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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 | |
|---|---|---|---|---|---|---|
|
JKS
601
CALL
JinkoSolar
JKS
$777M
| $3.35M | 0.01% |
+111,000
| New | +$3.03M |
|
602
CALL
International Paper
IP
$22.8B
| $3.33M | 0.01% |
70,565
+59,536
| +540% | +$2.61M |
|
|
FITB
603
CALL
Fifth Third Bancorp
FITB
$51.3B
| $3.33M | 0.01% |
155,700
+119,700
| +333% | +$2.53M |
|
604
PUT
EOG Resources
EOG
$77.5B
| $3.31M | 0.01% |
28,300
-5,700
| -17% | -$599K |
|
605
PUT
Canadian Pacific Kansas City
CP
$77.5B
| $3.3M | 0.01% |
91,000
+88,500
| +3,540% | +$2.9M |
|
|
606
PUT
International Paper
IP
$22.8B
| $3.29M | 0.01% |
69,815
+52,254
| +298% | +$2.29M |
|
607
CALL
United States Natural Gas Fund
UNG
$454M
| $3.29M | 0.01% |
8,356
+2,356
| +39% | +$957K |
|
608
PUT
CME Group
CME
$96.1B
| $3.27M | 0.01% |
46,100
-119,800
| -72% | -$8.43M |
|
|
CVA
609
PUT
DELISTED
Covanta Holding Corporation
CVA
| $3.26M | 0.01% |
158,000
+156,500
| +10,433% | +$2.96M |
|
|
ZNGA
610
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $3.24M | 0.01% |
1,008,100
+997,000
| +8,982% | +$3.61M |
|
611
CALL
Herc Holdings
HRI
$4.88B
| $3.21M | 0.01% |
38,200
-10,433
| -21% | -$879K |
|
|
X
612
CALL
DELISTED
US Steel
X
| $3.19M | 0.01% |
122,500
+122,000
| +24,400% | +$3.12M |
|
613
PUT
DNOW Inc
DNOW
$2.51B
| $3.18M | 0.01% |
+87,950
| New | +$3.03M |
|
614
Chipotle Mexican Grill
CMG
$48.8B
| $3.14M | 0.01% |
265,100
-647,450
| -71% | -$7.01M |
|
|
PPL
615
PUT
PPL Corp
PPL
$26.8B
| $3.14M | 0.01% |
94,804
+52,824
| +126% | +$1.67M |
|
|
JNPR
616
CALL
DELISTED
Juniper Networks
JNPR
| $3.13M | 0.01% |
127,600
-228,900
| -64% | -$5.69M |
|
|
PETM
617
DELISTED
PETSMART INC
PETM
| $3.12M | 0.01% |
52,193
+46,825
| +872% | +$2.95M |
|
618
CALL
Eli Lilly
LLY
$1.03T
| $3.12M | 0.01% |
50,100
+21,100
| +73% | +$1.26M |
|
619
CALL
D.R. Horton
DHI
$40.7B
| $3.1M | 0.01% |
126,100
+27,100
| +27% | +$619K |
|
620
Microsoft
MSFT
$3.35T
| $3.09M | 0.01% |
74,042
-579
| -0.8% | -$23.4K |
|
621
Fossil Group
FOSL
$288M
| $3.08M | 0.01% |
29,434
+17,903
| +155% | +$1.91M |
|
622
PUT
KB Home
KBH
$3.45B
| $3.07M | 0.01% |
164,500
-588,200
| -78% | -$9.86M |
|
623
CALL
General Dynamics
GD
$103B
| $3.07M | 0.01% |
26,300
+26,100
| +13,050% | +$2.97M |
|
624
PUT
Bread Financial
BFH
$4.47B
| $3.06M | 0.01% |
13,658
+11,653
| +581% | +$2.37M |
|
|
XLNX
625
CALL
DELISTED
Xilinx Inc
XLNX
| $3.05M | 0.01% |
64,500
-38,500
| -37% | -$1.85M |
|
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.