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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 | |
|---|---|---|---|---|---|---|
1876
PUT
Broadcom
AVGO
$1.85T
| $231K | ﹤0.01% |
+32,000
| New | +$215K |
|
1877
PUT
Franklin Resources
BEN
$17.6B
| $231K | ﹤0.01% |
4,000
+2,500
| +167% | +$137K |
|
1878
CALL
Cboe Global Markets
CBOE
$32.5B
| $231K | ﹤0.01% |
4,700
+4,100
| +683% | +$208K |
|
1879
Diageo
DEO
$49B
| $231K | ﹤0.01% |
1,812
-1,794
| -50% | -$226K |
|
1880
PUT
iShares TIPS Bond ETF
TIP
$14.5B
| $231K | ﹤0.01% |
+2,000
| New | +$228K |
|
1881
CALL
Energy Transfer Partners
ET
$70.1B
| $230K | ﹤0.01% |
7,800
+3,400
| +77% | +$86K |
|
|
TGP
1882
DELISTED
Teekay LNG Partners L.P.
TGP
| $230K | ﹤0.01% |
+4,981
| New | +$219K |
|
1883
CALL
iShares Core S&P Mid-Cap ETF
IJH
$122B
| $229K | ﹤0.01% |
+8,000
| New | +$220K |
|
1884
L3Harris
LHX
$51.6B
| $229K | ﹤0.01% |
3,026
+1,451
| +92% | +$108K |
|
1885
CALL
Universal Health Services
UHS
$10.2B
| $229K | ﹤0.01% |
2,400
+400
| +20% | +$34.6K |
|
|
BIG
1886
DELISTED
Big Lots, Inc.
BIG
| $229K | ﹤0.01% |
5,011
-783
| -14% | -$31.8K |
|
|
LKM
1887
DELISTED
Link Motion Inc.
LKM
| $229K | ﹤0.01% |
37,306
-2,170
| -5% | -$22.7K |
|
1888
CALL
AllianceBernstein
AB
$3.43B
| $228K | ﹤0.01% |
8,800
+2,300
| +35% | +$57.4K |
|
1889
Raymond James Financial
RJF
$33.8B
| $228K | ﹤0.01% |
6,741
+2,511
| +59% | +$83.8K |
|
1890
PUT
Xerox
XRX
$387M
| $228K | ﹤0.01% |
6,983
+3,036
| +77% | +$96.5K |
|
|
TFM
1891
CALL
DELISTED
THE FRESH MARKET, INC COM STK
TFM
| $228K | ﹤0.01% |
6,800
+2,400
| +55% | +$81.1K |
|
1892
CALL
Aptiv
APTV
$12B
| $227K | ﹤0.01% |
3,300
+2,700
| +450% | +$183K |
|
1893
PUT
Commault Systems
CVLT
$4.88B
| $226K | ﹤0.01% |
4,600
+4,400
| +2,200% | +$237K |
|
1894
PUT
Trane Technologies
TT
$100B
| $225K | ﹤0.01% |
+3,600
| New | +$214K |
|
|
CAB
1895
PUT
DELISTED
Cabela's Inc
CAB
| $225K | ﹤0.01% |
3,600
-11,500
| -76% | -$729K |
|
1896
CALL
American Eagle Outfitters
AEO
$2.88B
| $224K | ﹤0.01% |
20,000
-3,000
| -13% | -$34.1K |
|
1897
PUT
Goodyear
GT
$2B
| $224K | ﹤0.01% |
8,000
-4,300
| -35% | -$112K |
|
1898
CALL
iShares Core S&P Small-Cap ETF
IJR
$109B
| $224K | ﹤0.01% |
+4,000
| New | +$216K |
|
1899
CALL
iShares US Home Construction ETF
ITB
$2.26B
| $224K | ﹤0.01% |
9,000
+7,000
| +350% | +$167K |
|
1900
PUT
Rayonier
RYN
$6.55B
| $224K | ﹤0.01% |
6,944
+3,992
| +135% | +$125K |
|
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.