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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
CPN
4426
CALL
DELISTED
Calpine Corporation
CPN
– –
-500
Closed -$10K
SNI
4427
CALL
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
– –
-1,200
Closed -$91K
CAA
4428
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-32
Closed -$1.3K
BV
4429
PUT
DELISTED
Bazaarvoice, Inc.
BV
– –
-1,100
Closed -$8K
BRCD
4430
CALL
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
– –
-2,900
Closed -$32K
RATE
4431
DELISTED
Bankrate Inc
RATE
– –
-789
Closed -$13K
RATE
4432
PUT
DELISTED
Bankrate Inc
RATE
– –
-2,400
Closed -$41K
WBMD
4433
CALL
DELISTED
WebMD Health Corp.
WBMD
– –
-800
Closed -$33K
KCG
4434
CALL
DELISTED
KCG Holdings, Inc.
KCG
– –
-1,200
Closed -$14K
PVTB
4435
DELISTED
PrivateBancorp Inc
PVTB
– –
-1,006
Closed -$31K
PVTB
4436
PUT
DELISTED
PrivateBancorp Inc
PVTB
– –
-2,000
Closed -$61K
MJN
4437
CALL
DELISTED
Mead Johnson Nutrition Company
MJN
– –
-1,300
Closed -$108K
MJN
4438
PUT
DELISTED
Mead Johnson Nutrition Company
MJN
– –
-100
Closed -$8K
UTEK
4439
CALL
DELISTED
Ultratech Inc.
UTEK
– –
-3,900
Closed -$114K
HW
4440
CALL
DELISTED
Headwaters Inc
HW
– –
-100
Closed -$1K
HW
4441
DELISTED
Headwaters Inc
HW
– –
-1,849
Closed -$23.6K
SWC
4442
DELISTED
Stillwater Mining Co
SWC
– –
-239
Closed -$3.89K
MENT
4443
PUT
DELISTED
Mentor Graphics Corp
MENT
– –
-4,500
Closed -$99K
ENH
4444
DELISTED
Endurance Specialty Holdings Ltd
ENH
– –
-582
Closed -$30.3K
NILE
4445
DELISTED
Blue Nile, Inc.
NILE
– –
-566
Closed -$17.8K
IQNT
4446
DELISTED
Inteliquent, Inc.
IQNT
– –
-1,999
Closed -$29.2K
IL
4447
CALL
DELISTED
IntraLinks Holdings Inc.
IL
– –
-2,000
Closed -$20K
IL
4448
DELISTED
IntraLinks Holdings Inc.
IL
– –
-3,997
Closed -$41K
MEG
4449
DELISTED
Media General, Inc
MEG
– –
-1,319
Closed -$22.7K
STJ
4450
PUT
DELISTED
St Jude Medical
STJ
– –
-800
Closed -$52K
176 177
178
179 180

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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.