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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
AMGN icon
3426
Amgen
AMGN
$204B
$22K ﹤0.01%
185
-38,805
-100% -$4.49M
AROC icon
3427
CALL
Archrock
AROC
$6.16B
$22K ﹤0.01%
+500
New +$21.6K
ASTE icon
3428
PUT
Astec Industries
ASTE
$1.21B
$22K ﹤0.01%
500
-1,000
-67% -$41.2K
CADE
3429
DELISTED
Cadence Bank
CADE
$22K ﹤0.01%
+912
New +$21.7K
CATO icon
3430
CALL
Cato Corp
CATO
$69.3M
$22K ﹤0.01%
+700
New +$20.4K
CATO icon
3431
PUT
Cato Corp
CATO
$69.3M
$22K ﹤0.01%
+700
New +$20.4K
CSTM icon
3432
PUT
Constellium
CSTM
$3.85B
$22K ﹤0.01%
+700
New +$21.1K
EPI icon
3433
CALL
WisdomTree India Earnings Fund ETF
EPI
$2.04B
$22K ﹤0.01%
+1,000
New +$20.8K
GES
3434
CALL
DELISTED
Guess Inc
GES
$22K ﹤0.01%
800
-5,300
-87% -$144K
ICE icon
3435
PUT
Intercontinental Exchange
ICE
$85.2B
$22K ﹤0.01%
585
+500
+588% +$19.5K
IOSP icon
3436
Innospec
IOSP
$2.11B
$22K ﹤0.01%
+505
New +$21.8K
SAM icon
3437
CALL
Boston Beer
SAM
$1.94B
$22K ﹤0.01%
+100
New +$22.8K
TFSL icon
3438
TFS Financial
TFSL
$5.17B
$22K ﹤0.01%
1,540
+320
+26% +$4.3K
WEN icon
3439
CALL
Wendy's
WEN
$1.43B
$22K ﹤0.01%
2,600
+600
+30% +$5.05K
XPRO icon
3440
PUT
Expro Ltd
XPRO
$1.79B
$22K ﹤0.01%
+150
New +$22.1K
PACW
3441
CALL
DELISTED
PacWest Bancorp
PACW
$22K ﹤0.01%
+500
New +$20.8K
ICON
3442
DELISTED
Iconix Brand Group, Inc.
ICON
$22K ﹤0.01%
+52
New +$21.4K
DRYS
3443
CALL
DELISTED
DryShips Inc. Common Stock
DRYS
– –
0
– –
KOG
3444
CALL
DELISTED
KODIAK OIL & GAS CORP
KOG
$22K ﹤0.01%
1,500
– –
HK
3445
PUT
DELISTED
Halcon Resources Corporation
HK
$22K ﹤0.01%
+17
New +$16.9K
ADTN icon
3446
Adtran
ADTN
$718M
$21K ﹤0.01%
919
-2,535
-73% -$57.4K
EXC icon
3447
Exelon
EXC
$47B
$21K ﹤0.01%
799
-708
-47% -$18.1K
EZPW icon
3448
PUT
Ezcorp Inc
EZPW
$1.86B
$21K ﹤0.01%
+1,800
New +$20.6K
FHN icon
3449
First Horizon
FHN
$12.2B
$21K ﹤0.01%
1,732
+1,072
+162% +$12.5K
HIMX
3450
PUT
Himax Technologies
HIMX
$2.23B
$21K ﹤0.01%
3,000
+2,200
+275% +$17.6K
136 137
138
139 140

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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.