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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
HLT icon
901
Hilton Worldwide
HLT
$72.1B
$1.49M 0.01%
+21,242
New +$1.41M
CPE
902
DELISTED
Callon Petroleum Company
CPE
$1.48M 0.01%
12,703
+12,681
+57,641% +$1.25M
RYL
903
PUT
DELISTED
RYLAND GROUP INC
RYL
$1.48M 0.01%
37,500
+32,800
+698% +$1.26M
CHK
904
PUT
DELISTED
Chesapeake Energy Corporation
CHK
$1.48M 0.01%
252
-499
-66% -$2.72M
BYD icon
905
CALL
Boyd Gaming
BYD
$6.32B
$1.47M 0.01%
121,400
+120,300
+10,936% +$1.39M
BYD icon
906
PUT
Boyd Gaming
BYD
$6.32B
$1.47M 0.01%
121,300
+115,300
+1,922% +$1.33M
PRU icon
907
PUT
Prudential Financial
PRU
$42.4B
$1.47M 0.01%
16,500
-67,900
-80% -$5.71M
TCOM icon
908
PUT
Trip.com Group
TCOM
$29.6B
$1.47M 0.01%
45,800
+42,000
+1,105% +$1.13M
MA icon
909
Mastercard
MA
$506B
$1.46M 0.01%
19,930
+6,798
+52% +$505K
KSU
910
DELISTED
Kansas City Southern
KSU
$1.45M 0.01%
13,438
+1,477
+12% +$153K
LYB icon
911
LyondellBasell Industries
LYB
$20B
$1.44M 0.01%
+14,778
New +$1.41M
XEC
912
PUT
DELISTED
CIMAREX ENERGY CO
XEC
$1.42M 0.01%
9,900
+8,900
+890% +$1.13M
DOV icon
913
PUT
Dover
DOV
$27.6B
$1.42M 0.01%
19,313
+13,742
+247% +$960K
RAX
914
CALL
DELISTED
Rackspace Hosting Inc
RAX
$1.41M 0.01%
42,000
+30,400
+262% +$1.01M
GNW icon
915
PUT
Genworth Financial
GNW
$3.76B
$1.41M 0.01%
81,100
-382,400
-83% -$6.69M
GOOG icon
916
Alphabet (Google) Class C
GOOG
$4.36T
$1.41M 0.01%
+48,954
New +$1.33M
HSY icon
917
Hershey
HSY
$35.5B
$1.41M 0.01%
14,479
+7,094
+96% +$696K
HP icon
918
PUT
Helmerich & Payne
HP
$3.45B
$1.41M 0.01%
12,100
+7,000
+137% +$767K
APA icon
919
APA Corp
APA
$13.2B
$1.39M 0.01%
13,818
+10,683
+341% +$968K
BNY
920
Bank of New York Mellon
BNY
$106B
$1.39M 0.01%
37,073
+29,743
+406% +$1.03M
RRC icon
921
CALL
Range Resources
RRC
$9.38B
$1.38M 0.01%
15,900
+13,900
+695% +$1.24M
CHRW icon
922
C.H. Robinson
CHRW
$17.4B
$1.37M 0.01%
21,497
+12,382
+136% +$728K
SJM icon
923
PUT
J.M. Smucker
SJM
$12.7B
$1.36M 0.01%
12,800
+5,800
+83% +$582K
EPD icon
924
Enterprise Products Partners
EPD
$82.3B
$1.36M 0.01%
34,834
+30,568
+717% +$1.13M
TM icon
925
CALL
Toyota
TM
$224B
$1.36M 0.01%
11,400
+6,900
+153% +$768K
35 36
37
38 39

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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.