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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
NTAP icon
1126
CALL
NetApp
NTAP
$35B
$820K ﹤0.01%
22,400
+17,100
+323% +$613K
HBI
1127
PUT
DELISTED
Hanesbrands
HBI
$818K ﹤0.01%
33,200
+26,800
+419% +$553K
AMBA icon
1128
PUT
Ambarella
AMBA
$3.77B
$816K ﹤0.01%
+26,200
New +$693K
RCL icon
1129
CALL
Royal Caribbean
RCL
$85.1B
$813K ﹤0.01%
14,600
-104,800
-88% -$5.64M
BKS
1130
PUT
DELISTED
Barnes & Noble
BKS
$811K ﹤0.01%
54,173
+50,053
+1,215% +$603K
CNC icon
1131
PUT
Centene
CNC
$30.7B
$810K ﹤0.01%
42,800
+32,800
+328% +$564K
ET icon
1132
Energy Transfer Partners
ET
$70.1B
$810K ﹤0.01%
27,492
+3,596
+15% +$90.9K
LH icon
1133
CALL
Labcorp
LH
$25B
$810K ﹤0.01%
9,196
-465
-5% -$40.3K
GIII icon
1134
CALL
G-III Apparel Group
GIII
$1.54B
$809K ﹤0.01%
+19,800
New +$747K
OKE icon
1135
Oneok
OKE
$57.2B
$809K ﹤0.01%
11,877
+9,860
+489% +$624K
ACN icon
1136
PUT
Accenture
ACN
$102B
$808K ﹤0.01%
10,000
-59,500
-86% -$4.78M
FLEX icon
1137
CALL
Flex
FLEX
$41.7B
$808K ﹤0.01%
96,871
+93,553
+2,820% +$705K
MRVL icon
1138
Marvell Technology
MRVL
$168B
$804K ﹤0.01%
56,102
+20,744
+59% +$319K
TEX icon
1139
PUT
Terex
TEX
$7.18B
$802K ﹤0.01%
19,500
+14,100
+261% +$573K
D icon
1140
PUT
Dominion Energy
D
$60.8B
$801K ﹤0.01%
11,200
+7,100
+173% +$498K
SYNA icon
1141
PUT
Synaptics
SYNA
$4.19B
$798K ﹤0.01%
8,800
+7,800
+780% +$529K
SDRL
1142
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
$792K ﹤0.01%
+74
New +$722K
WSO icon
1143
PUT
Watsco Inc
WSO
$12.7B
$791K ﹤0.01%
7,700
+6,800
+756% +$688K
ETP
1144
PUT
DELISTED
Energy Transfer Partners, L.P.
ETP
$791K ﹤0.01%
16,800
-7,800
-32% -$355K
SBGI icon
1145
PUT
Sinclair Inc
SBGI
$992M
$790K ﹤0.01%
22,700
+21,500
+1,792% +$625K
TRV icon
1146
CALL
Travelers Companies
TRV
$78.1B
$790K ﹤0.01%
8,400
-4,100
-33% -$374K
GAP
1147
CALL
The Gap Inc
GAP
$7.23B
$789K ﹤0.01%
19,000
-4,400
-19% -$178K
BG icon
1148
Bunge Global
BG
$20.4B
$785K ﹤0.01%
10,377
+1,238
+14% +$95.8K
DBI icon
1149
PUT
Designer Brands
DBI
$307M
$785K ﹤0.01%
28,100
+20,000
+247% +$631K
PKG icon
1150
Packaging Corp of America
PKG
$21.9B
$783K ﹤0.01%
10,949
+6,133
+127% +$421K
44 45
46
47 48

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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.