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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 | |
|---|---|---|---|---|---|---|
|
NSH
2301
PUT
DELISTED
NuStar GP Holdings LLC
NSH
| $133K | ﹤0.01% |
3,400
+1,600
| +89% | +$56.2K |
|
2302
Archer Daniels Midland
ADM
$38.2B
| $132K | ﹤0.01% |
3,000
-26,454
| -90% | -$1.17M |
|
2303
PUT
AAR Corp
AIR
$5.59B
| $132K | ﹤0.01% |
4,800
-800
| -14% | -$20.7K |
|
2304
PUT
Jack in the Box
JACK
$312M
| $132K | ﹤0.01% |
+2,200
| New | +$126K |
|
2305
CALL
Teradata
TDC
$2.92B
| $132K | ﹤0.01% |
3,300
-9,700
| -75% | -$423K |
|
|
ILG
2306
PUT
DELISTED
ILG, Inc Common Stock
ILG
| $132K | ﹤0.01% |
+6,000
| New | +$138K |
|
|
RGP
2307
PUT
DELISTED
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
| $132K | ﹤0.01% |
4,100
+3,200
| +356% | +$90.3K |
|
2308
Amkor Technology
AMKR
$12.4B
| $131K | ﹤0.01% |
+11,713
| New | +$108K |
|
2309
CALL
Global Payments
GPN
$23B
| $131K | ﹤0.01% |
+3,600
| New | +$124K |
|
|
DNR
2310
CALL
DELISTED
Denbury Resources, Inc.
DNR
| $131K | ﹤0.01% |
7,100
-2,900
| -29% | -$49.8K |
|
2311
PUT
La-Z-Boy
LZB
$1.58B
| $130K | ﹤0.01% |
5,600
+3,800
| +211% | +$94K |
|
|
ETFC
2312
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $130K | ﹤0.01% |
6,100
-44,500
| -88% | -$935K |
|
|
ARUN
2313
PUT
DELISTED
ARUBA NETWORKS, INC.
ARUN
| $130K | ﹤0.01% |
7,400
+5,100
| +222% | +$96.1K |
|
2314
CALL
Air Products & Chemicals
APD
$65.7B
| $129K | ﹤0.01% |
1,081
-1,081
| -50% | -$121K |
|
2315
PUT
Cleveland-Cliffs
CLF
$6.57B
| $129K | ﹤0.01% |
8,500
-196,500
| -96% | -$3.33M |
|
2316
PUT
Copa Holdings
CPA
$5.76B
| $129K | ﹤0.01% |
+900
| New | +$126K |
|
2317
iShares US Financials ETF
IYF
$4.58B
| $129K | ﹤0.01% |
3,106
+2,998
| +2,776% | +$122K |
|
2318
PUT
Royal Gold
RGLD
$16.8B
| $129K | ﹤0.01% |
1,700
+1,000
| +143% | +$66.1K |
|
2319
CALL
Royal Bank of Canada
RY
$291B
| $129K | ﹤0.01% |
1,800
-1,700
| -49% | -$115K |
|
2320
Sally Beauty Holdings
SBH
$1.43B
| $129K | ﹤0.01% |
+5,142
| New | +$133K |
|
2321
Travelers Companies
TRV
$78.1B
| $129K | ﹤0.01% |
1,368
-2,453
| -64% | -$224K |
|
|
VRE
2322
PUT
DELISTED
Veris Residential
VRE
| $129K | ﹤0.01% |
6,000
+2,000
| +50% | +$42.3K |
|
|
MLNX
2323
PUT
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $129K | ﹤0.01% |
3,700
+1,300
| +54% | +$45K |
|
2324
CALL
Autoliv
ALV
$9.02B
| $128K | ﹤0.01% |
1,666
+1,250
| +300% | +$93.4K |
|
2325
CALL
CoreCivic
CXW
$2.96B
| $128K | ﹤0.01% |
3,900
+3,500
| +875% | +$114K |
|
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.