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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 | |
|---|---|---|---|---|---|---|
2026
CALL
Humana
HUM
$44.3B
| $192K | ﹤0.01% |
1,500
-500
| -25% | -$59.2K |
|
2027
PUT
Open Text
OTEX
$6.33B
| $192K | ﹤0.01% |
+8,000
| New | +$190K |
|
2028
CALL
PG&E
PCG
$37.6B
| $192K | ﹤0.01% |
4,000
+1,200
| +43% | +$54.4K |
|
|
MLNX
2029
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $192K | ﹤0.01% |
+5,513
| New | +$191K |
|
2030
PUT
Acacia Research
ACTG
$433M
| $191K | ﹤0.01% |
10,800
+5,700
| +112% | +$92.4K |
|
2031
CALL
Compass Minerals
CMP
$1.2B
| $191K | ﹤0.01% |
2,000
+1,000
| +100% | +$90.2K |
|
2032
PUT
iShares US Financials ETF
IYF
$4.56B
| $191K | ﹤0.01% |
4,600
+2,000
| +77% | +$81.2K |
|
2033
Avery Dennison
AVY
$13.1B
| $190K | ﹤0.01% |
3,714
+3,258
| +714% | +$162K |
|
2034
Microchip Technology
MCHP
$40.6B
| $190K | ﹤0.01% |
7,786
-520
| -6% | -$12.4K |
|
|
HCR
2035
PUT
DELISTED
Hi-Crush Inc. Common Stock
HCR
| $190K | ﹤0.01% |
+2,900
| New | +$135K |
|
|
LGF
2036
PUT
DELISTED
Lions Gate Entertainment
LGF
| $190K | ﹤0.01% |
6,600
+2,800
| +74% | +$75.4K |
|
2037
Macerich
MAC
$7.31B
| $189K | ﹤0.01% |
2,835
+2,582
| +1,021% | +$169K |
|
|
GPOR
2038
DELISTED
Gulfport Energy Corp.
GPOR
| $189K | ﹤0.01% |
+3,009
| New | +$202K |
|
2039
Advance Auto Parts
AAP
$3.35B
| $188K | ﹤0.01% |
1,393
+760
| +120% | +$94.2K |
|
2040
PUT
Ball Corp
BALL
$17.3B
| $188K | ﹤0.01% |
6,000
-13,600
| -69% | -$398K |
|
2041
CALL
ScottsMiracle-Gro
SMG
$3.92B
| $188K | ﹤0.01% |
3,300
+3,000
| +1,000% | +$179K |
|
|
BID
2042
DELISTED
Sotheby's
BID
| $188K | ﹤0.01% |
+4,487
| New | +$183K |
|
|
AWAY
2043
PUT
DELISTED
HOMEAWAY INC COM
AWAY
| $188K | ﹤0.01% |
+5,400
| New | +$178K |
|
|
RVBD
2044
CALL
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
| $188K | ﹤0.01% |
9,100
+4,900
| +117% | +$96.9K |
|
2045
PUT
Applied Materials
AMAT
$408B
| $187K | ﹤0.01% |
8,300
+3,600
| +77% | +$73.4K |
|
|
WCG
2046
PUT
DELISTED
Wellcare Health Plans, Inc.
WCG
| $187K | ﹤0.01% |
2,500
+1,800
| +257% | +$128K |
|
|
COL
2047
CALL
DELISTED
Rockwell Collins
COL
| $187K | ﹤0.01% |
2,400
-14,300
| -86% | -$1.12M |
|
|
BGC
2048
DELISTED
General Cable Corporation
BGC
| $187K | ﹤0.01% |
7,296
-4,706
| -39% | -$118K |
|
2049
iShares MSCI Germany ETF
EWG
$1.6B
| $186K | ﹤0.01% |
5,943
+5,423
| +1,043% | +$171K |
|
2050
CALL
Invesco CurrencyShares Canadian Dollar Trust
FXC
$69.5M
| $186K | ﹤0.01% |
+2,000
| New | +$182K |
|
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.