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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
EME icon
4101
PUT
Emcor
EME
$35.2B
– –
-1,400
Closed -$66K
EMR icon
4102
CALL
Emerson Electric
EMR
$83.9B
– –
-1,600
Closed -$107K
ENB icon
4103
CALL
Enbridge
ENB
$119B
– –
-700
Closed -$32K
EQNR icon
4104
CALL
Equinor
EQNR
$97.7B
– –
-2,000
Closed -$56K
EQT icon
4105
CALL
EQT Corp
EQT
$33.3B
– –
-2,021
Closed -$107K
EQT icon
4106
PUT
EQT Corp
EQT
$33.3B
– –
-551
Closed -$29K
ES icon
4107
Eversource Energy
ES
$26.9B
– –
-191
Closed -$8.76K
ESS icon
4108
Essex Property Trust
ESS
$18.3B
– –
-1,428
Closed -$253K
EWY icon
4109
iShares MSCI South Korea ETF
EWY
$21.9B
– –
-149
Closed -$9.53K
EWW icon
4110
iShares MSCI Mexico ETF
EWW
$1.92B
– –
-182,497
Closed -$12M
EZPW icon
4111
CALL
Ezcorp Inc
EZPW
$1.83B
– –
-2,000
Closed -$22K
FLEX icon
4112
Flex
FLEX
$41.7B
– –
-2,361
Closed -$17.8K
FNF icon
4113
Fidelity National Financial
FNF
$13.9B
– –
-1,235
Closed -$23.1K
FSS icon
4114
Federal Signal
FSS
$7.63B
– –
-185
Closed -$3K
FSS icon
4115
PUT
Federal Signal
FSS
$7.63B
– –
-1,000
Closed -$15K
FWONA icon
4116
Liberty Media Series A
FWONA
$22.5B
– –
-17,270
Closed -$401K
FWONA icon
4117
PUT
Liberty Media Series A
FWONA
$22.5B
– –
-28,145
Closed -$654K
FXA icon
4118
Invesco CurrencyShares Australian Dollar Trust
FXA
$97.6M
– –
-2,214
Closed -$207K
GATX icon
4119
GATX Corp
GATX
$6.35B
– –
-1,684
Closed -$110K
GBX icon
4120
CALL
The Greenbrier Companies
GBX
$1.52B
– –
-1,600
Closed -$73K
GEO icon
4121
CALL
The GEO Group
GEO
$4.13B
– –
-1,500
Closed -$32K
GFI icon
4122
Gold Fields
GFI
$29B
$0 ﹤0.01%
34
– –
GGB icon
4123
CALL
Gerdau
GGB
$9.74B
– –
-28,350
Closed -$144K
GGB icon
4124
Gerdau
GGB
$9.74B
– –
-36,125
Closed -$184K
GGG icon
4125
Graco
GGG
$12.9B
– –
-1,281
Closed -$32K
163 164
165
166 167

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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.