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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+5.02%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$24.2B
AUM Growth
+$7.12B
Cap. Flow
+$54.2M
Cap. Flow %
0.22%
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
QQQ icon
Invesco QQQ Trust
QQQ
+$48.4M
2
EBAY icon
eBay
EBAY
+$33.9M
3
IBM icon
IBM
IBM
+$23M
4
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$20.9M
5
WMT icon
Walmart Inc
WMT
+$20.8M

Top Sells

Rank Stock Value
1
PG icon
Procter & Gamble
PG
+$133M
2
BKNG icon
Booking.com
BKNG
+$55M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$47.9M
4
C icon
Citigroup
C
+$45.7M
5
WFC icon
Wells Fargo
WFC
+$35.1M

Sector Composition

Rank Sector Weight
1 Miscellaneous 93.86%
2 Consumer Discretionary 1.2%
3 Technology 0.88%
4 Energy 0.86%
5 Industrials 0.63%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SLB icon
126
PUT
SLB Ltd
SLB
$84.7B
$31.1M 0.13%
264,000
-153,000
-37% -$15.8M
AIG icon
127
PUT
American International
AIG
$39.2B
$30.8M 0.13%
563,700
-122,100
-18% -$6.46M
MAR icon
128
CALL
Marriott International
MAR
$86.4B
$30.8M 0.13%
479,800
+449,400
+1,478% +$26.7M
SLB icon
129
CALL
SLB Ltd
SLB
$84.7B
$30.4M 0.13%
257,400
+78,000
+43% +$8.04M
MCD icon
130
PUT
McDonald's
MCD
$179B
$29.9M 0.12%
296,800
+35,000
+13% +$3.53M
COP icon
131
CALL
ConocoPhillips
COP
$164B
$29.8M 0.12%
347,700
-76,400
-18% -$5.95M
DVN icon
132
PUT
Devon Energy
DVN
$53.9B
$29.3M 0.12%
369,600
+134,000
+57% +$9.75M
DIS icon
133
Walt Disney
DIS
$180B
$29M 0.12%
338,211
+134,859
+66% +$11M
PHM icon
134
PUT
Pultegroup
PHM
$22.7B
$28.6M 0.12%
1,419,600
+1,105,000
+351% +$21.2M
XLF icon
135
PUT
State Street Financial Select Sector SPDR ETF
XLF
$54B
$28.3M 0.12%
1,419,718
+1,386,227
+4,139% +$27M
PG icon
136
Procter & Gamble
PG
$331B
$28.1M 0.12%
357,151
-1,653,015
-82% -$133M
GILD icon
137
CALL
Gilead Sciences
GILD
$181B
$28M 0.12%
337,900
+337,600
+112,533% +$26.3M
EWY icon
138
CALL
iShares MSCI South Korea ETF
EWY
$29.1B
$27.9M 0.12%
429,800
+425,700
+10,383% +$27.2M
WMT icon
139
Walmart Inc
WMT
$840B
$27.7M 0.11%
1,105,104
+810,369
+275% +$20.8M
UAL icon
140
PUT
United Airlines
UAL
$34.8B
$27.5M 0.11%
670,700
+383,500
+134% +$16.5M
SNDK
141
CALL
DELISTED
SANDISK CORP
SNDK
$27.3M 0.11%
261,900
-196,000
-43% -$17.8M
BKNG icon
142
CALL
Booking.com
BKNG
$130B
$27.3M 0.11%
567,500
+552,500
+3,683% +$26.5M
BA icon
143
CALL
Boeing
BA
$163B
$27M 0.11%
212,100
-87,800
-29% -$11.5M
WMB icon
144
PUT
Williams Companies
WMB
$91.9B
$26.2M 0.11%
450,400
+418,000
+1,290% +$19.4M
IYR icon
145
CALL
iShares US Real Estate ETF
IYR
$4.27B
$26.2M 0.11%
365,000
-204,000
-36% -$14.4M
CSCO icon
146
CALL
Cisco
CSCO
$431B
$26.1M 0.11%
1,051,900
-738,800
-41% -$17.6M
NFLX icon
147
PUT
Netflix
NFLX
$317B
$25.8M 0.11%
4,095,000
-2,324,000
-36% -$12.6M
AMZN icon
148
Amazon
AMZN
$2.72T
$25.7M 0.11%
1,585,500
-265,880
-14% -$4.21M
AIG icon
149
American International
AIG
$39.2B
$25.7M 0.11%
470,227
+241,958
+106% +$12.8M
BAX icon
150
CALL
Baxter International
BAX
$12.6B
$25.6M 0.11%
652,450
-223,866
-26% -$8.96M
4 5
6
7 8

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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's Q2 2014 filing shows 1,214 new, 1,592 increased, 1,093 reduced and 543 closed positions. Its largest new stake was IBM: 127,702 shares worth $22.1M. The largest sale was Procter & Gamble, an estimated $133M.

By sector, the portfolio is most concentrated in Miscellaneous at 94% of assets, up from 92% a quarter earlier, followed by Consumer Discretionary and Technology.

  • 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.