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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
CTXS
826
CALL
DELISTED
Citrix Systems Inc
CTXS
$1.78M 0.01%
35,665
+15,698
+79% +$754K
CPB icon
827
CALL
Campbell Soup
CPB
$6.55B
$1.78M 0.01%
+38,800
New +$1.75M
HAS icon
828
Hasbro
HAS
$13.3B
$1.78M 0.01%
33,506
+31,354
+1,457% +$1.69M
LBTYA icon
829
Liberty Global Class A
LBTYA
$3.62B
$1.77M 0.01%
+48,621
New +$1.7M
KMX icon
830
CarMax
KMX
$8.13B
$1.77M 0.01%
34,013
+31,345
+1,175% +$1.42M
CP icon
831
Canadian Pacific Kansas City
CP
$78.1B
$1.76M 0.01%
+48,595
New +$1.59M
CTRA
832
CALL
DELISTED
Coterra Energy
CTRA
$1.75M 0.01%
51,400
+2,900
+6% +$104K
JCP
833
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
$1.75M 0.01%
193,400
-8,800
-4% -$75.8K
AKAM icon
834
Akamai
AKAM
$16.7B
$1.74M 0.01%
+28,510
New +$1.59M
DIS icon
835
PUT
Walt Disney
DIS
$167B
$1.73M 0.01%
20,200
-138,100
-87% -$11.3M
OXM icon
836
CALL
Oxford Industries
OXM
$566M
$1.73M 0.01%
25,900
+25,600
+8,533% +$1.73M
VWO icon
837
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$121B
$1.72M 0.01%
39,900
-201,300
-83% -$8.48M
NTRS icon
838
PUT
Northern Trust
NTRS
$22.4B
$1.72M 0.01%
26,800
+22,100
+470% +$1.36M
JWN
839
CALL
DELISTED
Nordstrom
JWN
$1.71M 0.01%
25,200
+3,400
+16% +$221K
ACN icon
840
Accenture
ACN
$102B
$1.71M 0.01%
21,141
-22,040
-51% -$1.77M
WY icon
841
PUT
Weyerhaeuser
WY
$18B
$1.71M 0.01%
51,600
-5,800
-10% -$175K
AUY
842
CALL
DELISTED
Yamana Gold, Inc.
AUY
$1.7M 0.01%
207,000
+201,600
+3,733% +$1.58M
RCL icon
843
PUT
Royal Caribbean
RCL
$85.1B
$1.7M 0.01%
30,500
-84,700
-74% -$4.56M
EMC
844
DELISTED
EMC CORPORATION
EMC
$1.69M 0.01%
+64,062
New +$1.69M
PNRA
845
DELISTED
Panera Bread Co
PNRA
$1.68M 0.01%
11,208
+3,610
+48% +$572K
AKS
846
DELISTED
AK Steel Holding Corp
AKS
$1.67M 0.01%
+210,154
New +$1.45M
WDC icon
847
PUT
Western Digital
WDC
$188B
$1.67M 0.01%
23,946
+11,774
+97% +$789K
LAZ icon
848
PUT
Lazard
LAZ
$4.13B
$1.66M 0.01%
32,200
+29,200
+973% +$1.44M
SWK icon
849
PUT
Stanley Black & Decker
SWK
$14.3B
$1.66M 0.01%
18,900
+10,300
+120% +$878K
TRW
850
PUT
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
$1.66M 0.01%
18,500
+14,500
+363% +$1.21M
32 33
34
35 36

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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.