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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
PBY
2751
PUT
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
$69K ﹤0.01%
6,000
+4,700
+362% +$50.8K
COLM icon
2752
Columbia Sportswear
COLM
$2.95B
$68K ﹤0.01%
+1,638
New +$68.3K
GSG icon
2753
PUT
iShares S&P GSCI Commodity-Indexed Trust
GSG
$949M
$68K ﹤0.01%
+2,000
New +$66.8K
IBKR icon
2754
CALL
Interactive Brokers
IBKR
$39.5B
$68K ﹤0.01%
11,600
-12,400
-52% -$71.3K
KGC icon
2755
Kinross Gold
KGC
$28B
$68K ﹤0.01%
16,506
-131,009
-89% -$533K
LNN icon
2756
PUT
Lindsay Corp
LNN
$1.2B
$68K ﹤0.01%
+800
New +$69.2K
MEOH icon
2757
PUT
Methanex
MEOH
$4.14B
$68K ﹤0.01%
1,100
-1,200
-52% -$73.6K
MFIN icon
2758
PUT
Medallion Financial
MFIN
$251M
$68K ﹤0.01%
+5,500
New +$72.3K
PCG icon
2759
PG&E
PCG
$38.4B
$68K ﹤0.01%
1,408
-250
-15% -$11.3K
RES icon
2760
PUT
RPC Inc
RES
$1.31B
$68K ﹤0.01%
2,900
-100
-3% -$2.2K
XLE icon
2761
State Street Energy Select Sector SPDR ETF
XLE
$38.4B
$68K ﹤0.01%
+1,356
New +$64.2K
ZVO
2762
CALL
DELISTED
Zovio Inc. Common Stock
ZVO
$68K ﹤0.01%
5,100
+4,100
+410% +$59.5K
WNR
2763
DELISTED
Western Refining Inc
WNR
$68K ﹤0.01%
1,820
-6,201
-77% -$250K
CROX icon
2764
CALL
Crocs
CROX
$6.77B
$67K ﹤0.01%
4,400
-3,000
-41% -$44.7K
IMOS
2765
ChipMOS TECHNOLOGIES
IMOS
$1.82B
$67K ﹤0.01%
+2,513
New +$63.2K
KBE icon
2766
CALL
State Street SPDR S&P Bank ETF
KBE
$1.69B
$67K ﹤0.01%
+2,000
New +$65.2K
NOG icon
2767
Northern Oil and Gas
NOG
$2.22B
$67K ﹤0.01%
411
+30
+8% +$4.57K
ORI icon
2768
PUT
Old Republic International
ORI
$10.5B
$67K ﹤0.01%
4,000
+3,000
+300% +$50.1K
TDG icon
2769
PUT
TransDigm Group
TDG
$71.3B
$67K ﹤0.01%
+400
New +$72.1K
VAR
2770
PUT
DELISTED
Varian Medical Systems, Inc.
VAR
$67K ﹤0.01%
912
– –
GIMO
2771
DELISTED
Gigamon Inc.
GIMO
$67K ﹤0.01%
3,500
+3,396
+3,265% +$61.3K
FNF icon
2772
CALL
Fidelity National Financial
FNF
$13.9B
$66K ﹤0.01%
3,503
+1,751
+100% +$32.8K
FNF icon
2773
PUT
Fidelity National Financial
FNF
$13.9B
$66K ﹤0.01%
+3,503
New +$65.5K
GL icon
2774
CALL
Globe Life
GL
$14.3B
$66K ﹤0.01%
+1,200
New +$64.2K
IEF icon
2775
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
$66K ﹤0.01%
+638
New +$65.5K
109 110
111
112 113

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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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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.