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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 | |
|---|---|---|---|---|---|---|
351
PUT
DuPont de Nemours
DD
$18.7B
| $8.71M | 0.04% |
66,853
-22,035
| -25% | -$2.81M |
|
352
PUT
Medtronic
MDT
$110B
| $8.71M | 0.04% |
136,600
-127,900
| -48% | -$7.77M |
|
353
CALL
VanEck Oil Services ETF
OIH
$2.01B
| $8.68M | 0.04% |
7,515
+415
| +6% | +$438K |
|
|
HSH
354
PUT
DELISTED
HILLSHIRE BRANDS CO
HSH
| $8.68M | 0.04% |
139,300
+135,700
| +3,769% | +$6.13M |
|
355
PepsiCo
PEP
$191B
| $8.66M | 0.04% |
96,919
+90,438
| +1,395% | +$7.81M |
|
|
FDO
356
CALL
DELISTED
FAMILY DOLLAR STORES
FDO
| $8.62M | 0.04% |
130,300
-63,700
| -33% | -$3.84M |
|
357
PUT
DaVita
DVA
$15.3B
| $8.62M | 0.04% |
119,200
+116,600
| +4,485% | +$8.11M |
|
|
SPWR
358
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $8.61M | 0.04% |
320,975
+248,137
| +341% | +$5.43M |
|
359
Delta Air Lines
DAL
$58.3B
| $8.53M | 0.04% |
+220,372
| New | +$8.32M |
|
|
NE
360
PUT
DELISTED
Noble Corporation
NE
| $8.51M | 0.04% |
290,004
+68,869
| +31% | +$1.89M |
|
361
PUT
Blackrock
BLK
$170B
| $8.41M | 0.03% |
26,300
-54,800
| -68% | -$16.8M |
|
362
Kimberly-Clark
KMB
$36.6B
| $8.4M | 0.03% |
78,761
+18,870
| +32% | +$2.01M |
|
363
PUT
Starbucks
SBUX
$121B
| $8.37M | 0.03% |
216,400
+210,400
| +3,507% | +$7.64M |
|
364
CALL
Clorox
CLX
$11.7B
| $8.35M | 0.03% |
91,400
+88,600
| +3,164% | +$7.94M |
|
|
MRSH
365
Marsh
MRSH
$91.4B
| $8.35M | 0.03% |
161,219
+153,877
| +2,096% | +$7.64M |
|
366
CALL
State Street
STT
$50.2B
| $8.34M | 0.03% |
124,000
+99,100
| +398% | +$6.52M |
|
367
Capri Holdings
CPRI
$1.82B
| $8.27M | 0.03% |
93,270
+79,733
| +589% | +$7.32M |
|
368
HP
HPQ
$24.6B
| $8.24M | 0.03% |
539,056
-82,756
| -13% | -$1.24M |
|
369
CALL
Lennar Class A
LEN
$20.2B
| $8.24M | 0.03% |
206,120
+202,758
| +6,031% | +$7.69M |
|
370
GE Aerospace
GE
$368B
| $8.1M | 0.03% |
64,290
+43,134
| +204% | +$5.49M |
|
371
CALL
Cheniere Energy
LNG
$54.1B
| $8M | 0.03% |
111,600
+92,600
| +487% | +$5.63M |
|
|
X
372
PUT
DELISTED
US Steel
X
| $7.93M | 0.03% |
304,700
+304,300
| +76,075% | +$7.78M |
|
373
PUT
Pentair
PNR
$10.6B
| $7.93M | 0.03% |
163,641
+160,514
| +5,133% | +$8.17M |
|
374
PUT
CSX Corp
CSX
$93B
| $7.92M | 0.03% |
771,600
+420,900
| +120% | +$4.1M |
|
375
CALL
FedEx
FDX
$73B
| $7.83M | 0.03% |
51,700
+37,200
| +257% | +$5.2M |
|
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.