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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
CSCO icon
26
PUT
Cisco
CSCO
$457B
$140M 0.58%
5,635,500
-4,109,600
-42% -$98M
EBAY icon
27
PUT
eBay
EBAY
$51.4B
$135M 0.56%
6,408,072
+691,891
+12% +$15.1M
APA icon
28
CALL
APA Corp
APA
$12.8B
$135M 0.56%
1,340,900
-191,000
-12% -$17.3M
GDX icon
29
PUT
VanEck Gold Miners ETF
GDX
$22.3B
$131M 0.54%
4,967,200
-1,317,100
-21% -$31.6M
HPQ icon
30
PUT
HP
HPQ
$26B
$129M 0.54%
8,455,680
-3,801,313
-31% -$57.1M
PG icon
31
PUT
Procter & Gamble
PG
$338B
$129M 0.53%
1,644,300
+773,100
+89% +$62.3M
YHOO
32
PUT
DELISTED
Yahoo Inc
YHOO
$124M 0.51%
3,535,200
+2,604,300
+280% +$90.9M
QQQ icon
33
PUT
Invesco QQQ Trust
QQQ
$440B
$123M 0.51%
1,310,700
+1,307,100
+36,308% +$117M
DE icon
34
PUT
Deere & Co
DE
$165B
$107M 0.44%
1,177,700
+143,000
+14% +$13.1M
MS icon
35
CALL
Morgan Stanley
MS
$323B
$106M 0.44%
3,292,400
+613,600
+23% +$18.9M
INTC icon
36
PUT
Intel
INTC
$422B
$103M 0.43%
3,339,500
-1,946,300
-37% -$53.3M
AMZN icon
37
CALL
Amazon
AMZN
$2.45T
$102M 0.42%
6,296,000
+4,898,000
+350% +$77.5M
MSFT icon
38
PUT
Microsoft
MSFT
$2.93T
$101M 0.42%
2,433,200
+1,690,600
+228% +$68.4M
VZ icon
39
PUT
Verizon
VZ
$201B
$101M 0.42%
2,073,590
+605,632
+41% +$29.3M
VXX
40
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$99.5M 0.41%
217,544
-421,612
-66% -$246M
IBM icon
41
PUT
IBM
IBM
$213B
$99.2M 0.41%
572,580
+110,143
+24% +$19.8M
USB icon
42
PUT
US Bancorp
USB
$99.3B
$97.6M 0.4%
2,253,900
-479,300
-18% -$20M
XLE icon
43
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
$95.9M 0.4%
1,916,600
-65,000
-3% -$3.08M
JPM icon
44
PUT
JPMorgan Chase
JPM
$931B
$95.8M 0.4%
1,662,300
+332,200
+25% +$18.7M
MS icon
45
PUT
Morgan Stanley
MS
$323B
$93.7M 0.39%
2,898,100
-171,900
-6% -$5.3M
WFC icon
46
CALL
Wells Fargo
WFC
$258B
$92.5M 0.38%
1,759,300
+781,200
+80% +$39.3M
USO icon
47
CALL
United States Oil Fund
USO
$2.16B
$87.8M 0.36%
282,413
+161,575
+134% +$48.5M
IYR icon
48
PUT
iShares US Real Estate ETF
IYR
$4.73B
$86.9M 0.36%
1,209,800
-359,400
-23% -$25.3M
DXJ icon
49
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
$85M 0.35%
1,722,200
+803,200
+87% +$38M
CAT icon
50
PUT
Caterpillar
CAT
$364B
$84.8M 0.35%
779,900
-982,600
-56% -$103M
1
2
3 4 5

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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KBC Group
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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.