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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 | |
|---|---|---|---|---|---|---|
126
PUT
SLB Ltd
SLB
$73.9B
| $31.1M | 0.13% |
264,000
-153,000
| -37% | -$15.8M |
|
127
PUT
American International
AIG
$42.6B
| $30.8M | 0.13% |
563,700
-122,100
| -18% | -$6.46M |
|
128
CALL
Marriott International
MAR
$101B
| $30.8M | 0.13% |
479,800
+449,400
| +1,478% | +$26.7M |
|
|
129
CALL
SLB Ltd
SLB
$73.9B
| $30.4M | 0.13% |
257,400
+78,000
| +43% | +$8.04M |
|
130
PUT
McDonald's
MCD
$193B
| $29.9M | 0.12% |
296,800
+35,000
| +13% | +$3.53M |
|
131
CALL
ConocoPhillips
COP
$144B
| $29.8M | 0.12% |
347,700
-76,400
| -18% | -$5.95M |
|
132
PUT
Devon Energy
DVN
$51.1B
| $29.3M | 0.12% |
369,600
+134,000
| +57% | +$9.75M |
|
133
Walt Disney
DIS
$171B
| $29M | 0.12% |
338,211
+134,859
| +66% | +$11M |
|
134
PUT
Pultegroup
PHM
$25.6B
| $28.6M | 0.12% |
1,419,600
+1,105,000
| +351% | +$21.2M |
|
|
135
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.9B
| $28.3M | 0.12% |
1,419,718
+1,386,227
| +4,139% | +$27M |
|
|
136
Procter & Gamble
PG
$337B
| $28.1M | 0.12% |
357,151
-1,653,015
| -82% | -$133M |
|
137
CALL
Gilead Sciences
GILD
$167B
| $28M | 0.12% |
337,900
+337,600
| +112,533% | +$26.3M |
|
138
CALL
iShares MSCI South Korea ETF
EWY
$21.3B
| $27.9M | 0.12% |
429,800
+425,700
| +10,383% | +$27.2M |
|
|
139
Walmart Inc
WMT
$909B
| $27.7M | 0.11% |
1,105,104
+810,369
| +275% | +$20.8M |
|
140
PUT
United Airlines
UAL
$39.9B
| $27.5M | 0.11% |
670,700
+383,500
| +134% | +$16.5M |
|
|
SNDK
141
CALL
DELISTED
SANDISK CORP
SNDK
| $27.3M | 0.11% |
261,900
-196,000
| -43% | -$17.8M |
|
|
142
CALL
Booking.com
BKNG
$158B
| $27.3M | 0.11% |
567,500
+552,500
| +3,683% | +$26.5M |
|
143
CALL
Boeing
BA
$172B
| $27M | 0.11% |
212,100
-87,800
| -29% | -$11.5M |
|
144
PUT
Williams Companies
WMB
$85.9B
| $26.2M | 0.11% |
450,400
+418,000
| +1,290% | +$19.4M |
|
145
CALL
iShares US Real Estate ETF
IYR
$4.77B
| $26.2M | 0.11% |
365,000
-204,000
| -36% | -$14.4M |
|
146
CALL
Cisco
CSCO
$456B
| $26.1M | 0.11% |
1,051,900
-738,800
| -41% | -$17.6M |
|
147
PUT
Netflix
NFLX
$305B
| $25.8M | 0.11% |
4,095,000
-2,324,000
| -36% | -$12.6M |
|
148
Amazon
AMZN
$2.5T
| $25.7M | 0.11% |
1,585,500
-265,880
| -14% | -$4.21M |
|
|
149
American International
AIG
$42.6B
| $25.7M | 0.11% |
470,227
+241,958
| +106% | +$12.8M |
|
150
CALL
Baxter International
BAX
$12.8B
| $25.6M | 0.11% |
652,450
-223,866
| -26% | -$8.96M |
|
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.