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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+1.12%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$17B
AUM Growth
-$3.51B
Cap. Flow
-$413M
Cap. Flow %
-2.42%
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 Miscellaneous 91.88%
2 Consumer Discretionary 1.87%
3 Consumer Staples 1.38%
4 Financials 1.19%
5 Healthcare 0.85%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$806B
$933M 5.48%
4,990,300
-781,400
-14% -$143M
AAPL icon
2
PUT
Apple
AAPL
$4.6T
$706M 4.15%
36,853,600
+6,818,000
+23% +$130M
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$79B
$489M 2.87%
4,199,300
+1,114,800
+36% +$129M
EWZ icon
4
PUT
iShares MSCI Brazil ETF
EWZ
$8.67B
$434M 2.55%
9,638,900
+951,300
+11% +$39M
VXX
5
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$431M 2.53%
639,156
+473,076
+285% +$333M
SPY icon
6
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$806B
$390M 2.29%
2,083,700
-442,200
-18% -$81.2M
QCOM icon
7
PUT
Qualcomm
QCOM
$188B
$293M 1.72%
3,718,000
+2,846,200
+326% +$214M
C icon
8
PUT
Citigroup
C
$231B
$246M 1.44%
5,157,600
-2,910,600
-36% -$145M
EWZ icon
9
CALL
iShares MSCI Brazil ETF
EWZ
$8.67B
$240M 1.41%
5,322,500
-3,942,300
-43% -$162M
CSCO icon
10
PUT
Cisco
CSCO
$431B
$218M 1.28%
9,745,100
+6,680,400
+218% +$148M
BKNG icon
11
PUT
Booking.com
BKNG
$130B
$209M 1.22%
4,377,500
+2,262,500
+107% +$112M
WFC icon
12
PUT
Wells Fargo
WFC
$271B
$199M 1.17%
3,994,200
-3,351,500
-46% -$156M
FXI icon
13
CALL
iShares China Large-Cap ETF
FXI
$4.12B
$197M 1.15%
5,492,500
+3,918,200
+249% +$137M
HPQ icon
14
PUT
HP
HPQ
$29.2B
$180M 1.06%
12,256,993
+5,774,525
+89% +$77.6M
CAT icon
15
PUT
Caterpillar
CAT
$375B
$175M 1.03%
1,762,500
+43,000
+3% +$4.06M
IWM icon
16
CALL
iShares Russell 2000 ETF
IWM
$79B
$166M 0.97%
1,426,500
-1,963,400
-58% -$226M
FXI icon
17
PUT
iShares China Large-Cap ETF
FXI
$4.12B
$163M 0.96%
4,567,300
+2,350,100
+106% +$82.3M
PG icon
18
Procter & Gamble
PG
$331B
$162M 0.95%
2,010,166
-1,990,439
-50% -$157M
AAPL icon
19
CALL
Apple
AAPL
$4.6T
$159M 0.93%
8,285,200
-12,569,200
-60% -$239M
T icon
20
PUT
AT&T
T
$172B
$152M 0.89%
5,732,523
+5,624,087
+5,187% +$141M
GDX icon
21
PUT
VanEck Gold Miners ETF
GDX
$30.2B
$148M 0.87%
6,284,300
+2,443,100
+64% +$60M
AMZN icon
22
PUT
Amazon
AMZN
$2.72T
$146M 0.86%
8,670,000
-450,000
-5% -$8.35M
INTC icon
23
PUT
Intel
INTC
$562B
$136M 0.8%
5,285,800
+1,592,900
+43% +$39.8M
EBAY icon
24
PUT
eBay
EBAY
$46.1B
$133M 0.78%
5,716,181
+2,241,756
+65% +$52.1M
APA icon
25
CALL
APA Corp
APA
$15.7B
$127M 0.75%
1,531,900
+1,266,900
+478% +$104M
1
2 3 4 5

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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's Q1 2014 filing shows 698 new, 1,230 increased, 1,296 reduced and 672 closed positions. Its largest new stake was Booking.com: 1,244,750 shares worth $59.3M. The largest sale was Procter & Gamble, an estimated $157M.

By sector, the portfolio is most concentrated in Miscellaneous at 92% of assets, up from 91% a quarter earlier, followed by Consumer Discretionary and Consumer Staples.

  • 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.