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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 | |
|---|---|---|---|---|---|---|
2176
PUT
Cognex
CGNX
$11.2B
| $157K | ﹤0.01% |
8,200
+1,000
| +14% | +$17.7K |
|
|
TFCF
2177
PUT
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $157K | ﹤0.01% |
4,600
+600
| +15% | +$19.9K |
|
2178
CALL
Cal-Maine
CALM
$4.08B
| $156K | ﹤0.01% |
4,200
+600
| +17% | +$19.7K |
|
2179
PUT
Hexcel
HXL
$7.73B
| $156K | ﹤0.01% |
+3,800
| New | +$158K |
|
2180
CALL
Molina Healthcare
MOH
$10.2B
| $156K | ﹤0.01% |
+3,500
| New | +$142K |
|
2181
PUT
iShares S&P 100 ETF
OEF
$20.1B
| $156K | ﹤0.01% |
1,800
+400
| +29% | +$33.7K |
|
2182
PUT
Texas Roadhouse
TXRH
$13.8B
| $156K | ﹤0.01% |
+6,000
| New | +$152K |
|
|
RGC
2183
DELISTED
Regal Entertainment Group
RGC
| $156K | ﹤0.01% |
+7,380
| New | +$144K |
|
|
BEAV
2184
DELISTED
B/E Aerospace Inc
BEAV
| $156K | ﹤0.01% |
+2,328
| New | +$155K |
|
|
EXXI
2185
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $156K | ﹤0.01% |
+6,593
| New | +$149K |
|
2186
PUT
Aecom
ACM
$9.61B
| $155K | ﹤0.01% |
4,800
+3,000
| +167% | +$96.8K |
|
2187
PUT
Alliance Resource Partners
ARLP
$3.36B
| $155K | ﹤0.01% |
+3,300
| New | +$148K |
|
2188
Meritage Homes
MTH
$4.71B
| $155K | ﹤0.01% |
7,350
+4,392
| +148% | +$89K |
|
2189
PUT
Power Integrations
POWI
$3.37B
| $155K | ﹤0.01% |
5,400
-1,800
| -25% | -$50.3K |
|
2190
iShares Silver Trust
SLV
$28B
| $155K | ﹤0.01% |
7,660
+6,296
| +462% | +$119K |
|
|
ACAS
2191
CALL
DELISTED
American Capital Ltd
ACAS
| $155K | ﹤0.01% |
10,200
+5,200
| +104% | +$77.6K |
|
|
TIVO
2192
PUT
DELISTED
TIVO INC
TIVO
| $155K | ﹤0.01% |
12,000
+8,900
| +287% | +$108K |
|
2193
PUT
Vail Resorts
MTN
$5.32B
| $154K | ﹤0.01% |
+2,000
| New | +$140K |
|
2194
CALL
Bath & Body Works
BBWI
$4.23B
| $153K | ﹤0.01% |
3,216
+618
| +24% | +$28.3K |
|
|
GRMN
2195
Garmin
GRMN
$58.8B
| $153K | ﹤0.01% |
2,507
-1,855
| -43% | -$107K |
|
2196
CALL
Trinity Industries
TRN
$2.5B
| $153K | ﹤0.01% |
+4,862
| New | +$138K |
|
2197
PUT
Veeco
VECO
$3.11B
| $153K | ﹤0.01% |
4,100
+1,300
| +46% | +$46.4K |
|
|
DRC
2198
CALL
DELISTED
DRESSER-RAND GROUP INC
DRC
| $153K | ﹤0.01% |
2,400
-8,300
| -78% | -$507K |
|
2199
PUT
Invesco
IVZ
$13.6B
| $152K | ﹤0.01% |
4,000
-4,300
| -52% | -$156K |
|
|
BGC
2200
PUT
DELISTED
General Cable Corporation
BGC
| $152K | ﹤0.01% |
5,900
-10,100
| -63% | -$254K |
|
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.