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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 | |
|---|---|---|---|---|---|---|
2326
CALL
Flotek Industries
FTK
$974M
| $128K | ﹤0.01% |
+667
| New | +$117K |
|
|
HBI
2327
CALL
DELISTED
Hanesbrands
HBI
| $128K | ﹤0.01% |
+5,200
| New | +$107K |
|
2328
CALL
Ingredion
INGR
$6.4B
| $128K | ﹤0.01% |
1,700
+900
| +113% | +$65.5K |
|
|
TEG
2329
PUT
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
| $128K | ﹤0.01% |
+1,800
| New | +$108K |
|
|
URS
2330
PUT
DELISTED
URS CORP
URS
| $128K | ﹤0.01% |
2,800
-3,600
| -56% | -$166K |
|
2331
PUT
ArcelorMittal
MT
$55.8B
| $127K | ﹤0.01% |
3,717
+3,586
| +2,737% | +$129K |
|
|
DWA
2332
CALL
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
| $127K | ﹤0.01% |
5,400
+1,300
| +32% | +$33.9K |
|
|
KOG
2333
DELISTED
KODIAK OIL & GAS CORP
KOG
| $127K | ﹤0.01% |
8,743
+4,830
| +123% | +$62.8K |
|
2334
CALL
Alliance Resource Partners
ARLP
$3.39B
| $126K | ﹤0.01% |
+2,700
| New | +$121K |
|
2335
PUT
Cal-Maine
CALM
$3.96B
| $126K | ﹤0.01% |
3,400
-2,600
| -43% | -$85.4K |
|
2336
Cameco
CCJ
$40.1B
| $126K | ﹤0.01% |
+6,400
| New | +$134K |
|
2337
Cognex
CGNX
$11.8B
| $126K | ﹤0.01% |
6,576
+3,884
| +144% | +$68.6K |
|
2338
CALL
Nordic American Tanker
NAT
$1.33B
| $126K | ﹤0.01% |
13,492
+5,622
| +71% | +$48.1K |
|
2339
PUT
Parker-Hannifin
PH
$124B
| $126K | ﹤0.01% |
1,000
-800
| -44% | -$99.7K |
|
|
CYT
2340
PUT
DELISTED
CYTEC INDS INC
CYT
| $126K | ﹤0.01% |
2,400
-15,200
| -86% | -$751K |
|
2341
PUT
International Flavors & Fragrances
IFF
$20.5B
| $125K | ﹤0.01% |
1,200
-4,200
| -78% | -$413K |
|
|
ITC
2342
DELISTED
ITC HOLDINGS CORP
ITC
| $125K | ﹤0.01% |
3,422
+678
| +25% | +$25K |
|
|
PVA
2343
DELISTED
PENN VIRGINIA CORP
PVA
| $125K | ﹤0.01% |
+7,375
| New | +$117K |
|
2344
Assured Guaranty
AGO
$3.71B
| $124K | ﹤0.01% |
5,070
-989
| -16% | -$24.5K |
|
2345
BorgWarner
BWA
$12.7B
| $124K | ﹤0.01% |
2,166
+971
| +81% | +$53.5K |
|
2346
CALL
Masco
MAS
$14.9B
| $124K | ﹤0.01% |
6,373
-4,779
| -43% | -$90.1K |
|
2347
PUT
National CineMedia
NCMI
$392M
| $124K | ﹤0.01% |
+710
| New | +$113K |
|
2348
CALL
Viavi Solutions
VIAV
$9.81B
| $124K | ﹤0.01% |
17,580
-5,274
| -23% | -$35.9K |
|
2349
CALL
Zumiez
ZUMZ
$342M
| $124K | ﹤0.01% |
+4,500
| New | +$120K |
|
|
EEB
2350
CALL
DELISTED
Invesco BRIC ETF
EEB
| $124K | ﹤0.01% |
+3,500
| New | +$119K |
|
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.