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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
WIRE
4351
DELISTED
Encore Wire Corp
WIRE
– –
-168
Closed -$8K
WIRE
4352
PUT
DELISTED
Encore Wire Corp
WIRE
– –
-700
Closed -$34K
AAIC
4353
DELISTED
Arlington Asset Investment Corp.
AAIC
– –
-117
Closed -$3K
AAIC
4354
PUT
DELISTED
Arlington Asset Investment Corp.
AAIC
– –
-500
Closed -$13K
RUTH
4355
CALL
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
– –
-3,700
Closed -$45K
MGI
4356
PUT
DELISTED
MoneyGram International, Inc. New
MGI
– –
-1,000
Closed -$18K
AUY
4357
DELISTED
Yamana Gold, Inc.
AUY
– –
-28,148
Closed -$221K
LHCG
4358
CALL
DELISTED
LHC Group LLC
LHCG
– –
-1,000
Closed -$22K
DS
4359
DELISTED
Drive Shack Inc.
DS
$0 ﹤0.01%
+35
New +$177
TEN
4360
CALL
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-500
Closed -$29K
DRE
4361
CALL
DELISTED
Duke Realty Corp.
DRE
– –
-200
Closed -$3K
POLY
4362
CALL
DELISTED
Plantronics, Inc.
POLY
– –
-4,000
Closed -$178K
ACC
4363
DELISTED
American Campus Communities, Inc.
ACC
– –
-309
Closed -$12K
ACC
4364
PUT
DELISTED
American Campus Communities, Inc.
ACC
– –
-1,600
Closed -$60K
MTOR
4365
DELISTED
MERITOR, Inc.
MTOR
– –
-1,301
Closed -$17.1K
CNR
4366
PUT
DELISTED
Cornerstone Building Brands, Inc.
CNR
– –
-1,000
Closed -$17K
HNP
4367
CALL
DELISTED
Huaneng Power Intl, Inc.
HNP
– –
-200
Closed -$8K
HNP
4368
PUT
DELISTED
Huaneng Power Intl, Inc.
HNP
– –
-600
Closed -$23K
NP
4369
CALL
DELISTED
Neenah, Inc. Common Stock
NP
– –
-700
Closed -$36K
FOE
4370
CALL
DELISTED
Ferro Corporation
FOE
– –
-600
Closed -$8K
ZIXI
4371
CALL
DELISTED
Zix Corporation
ZIXI
– –
-1,000
Closed -$4K
MDP
4372
PUT
DELISTED
Meredith Corporation
MDP
– –
-700
Closed -$33K
ALXN
4373
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-10,000
Closed -$1.52M
ALXN
4374
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-39,789
Closed -$6.05M
ALXN
4375
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-107,500
Closed -$16.4M
173 174
175
176 177

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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.