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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
ARW icon
4026
CALL
Arrow Electronics
ARW
$11.1B
– –
-1,600
Closed -$95K
ASB icon
4027
CALL
Associated Banc-Corp
ASB
$5.83B
– –
-3,000
Closed -$54K
EFOR
4028
CALL
Everforth Inc
EFOR
$1.17B
– –
-600
Closed -$23K
ASH icon
4029
CALL
Ashland
ASH
$3.33B
– –
-1,635
Closed -$80K
ATI icon
4030
ATI
ATI
$25.6B
$0 ﹤0.01%
1
-166
-99% -$6.8K
AVAV icon
4031
AeroVironment
AVAV
$7.56B
– –
-3,192
Closed -$108K
AWK icon
4032
CALL
American Water Works
AWK
$26.7B
– –
-500
Closed -$23K
AWK icon
4033
American Water Works
AWK
$26.7B
– –
-4,819
Closed -$219K
AWK icon
4034
PUT
American Water Works
AWK
$26.7B
– –
-13,000
Closed -$591K
BCE icon
4035
BCE
BCE
$20.2B
– –
-1,401
Closed -$63.1K
BEN icon
4036
Franklin Resources
BEN
$17.6B
– –
-11,260
Closed -$616K
BKH icon
4037
CALL
Black Hills Corp
BKH
$5.42B
– –
-600
Closed -$35K
BKH icon
4038
PUT
Black Hills Corp
BKH
$5.42B
– –
-500
Closed -$29K
BLKB icon
4039
PUT
Blackbaud
BLKB
$1.94B
– –
-700
Closed -$22K
BMRN icon
4040
BioMarin Pharmaceuticals
BMRN
$11.6B
– –
-21,362
Closed -$1.46M
BMRN icon
4041
PUT
BioMarin Pharmaceuticals
BMRN
$11.6B
– –
-30,000
Closed -$2.05M
BMY icon
4042
Bristol-Myers Squibb
BMY
$133B
– –
-93,978
Closed -$4.63M
BR icon
4043
Broadridge
BR
$17.8B
– –
-1,104
Closed -$43.2K
BRK.B icon
4044
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
– –
-60,300
Closed -$7.54M
BTE icon
4045
CALL
Baytex Energy
BTE
$3.25B
– –
-800
Closed -$33K
BTI icon
4046
British American Tobacco
BTI
$131B
– –
-1,770
Closed -$104K
BXP icon
4047
PUT
Boston Properties
BXP
$11.2B
– –
-2,700
Closed -$310K
BYD icon
4048
Boyd Gaming
BYD
$6.18B
– –
-3,531
Closed -$40.9K
BBBY
4049
Bed Bath & Beyond
BBBY
$481M
– –
-836
Closed -$10.3K
CAL icon
4050
CALL
Caleres
CAL
$431M
– –
-700
Closed -$19K
160 161
162
163 164

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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.