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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
MAS icon
626
PUT
Masco
MAS
$14B
$3.04M 0.01%
155,906
+11,380
+8% +$215K
AKAM icon
627
CALL
Akamai
AKAM
$16.5B
$3.03M 0.01%
49,600
+12,000
+32% +$667K
DATA
628
CALL
DELISTED
Tableau Software, Inc.
DATA
$3M 0.01%
+42,100
New +$2.64M
ELV icon
629
CALL
Elevance Health
ELV
$81.1B
$3M 0.01%
27,900
+24,400
+697% +$2.51M
XEC
630
CALL
DELISTED
CIMAREX ENERGY CO
XEC
$3M 0.01%
20,900
+20,300
+3,383% +$2.58M
PBF icon
631
PBF Energy
PBF
$8.52B
$3M 0.01%
+112,475
New +$3.33M
S
632
CALL
DELISTED
Sprint Corporation
S
$3M 0.01%
351,020
+350,500
+67,404% +$3.08M
SEMG
633
CALL
DELISTED
SEMGROUP CORPORATION
SEMG
$3M 0.01%
+38,000
New +$2.58M
PARA
634
DELISTED
Paramount Global Class B
PARA
$2.98M 0.01%
47,923
-120,457
-72% -$7.17M
TXN icon
635
CALL
Texas Instruments
TXN
$253B
$2.97M 0.01%
62,100
+1,800
+3% +$84K
WFM
636
PUT
DELISTED
Whole Foods Market Inc
WFM
$2.94M 0.01%
76,100
-53,700
-41% -$2.34M
EXPE icon
637
Expedia Group
EXPE
$35.1B
$2.94M 0.01%
37,354
+24,816
+198% +$1.81M
EQIX icon
638
Equinix
EQIX
$102B
$2.94M 0.01%
+14,001
New +$2.7M
FST
639
PUT
DELISTED
FOREST OIL CORPORATION
FST
$2.92M 0.01%
1,280,000
+1,279,500
+255,900% +$2.72M
GG
640
DELISTED
Goldcorp Inc
GG
$2.92M 0.01%
104,501
+80,058
+328% +$1.99M
GES
641
PUT
DELISTED
Guess Inc
GES
$2.92M 0.01%
108,000
+101,900
+1,670% +$2.76M
BRCM
642
PUT
DELISTED
BROADCOM CORP CL-A
BRCM
$2.89M 0.01%
78,000
+47,500
+156% +$1.56M
SLXP
643
CALL
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
$2.89M 0.01%
+23,400
New +$2.59M
SODA
644
CALL
DELISTED
SodaStream International Ltd
SODA
$2.88M 0.01%
85,700
+83,100
+3,196% +$3.26M
AFL icon
645
PUT
Aflac
AFL
$64.7B
$2.86M 0.01%
91,800
-627,000
-87% -$19.6M
COST icon
646
CALL
Costco
COST
$421B
$2.85M 0.01%
24,800
-124,300
-83% -$14.3M
CCK icon
647
PUT
Crown Holdings
CCK
$12.7B
$2.84M 0.01%
57,100
+52,500
+1,141% +$2.52M
BIG
648
CALL
DELISTED
Big Lots, Inc.
BIG
$2.84M 0.01%
62,100
+61,600
+12,320% +$2.5M
SJM icon
649
J.M. Smucker
SJM
$12.9B
$2.81M 0.01%
26,389
+23,521
+820% +$2.36M
DD
650
DELISTED
Du Pont De Nemours E I
DD
$2.81M 0.01%
45,224
+22,873
+102% +$1.47M
24 25
26
27 28

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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.