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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
DIA icon
576
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
$3.59M 0.01%
21,400
+10,800
+102% +$1.79M
INVN
577
CALL
DELISTED
Invensense Inc
INVN
$3.59M 0.01%
158,100
+26,400
+20% +$540K
CME icon
578
CME Group
CME
$96.1B
$3.58M 0.01%
50,461
-201
-0.4% -$14.1K
HOG icon
579
PUT
Harley-Davidson
HOG
$2.59B
$3.58M 0.01%
51,200
+45,300
+768% +$3.19M
BHI
580
DELISTED
Baker Hughes
BHI
$3.58M 0.01%
48,041
+47,973
+70,549% +$3.34M
WFT
581
PUT
DELISTED
Weatherford International plc
WFT
$3.55M 0.01%
154,400
+15,100
+11% +$311K
PNC icon
582
PNC Financial Services
PNC
$99.2B
$3.54M 0.01%
39,758
+16,080
+68% +$1.37M
VIAV icon
583
PUT
Viavi Solutions
VIAV
$8.65B
$3.52M 0.01%
496,459
+141,167
+40% +$960K
KSU
584
PUT
DELISTED
Kansas City Southern
KSU
$3.5M 0.01%
32,500
+3,400
+12% +$351K
ULTA icon
585
PUT
Ulta Beauty
ULTA
$22.2B
$3.49M 0.01%
38,200
+27,000
+241% +$2.43M
ANF icon
586
Abercrombie & Fitch
ANF
$4.45B
$3.49M 0.01%
80,675
+79,235
+5,502% +$3.06M
EWA icon
587
PUT
iShares MSCI Australia ETF
EWA
$1.41B
$3.48M 0.01%
133,000
+32,700
+33% +$864K
GOLD
588
PUT
DELISTED
Randgold Resources Ltd
GOLD
$3.47M 0.01%
41,607
+40,795
+5,024% +$3.13M
GRPN icon
589
PUT
Groupon
GRPN
$1.06B
$3.46M 0.01%
26,170
-20,975
-44% -$2.76M
PNRA
590
PUT
DELISTED
Panera Bread Co
PNRA
$3.46M 0.01%
23,100
-22,800
-50% -$3.61M
EMN icon
591
PUT
Eastman Chemical
EMN
$8.01B
$3.45M 0.01%
39,500
+28,600
+262% +$2.49M
DINO icon
592
PUT
HF Sinclair
DINO
$16.7B
$3.43M 0.01%
78,400
+5,600
+8% +$275K
LNC icon
593
PUT
Lincoln National
LNC
$8.8B
$3.43M 0.01%
66,600
-49,500
-43% -$2.45M
UNP icon
594
CALL
Union Pacific
UNP
$172B
$3.42M 0.01%
34,300
-32,500
-49% -$3.15M
RAD
595
DELISTED
Rite Aid Corporation
RAD
$3.42M 0.01%
23,847
+23,570
+8,509% +$3.48M
LYB icon
596
PUT
LyondellBasell Industries
LYB
$19.5B
$3.42M 0.01%
35,000
+26,700
+322% +$2.54M
CTXS
597
DELISTED
Citrix Systems Inc
CTXS
$3.41M 0.01%
68,451
+41,005
+149% +$1.97M
MNST icon
598
Monster Beverage
MNST
$95.5B
$3.41M 0.01%
287,706
+146,994
+104% +$1.68M
ULTA icon
599
Ulta Beauty
ULTA
$22.2B
$3.4M 0.01%
37,251
+36,423
+4,399% +$3.28M
AMD icon
600
PUT
Advanced Micro Devices
AMD
$791B
$3.35M 0.01%
800,000
+798,000
+39,900% +$3.23M
22 23
24
25 26

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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.