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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 | |
|---|---|---|---|---|---|---|
176
PUT
ConocoPhillips
COP
$144B
| $20.9M | 0.09% |
244,100
-138,000
| -36% | -$10.8M |
|
177
CALL
H&R Block
HRB
$5.98B
| $20.8M | 0.09% |
+621,300
| New | +$18.5M |
|
178
PUT
Danaher
DHR
$138B
| $20.7M | 0.09% |
390,258
+306,047
| +363% | +$15.7M |
|
179
CALL
Las Vegas Sands
LVS
$31.4B
| $20.2M | 0.08% |
265,500
+126,200
| +91% | +$9.6M |
|
|
180
CALL
Danaher
DHR
$138B
| $20.1M | 0.08% |
379,992
+350,533
| +1,190% | +$18M |
|
181
CALL
Williams Companies
WMB
$85.8B
| $20M | 0.08% |
344,400
+222,800
| +183% | +$10.3M |
|
|
182
CALL
IBM
IBM
$213B
| $20M | 0.08% |
115,478
-475,512
| -80% | -$85.6M |
|
183
PUT
NetApp
NTAP
$34B
| $19.9M | 0.08% |
545,000
-131,000
| -19% | -$4.69M |
|
184
PUT
CF Industries
CF
$19.6B
| $19.6M | 0.08% |
408,500
+179,500
| +78% | +$8.78M |
|
185
PUT
Constellation Brands
STZ
$22.5B
| $19.4M | 0.08% |
219,700
+147,000
| +202% | +$12.1M |
|
|
MON
186
CALL
DELISTED
Monsanto Co
MON
| $19.3M | 0.08% |
154,800
+150,900
| +3,869% | +$17.7M |
|
187
PUT
American Tower
AMT
$83.5B
| $19.1M | 0.08% |
212,000
+44,400
| +26% | +$3.84M |
|
188
PUT
APA Corp
APA
$13B
| $19.1M | 0.08% |
189,500
+23,500
| +14% | +$2.13M |
|
189
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $19M | 0.08% |
200,000
+100,000
| +100% | +$9.45M |
|
190
PUT
JD.com
JD
$43.5B
| $19M | 0.08% |
+665,100
| New | +$17.3M |
|
191
PUT
VanEck Oil Services ETF
OIH
$1.97B
| $18.9M | 0.08% |
16,340
+15,065
| +1,182% | +$15.9M |
|
192
CALL
Wynn Resorts
WYNN
$10.3B
| $18.9M | 0.08% |
90,900
+73,300
| +416% | +$15.2M |
|
|
193
PUT
Las Vegas Sands
LVS
$31.4B
| $18.8M | 0.08% |
247,100
-355,800
| -59% | -$27.1M |
|
194
PUT
Truist Financial
TFC
$63.9B
| $18.6M | 0.08% |
472,900
+420,700
| +806% | +$16.1M |
|
|
DO
195
CALL
DELISTED
Diamond Offshore Drilling
DO
| $18.6M | 0.08% |
374,000
+181,800
| +95% | +$9.05M |
|
196
CALL
Skyworks Solutions
SWKS
$9.21B
| $18.2M | 0.08% |
386,700
+334,500
| +641% | +$14.1M |
|
197
CALL
Kinder Morgan
KMI
$70.9B
| $18.1M | 0.08% |
500,000
+480,400
| +2,451% | +$16.2M |
|
|
GMCR
198
PUT
DELISTED
KEURIG GREEN MTN INC
GMCR
| $18.1M | 0.08% |
145,400
+28,100
| +24% | +$3.06M |
|
199
PUT
State Street SPDR S&P Retail ETF
XRT
$457M
| $18M | 0.07% |
415,800
-1,856,600
| -82% | -$78M |
|
200
PUT
Owens Corning
OC
$11B
| $17.9M | 0.07% |
461,900
+449,600
| +3,655% | +$18.5M |
|
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.