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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
251
Ford
F
$57.5B
| $10.3M | 0.06% |
657,898
+491,523
| +295% | +$7.61M |
|
252
PUT
Capri Holdings
CPRI
$1.88B
| $10.2M | 0.06% |
109,000
-51,600
| -32% | -$4.66M |
|
253
Union Pacific
UNP
$173B
| $10.1M | 0.06% |
108,096
+95,586
| +764% | +$8.49M |
|
254
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$315M
| $10.1M | 0.06% |
150,000
| – | – |
|
255
PUT
Teva Pharmaceuticals
TEVA
$40.2B
| $10M | 0.06% |
+190,100
| New | +$8.79M |
|
256
CALL
PepsiCo
PEP
$191B
| $9.97M | 0.06% |
119,400
+90,800
| +317% | +$7.37M |
|
257
PUT
PNC Financial Services
PNC
$100B
| $9.91M | 0.06% |
113,900
+30,600
| +37% | +$2.5M |
|
258
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$121B
| $9.79M | 0.06% |
241,200
+234,700
| +3,611% | +$9.1M |
|
259
PUT
Meta Platforms (Facebook)
META
$1.5T
| $9.75M | 0.06% |
162,000
-2,885,200
| -95% | -$183M |
|
260
PUT
3M
MMM
$91.4B
| $9.7M | 0.06% |
85,514
-76,424
| -47% | -$8.49M |
|
261
PUT
Murphy Oil
MUR
$5.55B
| $9.68M | 0.06% |
154,000
+148,300
| +2,602% | +$8.92M |
|
262
PUT
Fossil Group
FOSL
$348M
| $9.48M | 0.06% |
81,300
+60,200
| +285% | +$7.01M |
|
263
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $9.44M | 0.06% |
100,000
+49,000
| +96% | +$4.59M |
|
264
CALL
United Airlines
UAL
$41.7B
| $9.38M | 0.06% |
210,200
+1,400
| +0.7% | +$63K |
|
|
DO
265
CALL
DELISTED
Diamond Offshore Drilling
DO
| $9.37M | 0.06% |
192,200
+192,100
| +192,100% | +$9.47M |
|
266
PUT
Nucor
NUE
$59.5B
| $9.36M | 0.05% |
185,100
+184,300
| +23,038% | +$9.25M |
|
267
PUT
Toll Brothers
TOL
$14.1B
| $9.19M | 0.05% |
256,000
+220,300
| +617% | +$8.11M |
|
|
JNPR
268
CALL
DELISTED
Juniper Networks
JNPR
| $9.18M | 0.05% |
356,500
+330,400
| +1,266% | +$8.63M |
|
|
VXX
269
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $9.18M | 0.05% |
13,608
-35,939
| -73% | -$25.3M |
|
270
HP
HPQ
$24.8B
| $9.14M | 0.05% |
621,812
-816,118
| -57% | -$11M |
|
271
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.94B
| $9.04M | 0.05% |
216,600
-541,700
| -71% | -$22.3M |
|
272
State Street SPDR S&P Retail ETF
XRT
$329M
| $8.93M | 0.05% |
+211,938
| New | +$8.87M |
|
273
PUT
Tyson Foods
TSN
$21B
| $8.9M | 0.05% |
202,200
-39,000
| -16% | -$1.48M |
|
|
274
CALL
Ford
F
$57.5B
| $8.76M | 0.05% |
561,400
+53,100
| +10% | +$822K |
|
275
CALL
Biogen
BIIB
$29.8B
| $8.75M | 0.05% |
28,600
+15,200
| +113% | +$4.82M |
|
Similar funds
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.