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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
NVRI icon
3051
Enviri
NVRI
$671M
$43K ﹤0.01%
1,632
-209
-11% -$5.34K
WTW icon
3052
PUT
Willis Towers Watson
WTW
$31.5B
$43K ﹤0.01%
378
-264
-41% -$29.7K
NP
3053
PUT
DELISTED
Neenah, Inc. Common Stock
NP
$43K ﹤0.01%
800
-6,100
-88% -$310K
NSR
3054
DELISTED
Neustar Inc
NSR
$43K ﹤0.01%
+1,660
New +$45.1K
FSL
3055
PUT
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
$43K ﹤0.01%
1,800
+800
+80% +$18.5K
WOOF
3056
DELISTED
VCA Inc.
WOOF
$43K ﹤0.01%
1,217
+1,051
+633% +$34.2K
SWFT
3057
DELISTED
Swift Transportation Company
SWFT
$43K ﹤0.01%
1,686
-1,244
-42% -$30.2K
AMX icon
3058
CALL
America Movil
AMX
$74.7B
$42K ﹤0.01%
2,000
+1,700
+567% +$34K
DAR icon
3059
PUT
Darling Ingredients
DAR
$9.56B
$42K ﹤0.01%
2,000
-2,100
-51% -$42.4K
FLO icon
3060
CALL
Flowers Foods
FLO
$1.55B
$42K ﹤0.01%
+2,000
New +$41.3K
HBAN icon
3061
Huntington Bancshares
HBAN
$35.5B
$42K ﹤0.01%
4,405
+3,074
+231% +$28.9K
PCAR icon
3062
PACCAR
PCAR
$71.6B
$42K ﹤0.01%
1,002
-4,305
-81% -$184K
RCI icon
3063
Rogers Communications
RCI
$18.3B
$42K ﹤0.01%
+1,047
New +$42.4K
TDS icon
3064
CALL
Telephone and Data Systems
TDS
$4.07B
$42K ﹤0.01%
+1,600
New +$42.4K
TGI
3065
CALL
DELISTED
Triumph Group
TGI
$42K ﹤0.01%
+600
New +$40.5K
VBR icon
3066
Vanguard Morningstar Small-Cap Value ETF
VBR
$38.1B
$42K ﹤0.01%
+396
New +$40K
WRB icon
3067
PUT
W.R. Berkley
WRB
$26.5B
$42K ﹤0.01%
+3,038
New +$39.5K
ZVO
3068
PUT
DELISTED
Zovio Inc. Common Stock
ZVO
$42K ﹤0.01%
3,200
-2,800
-47% -$40.6K
KND
3069
PUT
DELISTED
Kindred Healthcare
KND
$42K ﹤0.01%
1,800
-1,700
-49% -$41.6K
UTEK
3070
DELISTED
Ultratech Inc.
UTEK
$42K ﹤0.01%
+1,888
New +$47.4K
ASEI
3071
PUT
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
$42K ﹤0.01%
600
-100
-14% -$6.71K
TXTR
3072
DELISTED
TEXTURA CORPORATION COM
TXTR
$42K ﹤0.01%
+1,757
New +$35.8K
JAH
3073
PUT
DELISTED
JARDEN CORPORATION
JAH
$42K ﹤0.01%
1,050
-450
-30% -$17.2K
AFAM
3074
PUT
DELISTED
Almost Family Inc
AFAM
$42K ﹤0.01%
+1,900
New +$41.3K
CNO icon
3075
CALL
CNO Financial Group
CNO
$5.14B
$41K ﹤0.01%
+2,300
New +$39.2K
121 122
123
124 125

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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.