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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 | |
|---|---|---|---|---|---|---|
151
CALL
iShares Silver Trust
SLV
$27.9B
| $25.6M | 0.11% |
1,262,600
+958,600
| +315% | +$18.1M |
|
152
CALL
Tesla
TSLA
$1.2T
| $25.4M | 0.11% |
1,590,000
+1,495,500
| +1,583% | +$20.9M |
|
153
PUT
MetLife
MET
$62.3B
| $25.3M | 0.1% |
510,734
+488,518
| +2,199% | +$22.9M |
|
|
JNPR
154
PUT
DELISTED
Juniper Networks
JNPR
| $25M | 0.1% |
1,017,300
+532,500
| +110% | +$13.2M |
|
155
CALL
SPDR Gold Trust
GLD
$131B
| $24.5M | 0.1% |
191,300
+20,500
| +12% | +$2.55M |
|
156
CALL
MGM Resorts International
MGM
$11.8B
| $24.4M | 0.1% |
924,200
+57,100
| +7% | +$1.43M |
|
|
HES
157
CALL
DELISTED
Hess
HES
| $24.3M | 0.1% |
245,400
-124,100
| -34% | -$11.2M |
|
158
CALL
Devon Energy
DVN
$51B
| $23.9M | 0.1% |
301,500
-85,700
| -22% | -$6.23M |
|
|
159
Citigroup
C
$215B
| $23.9M | 0.1% |
506,761
-960,411
| -65% | -$45.7M |
|
160
PUT
Target
TGT
$66.6B
| $23.8M | 0.1% |
410,800
+274,900
| +202% | +$16.2M |
|
161
CALL
Tapestry
TPR
$30.2B
| $23.7M | 0.1% |
692,600
+480,600
| +227% | +$20.6M |
|
162
CALL
Verizon
VZ
$201B
| $23.6M | 0.1% |
482,100
+240,878
| +100% | +$11.7M |
|
163
CALL
Adobe
ADBE
$105B
| $23.5M | 0.1% |
325,100
+318,800
| +5,060% | +$20.6M |
|
164
Baidu
BIDU
$35.7B
| $23.2M | 0.1% |
124,259
+55,025
| +79% | +$9M |
|
165
PUT
Lowe's Companies
LOW
$122B
| $22.7M | 0.09% |
473,000
+461,800
| +4,123% | +$21.5M |
|
166
PUT
Whirlpool
WHR
$2.47B
| $22.6M | 0.09% |
162,100
+142,600
| +731% | +$20.9M |
|
|
167
IBM
IBM
$214B
| $22.1M | 0.09% |
+127,702
| New | +$23M |
|
|
POT
168
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
| $21.9M | 0.09% |
576,800
+216,100
| +60% | +$7.8M |
|
|
169
PUT
Tapestry
TPR
$30.2B
| $21.6M | 0.09% |
633,200
+189,100
| +43% | +$8.12M |
|
|
PARA
170
CALL
DELISTED
Paramount Global Class B
PARA
| $21.5M | 0.09% |
346,600
+268,700
| +345% | +$16M |
|
|
171
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
| $21.4M | 0.09% |
+1,073,515
| New | +$20.9M |
|
|
172
PUT
Adobe
ADBE
$105B
| $21.4M | 0.09% |
295,300
+274,900
| +1,348% | +$17.7M |
|
173
PUT
American Express
AXP
$226B
| $21.3M | 0.09% |
224,700
-334,500
| -60% | -$30.2M |
|
174
General Motors
GM
$81.7B
| $21.3M | 0.09% |
586,480
-636,115
| -52% | -$22.2M |
|
175
Wynn Resorts
WYNN
$10.2B
| $21.1M | 0.09% |
101,839
-53,548
| -34% | -$11.1M |
|
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.