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 | |
|---|---|---|---|---|---|---|
151
PUT
Dollar General
DG
$28B
| $21.3M | 0.12% |
383,700
+62,000
| +19% | +$3.61M |
|
152
CALL
SPDR Gold Trust
GLD
$131B
| $21.1M | 0.12% |
170,800
-153,100
| -47% | -$19.1M |
|
153
CALL
Corning
GLW
$119B
| $21.1M | 0.12% |
1,014,000
+495,200
| +95% | +$9.31M |
|
|
SCTY
154
PUT
DELISTED
SolarCity Corporation
SCTY
| $21M | 0.12% |
335,700
+173,700
| +107% | +$12.5M |
|
155
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
| $20.9M | 0.12% |
502,000
-447,100
| -47% | -$18.4M |
|
156
PUT
Walmart Inc
WMT
$885B
| $20.9M | 0.12% |
819,900
+489,000
| +148% | +$12.3M |
|
157
PUT
American Airlines Group
AAL
$10.1B
| $20.1M | 0.12% |
548,200
+454,000
| +482% | +$15.5M |
|
158
PUT
Expedia Group
EXPE
$35.4B
| $19.9M | 0.12% |
274,000
+41,600
| +18% | +$3.01M |
|
159
PUT
PepsiCo
PEP
$190B
| $19.7M | 0.12% |
236,400
+61,200
| +35% | +$4.97M |
|
|
LNKD
160
DELISTED
LinkedIn Corporation
LNKD
| $19.5M | 0.11% |
105,290
+84,825
| +414% | +$17.4M |
|
161
PUT
Coca-Cola
KO
$377B
| $18.8M | 0.11% |
486,100
-1,077,300
| -69% | -$41.6M |
|
162
CALL
eBay
EBAY
$50.6B
| $18.7M | 0.11% |
805,226
+520,106
| +182% | +$12.1M |
|
163
CALL
Blackrock
BLK
$169B
| $18.4M | 0.11% |
58,500
+52,700
| +909% | +$16.1M |
|
164
CALL
Stratasys
SSYS
$679M
| $18.1M | 0.11% |
170,800
+167,300
| +4,780% | +$20M |
|
165
PUT
Cadence Design Systems
CDNS
$93.6B
| $17.9M | 0.1% |
1,151,000
+148,000
| +15% | +$2.2M |
|
166
CALL
iShares MSCI Mexico ETF
EWW
$1.92B
| $17.9M | 0.1% |
279,600
+129,600
| +86% | +$8.12M |
|
167
CALL
Microsoft
MSFT
$3.45T
| $17.8M | 0.1% |
433,500
-1,014,800
| -70% | -$38.1M |
|
168
PUT
Oracle
ORCL
$374B
| $17.8M | 0.1% |
434,000
-967,800
| -69% | -$36.8M |
|
169
United Airlines
UAL
$39.4B
| $17.7M | 0.1% |
396,001
+56,036
| +16% | +$2.52M |
|
170
CALL
SLB Ltd
SLB
$73.6B
| $17.5M | 0.1% |
179,400
+28,300
| +19% | +$2.56M |
|
171
PUT
Eli Lilly
LLY
$1.02T
| $17.1M | 0.1% |
289,700
-14,200
| -5% | -$792K |
|
|
DTV
172
DELISTED
DIRECTV COM STK (DE)
DTV
| $16.7M | 0.1% |
219,135
-206,871
| -49% | -$15.2M |
|
173
CALL
Costco
COST
$422B
| $16.7M | 0.1% |
149,100
+131,700
| +757% | +$15.1M |
|
|
174
CALL
General Motors
GM
$80.4B
| $16.6M | 0.1% |
482,200
-355,000
| -42% | -$13M |
|
|
FDO
175
DELISTED
FAMILY DOLLAR STORES
FDO
| $16.4M | 0.1% |
282,864
-175,467
| -38% | -$11.1M |
|
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.