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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
CE icon
551
CALL
Celanese
CE
$4.91B
$3.88M 0.02%
60,400
+54,600
+941% +$3.31M
MO icon
552
CALL
Altria Group
MO
$113B
$3.88M 0.02%
92,400
-333,100
-78% -$13.4M
NOK icon
553
CALL
Nokia
NOK
$50.7B
$3.88M 0.02%
512,400
+496,400
+3,103% +$3.77M
INFY icon
554
PUT
Infosys
INFY
$48.4B
$3.85M 0.02%
572,000
+531,200
+1,302% +$3.53M
AZO icon
555
AutoZone
AZO
$49.1B
$3.84M 0.02%
7,160
-6,100
-46% -$3.23M
JNJ icon
556
CALL
Johnson & Johnson
JNJ
$617B
$3.83M 0.02%
36,600
-235,400
-87% -$23.8M
BBY icon
557
Best Buy
BBY
$18.5B
$3.81M 0.02%
122,940
+107,230
+683% +$2.89M
AU icon
558
CALL
AngloGold Ashanti
AU
$41.6B
$3.79M 0.02%
+220,000
New +$3.76M
SE
559
PUT
DELISTED
Spectra Energy Corp Wi
SE
$3.78M 0.02%
89,000
+85,000
+2,125% +$3.4M
HAL icon
560
Halliburton
HAL
$26.4B
$3.77M 0.02%
53,155
+9,384
+21% +$601K
WU icon
561
Western Union
WU
$2.4B
$3.77M 0.02%
217,536
+209,716
+2,682% +$3.39M
WHR icon
562
Whirlpool
WHR
$2.47B
$3.77M 0.02%
27,081
+19,401
+253% +$2.85M
GTAT
563
PUT
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
$3.76M 0.02%
+202,000
New +$3.33M
QEP
564
DELISTED
QEP RESOURCES, INC.
QEP
$3.74M 0.02%
+108,372
New +$3.43M
ALTR
565
DELISTED
Altera Corp
ALTR
$3.73M 0.02%
+107,200
New +$3.62M
QIHU
566
PUT
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
$3.71M 0.02%
+40,400
New +$3.56M
JOYY
567
PUT
JOYY Inc
JOYY
$3.68B
$3.7M 0.02%
+49,000
New +$3.2M
AFL icon
568
Aflac
AFL
$64.8B
$3.69M 0.02%
118,562
-100,214
-46% -$3.13M
MAR icon
569
PUT
Marriott International
MAR
$99B
$3.68M 0.02%
57,400
-5,000
-8% -$297K
RL icon
570
PUT
Ralph Lauren
RL
$23B
$3.68M 0.02%
22,900
-2,500
-10% -$385K
DECK icon
571
CALL
Deckers Outdoor
DECK
$13.6B
$3.66M 0.02%
254,400
+193,800
+320% +$2.57M
WFM
572
CALL
DELISTED
Whole Foods Market Inc
WFM
$3.65M 0.02%
94,500
+54,200
+134% +$2.36M
SPN
573
PUT
DELISTED
Superior Energy Services, Inc.
SPN
$3.65M 0.02%
10,100
+9,100
+910% +$3.01M
DXJ icon
574
WisdomTree Japan Hedged Equity Fund
DXJ
$7.13B
$3.63M 0.02%
+73,618
New +$3.49M
CNX icon
575
PUT
CNX Resources
CNX
$4.9B
$3.63M 0.02%
94,560
+94,080
+19,600% +$3.45M
21 22
23
24 25

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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.