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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
ACGL icon
4001
PUT
Arch Capital
ACGL
$34.3B
– –
-2,100
Closed -$40K
ACIW icon
4002
ACI Worldwide
ACIW
$5.83B
– –
-1,257
Closed -$23.4K
ACTG icon
4003
CALL
Acacia Research
ACTG
$428M
– –
-3,000
Closed -$46K
ADI icon
4004
PUT
Analog Devices
ADI
$179B
– –
-105,900
Closed -$5.63M
ADM icon
4005
PUT
Archer Daniels Midland
ADM
$38.2B
– –
-116,500
Closed -$5.05M
ADP icon
4006
CALL
Automatic Data Processing
ADP
$106B
– –
-4,214
Closed -$286K
AEE icon
4007
CALL
Ameren
AEE
$30.3B
– –
-1,800
Closed -$74K
AEP icon
4008
CALL
American Electric Power
AEP
$69.6B
– –
-9,500
Closed -$481K
AES icon
4009
AES
AES
$10.5B
– –
-604
Closed -$9K
AG icon
4010
First Majestic Silver
AG
$7.41B
– –
-1,772
Closed -$16.8K
AG icon
4011
PUT
First Majestic Silver
AG
$7.41B
– –
-1,300
Closed -$13K
AIV
4012
CALL
Aimco
AIV
$387M
– –
-7,507
Closed -$30K
AIV
4013
Aimco
AIV
$387M
– –
-4,489
Closed -$18K
AIV
4014
PUT
Aimco
AIV
$387M
– –
-30,027
Closed -$120K
AIZ icon
4015
PUT
Assurant
AIZ
$13.8B
– –
-6,600
Closed -$429K
ALB icon
4016
Albemarle
ALB
$13.9B
– –
-5,680
Closed -$390K
AME icon
4017
PUT
Ametek
AME
$55.4B
– –
-500
Closed -$26K
AMN icon
4018
AMN Healthcare
AMN
$1.3B
– –
-415
Closed -$6K
AMN icon
4019
PUT
AMN Healthcare
AMN
$1.3B
– –
-1,000
Closed -$14K
AMSC icon
4020
American Superconductor
AMSC
$1.42B
– –
-9
Closed –
AN icon
4021
AutoNation
AN
$7.11B
– –
-5,137
Closed -$284K
ANSS
4022
DELISTED
Ansys
ANSS
– –
-100
Closed -$8K
ANSS
4023
PUT
DELISTED
Ansys
ANSS
– –
-200
Closed -$15K
AON icon
4024
Aon
AON
$76.5B
– –
-27,373
Closed -$2.37M
APTV icon
4025
Aptiv
APTV
$12B
$0 ﹤0.01%
1
-1,545
-100% -$105K
159 160
161
162 163

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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.