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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 | |
|---|---|---|---|---|---|---|
1326
McCormick & Company Non-Voting
MKC
$13.7B
| $562K | ﹤0.01% |
15,688
+14,190
| +947% | +$507K |
|
|
ESRX
1327
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $562K | ﹤0.01% |
8,100
-49,700
| -86% | -$3.5M |
|
1328
Hormel Foods
HRL
$13.8B
| $561K | ﹤0.01% |
22,726
+21,864
| +2,536% | +$528K |
|
1329
PUT
Moody's
MCO
$82.8B
| $561K | ﹤0.01% |
6,400
+800
| +14% | +$65.9K |
|
|
SGI
1330
PUT
Somnigroup International
SGI
$13.7B
| $561K | ﹤0.01% |
37,600
+8,800
| +31% | +$118K |
|
|
EXPR
1331
DELISTED
Express, Inc.
EXPR
| $560K | ﹤0.01% |
+1,644
| New | +$491K |
|
1332
Western Digital
WDC
$188B
| $559K | ﹤0.01% |
8,013
-93,047
| -92% | -$6.24M |
|
|
IRBT
1333
PUT
DELISTED
iRobot
IRBT
| $557K | ﹤0.01% |
13,600
+13,000
| +2,167% | +$470K |
|
1334
PUT
Mondelez International
MDLZ
$79.5B
| $557K | ﹤0.01% |
14,800
-8,400
| -36% | -$307K |
|
1335
PUT
Ubiquiti
UI
$33.7B
| $556K | ﹤0.01% |
12,300
+6,500
| +112% | +$255K |
|
1336
PUT
Ziff Davis
ZD
$1.96B
| $555K | ﹤0.01% |
12,535
+10,810
| +627% | +$451K |
|
1337
PUT
Lear
LEA
$6.54B
| $554K | ﹤0.01% |
+6,200
| New | +$534K |
|
|
NGLS
1338
PUT
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
| $553K | ﹤0.01% |
7,700
+6,500
| +542% | +$420K |
|
1339
CALL
Ventas
VTR
$48B
| $551K | ﹤0.01% |
7,531
+6,042
| +406% | +$449K |
|
|
RTN
1340
PUT
DELISTED
Raytheon Company
RTN
| $551K | ﹤0.01% |
6,000
-8,600
| -59% | -$834K |
|
1341
PUT
Ross Stores
ROST
$80.5B
| $550K | ﹤0.01% |
16,600
-88,200
| -84% | -$3.03M |
|
|
BID
1342
PUT
DELISTED
Sotheby's
BID
| $550K | ﹤0.01% |
13,100
+8,900
| +212% | +$362K |
|
1343
PUT
Domino's
DPZ
$11.5B
| $548K | ﹤0.01% |
7,500
-1,700
| -18% | -$124K |
|
|
TWX
1344
DELISTED
Time Warner Inc
TWX
| $548K | ﹤0.01% |
7,796
+1,387
| +22% | +$91.2K |
|
1345
CALL
Stanley Black & Decker
SWK
$14.3B
| $545K | ﹤0.01% |
6,200
+400
| +7% | +$34.1K |
|
1346
Factset
FDS
$9.36B
| $542K | ﹤0.01% |
4,503
+2,432
| +117% | +$264K |
|
1347
PUT
NCR Voyix
VYX
$1.14B
| $541K | ﹤0.01% |
25,102
-3,423
| -12% | -$69.1K |
|
1348
CALL
Aon
AON
$76.5B
| $540K | ﹤0.01% |
6,000
+5,600
| +1,400% | +$485K |
|
1349
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
| $540K | ﹤0.01% |
+10,000
| New | +$534K |
|
|
TGP
1350
PUT
DELISTED
Teekay LNG Partners L.P.
TGP
| $540K | ﹤0.01% |
11,700
+4,600
| +65% | +$202K |
|
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.