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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
UAA icon
876
Under Armour
UAA
$2.84B
$1.58M 0.01%
+53,481
New +$1.39M
AGU
877
PUT
DELISTED
Agrium
AGU
$1.58M 0.01%
17,200
+2,400
+16% +$223K
LNC icon
878
Lincoln National
LNC
$8.72B
$1.57M 0.01%
30,551
+4,001
+15% +$198K
OXY icon
879
PUT
Occidental Petroleum
OXY
$56.8B
$1.57M 0.01%
15,970
-139,239
-90% -$13.1M
NKE icon
880
Nike
NKE
$61.9B
$1.57M 0.01%
40,412
+10,488
+35% +$390K
BTI icon
881
CALL
British American Tobacco
BTI
$131B
$1.56M 0.01%
+26,200
New +$1.53M
NSC icon
882
PUT
Norfolk Southern
NSC
$75.4B
$1.56M 0.01%
15,100
+2,900
+24% +$285K
CA
883
CALL
DELISTED
CA, Inc.
CA
$1.55M 0.01%
+54,100
New +$1.6M
HOT
884
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$1.55M 0.01%
19,160
+10,646
+125% +$837K
DINO icon
885
HF Sinclair
DINO
$16.5B
$1.54M 0.01%
35,359
+30,986
+709% +$1.52M
JNJ icon
886
Johnson & Johnson
JNJ
$618B
$1.54M 0.01%
+14,702
New +$1.49M
LNG icon
887
PUT
Cheniere Energy
LNG
$55.2B
$1.53M 0.01%
21,300
-12,900
-38% -$784K
PANW icon
888
CALL
Palo Alto Networks
PANW
$270B
$1.53M 0.01%
109,200
+103,200
+1,720% +$1.2M
EBIX
889
PUT
DELISTED
Ebix Inc
EBIX
$1.53M 0.01%
+106,800
New +$1.66M
PSX icon
890
Phillips 66
PSX
$84.9B
$1.53M 0.01%
18,995
+2,567
+16% +$211K
CHKP icon
891
Check Point Software Technologies
CHKP
$13B
$1.52M 0.01%
22,758
-70,299
-76% -$4.62M
GWW icon
892
PUT
W.W. Grainger
GWW
$65.3B
$1.52M 0.01%
6,000
+3,100
+107% +$792K
WELL icon
893
CALL
Welltower
WELL
$169B
$1.52M 0.01%
24,300
+19,300
+386% +$1.21M
FXC icon
894
PUT
Invesco CurrencyShares Canadian Dollar Trust
FXC
$73.2M
$1.52M 0.01%
16,300
+16,000
+5,333% +$1.46M
BG icon
895
PUT
Bunge Global
BG
$20.4B
$1.51M 0.01%
20,000
+7,500
+60% +$580K
IP icon
896
International Paper
IP
$21.6B
$1.51M 0.01%
32,029
+24,249
+312% +$1.06M
MAR icon
897
Marriott International
MAR
$98.3B
$1.51M 0.01%
23,558
+21,188
+894% +$1.26M
PVH icon
898
CALL
PVH
PVH
$4B
$1.5M 0.01%
12,900
+11,700
+975% +$1.46M
BMO icon
899
Bank of Montreal
BMO
$126B
$1.5M 0.01%
+20,360
New +$1.42M
XLY icon
900
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$1.49M 0.01%
44,800
+34,000
+315% +$1.1M
34 35
36
37 38

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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.