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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
XES icon
3376
CALL
State Street SPDR S&P Oil & Gas Equipment & Services ETF
XES
$355M
$25K ﹤0.01%
+50
New +$23.3K
AEL
3377
PUT
DELISTED
American Equity Investment Life Holding Company
AEL
$25K ﹤0.01%
+1,000
New +$23.1K
ARRS
3378
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$25K ﹤0.01%
+768
New +$22.7K
ALJ
3379
PUT
DELISTED
Alon USA Energy Inc
ALJ
$25K ﹤0.01%
2,000
-700
-26% -$10.4K
SWFT
3380
PUT
DELISTED
Swift Transportation Company
SWFT
$25K ﹤0.01%
1,000
+700
+233% +$17K
SPN
3381
CALL
DELISTED
Superior Energy Services, Inc.
SPN
$25K ﹤0.01%
+70
New +$23.2K
CCOI icon
3382
PUT
Cogent Communications
CCOI
$663M
$24K ﹤0.01%
700
– –
CMCO icon
3383
PUT
Columbus McKinnon
CMCO
$580M
$24K ﹤0.01%
900
– –
NTGR icon
3384
CALL
NETGEAR
NTGR
$648M
$24K ﹤0.01%
+700
New +$23.3K
TBT icon
3385
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$315M
$24K ﹤0.01%
+400
New +$25.5K
TITN icon
3386
PUT
Titan Machinery
TITN
$423M
$24K ﹤0.01%
+1,500
New +$25.2K
ZBRA icon
3387
PUT
Zebra Technologies
ZBRA
$13.9B
$24K ﹤0.01%
300
-1,800
-86% -$131K
PRFT
3388
PUT
DELISTED
Perficient Inc
PRFT
$24K ﹤0.01%
1,200
+600
+100% +$10.9K
CPE
3389
PUT
DELISTED
Callon Petroleum Company
CPE
$24K ﹤0.01%
200
+100
+100% +$9.89K
CEQP
3390
DELISTED
Crestwood Equity Partners LP
CEQP
$24K ﹤0.01%
+160
New +$22.4K
SWIR
3391
CALL
DELISTED
Sierra Wireless
SWIR
$24K ﹤0.01%
+1,200
New +$24.3K
AKS
3392
PUT
DELISTED
AK Steel Holding Corp
AKS
$24K ﹤0.01%
+3,000
New +$20.7K
KMR
3393
CALL
DELISTED
KINDER MORGAN MANAGEMENT LLC
KMR
$24K ﹤0.01%
310
-426
-58% -$30.3K
TWTC
3394
PUT
DELISTED
TW TELECOM INC CL A COM
TWTC
$24K ﹤0.01%
+600
New +$19.8K
FBC
3395
DELISTED
Flagstar Bancorp, Inc. New
FBC
$24K ﹤0.01%
1,315
-2,327
-64% -$42.5K
FWLT
3396
PUT
DELISTED
FOSTER WHEELER AG (SWITZERLAND)
FWLT
$24K ﹤0.01%
700
-2,400
-77% -$81.2K
AZZ icon
3397
CALL
AZZ Inc
AZZ
$4.48B
$23K ﹤0.01%
500
-900
-64% -$39.7K
BUD icon
3398
PUT
AB InBev
BUD
$166B
$23K ﹤0.01%
200
-1,300
-87% -$143K
CBT icon
3399
Cabot Corp
CBT
$4.62B
$23K ﹤0.01%
+396
New +$23.1K
EHTH icon
3400
PUT
eHealth
EHTH
$43.8M
$23K ﹤0.01%
600
– –
134 135
136
137 138

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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.