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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 | |
|---|---|---|---|---|---|---|
2426
PUT
VanEck Agribusiness ETF
MOO
$975M
| $110K | ﹤0.01% |
+2,000
| New | +$109K |
|
2427
CALL
Nu Skin
NUS
$260M
| $110K | ﹤0.01% |
1,500
+900
| +150% | +$70.9K |
|
|
AGU
2428
CALL
DELISTED
Agrium
AGU
| $110K | ﹤0.01% |
1,200
+100
| +9% | +$9.28K |
|
|
CNW
2429
CALL
DELISTED
CON-WAY INC.
CNW
| $110K | ﹤0.01% |
+2,200
| New | +$98.8K |
|
|
CIT
2430
PUT
DELISTED
CIT Group Inc.
CIT
| $110K | ﹤0.01% |
2,400
-6,100
| -72% | -$275K |
|
2431
Autoliv
ALV
$9.08B
| $109K | ﹤0.01% |
+1,421
| New | +$106K |
|
2432
Annaly Capital Management
NLY
$17.2B
| $109K | ﹤0.01% |
2,384
-4,142
| -63% | -$191K |
|
2433
PUT
Progressive
PGR
$122B
| $109K | ﹤0.01% |
4,300
-5,000
| -54% | -$124K |
|
|
ITC
2434
PUT
DELISTED
ITC HOLDINGS CORP
ITC
| $109K | ﹤0.01% |
+3,000
| New | +$111K |
|
2435
PUT
Copart
CPRT
$27B
| $108K | ﹤0.01% |
24,000
+6,400
| +36% | +$28.9K |
|
2436
CALL
Jack in the Box
JACK
$324M
| $108K | ﹤0.01% |
+1,800
| New | +$103K |
|
2437
PUT
Lumen
LUMN
$7B
| $108K | ﹤0.01% |
3,000
-2,200
| -42% | -$79K |
|
2438
CALL
iShares MBS ETF
MBB
$39.1B
| $108K | ﹤0.01% |
+1,000
| New | +$107K |
|
|
2439
PUT
iShares MBS ETF
MBB
$39.1B
| $108K | ﹤0.01% |
+1,000
| New | +$107K |
|
2440
PUT
Nexstar Media Group
NXST
$5.95B
| $108K | ﹤0.01% |
+2,100
| New | +$89.8K |
|
|
CAMP
2441
DELISTED
CalAmp Corp.
CAMP
| $108K | ﹤0.01% |
217
+101
| +87% | +$47.4K |
|
2442
PUT
Atmos Energy
ATO
$28.9B
| $107K | ﹤0.01% |
2,000
-3,900
| -66% | -$197K |
|
2443
Cirrus Logic
CRUS
$6.73B
| $107K | ﹤0.01% |
4,721
+3,793
| +409% | +$83K |
|
2444
PUT
Matsons
MATX
$6.44B
| $107K | ﹤0.01% |
4,000
+3,100
| +344% | +$75.5K |
|
2445
CALL
Sony
SONY
$132B
| $107K | ﹤0.01% |
32,000
+22,000
| +220% | +$76K |
|
2446
Tractor Supply
TSCO
$17.2B
| $107K | ﹤0.01% |
8,870
-17,315
| -66% | -$227K |
|
2447
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.93B
| $107K | ﹤0.01% |
+2,100
| New | +$94.7K |
|
|
CSH
2448
PUT
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
| $107K | ﹤0.01% |
5,290
+2,866
| +118% | +$57.5K |
|
2449
CALL
Amphenol
APH
$211B
| $106K | ﹤0.01% |
8,800
-9,600
| -52% | -$114K |
|
2450
PUT
Rogers Corp
ROG
$2.35B
| $106K | ﹤0.01% |
+1,600
| New | +$98.8K |
|
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.