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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
SWIR
3001
DELISTED
Sierra Wireless
SWIR
$47K ﹤0.01%
2,332
+1,987
+576% +$40.3K
JIVE
3002
DELISTED
Jive Software, Inc.
JIVE
$47K ﹤0.01%
+5,559
New +$44K
DO
3003
DELISTED
Diamond Offshore Drilling
DO
$47K ﹤0.01%
946
+386
+69% +$19.2K
ALTO icon
3004
Alto Ingredients
ALTO
$410M
$46K ﹤0.01%
+3,000
New +$41.5K
CNQ icon
3005
PUT
Canadian Natural Resources
CNQ
$96.3B
$46K ﹤0.01%
2,069
-9,515
-82% -$190K
EPAM icon
3006
EPAM Systems
EPAM
$5.85B
$46K ﹤0.01%
+1,041
New +$39.4K
GOGO icon
3007
CALL
Gogo Inc
GOGO
$630M
$46K ﹤0.01%
+2,300
New +$39.6K
HP icon
3008
CALL
Helmerich & Payne
HP
$3.45B
$46K ﹤0.01%
+400
New +$43.8K
MATX icon
3009
Matsons
MATX
$6.46B
$46K ﹤0.01%
1,717
+1,428
+494% +$34.8K
MTH icon
3010
CALL
Meritage Homes
MTH
$4.86B
$46K ﹤0.01%
2,200
– –
RPM icon
3011
PUT
RPM International
RPM
$14.7B
$46K ﹤0.01%
+1,000
New +$43.3K
RSP icon
3012
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$99.5B
$46K ﹤0.01%
+600
New +$44.5K
SH icon
3013
CALL
ProShares Short S&P500
SH
$898M
$46K ﹤0.01%
+250
New +$48.4K
SIRI icon
3014
CALL
SiriusXM
SIRI
$10.4B
$46K ﹤0.01%
1,320
-800
-38% -$26K
HA
3015
PUT
DELISTED
Hawaiian Holdings, Inc.
HA
$46K ﹤0.01%
3,300
+2,300
+230% +$33.2K
ABB
3016
CALL
DELISTED
ABB Ltd
ABB
$46K ﹤0.01%
2,000
+1,000
+100% +$24.2K
DRE
3017
DELISTED
Duke Realty Corp.
DRE
$46K ﹤0.01%
+2,537
New +$44.4K
LF
3018
CALL
DELISTED
LEAPFROG ENTERPRISES INC.
LF
$46K ﹤0.01%
6,200
+5,200
+520% +$36.7K
ARUN
3019
DELISTED
ARUBA NETWORKS, INC.
ARUN
$46K ﹤0.01%
2,603
-440
-14% -$8.29K
DRIV
3020
CALL
DELISTED
DIGITAL RIVER INC.
DRIV
$46K ﹤0.01%
+3,000
New +$47.8K
HK
3021
CALL
DELISTED
Halcon Resources Corporation
HK
$46K ﹤0.01%
+37
New +$36.9K
AMKR icon
3022
PUT
Amkor Technology
AMKR
$13.9B
$45K ﹤0.01%
+4,100
New +$37.8K
IVE icon
3023
CALL
iShares S&P 500 Value ETF
IVE
$49.8B
$45K ﹤0.01%
500
+400
+400% +$35.3K
LPX icon
3024
PUT
Louisiana-Pacific
LPX
$5.37B
$45K ﹤0.01%
3,000
– –
TDW icon
3025
Tidewater
TDW
$4.19B
$45K ﹤0.01%
+25
New +$41.5K
119 120
121
122 123

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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.