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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
LRN icon
2976
CALL
Stride
LRN
$3.41B
$48K ﹤0.01%
+2,000
New +$46.9K
MPC icon
2977
CALL
Marathon Petroleum
MPC
$89.6B
$48K ﹤0.01%
1,200
-5,400
-82% -$239K
NTGR icon
2978
NETGEAR
NTGR
$648M
$48K ﹤0.01%
1,390
+1,214
+690% +$40.4K
OEF icon
2979
iShares S&P 100 ETF
OEF
$20.5B
$48K ﹤0.01%
+558
New +$47.1K
SNDA icon
2980
CALL
Sonida Senior Living
SNDA
$1.9B
$48K ﹤0.01%
+133
New +$48.2K
SPR
2981
DELISTED
Spirit AeroSystems
SPR
$48K ﹤0.01%
1,432
+914
+176% +$28.9K
TMO icon
2982
CALL
Thermo Fisher Scientific
TMO
$212B
$48K ﹤0.01%
400
+100
+33% +$11.8K
FLG
2983
CALL
Flagstar Bank National Association
FLG
$5.93B
$48K ﹤0.01%
1,000
-667
-40% -$31.3K
UNT
2984
PUT
DELISTED
UNIT Corporation
UNT
$48K ﹤0.01%
700
-700
-50% -$45.6K
MDR
2985
PUT
DELISTED
McDermott International
MDR
$48K ﹤0.01%
2,000
+1,000
+100% +$22K
SCG
2986
PUT
DELISTED
Scana
SCG
$48K ﹤0.01%
900
– –
BBG
2987
CALL
DELISTED
Bill Barrett Corp
BBG
$48K ﹤0.01%
1,800
+800
+80% +$20.4K
KCG
2988
DELISTED
KCG Holdings, Inc.
KCG
$48K ﹤0.01%
4,007
+2,746
+218% +$30.7K
CNVR
2989
CALL
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
$48K ﹤0.01%
1,900
-1,700
-47% -$42.4K
SBNY
2990
DELISTED
Signature Bank
SBNY
$48K ﹤0.01%
+379
New +$45.6K
ACHC icon
2991
Acadia Healthcare
ACHC
$2.85B
$47K ﹤0.01%
+1,026
New +$45.1K
AEO icon
2992
PUT
American Eagle Outfitters
AEO
$2.99B
$47K ﹤0.01%
4,300
+4,000
+1,333% +$45.4K
CVI icon
2993
CVR Energy
CVI
$3.31B
$47K ﹤0.01%
+977
New +$45.9K
DTE icon
2994
CALL
DTE Energy
DTE
$29.5B
$47K ﹤0.01%
705
-705
-50% -$45.7K
EMR icon
2995
PUT
Emerson Electric
EMR
$86.7B
$47K ﹤0.01%
700
-2,200
-76% -$148K
EWT icon
2996
PUT
iShares MSCI Taiwan ETF
EWT
$10.6B
$47K ﹤0.01%
+1,500
New +$45K
GNTX icon
2997
CALL
Gentex
GNTX
$4.99B
$47K ﹤0.01%
+3,200
New +$46.7K
JJSF icon
2998
PUT
J&J Snack Foods
JJSF
$1.48B
$47K ﹤0.01%
+500
New +$47K
SIMO icon
2999
Silicon Motion
SIMO
$8.53B
$47K ﹤0.01%
+2,314
New +$39.4K
EQC
3000
PUT
DELISTED
Equity Commonwealth
EQC
$47K ﹤0.01%
+1,800
New +$47.3K
118 119
120
121 122

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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.