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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
INFY icon
776
CALL
Infosys
INFY
$48.8B
$2.01M 0.01%
298,400
+276,000
+1,232% +$1.84M
MO icon
777
Altria Group
MO
$114B
$2.01M 0.01%
+47,836
New +$1.92M
ANF icon
778
CALL
Abercrombie & Fitch
ANF
$4.42B
$2M 0.01%
46,300
-100,200
-68% -$3.87M
SPWR
779
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
$2M 0.01%
74,823
+45,046
+151% +$986K
NFX
780
CALL
DELISTED
Newfield Exploration
NFX
$1.99M 0.01%
45,100
+43,600
+2,907% +$1.56M
MAT icon
781
CALL
Mattel
MAT
$4.39B
$1.98M 0.01%
50,800
+5,400
+12% +$210K
CIE
782
CALL
DELISTED
Cobalt International Energy, Inc
CIE
$1.98M 0.01%
7,187
+6,567
+1,059% +$1.79M
NFX
783
PUT
DELISTED
Newfield Exploration
NFX
$1.97M 0.01%
44,700
+34,900
+356% +$1.25M
APH icon
784
Amphenol
APH
$198B
$1.97M 0.01%
163,440
-58,088
-26% -$692K
XOP icon
785
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.64B
$1.97M 0.01%
5,975
+5,825
+3,883% +$1.79M
TAHO
786
CALL
DELISTED
Tahoe Resources Inc
TAHO
$1.97M 0.01%
+75,000
New +$1.68M
AAL icon
787
CALL
American Airlines Group
AAL
$10.1B
$1.96M 0.01%
45,600
-822,800
-95% -$32.1M
KMP
788
PUT
DELISTED
KINDER MORGAN ENER PNTRS L.P.
KMP
$1.96M 0.01%
23,800
-37,100
-61% -$2.86M
AN icon
789
PUT
AutoNation
AN
$7.14B
$1.95M 0.01%
32,600
+14,200
+77% +$786K
RHT
790
DELISTED
Red Hat Inc
RHT
$1.94M 0.01%
35,136
+18,294
+109% +$931K
VC icon
791
CALL
Visteon
VC
$2.79B
$1.94M 0.01%
20,000
+19,700
+6,567% +$1.79M
CP icon
792
CALL
Canadian Pacific Kansas City
CP
$78.1B
$1.92M 0.01%
53,000
+43,000
+430% +$1.41M
MLCO icon
793
Melco Resorts & Entertainment
MLCO
$2.23B
$1.92M 0.01%
53,725
+29,588
+123% +$1.02M
GME icon
794
GameStop
GME
$9.75B
$1.92M 0.01%
189,448
-162,496
-46% -$1.59M
PPL
795
PPL Corp
PPL
$26.5B
$1.92M 0.01%
57,941
+40,854
+239% +$1.29M
TOL icon
796
Toll Brothers
TOL
$13.6B
$1.91M 0.01%
51,867
-61,150
-54% -$2.17M
CSIQ icon
797
Canadian Solar
CSIQ
$1.02B
$1.9M 0.01%
60,916
+41,996
+222% +$1.13M
PII icon
798
PUT
Polaris
PII
$3.81B
$1.9M 0.01%
14,600
+9,600
+192% +$1.27M
BIIB icon
799
PUT
Biogen
BIIB
$30B
$1.89M 0.01%
6,000
-103,000
-94% -$31M
NUAN
800
CALL
DELISTED
Nuance Communications, Inc.
NUAN
$1.89M 0.01%
116,193
+113,652
+4,473% +$1.65M
30 31
32
33 34

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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.