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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
CXT icon
4076
Crane NXT
CXT
$2.99B
– –
-711
Closed -$18K
CXT icon
4077
PUT
Crane NXT
CXT
$2.99B
– –
-8,637
Closed -$213K
CYD icon
4078
PUT
China Yuchai International
CYD
$1.77B
– –
-300
Closed -$6K
DB icon
4079
Deutsche Bank
DB
$69B
– –
-14,914
Closed -$532K
DBC icon
4080
Invesco DB Commodity Index Tracking Fund
DBC
$1.69B
– –
-3,200
Closed -$84.3K
DBA icon
4081
Invesco DB Agriculture Fund
DBA
$1.23B
– –
-3,125
Closed -$88.3K
DBB icon
4082
Invesco DB Base Metals Fund
DBB
$312M
– –
-204
Closed -$3K
DBE icon
4083
Invesco DB Energy Fund
DBE
$90.6M
– –
-290
Closed -$8K
DBE icon
4084
PUT
Invesco DB Energy Fund
DBE
$90.6M
– –
-1,000
Closed -$29K
DCO icon
4085
Ducommun
DCO
$2.7B
– –
-378
Closed -$9K
DCO icon
4086
PUT
Ducommun
DCO
$2.7B
– –
-600
Closed -$15K
DGX icon
4087
CALL
Quest Diagnostics
DGX
$25.7B
– –
-2,200
Closed -$127K
DIOD icon
4088
Diodes
DIOD
$3.78B
– –
-771
Closed -$20K
DIOD icon
4089
PUT
Diodes
DIOD
$3.78B
– –
-1,600
Closed -$42K
DLR icon
4090
CALL
Digital Realty Trust
DLR
$69.7B
– –
-6,500
Closed -$345K
DOC icon
4091
Healthpeak Properties
DOC
$15.1B
– –
-53
Closed -$2K
DRI icon
4092
Darden Restaurants
DRI
$23.3B
– –
-2,905
Closed -$129K
DSX icon
4093
CALL
Diana Shipping
DSX
$302M
– –
-1,430
Closed -$12K
DUK icon
4094
Duke Energy
DUK
$97.8B
– –
-124
Closed -$8.92K
DXLG icon
4095
Destination XL Group
DXLG
$31.2M
– –
-765
Closed -$4K
DXLG icon
4096
PUT
Destination XL Group
DXLG
$31.2M
– –
-1,000
Closed -$6K
EFX icon
4097
CALL
Equifax
EFX
$20.3B
– –
-600
Closed -$41K
EGO icon
4098
Eldorado Gold
EGO
$7.87B
– –
-80
Closed -$2.45K
EIX icon
4099
Edison International
EIX
$28.2B
– –
-4,712
Closed -$264K
ELME
4100
CALL
Elme Communities
ELME
$143M
– –
-1,000
Closed -$24K
162 163
164
165 166

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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.