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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
TK icon
1001
PUT
Teekay
TK
$1.01B
$1.13M ﹤0.01%
18,100
+13,900
+331% +$803K
USG
1002
CALL
DELISTED
Usg
USG
$1.11M ﹤0.01%
37,100
+30,300
+446% +$927K
HUM icon
1003
PUT
Humana
HUM
$43.7B
$1.11M ﹤0.01%
8,700
+4,400
+102% +$521K
SWBI icon
1004
CALL
Smith & Wesson
SWBI
$651M
$1.11M ﹤0.01%
99,527
+96,925
+3,725% +$1.15M
CMI icon
1005
Cummins
CMI
$87.5B
$1.11M ﹤0.01%
7,197
-7,964
-53% -$1.2M
CSC
1006
DELISTED
Computer Sciences
CSC
$1.11M ﹤0.01%
+41,563
New +$1.08M
MAS icon
1007
Masco
MAS
$14.1B
$1.1M ﹤0.01%
56,485
+9,910
+21% +$187K
BIG
1008
PUT
DELISTED
Big Lots, Inc.
BIG
$1.09M ﹤0.01%
23,900
+17,700
+285% +$720K
CHL
1009
DELISTED
China Mobile Limited
CHL
$1.09M ﹤0.01%
+22,365
New +$1.07M
TRN icon
1010
PUT
Trinity Industries
TRN
$2.48B
$1.08M ﹤0.01%
34,447
+16,112
+88% +$457K
RYL
1011
CALL
DELISTED
RYLAND GROUP INC
RYL
$1.08M ﹤0.01%
27,400
+25,400
+1,270% +$975K
FFIV icon
1012
PUT
F5
FFIV
$22.9B
$1.08M ﹤0.01%
9,700
-10,800
-53% -$1.16M
AN icon
1013
CALL
AutoNation
AN
$7.11B
$1.07M ﹤0.01%
17,900
+9,900
+124% +$548K
NTES icon
1014
PUT
NetEase
NTES
$85.3B
$1.07M ﹤0.01%
68,000
+20,500
+43% +$293K
ASH icon
1015
Ashland
ASH
$3.33B
$1.06M ﹤0.01%
20,001
+4,571
+30% +$228K
WFT
1016
DELISTED
Weatherford International plc
WFT
$1.06M ﹤0.01%
45,962
+38,414
+509% +$790K
KKR icon
1017
CALL
KKR & Co
KKR
$91.1B
$1.05M ﹤0.01%
42,984
+39,720
+1,217% +$925K
ELV icon
1018
PUT
Elevance Health
ELV
$81.5B
$1.04M ﹤0.01%
9,700
-2,700
-22% -$278K
MO icon
1019
PUT
Altria Group
MO
$114B
$1.04M ﹤0.01%
24,900
-167,800
-87% -$6.75M
AGU
1020
DELISTED
Agrium
AGU
$1.04M ﹤0.01%
11,404
+5,490
+93% +$509K
SONY icon
1021
Sony
SONY
$137B
$1.04M ﹤0.01%
311,210
-76,920
-20% -$266K
SD
1022
PUT
DELISTED
SANDRIDGE ENERGY, INC.
SD
$1.04M ﹤0.01%
146,200
+135,300
+1,241% +$911K
HOV icon
1023
Hovnanian Enterprises
HOV
$726M
$1.04M ﹤0.01%
+8,084
New +$928K
WELL icon
1024
Welltower
WELL
$169B
$1.04M ﹤0.01%
+16,607
New +$1.05M
CXO
1025
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
$1.04M ﹤0.01%
7,200
-4,600
-39% -$610K
39 40
41
42 43

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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.