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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 | |
|---|---|---|---|---|---|---|
|
RWT
2001
PUT
Redwood Trust
RWT
$594M
| $81K | ﹤0.01% |
4,000
-4,500
| -53% | -$87.7K |
|
2002
CALL
Tenet Healthcare
THC
$21.1B
| $81K | ﹤0.01% |
1,900
+1,500
| +375% | +$66.2K |
|
2003
Ulta Beauty
ULTA
$24.3B
| $81K | ﹤0.01% |
828
-3,479
| -81% | -$313K |
|
2004
PUT
Webster Financial
WBS
$12.8B
| $81K | ﹤0.01% |
+2,600
| New | +$79.8K |
|
|
NAV
2005
DELISTED
Navistar International
NAV
| $81K | ﹤0.01% |
2,406
-6,703
| -74% | -$237K |
|
|
NSH
2006
DELISTED
NuStar GP Holdings LLC
NSH
| $81K | ﹤0.01% |
2,385
+505
| +27% | +$15.4K |
|
|
BWLD
2007
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $81K | ﹤0.01% |
546
-1,979
| -78% | -$281K |
|
|
CST
2008
PUT
DELISTED
CST Brands, Inc.
CST
| $81K | ﹤0.01% |
2,611
+2,100
| +411% | +$66.7K |
|
|
FBC
2009
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $81K | ﹤0.01% |
3,642
+1,017
| +39% | +$21.4K |
|
2010
Advance Auto Parts
AAP
$3.49B
| $80K | ﹤0.01% |
+633
| New | +$76.8K |
|
2011
CALL
Ashland
ASH
$3.5B
| $80K | ﹤0.01% |
1,635
-3,271
| -67% | -$154K |
|
2012
PUT
Copart
CPRT
$27.5B
| $80K | ﹤0.01% |
17,600
-8,000
| -31% | -$35.5K |
|
|
EMBJ
2013
Embraer S.A. ADS
EMBJ
$13B
| $80K | ﹤0.01% |
2,262
+1,706
| +307% | +$57K |
|
2014
CALL
Rambus
RMBS
$11B
| $80K | ﹤0.01% |
7,400
+5,200
| +236% | +$48.8K |
|
|
SNBR
2015
PUT
DELISTED
Sleep Number
SNBR
| $80K | ﹤0.01% |
4,400
+1,400
| +47% | +$24.3K |
|
|
FLG
2016
CALL
Flagstar Bank National Association
FLG
$5.82B
| $80K | ﹤0.01% |
1,667
+1,334
| +401% | +$64.9K |
|
|
RYL
2017
CALL
DELISTED
RYLAND GROUP INC
RYL
| $80K | ﹤0.01% |
2,000
-8,600
| -81% | -$366K |
|
2018
PUT
Boyd Gaming
BYD
$6.06B
| $79K | ﹤0.01% |
6,000
-195,100
| -97% | -$2.26M |
|
|
2019
PUT
Rambus
RMBS
$11B
| $79K | ﹤0.01% |
7,300
+6,100
| +508% | +$57.2K |
|
2020
CALL
SPX Corp
SPXC
$10.8B
| $79K | ﹤0.01% |
3,177
+1,986
| +167% | +$50.9K |
|
|
TECD
2021
PUT
DELISTED
Tech Data Corp
TECD
| $79K | ﹤0.01% |
+1,300
| New | +$72K |
|
|
ACAS
2022
CALL
DELISTED
American Capital Ltd
ACAS
| $79K | ﹤0.01% |
5,000
-11,800
| -70% | -$182K |
|
2023
PUT
Acacia Research
ACTG
$470M
| $78K | ﹤0.01% |
5,100
+3,600
| +240% | +$52.4K |
|
2024
CALL
Eastman Chemical
EMN
$8.42B
| $78K | ﹤0.01% |
900
-1,900
| -68% | -$156K |
|
2025
Gentex
GNTX
$5.07B
| $78K | ﹤0.01% |
4,954
+4,112
| +488% | +$65.6K |
|
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.