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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 | |
|---|---|---|---|---|---|---|
326
PUT
Nike
NKE
$64.1B
| $9.3M | 0.04% |
239,800
+222,800
| +1,311% | +$8.29M |
|
|
LNKD
327
PUT
DELISTED
LinkedIn Corporation
LNKD
| $9.27M | 0.04% |
54,100
-624,000
| -92% | -$101M |
|
328
Pultegroup
PHM
$25.2B
| $9.23M | 0.04% |
457,636
+310,756
| +212% | +$5.97M |
|
|
PETM
329
CALL
DELISTED
PETSMART INC
PETM
| $9.2M | 0.04% |
153,800
+153,100
| +21,871% | +$9.66M |
|
|
SUNE
330
CALL
DELISTED
SUNEDISON, INC COM
SUNE
| $9.2M | 0.04% |
406,700
+121,900
| +43% | +$2.37M |
|
|
HSH
331
CALL
DELISTED
HILLSHIRE BRANDS CO
HSH
| $9.18M | 0.04% |
147,400
+142,600
| +2,971% | +$6.45M |
|
332
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $9.16M | 0.04% |
+54,543
| New | +$9.04M |
|
333
CALL
American Express
AXP
$224B
| $9.15M | 0.04% |
96,400
+41,200
| +75% | +$3.71M |
|
334
CALL
Microchip Technology
MCHP
$38.8B
| $9.13M | 0.04% |
374,200
+359,600
| +2,463% | +$8.57M |
|
335
iShares China Large-Cap ETF
FXI
$4.32B
| $9.11M | 0.04% |
+245,992
| New | +$8.92M |
|
|
CIE
336
PUT
DELISTED
Cobalt International Energy, Inc
CIE
| $9.1M | 0.04% |
33,073
+32,766
| +10,673% | +$8.94M |
|
337
Danaher
DHR
$138B
| $9.05M | 0.04% |
171,043
+136,589
| +396% | +$7.02M |
|
|
SPLS
338
CALL
DELISTED
Staples Inc
SPLS
| $9.04M | 0.04% |
834,300
+833,900
| +208,475% | +$9.89M |
|
339
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$300M
| $9.03M | 0.04% |
148,700
-1,300
| -0.9% | -$82.8K |
|
|
QEP
340
PUT
DELISTED
QEP RESOURCES, INC.
QEP
| $9.03M | 0.04% |
+261,600
| New | +$8.27M |
|
341
PUT
Deckers Outdoor
DECK
$14.1B
| $8.98M | 0.04% |
624,000
+553,800
| +789% | +$7.36M |
|
|
HOT
342
PUT
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $8.9M | 0.04% |
110,200
+40,000
| +57% | +$3.14M |
|
|
CHK
343
DELISTED
Chesapeake Energy Corporation
CHK
| $8.88M | 0.04% |
1,510
+1,489
| +7,090% | +$8.11M |
|
344
CALL
Mastercard
MA
$498B
| $8.87M | 0.04% |
120,800
+108,400
| +874% | +$8.05M |
|
345
BP
BP
$112B
| $8.83M | 0.04% |
204,663
+80,587
| +65% | +$3.32M |
|
346
WisdomTree India Earnings Fund ETF
EPI
$2.04B
| $8.82M | 0.04% |
392,649
+392,016
| +61,930% | +$8.17M |
|
347
PUT
Corning
GLW
$107B
| $8.8M | 0.04% |
401,100
-5,206,100
| -93% | -$110M |
|
348
ExxonMobil
XOM
$650B
| $8.79M | 0.04% |
+87,324
| New | +$8.81M |
|
|
FL
349
CALL
DELISTED
Foot Locker
FL
| $8.72M | 0.04% |
171,900
+169,500
| +7,063% | +$8.11M |
|
350
PUT
State Street
STT
$48.4B
| $8.72M | 0.04% |
129,600
+60,300
| +87% | +$3.97M |
|
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.