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Parallax Volatility Advisers

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
Cap. Flow
+$6.03B
Cap. Flow %
24.96%
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
QQQ icon
Invesco QQQ Trust
QQQ
+$48.4M
2
EBAY icon
eBay
EBAY
+$33.9M
3
IBM icon
IBM
IBM
+$23M
4
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$20.9M
5
WMT icon
Walmart Inc
WMT
+$20.8M

Top Sells

Rank Stock Value
1
PG icon
Procter & Gamble
PG
+$133M
2
BKNG icon
Booking.com
BKNG
+$55M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$47.9M
4
C icon
Citigroup
C
+$45.7M
5
WFC icon
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
IFF icon
4151
International Flavors & Fragrances
IFF
$20.2B
– –
-6,923
Closed -$681K
BRSL
4152
PUT
Brightstar Lottery PLC
BRSL
$1.84B
– –
-4,000
Closed -$56K
IIIN icon
4153
CALL
Insteel Industries
IIIN
$593M
– –
-1,000
Closed -$20K
IIIN icon
4154
PUT
Insteel Industries
IIIN
$593M
– –
-1,000
Closed -$20K
IMMR icon
4155
CALL
Immersion
IMMR
$251M
– –
-1,000
Closed -$11K
IMO icon
4156
CALL
Imperial Oil
IMO
$62.7B
– –
-3,400
Closed -$158K
INGR icon
4157
Ingredion
INGR
$6.27B
$0 ﹤0.01%
1
-3,426
-100% -$249K
IPG
4158
PUT
DELISTED
Interpublic Group of Companies
IPG
– –
-3,000
Closed -$51K
ISRG icon
4159
Intuitive Surgical
ISRG
$127B
– –
-32,940
Closed -$1.45M
ITGR icon
4160
CALL
Integer Holdings
ITGR
$4.12B
– –
-1,097
Closed -$46K
ITT icon
4161
CALL
ITT
ITT
$17.5B
– –
-900
Closed -$38K
ITUB icon
4162
CALL
Itaú Unibanco
ITUB
$93.2B
– –
-10,975
Closed -$60K
ITW icon
4163
CALL
Illinois Tool Works
ITW
$82.6B
– –
-1,800
Closed -$146K
IVE icon
4164
iShares S&P 500 Value ETF
IVE
$49B
– –
-1,435
Closed -$127K
IWN icon
4165
iShares Russell 2000 Value ETF
IWN
$14.3B
– –
-33,333
Closed -$3.31M
IYM icon
4166
CALL
iShares US Basic Materials ETF
IYM
$1.12B
– –
-600
Closed -$50K
IYT icon
4167
iShares US Transportation ETF
IYT
$2.26B
– –
-14,824
Closed -$522K
JKHY icon
4168
Jack Henry & Associates
JKHY
$10.9B
– –
-236
Closed -$13K
K
4169
CALL
DELISTED
Kellanova
K
– –
-852
Closed -$50K
KBH icon
4170
KB Home
KBH
$3.37B
– –
-76,409
Closed -$1.28M
KIM icon
4171
CALL
Kimco Realty
KIM
$17.2B
– –
-1,000
Closed -$22K
KLIC icon
4172
CALL
Kulicke & Soffa
KLIC
$4.67B
– –
-1,000
Closed -$13K
KLIC icon
4173
PUT
Kulicke & Soffa
KLIC
$4.67B
– –
-800
Closed -$10K
KN icon
4174
PUT
Knowles
KN
$3.13B
– –
-600
Closed -$19K
KOP icon
4175
Koppers
KOP
$943M
– –
-518
Closed -$20.3K
165 166
167
168 169

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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.