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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
SXC icon
2601
CALL
SunCoke Energy
SXC
$753M
$87K ﹤0.01%
4,000
+2,000
+100% +$42K
ININ
2602
DELISTED
Interactive Intelligence Group, inc.
ININ
$87K ﹤0.01%
1,545
+1,289
+504% +$73.8K
ARG
2603
PUT
DELISTED
Airgas Inc
ARG
$87K ﹤0.01%
+800
New +$85.5K
VSI
2604
CALL
DELISTED
Vitamin Shoppe Inc.
VSI
$86K ﹤0.01%
+2,000
New +$89.9K
PPO
2605
CALL
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
$86K ﹤0.01%
+1,800
New +$73.8K
MGAM
2606
PUT
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
$86K ﹤0.01%
2,900
+2,500
+625% +$71.2K
GTAT
2607
CALL
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
$86K ﹤0.01%
+4,600
New +$75.9K
FAST icon
2608
Fastenal
FAST
$57B
$85K ﹤0.01%
6,880
-20,460
-75% -$253K
J icon
2609
Jacobs Solutions
J
$16.8B
$85K ﹤0.01%
1,923
+1,645
+592% +$78.3K
POOL icon
2610
CALL
Pool Corp
POOL
$7.39B
$85K ﹤0.01%
1,500
+1,000
+200% +$58.4K
RIO icon
2611
Rio Tinto
RIO
$161B
$85K ﹤0.01%
1,568
+1,343
+597% +$72.9K
SAVE
2612
DELISTED
Spirit Airlines, Inc.
SAVE
$85K ﹤0.01%
+1,349
New +$79.6K
CNW
2613
PUT
DELISTED
CON-WAY INC.
CNW
$85K ﹤0.01%
1,700
+400
+31% +$18K
ANN
2614
PUT
DELISTED
ANN INC
ANN
$85K ﹤0.01%
2,100
-5,100
-71% -$203K
ACIW icon
2615
PUT
ACI Worldwide
ACIW
$5.82B
$84K ﹤0.01%
4,500
-900
-17% -$16.8K
AGCO icon
2616
CALL
AGCO
AGCO
$7.51B
$84K ﹤0.01%
+1,500
New +$82.8K
EXC icon
2617
CALL
Exelon
EXC
$47.2B
$84K ﹤0.01%
3,225
+561
+21% +$14.3K
GPI icon
2618
CALL
Group 1 Automotive
GPI
$3.41B
$84K ﹤0.01%
+1,000
New +$74.7K
GPI icon
2619
PUT
Group 1 Automotive
GPI
$3.41B
$84K ﹤0.01%
1,000
+600
+150% +$44.8K
NDAQ icon
2620
Nasdaq
NDAQ
$52.3B
$84K ﹤0.01%
+6,498
New +$79.4K
SLAB icon
2621
PUT
Silicon Laboratories
SLAB
$7.2B
$84K ﹤0.01%
1,700
-5,200
-75% -$247K
KCG
2622
PUT
DELISTED
KCG Holdings, Inc.
KCG
$84K ﹤0.01%
7,000
+1,000
+17% +$11.2K
IYF icon
2623
CALL
iShares US Financials ETF
IYF
$4.62B
$83K ﹤0.01%
+2,000
New +$81.2K
ORI icon
2624
Old Republic International
ORI
$10.5B
$83K ﹤0.01%
4,991
+4,628
+1,275% +$77.3K
SEE
2625
DELISTED
Sealed Air
SEE
$83K ﹤0.01%
2,423
+691
+40% +$22.9K
103 104
105
106 107

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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.