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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
TEVA icon
376
PUT
Teva Pharmaceuticals
TEVA
$41.2B
$7.77M 0.03%
148,200
-41,900
-22% -$2.14M
PHM icon
377
CALL
Pultegroup
PHM
$24.5B
$7.74M 0.03%
383,900
+133,000
+53% +$2.55M
NWL icon
378
CALL
Newell Brands
NWL
$2.18B
$7.72M 0.03%
249,000
+243,200
+4,193% +$7.28M
AAL icon
379
American Airlines Group
AAL
$10.2B
$7.7M 0.03%
179,243
+82,501
+85% +$3.22M
ATVI
380
CALL
DELISTED
Activision Blizzard
ATVI
$7.7M 0.03%
345,000
+4,400
+1% +$90.5K
ADSK icon
381
PUT
Autodesk
ADSK
$49.6B
$7.53M 0.03%
133,500
-126,300
-49% -$6.41M
SYNA icon
382
Synaptics
SYNA
$4.25B
$7.53M 0.03%
83,028
+50,550
+156% +$3.43M
HUN icon
383
CALL
Huntsman Corp
HUN
$2.12B
$7.38M 0.03%
262,600
-300
-0.1% -$7.86K
AMAT icon
384
Applied Materials
AMAT
$398B
$7.32M 0.03%
324,762
+193,225
+147% +$3.94M
COST icon
385
PUT
Costco
COST
$423B
$7.25M 0.03%
63,000
+23,700
+60% +$2.72M
PCL
386
CALL
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
$7.23M 0.03%
160,300
+154,300
+2,572% +$6.71M
PXD
387
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$7.22M 0.03%
31,400
+16,900
+117% +$3.49M
SNDK
388
DELISTED
SANDISK CORP
SNDK
$7.15M 0.03%
68,498
+68,471
+253,596% +$6.22M
AIG icon
389
CALL
American International
AIG
$41.8B
$7.1M 0.03%
130,100
-401,400
-76% -$21.3M
CDNS icon
390
PUT
Cadence Design Systems
CDNS
$91.7B
$7M 0.03%
400,000
-751,000
-65% -$12M
GG
391
PUT
DELISTED
Goldcorp Inc
GG
$6.99M 0.03%
250,400
-375,200
-60% -$9.32M
DG icon
392
PUT
Dollar General
DG
$28.1B
$6.97M 0.03%
121,500
-262,200
-68% -$15M
TSLA icon
393
Tesla
TSLA
$1.22T
$6.93M 0.03%
+432,795
New +$6.04M
TFCFA
394
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$6.91M 0.03%
196,500
+196,400
+196,400% +$6.68M
CL icon
395
CALL
Colgate-Palmolive
CL
$73.3B
$6.9M 0.03%
101,200
+72,400
+251% +$4.85M
FSLR icon
396
PUT
First Solar
FSLR
$22.1B
$6.89M 0.03%
97,000
-17,200
-15% -$1.14M
PAY
397
CALL
DELISTED
Verifone Systems Inc
PAY
$6.88M 0.03%
187,100
+183,000
+4,463% +$6.24M
CL icon
398
PUT
Colgate-Palmolive
CL
$73.3B
$6.85M 0.03%
100,400
+37,900
+61% +$2.54M
AA icon
399
CALL
Alcoa
AA
$11.9B
$6.84M 0.03%
191,219
+190,969
+76,388% +$6.26M
BIIB icon
400
CALL
Biogen
BIIB
$30.7B
$6.81M 0.03%
21,600
-7,000
-24% -$2.11M
14 15
16
17 18

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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.