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Parallax Volatility Advisers

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
Cap. Flow
+$6.03B
Cap. Flow %
24.96%
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 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
NTRI
2576
PUT
DELISTED
NutriSystem, Inc.
NTRI
$90K ﹤0.01%
+5,300
New +$84.5K
PWRD
2577
PUT
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
$90K ﹤0.01%
4,600
+600
+15% +$11.2K
FIO
2578
PUT
DELISTED
FUSION-IO INC COM
FIO
$90K ﹤0.01%
8,000
+3,500
+78% +$32.5K
IMAX icon
2579
CALL
IMAX
IMAX
$2.81B
$89K ﹤0.01%
3,100
-3,600
-54% -$96.1K
LAD icon
2580
Lithia Motors
LAD
$8.16B
$89K ﹤0.01%
+951
New +$72.7K
RRGB icon
2581
Red Robin
RRGB
$149M
$89K ﹤0.01%
1,257
-1,650
-57% -$115K
SEE
2582
PUT
DELISTED
Sealed Air
SEE
$89K ﹤0.01%
2,600
+700
+37% +$23.1K
WPG
2583
CALL
DELISTED
Washington Prime Group Inc.
WPG
$89K ﹤0.01%
+533
New +$92.8K
SZYM
2584
DELISTED
SOLAZYME INC COM STK (DE)
SZYM
$89K ﹤0.01%
+7,593
New +$81K
MWV
2585
PUT
DELISTED
MEADWESTVACO CORP
MWV
$89K ﹤0.01%
2,000
-2,200
-52% -$89.3K
NTT
2586
DELISTED
Nippon Telegraph & Telephone
NTT
$89K ﹤0.01%
+2,836
New +$81.1K
ACTG icon
2587
Acacia Research
ACTG
$445M
$88K ﹤0.01%
4,954
+3,484
+237% +$56.5K
CAKE icon
2588
CALL
Cheesecake Factory
CAKE
$5.26B
$88K ﹤0.01%
+1,900
New +$87.5K
MANH icon
2589
Manhattan Associates
MANH
$11B
$88K ﹤0.01%
2,556
-1,442
-36% -$47.6K
MPC icon
2590
Marathon Petroleum
MPC
$91.3B
$88K ﹤0.01%
2,252
+2,228
+9,283% +$98.6K
SAM icon
2591
Boston Beer
SAM
$1.92B
$88K ﹤0.01%
+394
New +$89.8K
THS
2592
CALL
DELISTED
Treehouse Foods
THS
$88K ﹤0.01%
+1,100
New +$82K
ERF
2593
DELISTED
Enerplus Corporation
ERF
$88K ﹤0.01%
+3,524
New +$77.9K
FCS
2594
CALL
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$88K ﹤0.01%
+5,600
New +$79K
ROSE
2595
CALL
DELISTED
ROSETTA RESOURCES INC
ROSE
$88K ﹤0.01%
1,600
+300
+23% +$14.6K
QRE
2596
DELISTED
QR ENERGY LP UNIT LTD PARTNERSHIP INT (DE)
QRE
$88K ﹤0.01%
+4,657
New +$84.1K
EFX icon
2597
PUT
Equifax
EFX
$20.8B
$87K ﹤0.01%
1,200
-1,700
-59% -$119K
MBI icon
2598
CALL
MBIA
MBI
$268M
$87K ﹤0.01%
7,900
-21,300
-73% -$262K
PBR icon
2599
PUT
Petrobras
PBR
$121B
$87K ﹤0.01%
5,900
-31,000
-84% -$452K
PLXS icon
2600
CALL
Plexus
PLXS
$7.41B
$87K ﹤0.01%
2,000
+1,500
+300% +$62.7K
102 103
104
105 106

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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 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.