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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 | |
|---|---|---|---|---|---|---|
|
LNKD
26
PUT
DELISTED
LinkedIn Corporation
LNKD
| $125M | 0.74% |
678,100
+595,600
| +722% | +$122M |
|
|
27
Invesco QQQ Trust
QQQ
$436B
| $122M | 0.72% |
1,392,163
+621,767
| +81% | +$54.9M |
|
28
PUT
iShares MSCI Emerging Markets ETF
EEM
$27.5B
| $120M | 0.7% |
2,918,800
-912,800
| -24% | -$35.8M |
|
|
29
PUT
Wynn Resorts
WYNN
$10.3B
| $119M | 0.7% |
534,300
+172,100
| +48% | +$37.9M |
|
30
PUT
US Bancorp
USB
$97.9B
| $117M | 0.69% |
2,733,200
-455,400
| -14% | -$18.7M |
|
31
PUT
Corning
GLW
$107B
| $117M | 0.69% |
5,607,200
+4,067,800
| +264% | +$76.5M |
|
32
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
| $114M | 0.67% |
1,043,500
-804,100
| -44% | -$85.8M |
|
33
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39B
| $110M | 0.64% |
2,467,800
-789,800
| -24% | -$34.1M |
|
34
CALL
IBM
IBM
$213B
| $109M | 0.64% |
590,990
+389,740
| +194% | +$68.6M |
|
|
35
CALL
iShares MSCI Emerging Markets ETF
EEM
$27.5B
| $108M | 0.63% |
2,636,600
-4,000,700
| -60% | -$157M |
|
36
CALL
ExxonMobil
XOM
$650B
| $108M | 0.63% |
1,103,100
+221,900
| +25% | +$21.2M |
|
37
PUT
iShares US Real Estate ETF
IYR
$4.75B
| $106M | 0.62% |
1,569,200
+274,600
| +21% | +$18.2M |
|
|
38
PUT
Goldman Sachs
GS
$289B
| $96.9M | 0.57% |
591,500
-1,316,200
| -69% | -$221M |
|
39
PUT
State Street SPDR S&P Retail ETF
XRT
$457M
| $95.7M | 0.56% |
2,272,400
-1,180,000
| -34% | -$49.4M |
|
40
PUT
Morgan Stanley
MS
$319B
| $95.7M | 0.56% |
3,070,000
-3,189,300
| -51% | -$98.5M |
|
|
41
PUT
General Motors
GM
$80.9B
| $94.2M | 0.55% |
2,735,900
+1,147,200
| +72% | +$42.1M |
|
42
PUT
Deere & Co
DE
$165B
| $93.9M | 0.55% |
1,034,700
+396,300
| +62% | +$34.7M |
|
43
CALL
Intel
INTC
$413B
| $90.4M | 0.53% |
3,503,100
+1,615,100
| +86% | +$40.3M |
|
|
44
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39B
| $88.2M | 0.52% |
1,981,600
-763,400
| -28% | -$32.9M |
|
45
PUT
United Parcel Service
UPS
$88.9B
| $85.5M | 0.5% |
878,200
+426,200
| +94% | +$41.5M |
|
|
46
PUT
IBM
IBM
$213B
| $85.1M | 0.5% |
462,437
+407,522
| +742% | +$71.7M |
|
|
47
CALL
Morgan Stanley
MS
$319B
| $83.5M | 0.49% |
2,678,800
-396,800
| -13% | -$12.3M |
|
48
PUT
JPMorgan Chase
JPM
$916B
| $80.8M | 0.47% |
1,330,100
-486,200
| -27% | -$28.1M |
|
|
49
CALL
Goldman Sachs
GS
$289B
| $79.6M | 0.47% |
485,900
+10,300
| +2% | +$1.73M |
|
50
PUT
Boeing
BA
$169B
| $78.2M | 0.46% |
622,800
-167,000
| -21% | -$21.8M |
|
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.