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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
NOC icon
1201
PUT
Northrop Grumman
NOC
$77.1B
$718K ﹤0.01%
6,000
+3,400
+131% +$411K
TJX icon
1202
PUT
TJX Companies
TJX
$174B
$717K ﹤0.01%
27,000
-81,600
-75% -$2.33M
GEN icon
1203
Gen Digital
GEN
$16.4B
$716K ﹤0.01%
31,265
-91,799
-75% -$1.95M
RH icon
1204
RH
RH
$3.13B
$716K ﹤0.01%
7,697
-7,146
-48% -$500K
AAP icon
1205
CALL
Advance Auto Parts
AAP
$3.35B
$714K ﹤0.01%
5,300
+1,900
+56% +$235K
CPRT icon
1206
Copart
CPRT
$27B
$714K ﹤0.01%
158,944
+149,328
+1,553% +$673K
WLK icon
1207
PUT
Westlake Corp
WLK
$9.03B
$712K ﹤0.01%
8,500
-4,300
-34% -$322K
VMW
1208
DELISTED
VMware, Inc
VMW
$707K ﹤0.01%
7,308
-2,752
-27% -$268K
GDXJ icon
1209
CALL
VanEck Junior Gold Miners ETF
GDXJ
$6.89B
$706K ﹤0.01%
16,725
– –
TM icon
1210
PUT
Toyota
TM
$224B
$706K ﹤0.01%
5,900
+2,500
+74% +$278K
AAP icon
1211
PUT
Advance Auto Parts
AAP
$3.35B
$701K ﹤0.01%
5,200
+1,400
+37% +$173K
TGNA
1212
DELISTED
TEGNA Inc
TGNA
$700K ﹤0.01%
42,748
+40,171
+1,559% +$589K
EPB
1213
PUT
DELISTED
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
$699K ﹤0.01%
19,300
+17,000
+739% +$568K
HLX icon
1214
PUT
Helix Energy Solutions
HLX
$1.4B
$698K ﹤0.01%
+26,500
New +$630K
SLCA
1215
PUT
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$697K ﹤0.01%
+12,600
New +$593K
APL
1216
DELISTED
ATLAS PIPELINE PARTNERS LP UTS
APL
$697K ﹤0.01%
20,264
+13,478
+199% +$440K
CLX icon
1217
Clorox
CLX
$11.6B
$696K ﹤0.01%
7,618
+5,908
+345% +$529K
FMC icon
1218
PUT
FMC
FMC
$1.34B
$696K ﹤0.01%
11,299
+6,687
+145% +$437K
ACN icon
1219
CALL
Accenture
ACN
$102B
$694K ﹤0.01%
8,600
-4,200
-33% -$337K
CRR
1220
CALL
DELISTED
Carbo Ceramics Inc.
CRR
$693K ﹤0.01%
4,500
+2,800
+165% +$386K
BHP icon
1221
PUT
BHP
BHP
$215B
$692K ﹤0.01%
11,945
+11,827
+10,023% +$695K
OSG
1222
PUT
Octave Specialty Group
OSG
$243M
$691K ﹤0.01%
25,300
-2,500
-9% -$72.5K
PBI icon
1223
PUT
Pitney Bowes
PBI
$2.4B
$691K ﹤0.01%
25,000
+14,100
+129% +$375K
CX icon
1224
PUT
Cemex
CX
$17.1B
$690K ﹤0.01%
58,722
+58,605
+50,090% +$666K
MMP
1225
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
$689K ﹤0.01%
8,200
+5,300
+183% +$415K
47 48
49
50 51

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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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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.