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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
CTXS
276
PUT
DELISTED
Citrix Systems Inc
CTXS
$11.7M 0.05%
234,835
-48,850
-17% -$2.35M
XOM icon
277
CALL
ExxonMobil
XOM
$650B
$11.6M 0.05%
114,700
-988,400
-90% -$99.7M
CSIQ icon
278
PUT
Canadian Solar
CSIQ
$932M
$11.5M 0.05%
368,400
+366,200
+16,645% +$9.88M
AEM icon
279
CALL
Agnico Eagle Mines
AEM
$72.2B
$11.5M 0.05%
300,300
+184,000
+158% +$5.87M
GOLD
280
CALL
DELISTED
Randgold Resources Ltd
GOLD
$11.5M 0.05%
137,709
+137,608
+136,246% +$10.6M
HUN icon
281
PUT
Huntsman Corp
HUN
$2.1B
$11.5M 0.05%
408,000
+103,100
+34% +$2.7M
XLF icon
282
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$11.4M 0.05%
572,193
+362,362
+173% +$7.06M
DVA icon
283
CALL
DaVita
DVA
$15.5B
$11.4M 0.05%
157,700
+112,800
+251% +$7.84M
APC
284
DELISTED
Anadarko Petroleum
APC
$11.4M 0.05%
104,000
+97,249
+1,441% +$9.9M
SUNE
285
PUT
DELISTED
SUNEDISON, INC COM
SUNE
$11.4M 0.05%
+502,600
New +$9.77M
AMT icon
286
CALL
American Tower
AMT
$83.5B
$11.3M 0.05%
125,500
+117,000
+1,376% +$10.1M
GRPN icon
287
CALL
Groupon
GRPN
$1.03B
$11.2M 0.05%
84,545
+77,930
+1,178% +$10.3M
CAG icon
288
CALL
Conagra Brands
CAG
$7.42B
$11.2M 0.05%
483,417
+478,277
+9,305% +$11.6M
ISRG icon
289
CALL
Intuitive Surgical
ISRG
$127B
$11.1M 0.05%
243,000
+144,000
+145% +$6.35M
HRI icon
290
PUT
Herc Holdings
HRI
$4.78B
$11M 0.05%
131,200
-12,167
-8% -$1.03M
PVH icon
291
PUT
PVH
PVH
$4.07B
$11M 0.05%
94,000
+92,600
+6,614% +$11.5M
CVX icon
292
CALL
Chevron
CVX
$382B
$10.9M 0.05%
83,200
-130,800
-61% -$16.3M
TWTR
293
CALL
DELISTED
Twitter, Inc.
TWTR
$10.9M 0.04%
265,000
-40,100
-13% -$1.52M
NEM icon
294
CALL
Newmont
NEM
$96.2B
$10.8M 0.04%
424,900
+206,600
+95% +$4.98M
XLV icon
295
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
$10.8M 0.04%
177,000
+168,800
+2,059% +$9.92M
PXD
296
DELISTED
Pioneer Natural Resource Co.
PXD
$10.7M 0.04%
46,750
+39,099
+511% +$8.07M
HON icon
297
PUT
Honeywell
HON
$76.4B
$10.7M 0.04%
127,872
+89,143
+230% +$7.45M
HLF icon
298
CALL
Herbalife
HLF
$1.3B
$10.6M 0.04%
328,800
-40,200
-11% -$1.23M
TSN icon
299
PUT
Tyson Foods
TSN
$21.5B
$10.6M 0.04%
282,500
+80,300
+40% +$3.22M
NE
300
DELISTED
Noble Corporation
NE
$10.6M 0.04%
361,451
+311,235
+620% +$8.55M
10 11
12
13 14

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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.