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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 | |
|---|---|---|---|---|---|---|
|
MON
101
PUT
DELISTED
Monsanto Co
MON
| $37.1M | 0.15% |
297,800
+229,400
| +335% | +$26.8M |
|
102
CALL
Deere & Co
DE
$166B
| $36.4M | 0.15% |
402,300
+103,000
| +34% | +$9.47M |
|
103
CALL
Bank of America
BAC
$434B
| $36.4M | 0.15% |
2,369,400
+1,677,500
| +242% | +$26.1M |
|
104
CALL
Microsoft
MSFT
$2.94T
| $36.3M | 0.15% |
871,400
+437,900
| +101% | +$17.7M |
|
|
APC
105
CALL
DELISTED
Anadarko Petroleum
APC
| $35.7M | 0.15% |
326,300
+322,400
| +8,267% | +$32.8M |
|
|
SNDK
106
PUT
DELISTED
SANDISK CORP
SNDK
| $35.7M | 0.15% |
341,800
-63,200
| -16% | -$5.74M |
|
107
CALL
VanEck Gold Miners ETF
GDX
$22.3B
| $35.3M | 0.15% |
1,333,300
+390,700
| +41% | +$9.37M |
|
108
PUT
Chipotle Mexican Grill
CMG
$43.9B
| $34.4M | 0.14% |
2,905,000
+315,000
| +12% | +$3.41M |
|
109
PUT
Boeing
BA
$168B
| $34.3M | 0.14% |
269,600
-353,200
| -57% | -$46.1M |
|
110
CALL
Qualcomm
QCOM
$168B
| $34.2M | 0.14% |
431,500
+272,400
| +171% | +$21.7M |
|
|
111
iShares MSCI Brazil ETF
EWZ
$9B
| $33M | 0.14% |
690,845
-1,000,771
| -59% | -$47.9M |
|
112
CALL
Pfizer
PFE
$144B
| $32.8M | 0.14% |
1,166,040
+1,165,724
| +368,900% | +$33.2M |
|
113
CALL
General Motors
GM
$81.3B
| $32.6M | 0.13% |
897,700
+415,500
| +86% | +$14.5M |
|
|
XLNX
114
PUT
DELISTED
Xilinx Inc
XLNX
| $32.5M | 0.13% |
687,900
-37,200
| -5% | -$1.79M |
|
115
PUT
D.R. Horton
DHI
$41.6B
| $32.4M | 0.13% |
1,317,200
+1,011,900
| +331% | +$23.1M |
|
|
AMTD
116
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $32.1M | 0.13% |
1,025,500
-11,100
| -1% | -$344K |
|
|
CHK
117
CALL
DELISTED
Chesapeake Energy Corporation
CHK
| $32.1M | 0.13% |
5,455
+4,542
| +497% | +$24.8M |
|
|
WBA
118
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $32M | 0.13% |
432,300
+373,700
| +638% | +$26.1M |
|
119
CALL
Abbott
ABT
$191B
| $31.9M | 0.13% |
+780,000
| New | +$30.6M |
|
120
CALL
Seagate
STX
$174B
| $31.9M | 0.13% |
560,600
+447,500
| +396% | +$24.1M |
|
121
PUT
Yum! Brands
YUM
$42B
| $31.8M | 0.13% |
544,716
+424,812
| +354% | +$23.6M |
|
122
CALL
Ford
F
$61.7B
| $31.8M | 0.13% |
1,842,200
+1,280,800
| +228% | +$20.8M |
|
123
PUT
iShares MSCI Mexico ETF
EWW
$1.88B
| $31.4M | 0.13% |
462,900
+445,300
| +2,530% | +$29.3M |
|
124
PUT
Blackstone
BX
$103B
| $31.4M | 0.13% |
956,332
+522,544
| +120% | +$16.1M |
|
125
PUT
NOV
NOV
$6.84B
| $31.1M | 0.13% |
378,100
+2,703
| +0.7% | +$201K |
|
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.