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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
CEF icon
76
Sprott Physical Gold and Silver Trust
CEF
$7.33B
$59.9M 0.25%
4,122,837
+179,763
+5% +$2.48M
FSLR icon
77
CALL
First Solar
FSLR
$21.4B
$59M 0.24%
829,700
+677,700
+446% +$44.9M
USB icon
78
CALL
US Bancorp
USB
$99.1B
$56.4M 0.23%
1,301,700
+680,400
+110% +$28.4M
EWW icon
79
CALL
iShares MSCI Mexico ETF
EWW
$1.88B
$56M 0.23%
825,900
+546,300
+195% +$36M
CMCSA icon
80
PUT
Comcast
CMCSA
$87.4B
$55.3M 0.23%
2,062,200
-882,200
-30% -$22.7M
JPM icon
81
CALL
JPMorgan Chase
JPM
$926B
$51.9M 0.21%
900,200
-171,700
-16% -$9.65M
SCTY
82
CALL
DELISTED
SolarCity Corporation
SCTY
$51.6M 0.21%
731,200
+666,900
+1,037% +$37.5M
GE icon
83
CALL
GE Aerospace
GE
$365B
$51M 0.21%
405,180
+291,584
+257% +$37.1M
GE icon
84
PUT
GE Aerospace
GE
$365B
$48.8M 0.2%
387,360
+95,963
+33% +$12.2M
GILD icon
85
PUT
Gilead Sciences
GILD
$166B
$48.1M 0.2%
580,600
+96,600
+20% +$7.52M
APC
86
PUT
DELISTED
Anadarko Petroleum
APC
$47.2M 0.2%
430,900
+425,800
+8,349% +$43.3M
CRM icon
87
PUT
Salesforce
CRM
$154B
$46.2M 0.19%
795,800
+790,500
+14,915% +$42.7M
AMTD
88
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
$44.5M 0.18%
1,419,500
+5,400
+0.4% +$167K
CMG icon
89
CALL
Chipotle Mexican Grill
CMG
$43.9B
$43.9M 0.18%
3,705,000
+3,235,000
+688% +$35M
EFA icon
90
PUT
iShares MSCI EAFE ETF
EFA
$76.3B
$43.9M 0.18%
642,300
-203,100
-24% -$13.9M
SCTY
91
PUT
DELISTED
SolarCity Corporation
SCTY
$43.6M 0.18%
618,300
+282,600
+84% +$15.9M
EBAY icon
92
eBay
EBAY
$51.5B
$43.6M 0.18%
2,068,241
+1,558,244
+306% +$33.9M
ORCL icon
93
PUT
Oracle
ORCL
$338B
$41M 0.17%
1,011,400
+577,400
+133% +$23.8M
BMY icon
94
CALL
Bristol-Myers Squibb
BMY
$130B
$39.2M 0.16%
808,800
+758,800
+1,518% +$37.4M
CELG
95
CALL
DELISTED
Celgene Corp
CELG
$38.7M 0.16%
451,100
+331,100
+276% +$25.2M
MU icon
96
PUT
Micron Technology
MU
$873B
$38.2M 0.16%
1,160,400
-209,100
-15% -$5.7M
F icon
97
PUT
Ford
F
$61.7B
$38.1M 0.16%
2,208,300
-686,200
-24% -$11.2M
CVX icon
98
PUT
Chevron
CVX
$382B
$38M 0.16%
291,400
-71,600
-20% -$8.91M
TLT icon
99
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.9B
$37.6M 0.16%
331,100
+131,200
+66% +$14.6M
MGM icon
100
PUT
MGM Resorts International
MGM
$11.7B
$37.3M 0.15%
1,413,000
-523,300
-27% -$13.1M
2 3
4
5 6

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
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.