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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 | |
|---|---|---|---|---|---|---|
|
SKX
1976
PUT
DELISTED
Skechers
SKX
| $203K | ﹤0.01% |
13,200
+12,300
| +1,367% | +$170K |
|
|
MXIM
1977
PUT
DELISTED
Maxim Integrated Products
MXIM
| $203K | ﹤0.01% |
6,000
+5,100
| +567% | +$170K |
|
|
SEP
1978
CALL
DELISTED
Spectra Engy Parters Lp
SEP
| $203K | ﹤0.01% |
+3,800
| New | +$199K |
|
|
INVN
1979
DELISTED
Invensense Inc
INVN
| $203K | ﹤0.01% |
8,949
+6,043
| +208% | +$124K |
|
|
RYL
1980
DELISTED
RYLAND GROUP INC
RYL
| $203K | ﹤0.01% |
5,156
+1,675
| +48% | +$64.3K |
|
|
ETP
1981
PUT
DELISTED
Energy Transfer Partners L.p.
ETP
| $203K | ﹤0.01% |
3,500
-20,800
| -86% | -$1.17M |
|
1982
PUT
Dollar Tree
DLTR
$24.4B
| $202K | ﹤0.01% |
3,700
+800
| +28% | +$42.1K |
|
1983
CALL
Jones Lang LaSalle
JLL
$16.3B
| $202K | ﹤0.01% |
1,600
+1,300
| +433% | +$157K |
|
1984
CALL
Snap-on
SNA
$21.2B
| $202K | ﹤0.01% |
1,700
-600
| -26% | -$69.4K |
|
|
HMSY
1985
PUT
DELISTED
HMS Holdings Corp.
HMSY
| $202K | ﹤0.01% |
+9,900
| New | +$178K |
|
1986
Donaldson
DCI
$10.9B
| $201K | ﹤0.01% |
4,738
+3,691
| +353% | +$154K |
|
1987
PUT
Federated Hermes
FHI
$4.55B
| $201K | ﹤0.01% |
6,500
+4,600
| +242% | +$134K |
|
1988
Methode Electronics
MEI
$496M
| $201K | ﹤0.01% |
5,258
+1,034
| +24% | +$31.6K |
|
1989
VanEck Oil Services ETF
OIH
$2.06B
| $201K | ﹤0.01% |
+174
| New | +$184K |
|
|
OA
1990
CALL
DELISTED
Orbital ATK, Inc.
OA
| $201K | ﹤0.01% |
1,500
+900
| +150% | +$124K |
|
|
MOVE
1991
DELISTED
MOVE INC COM STK NEW (DE)
MOVE
| $201K | ﹤0.01% |
+13,621
| New | +$164K |
|
1992
CALL
Icahn Enterprises
IEP
$5.24B
| $200K | ﹤0.01% |
+2,000
| New | +$200K |
|
1993
Paychex
PAYX
$41.6B
| $200K | ﹤0.01% |
4,814
-11,867
| -71% | -$488K |
|
1994
PUT
Regions Financial
RF
$26.4B
| $200K | ﹤0.01% |
18,900
+16,700
| +759% | +$174K |
|
|
SDRL
1995
CALL
DELISTED
Seadrill Limited Common Stock
SDRL
| $200K | ﹤0.01% |
+19
| New | +$185K |
|
|
JCP
1996
DELISTED
J.C. Penney Company, Inc.
JCP
| $200K | ﹤0.01% |
22,085
-6,089
| -22% | -$52.5K |
|
1997
PUT
NETGEAR
NTGR
$648M
| $199K | ﹤0.01% |
5,700
+300
| +6% | +$9.99K |
|
1998
CALL
Packaging Corp of America
PKG
$21.9B
| $199K | ﹤0.01% |
+2,800
| New | +$192K |
|
|
TSL
1999
DELISTED
Trina Solar Limited
TSL
| $199K | ﹤0.01% |
15,489
+5,237
| +51% | +$63.7K |
|
|
EBIX
2000
DELISTED
Ebix Inc
EBIX
| $199K | ﹤0.01% |
+13,938
| New | +$217K |
|
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.