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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
VSH icon
4326
PUT
Vishay Intertechnology
VSH
$5.25B
– –
-500
Closed -$7K
VTI icon
4327
Vanguard Morningstar Total Stock Market ETF
VTI
$660B
– –
-2,082
Closed -$205K
WCC
4328
PUT
WESCO International
WCC
$16.7B
– –
-9,200
Closed -$766K
WIT icon
4329
CALL
Wipro
WIT
$19.6B
– –
-16,000
Closed -$40K
WIT icon
4330
Wipro
WIT
$19.6B
– –
-15,403
Closed -$39K
WIT icon
4331
PUT
Wipro
WIT
$19.6B
– –
-16,000
Closed -$40K
WRLD icon
4332
World Acceptance Corp
WRLD
$838M
– –
-525
Closed -$40.9K
WTI icon
4333
W&T Offshore
WTI
$534M
– –
-751
Closed -$12.4K
WTS icon
4334
CALL
Watts Water Technologies
WTS
$11.5B
– –
-500
Closed -$29K
WWW icon
4335
CALL
Wolverine World Wide
WWW
$1.61B
– –
-1,000
Closed -$29K
WWW icon
4336
PUT
Wolverine World Wide
WWW
$1.61B
– –
-2,000
Closed -$57K
XLV icon
4337
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
– –
-74,056
Closed -$4.35M
XLV icon
4338
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
– –
-40,300
Closed -$2.36M
XRT icon
4339
State Street SPDR S&P Retail ETF
XRT
$449M
– –
-211,938
Closed -$8.9M
ZBRA icon
4340
CALL
Zebra Technologies
ZBRA
$14B
– –
-800
Closed -$56K
ZUMZ icon
4341
Zumiez
ZUMZ
$332M
– –
-6,091
Closed -$162K
TXNM
4342
TXNM Energy Inc
TXNM
$6.41B
– –
-1,106
Closed -$30K
SGI
4343
Somnigroup International
SGI
$13.7B
– –
-6,456
Closed -$86.5K
VOXX
4344
DELISTED
VOXX International Corporation Class A
VOXX
– –
-542
Closed -$7K
VOXX
4345
PUT
DELISTED
VOXX International Corporation Class A
VOXX
– –
-1,000
Closed -$14K
IVAC
4346
DELISTED
Intevac Inc
IVAC
– –
-211
Closed -$2K
IVAC
4347
PUT
DELISTED
Intevac Inc
IVAC
– –
-500
Closed -$5K
INFN
4348
CALL
DELISTED
Infinera Corporation Common Stock
INFN
– –
-2,000
Closed -$18K
SWN
4349
DELISTED
Southwestern Energy Company
SWN
– –
-1,371
Closed -$63.5K
SPWR
4350
DELISTED
SunPower Corporation Common Stock
SPWR
– –
-238
Closed -$5.21K
172 173
174
175 176

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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.