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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
XME icon
526
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.92B
$4.34M 0.02%
102,700
-113,900
-53% -$4.69M
BP icon
527
CALL
BP
BP
$114B
$4.33M 0.02%
100,371
+82,277
+455% +$3.39M
DTV
528
CALL
DELISTED
DIRECTV COM STK (DE)
DTV
$4.33M 0.02%
50,900
+49,300
+3,081% +$4.02M
FNV icon
529
CALL
Franco-Nevada
FNV
$42.7B
$4.3M 0.02%
+75,000
New +$3.66M
XLP icon
530
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$4.27M 0.02%
95,600
+95,300
+31,767% +$4.22M
AKAM icon
531
PUT
Akamai
AKAM
$16.5B
$4.26M 0.02%
69,900
+32,100
+85% +$1.79M
WHR icon
532
CALL
Whirlpool
WHR
$2.47B
$4.26M 0.02%
30,600
+29,400
+2,450% +$4.31M
EOG icon
533
EOG Resources
EOG
$77.5B
$4.24M 0.02%
+36,301
New +$3.82M
NEE icon
534
NextEra Energy
NEE
$183B
$4.22M 0.02%
164,592
+139,484
+556% +$3.39M
AAPL icon
535
Apple
AAPL
$4.9T
$4.19M 0.02%
180,376
-86,436
-32% -$1.84M
CSX icon
536
CALL
CSX Corp
CSX
$93B
$4.17M 0.02%
406,500
-321,600
-44% -$3.13M
VALE icon
537
PUT
Vale
VALE
$63.8B
$4.16M 0.02%
314,500
+314,100
+78,525% +$4.24M
AET
538
DELISTED
Aetna Inc
AET
$4.14M 0.02%
+51,062
New +$3.86M
HRB icon
539
PUT
H&R Block
HRB
$5.61B
$4.11M 0.02%
122,700
+120,700
+6,035% +$3.59M
HON icon
540
Honeywell
HON
$76.7B
$4.11M 0.02%
49,167
+26,789
+120% +$2.24M
JCP
541
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
$4.09M 0.02%
452,000
+449,000
+14,967% +$3.87M
PSX icon
542
CALL
Phillips 66
PSX
$84.4B
$4.04M 0.02%
50,200
+40,100
+397% +$3.3M
GT icon
543
Goodyear
GT
$2.04B
$3.99M 0.02%
143,606
+141,298
+6,122% +$3.69M
SHLD
544
DELISTED
Sears Holding Corporation
SHLD
$3.98M 0.02%
107,032
+95,790
+852% +$3.54M
ORCL icon
545
Oracle
ORCL
$367B
$3.98M 0.02%
98,195
+45,700
+87% +$1.88M
CLR
546
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$3.92M 0.02%
49,600
+46,800
+1,671% +$3.25M
V icon
547
CALL
Visa
V
$684B
$3.92M 0.02%
74,400
+69,600
+1,450% +$3.64M
BX icon
548
Blackstone
BX
$102B
$3.9M 0.02%
118,911
+55,495
+88% +$1.71M
SC
549
PUT
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$3.89M 0.02%
+200,000
New +$4.27M
RAX
550
PUT
DELISTED
Rackspace Hosting Inc
RAX
$3.89M 0.02%
115,500
-291,000
-72% -$9.65M
20 21
22
23 24

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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.