We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
126
CALL
US Bancorp
USB
$98.2B
| $26.6M | 0.16% |
621,300
+296,500
| +91% | +$12.2M |
|
127
CALL
American International
AIG
$41.7B
| $26.6M | 0.16% |
531,500
-320,100
| -38% | -$15.9M |
|
128
PUT
NOV
NOV
$6.93B
| $26.4M | 0.15% |
375,397
+182,985
| +95% | +$12.6M |
|
|
FDO
129
PUT
DELISTED
FAMILY DOLLAR STORES
FDO
| $26M | 0.15% |
448,500
-373,800
| -45% | -$23.6M |
|
130
CALL
Devon Energy
DVN
$52.1B
| $25.9M | 0.15% |
387,200
+235,400
| +155% | +$14.6M |
|
131
CALL
Dollar General
DG
$28B
| $25.7M | 0.15% |
464,000
-722,300
| -61% | -$42M |
|
132
PUT
McDonald's
MCD
$192B
| $25.7M | 0.15% |
261,800
-145,000
| -36% | -$13.9M |
|
133
PUT
Amgen
AMGN
$208B
| $25.7M | 0.15% |
208,000
-15,800
| -7% | -$1.92M |
|
134
PUT
Blackrock
BLK
$169B
| $25.5M | 0.15% |
81,100
+61,000
| +303% | +$18.6M |
|
135
CALL
Chevron
CVX
$392B
| $25.4M | 0.15% |
214,000
+18,400
| +9% | +$2.14M |
|
136
PUT
NetApp
NTAP
$35B
| $24.9M | 0.15% |
676,000
+560,300
| +484% | +$22.6M |
|
|
GMCR
137
CALL
DELISTED
KEURIG GREEN MTN INC
GMCR
| $24.7M | 0.14% |
233,900
-546,700
| -70% | -$54.2M |
|
|
EMC
138
PUT
DELISTED
EMC CORPORATION
EMC
| $24.6M | 0.14% |
896,200
+98,500
| +12% | +$2.56M |
|
139
CALL
United Parcel Service
UPS
$88.6B
| $24.6M | 0.14% |
252,200
-29,100
| -10% | -$2.84M |
|
140
American Express
AXP
$227B
| $23.5M | 0.14% |
261,277
+48,723
| +23% | +$4.35M |
|
141
CALL
Amazon
AMZN
$2.92T
| $23.5M | 0.14% |
1,398,000
-2,482,000
| -64% | -$46.1M |
|
142
PUT
Cummins
CMI
$87.5B
| $23.4M | 0.14% |
157,200
+9,400
| +6% | +$1.31M |
|
143
PUT
Aflac
AFL
$64.9B
| $22.7M | 0.13% |
718,800
+678,600
| +1,688% | +$21.6M |
|
144
iShares MSCI EAFE ETF
EFA
$78B
| $22.6M | 0.13% |
+336,272
| New | +$22.2M |
|
145
CALL
MGM Resorts International
MGM
$11.4B
| $22.4M | 0.13% |
867,100
-263,900
| -23% | -$6.8M |
|
146
CALL
VanEck Gold Miners ETF
GDX
$22.7B
| $22.2M | 0.13% |
942,600
-866,400
| -48% | -$21.3M |
|
147
PUT
Tapestry
TPR
$30.8B
| $22.1M | 0.13% |
444,100
+396,600
| +835% | +$19.7M |
|
148
Netflix
NFLX
$299B
| $21.9M | 0.13% |
4,364,570
+4,125,170
| +1,723% | +$23.6M |
|
149
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $21.8M | 0.13% |
199,900
+161,100
| +415% | +$17.2M |
|
|
SHLD
150
CALL
DELISTED
Sears Holding Corporation
SHLD
| $21.7M | 0.13% |
601,118
-1,030,128
| -63% | -$32.5M |
|
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.