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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
AON icon
3151
PUT
Aon
AON
$75.7B
$36K ﹤0.01%
400
-2,900
-88% -$251K
BALL icon
3152
Ball Corp
BALL
$17B
$36K ﹤0.01%
1,144
-8,176
-88% -$239K
FISV
3153
Fiserv Inc
FISV
$29.7B
$36K ﹤0.01%
1,192
+1,098
+1,168% +$32.6K
IVR icon
3154
Invesco Mortgage Capital
IVR
$758M
$36K ﹤0.01%
206
-88
-30% -$15.1K
PPL
3155
CALL
PPL Corp
PPL
$26.5B
$36K ﹤0.01%
1,074
-8,052
-88% -$254K
UTI icon
3156
PUT
Universal Technical Institute
UTI
$2.33B
$36K ﹤0.01%
3,000
– –
VNET
3157
CALL
VNET Group
VNET
$2.06B
$36K ﹤0.01%
+1,200
New +$31.5K
VNET
3158
PUT
VNET Group
VNET
$2.06B
$36K ﹤0.01%
+1,200
New +$31.5K
DRE
3159
PUT
DELISTED
Duke Realty Corp.
DRE
$36K ﹤0.01%
2,000
+1,000
+100% +$17.5K
PBCT
3160
DELISTED
People's United Financial Inc
PBCT
$36K ﹤0.01%
2,397
+1,713
+250% +$25K
CORE
3161
PUT
DELISTED
Core Mark Holding Co., Inc.
CORE
$36K ﹤0.01%
+1,600
New +$32.7K
AYR
3162
PUT
DELISTED
Aircastle Ltd
AYR
$36K ﹤0.01%
2,000
-4,300
-68% -$76.1K
UPL
3163
PUT
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$36K ﹤0.01%
1,200
-2,200
-65% -$62.5K
LLL
3164
PUT
DELISTED
L3 Technologies, Inc.
LLL
$36K ﹤0.01%
300
-3,900
-93% -$463K
KRFT
3165
CALL
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$36K ﹤0.01%
600
-1,000
-63% -$57.9K
ADEA icon
3166
CALL
Adeia
ADEA
$3.44B
$35K ﹤0.01%
+6,048
New +$35.6K
EIX icon
3167
CALL
Edison International
EIX
$27.2B
$35K ﹤0.01%
600
-300
-33% -$16.8K
ETD icon
3168
PUT
Ethan Allen Interiors
ETD
$608M
$35K ﹤0.01%
+1,400
New +$34.2K
LPX icon
3169
Louisiana-Pacific
LPX
$5.37B
$35K ﹤0.01%
2,347
+1,375
+141% +$20.9K
MCO icon
3170
CALL
Moody's
MCO
$83.8B
$35K ﹤0.01%
400
-1,700
-81% -$140K
PDS
3171
PUT
Precision Drilling
PDS
$979M
$35K ﹤0.01%
125
-75
-38% -$19.3K
SSL icon
3172
PUT
Sasol
SSL
$7.14B
$35K ﹤0.01%
+600
New +$34.1K
UNM icon
3173
PUT
Unum
UNM
$14.5B
$35K ﹤0.01%
+1,000
New +$34.1K
VAC icon
3174
PUT
Marriott Vacations Worldwide
VAC
$3.39B
$35K ﹤0.01%
+600
New +$33.6K
WWD icon
3175
PUT
Woodward
WWD
$22.1B
$35K ﹤0.01%
+700
New +$31.9K
125 126
127
128 129

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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.