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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
+5.02%
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
$24.2B
AUM Growth
+$7.12B
(+42%)
Cap. Flow
+$6.03B
Cap. Flow
% of AUM
24.96%
Top 10 Holdings %
Top 10 Hldgs %
35.89%
Holding
4,559
New
1,214
Increased
1,592
Reduced
1,093
Closed
543
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$48.4M |
| 2 |
eBay
EBAY
|
+$33.9M |
| 3 |
IBM
IBM
|
+$23M |
| 4 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$20.9M |
| 5 |
Walmart Inc
WMT
|
+$20.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Procter & Gamble
PG
|
+$133M |
| 2 |
Booking.com
BKNG
|
+$55M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$47.9M |
| 4 |
Citigroup
C
|
+$45.7M |
| 5 |
Wells Fargo
WFC
|
+$35.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 1.2% |
| 2 | Technology | 0.82% |
| 3 | Energy | 0.74% |
| 4 | Industrials | 0.62% |
| 5 | Consumer Staples | 0.59% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
PUT
Delta Air Lines
DAL
$56.7B
| $13.6M | 0.06% |
351,600
+310,500
| +755% | +$11.7M |
|
252
PUT
Baxter International
BAX
$12.8B
| $13.6M | 0.06% |
345,372
+314,627
| +1,023% | +$12.6M |
|
|
TWTR
253
DELISTED
Twitter, Inc.
TWTR
| $13.5M | 0.06% |
328,324
+298,150
| +988% | +$11.3M |
|
|
CVA
254
CALL
DELISTED
Covanta Holding Corporation
CVA
| $13.4M | 0.06% |
+652,000
| New | +$12.3M |
|
255
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
| $13.4M | 0.06% |
408,562
+376,751
| +1,184% | +$11.9M |
|
|
HES
256
PUT
DELISTED
Hess
HES
| $13.4M | 0.06% |
135,200
-43,800
| -24% | -$3.95M |
|
|
RAD
257
PUT
DELISTED
Rite Aid Corporation
RAD
| $13.3M | 0.05% |
92,555
+90,250
| +3,915% | +$13.3M |
|
|
RAD
258
CALL
DELISTED
Rite Aid Corporation
RAD
| $13.2M | 0.05% |
92,270
+89,905
| +3,801% | +$13.3M |
|
259
PUT
FedEx
FDX
$73B
| $13.2M | 0.05% |
87,200
+9,000
| +12% | +$1.26M |
|
260
PUT
Equinix
EQIX
$99.4B
| $13.1M | 0.05% |
62,200
+57,300
| +1,169% | +$11M |
|
261
PUT
Electronic Arts
EA
$52.7B
| $13M | 0.05% |
363,000
+118,500
| +48% | +$3.85M |
|
262
Coca-Cola Europacific Partners
CCEP
$49.1B
| $12.9M | 0.05% |
269,865
+265,458
| +6,024% | +$12.3M |
|
263
Autodesk
ADSK
$51.8B
| $12.9M | 0.05% |
228,186
+154,308
| +209% | +$7.83M |
|
264
PUT
BP
BP
$112B
| $12.7M | 0.05% |
293,289
-14,548
| -5% | -$600K |
|
265
PUT
AutoZone
AZO
$51.3B
| $12.5M | 0.05% |
23,400
-95,400
| -80% | -$50.5M |
|
266
PUT
KeyCorp
KEY
$23.8B
| $12.5M | 0.05% |
873,700
+870,700
| +29,023% | +$12M |
|
267
PUT
Johnson & Johnson
JNJ
$640B
| $12.4M | 0.05% |
118,500
| – | – |
|
268
CALL
Yum! Brands
YUM
$41.9B
| $12.1M | 0.05% |
207,955
+188,342
| +960% | +$10.5M |
|
269
Caterpillar
CAT
$361B
| $12.1M | 0.05% |
111,076
-38,634
| -26% | -$4.06M |
|
|
MDC
270
CALL
DELISTED
M.D.C. Holdings, Inc.
MDC
| $12M | 0.05% |
549,839
+534,006
| +3,373% | +$11M |
|
271
PUT
Valero Energy
VLO
$89.5B
| $12M | 0.05% |
239,200
+117,900
| +97% | +$6.5M |
|
272
CALL
Corning
GLW
$107B
| $12M | 0.05% |
545,700
-468,300
| -46% | -$9.93M |
|
273
Union Pacific
UNP
$174B
| $11.9M | 0.05% |
118,830
+10,734
| +10% | +$1.04M |
|
|
274
CALL
Caterpillar
CAT
$361B
| $11.8M | 0.05% |
108,600
-2,300
| -2% | -$241K |
|
275
CALL
United Airlines
UAL
$38.8B
| $11.8M | 0.05% |
286,700
+76,500
| +36% | +$3.3M |
|
Similar funds
Parallax Volatility Advisers's Q2 2014 Portfolio in Review
As of Q2 2014, Parallax Volatility Advisers held 4,559 positions worth $24.2B, up 42% from $17B the previous quarter. Its ten largest holdings account for 36% of the portfolio.
Parallax Volatility Advisers deployed $6.03B of net new capital in Q2 2014, opening 1,214 new positions and adding to 1,592 existing holdings. Its largest new stake was IBM: 127,702 shares worth $22.1M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 1.2% of assets, down from 1.8% a quarter earlier, followed by Technology and Energy.
On the sell side, the largest reduction was Procter & Gamble, an estimated $133M trimmed.
- Parallax Volatility Advisers's largest Q2 2014 buy was IBM: 127,702 shares worth $22.1M.
- Parallax Volatility Advisers added most to Invesco QQQ Trust in Q2 2014, an estimated $48.4M increase.
- Parallax Volatility Advisers's biggest Q2 2014 reduction was Procter & Gamble, cutting an estimated $133M.
- Parallax Volatility Advisers fully exited iShares MSCI Mexico ETF in Q2 2014, selling an estimated $12M.
- Parallax Volatility Advisers's ten largest holdings make up 36% of its $24.2B portfolio in Q2 2014.
- Parallax Volatility Advisers opened 1,214 new positions and closed 543 in Q2 2014.
- Parallax Volatility Advisers's portfolio value rose 42% quarter-over-quarter to $24.2B.
Based on Parallax Volatility Advisers's 13F filing for Q2 2014, filed 14 Aug 2014.