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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 | |
|---|---|---|---|---|---|---|
|
51
iShares MSCI Brazil ETF
EWZ
$9.25B
| $76.2M | 0.45% |
1,691,616
-1,136,278
| -40% | -$46.6M |
|
52
PUT
Alphabet (Google) Class C
GOOG
$4.08T
| $74.1M | 0.43% |
2,669,970
-7,680,682
| -74% | -$224M |
|
53
PUT
Comcast
CMCSA
$84B
| $73.7M | 0.43% |
2,944,400
+1,441,200
| +96% | +$37.5M |
|
|
54
PUT
Procter & Gamble
PG
$335B
| $70.2M | 0.41% |
871,200
-3,067,900
| -78% | -$242M |
|
|
55
Citigroup
C
$222B
| $69.8M | 0.41% |
1,467,172
+1,053,201
| +254% | +$52.5M |
|
56
PUT
Verizon
VZ
$193B
| $69.8M | 0.41% |
1,467,958
+1,051,058
| +252% | +$49.7M |
|
57
PUT
Bank of America
BAC
$433B
| $68.1M | 0.4% |
3,958,900
-4,765,700
| -55% | -$80.2M |
|
58
PUT
Tesla
TSLA
$1.22T
| $67.6M | 0.4% |
4,867,500
+3,481,500
| +251% | +$46.6M |
|
59
CALL
Micron Technology
MU
$988B
| $65.9M | 0.39% |
2,786,900
+111,100
| +4% | +$2.64M |
|
60
CALL
JPMorgan Chase
JPM
$933B
| $65.1M | 0.38% |
1,071,900
+18,300
| +2% | +$1.06M |
|
61
PUT
AutoZone
AZO
$49.1B
| $63.8M | 0.37% |
118,800
+89,700
| +308% | +$46.5M |
|
|
62
CALL
Citigroup
C
$222B
| $61.9M | 0.36% |
1,301,200
-3,174,900
| -71% | -$158M |
|
|
WBA
63
DELISTED
Walgreens Boots Alliance
WBA
| $61.7M | 0.36% |
933,954
+373,996
| +67% | +$23.5M |
|
64
CALL
Halliburton
HAL
$26.4B
| $61.3M | 0.36% |
1,040,400
-61,700
| -6% | -$3.3M |
|
65
PUT
Union Pacific
UNP
$172B
| $60.2M | 0.35% |
642,000
+451,000
| +236% | +$40.1M |
|
66
PUT
ExxonMobil
XOM
$651B
| $59.8M | 0.35% |
611,800
+48,400
| +9% | +$4.61M |
|
|
67
Booking.com
BKNG
$150B
| $59.3M | 0.35% |
+1,244,750
| New | +$61.4M |
|
|
68
CALL
Invesco QQQ Trust
QQQ
$450B
| $57.4M | 0.34% |
654,700
+622,600
| +1,940% | +$55M |
|
69
PUT
iShares MSCI EAFE ETF
EFA
$78.5B
| $56.8M | 0.33% |
845,400
-1,846,800
| -69% | -$122M |
|
70
Sprott Physical Gold and Silver Trust
CEF
$7.56B
| $54.3M | 0.32% |
3,943,074
+375,420
| +11% | +$5.33M |
|
|
71
CALL
Procter & Gamble
PG
$335B
| $54M | 0.32% |
670,100
-1,051,200
| -61% | -$82.8M |
|
72
PUT
Freeport-McMoran
FCX
$91.2B
| $51.6M | 0.3% |
1,561,700
+1,212,700
| +347% | +$40.4M |
|
73
PUT
American Express
AXP
$228B
| $50.3M | 0.3% |
559,200
-390,900
| -41% | -$34.9M |
|
74
PUT
MGM Resorts International
MGM
$11.7B
| $50.1M | 0.29% |
1,936,300
-1,124,300
| -37% | -$29M |
|
75
PUT
Las Vegas Sands
LVS
$32.3B
| $48.7M | 0.29% |
602,900
-142,400
| -19% | -$11.4M |
|
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.