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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
TACT icon
3751
PUT
Transact Technologies
TACT
$53.2M
$10K ﹤0.01%
1,000
– –
TWO
3752
PUT
Two Harbors Investment
TWO
$1.27B
$10K ﹤0.01%
125
-250
-67% -$20.8K
VLY icon
3753
PUT
Valley National Bancorp
VLY
$7.9B
$10K ﹤0.01%
+1,000
New +$10K
WNC icon
3754
Wabash National
WNC
$512M
$10K ﹤0.01%
694
-1,675
-71% -$23K
RST
3755
PUT
DELISTED
ROSETTA STONE INC
RST
$10K ﹤0.01%
+1,000
New +$10.4K
SIR
3756
DELISTED
SELECT INCOME REIT
SIR
$10K ﹤0.01%
+794
New +$10.4K
ANW
3757
CALL
DELISTED
Aegean Marine Petroleum Network
ANW
$10K ﹤0.01%
1,000
– –
TIME
3758
DELISTED
Time Inc.
TIME
$10K ﹤0.01%
+411
New +$9.62K
QLGC
3759
PUT
DELISTED
QLOGIC CORP
QLGC
$10K ﹤0.01%
1,000
-3,000
-75% -$32.2K
FWLT
3760
CALL
DELISTED
FOSTER WHEELER AG (SWITZERLAND)
FWLT
$10K ﹤0.01%
300
-8,200
-96% -$277K
EFII
3761
DELISTED
Electronics for Imaging
EFII
$10K ﹤0.01%
232
-55
-19% -$2.22K
AFAM
3762
DELISTED
Almost Family Inc
AFAM
$10K ﹤0.01%
+468
New +$10.2K
AIRM
3763
PUT
DELISTED
Air Methods Corp
AIRM
$10K ﹤0.01%
+200
New +$10.2K
CAL icon
3764
Caleres
CAL
$431M
$9K ﹤0.01%
326
-288
-47% -$7.53K
CDE icon
3765
CALL
Coeur Mining
CDE
$15.4B
$9K ﹤0.01%
900
– –
CHE icon
3766
PUT
Chemed
CHE
$7.07B
$9K ﹤0.01%
100
-3,000
-97% -$266K
FANG icon
3767
CALL
Diamondback Energy
FANG
$57.1B
$9K ﹤0.01%
+100
New +$7.61K
FICO icon
3768
Fair Isaac
FICO
$24.3B
$9K ﹤0.01%
+135
New +$7.71K
ICF icon
3769
PUT
iShares Select U.S. REIT ETF
ICF
$2.09B
$9K ﹤0.01%
200
-1,200
-86% -$51.7K
SBSW icon
3770
CALL
Sibanye-Stillwater
SBSW
$6.26B
$9K ﹤0.01%
928
– –
SXC icon
3771
SunCoke Energy
SXC
$720M
$9K ﹤0.01%
411
-4,376
-91% -$91.9K
TECK icon
3772
PUT
Teck Resources
TECK
$29.6B
$9K ﹤0.01%
400
– –
TWO
3773
Two Harbors Investment
TWO
$1.27B
$9K ﹤0.01%
111
-38
-26% -$3.16K
MGLN
3774
DELISTED
Magellan Health Services, Inc.
MGLN
$9K ﹤0.01%
144
-112
-44% -$6.58K
BMS
3775
DELISTED
Bemis
BMS
$9K ﹤0.01%
232
-543
-70% -$22.1K
149 150
151
152 153

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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.