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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
ANV
4501
DELISTED
Allied Nevada Gold Corp
ANV
– –
-27,689
Closed -$119K
CVD
4502
DELISTED
COVANCE INC.
CVD
– –
-951
Closed -$84.7K
RSH
4503
PUT
DELISTED
RADIOSHACK CORP
RSH
– –
-500
Closed -$1K
CQB
4504
CALL
DELISTED
CHIQUITA BRANDS INTL (NEW)
CQB
– –
-2,000
Closed -$24K
TQNT
4505
DELISTED
TRIQUINT SEMICONDUCTOR INC
TQNT
– –
-2,425
Closed -$35.9K
FST
4506
CALL
DELISTED
FOREST OIL CORPORATION
FST
– –
-1,000
Closed -$2K
THI
4507
PUT
DELISTED
TIM HORTONS INC COM, CANADA
THI
– –
-700
Closed -$39K
ITMN
4508
CALL
DELISTED
INTERMUNE INC
ITMN
– –
-30,000
Closed -$1M
ITMN
4509
DELISTED
INTERMUNE INC
ITMN
– –
-6,175
Closed -$207K
ITMN
4510
PUT
DELISTED
INTERMUNE INC
ITMN
– –
-30,000
Closed -$1M
GA
4511
CALL
DELISTED
GIANT INTERACTIVE GROUP INC ADR (CAYMAN ISLANDS)
GA
– –
-200
Closed -$2K
JOSB
4512
CALL
DELISTED
JOS A BANK CLOTHIERS INC
JOSB
– –
-4,000
Closed -$257K
JOSB
4513
PUT
DELISTED
JOS A BANK CLOTHIERS INC
JOSB
– –
-2,300
Closed -$148K
EPL
4514
DELISTED
EPL OIL & GAS, INC COMMON STK
EPL
– –
-184
Closed -$7K
EPL
4515
PUT
DELISTED
EPL OIL & GAS, INC COMMON STK
EPL
– –
-200
Closed -$8K
ZLC
4516
CALL
DELISTED
ZALE CORPORATION
ZLC
– –
-800
Closed -$17K
ZLC
4517
DELISTED
ZALE CORPORATION
ZLC
– –
-686
Closed -$14K
ZLC
4518
PUT
DELISTED
ZALE CORPORATION
ZLC
– –
-500
Closed -$10K
SI
4519
CALL
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
– –
-100
Closed -$14K
SI
4520
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
– –
-671
Closed -$91K
SI
4521
PUT
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
– –
-2,800
Closed -$378K
BEAM
4522
DELISTED
BEAM INC COM STK (DE)
BEAM
– –
-56
Closed -$5K
KFN
4523
PUT
DELISTED
KKR FINANCIAL HOLDINGS LLC COM
KFN
– –
-600
Closed -$7K
JNY
4524
CALL
DELISTED
JONES GROUP INC COM STK (PA)
JNY
– –
-7,500
Closed -$112K
JNY
4525
PUT
DELISTED
JONES GROUP INC COM STK (PA)
JNY
– –
-2,500
Closed -$37K
179 180
181
182 183

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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.