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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
XLE icon
51
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.1B
$83.5M 0.35%
1,668,400
-799,400
-32% -$37.8M
TWTR
52
PUT
DELISTED
Twitter, Inc.
TWTR
$82.9M 0.34%
2,023,400
+1,216,600
+151% +$46.1M
XOM icon
53
PUT
ExxonMobil
XOM
$652B
$79.6M 0.33%
790,800
+179,000
+29% +$18.1M
WYNN icon
54
PUT
Wynn Resorts
WYNN
$10.2B
$78.2M 0.32%
376,900
-157,400
-29% -$32.6M
GM icon
55
PUT
General Motors
GM
$81.3B
$76.6M 0.32%
2,110,200
-625,700
-23% -$21.8M
DG icon
56
CALL
Dollar General
DG
$28.3B
$76.3M 0.32%
1,330,600
+866,600
+187% +$49.5M
C icon
57
CALL
Citigroup
C
$215B
$75.5M 0.31%
1,603,500
+302,300
+23% +$14.4M
META icon
58
CALL
Meta Platforms (Facebook)
META
$1.5T
$73.4M 0.3%
1,091,400
+1,063,400
+3,798% +$65.4M
QQQ icon
59
CALL
Invesco QQQ Trust
QQQ
$439B
$72.9M 0.3%
776,400
+121,700
+19% +$10.9M
DXJ icon
60
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.07B
$72.3M 0.3%
+1,464,200
New +$69.3M
EFA icon
61
CALL
iShares MSCI EAFE ETF
EFA
$76.3B
$71.9M 0.3%
1,051,300
+896,600
+580% +$61.4M
UPS icon
62
PUT
United Parcel Service
UPS
$89.3B
$70.5M 0.29%
686,400
-191,800
-22% -$19.3M
WBA
63
DELISTED
Walgreens Boots Alliance
WBA
$70M 0.29%
944,056
+10,102
+1% +$706K
BKNG icon
64
PUT
Booking.com
BKNG
$156B
$69.4M 0.29%
1,442,500
-2,935,000
-67% -$141M
FCX icon
65
PUT
Freeport-McMoran
FCX
$84.6B
$68.9M 0.29%
1,887,700
+326,000
+21% +$11.2M
FCX icon
66
CALL
Freeport-McMoran
FCX
$84.6B
$68.5M 0.28%
1,875,800
+412,500
+28% +$14.1M
XHB icon
67
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.62B
$67.4M 0.28%
2,058,100
+862,400
+72% +$27.3M
WBA
68
PUT
DELISTED
Walgreens Boots Alliance
WBA
$66.9M 0.28%
902,700
+370,300
+70% +$25.9M
USO icon
69
PUT
United States Oil Fund
USO
$2.13B
$66.7M 0.28%
214,288
+211,763
+8,387% +$63.6M
CMCSA icon
70
CALL
Comcast
CMCSA
$87.4B
$65.7M 0.27%
2,449,400
+1,349,400
+123% +$34.7M
NFLX icon
71
CALL
Netflix
NFLX
$304B
$65.3M 0.27%
10,374,000
+7,595,000
+273% +$41.1M
BAC icon
72
PUT
Bank of America
BAC
$433B
$64.6M 0.27%
4,205,700
+246,800
+6% +$3.83M
HAL icon
73
PUT
Halliburton
HAL
$26.1B
$62.2M 0.26%
876,300
+254,800
+41% +$16.3M
GOOG icon
74
PUT
Alphabet (Google) Class C
GOOG
$4.09T
$61.5M 0.25%
2,125,820
-544,150
-20% -$14.8M
FXI icon
75
CALL
iShares China Large-Cap ETF
FXI
$4.32B
$61.3M 0.25%
1,655,100
-3,837,400
-70% -$139M
1 2
3
4 5

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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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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.