤0.01%
2,100
+1,900
+950% +$77.9K
VRE
1985
PUT
DELISTED
Veris Residential
VRE
$83K ﹤0.01%
4,000
+3,500
+700% +$73.6K
RVBD
1986
CALL
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
$83K ﹤0.01%
4,200
-4,500
-52% -$89.9K
BN icon
1987
PUT
Brookfield
BN
$108B
$82K ﹤0.01%
8,543
+4,272
+100% +$38.9K
DAR icon
1988
PUT
Darling Ingredients
DAR
$9.44B
$82K ﹤0.01%
4,100
+2,200
+116% +$44.1K
HDB icon
1989
PUT
HDFC Bank
HDB
$121B
$82K ﹤0.01%
8,000
+2,400
+43% +$20.9K
IPI icon
1990
Intrepid Potash
IPI
$469M
$82K ﹤0.01%
+530
New +$81K
PLD icon
1991
CALL
Prologis
PLD
$133B
$82K ﹤0.01%
2,000
– –
SGI
1992
Somnigroup International
SGI
$13.7B
$82K ﹤0.01%
6,456
-1,022,504
-99% -$12.7M
KND
1993
PUT
DELISTED
Kindred Healthcare
KND
$82K ﹤0.01%
3,500
+2,500
+250% +$51.7K
PWRD
1994
PUT
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
$82K ﹤0.01%
4,000
+2,600
+186% +$54K
DNY
1995
DELISTED
DONNELLEY R R & SONS CO
DNY
$82K ﹤0.01%
4,604
-2,388
-34% -$42.5K
BEN icon
1996
CALL
Franklin Resources
BEN
$17.2B
$81K ﹤0.01%
1,500
-300
-17% -$16.1K
BEN icon
1997
PUT
Franklin Resources
BEN
$17.2B
$81K ﹤0.01%
1,500
+100
+7% +$5.38K
CHE icon
1998
CALL
Chemed
CHE
$7.22B
$81K ﹤0.01%
+900
New +$73.3K
D icon
1999
Dominion Energy
D
$59.3B
$81K ﹤0.01%
+1,139
New +$77.8K
IYT icon
2000
CALL
iShares US Transportation ETF
IYT
$2.29B
$81K ﹤0.01%
2,400
-8,400
-78% -$277K
78 79
80
81 82

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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HF
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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.