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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
CAR icon
1301
CALL
Avis
CAR
$4.86B
$597K ﹤0.01%
10,000
-40,000
-80% -$2.19M
BBBY
1302
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
$597K ﹤0.01%
10,400
-89,500
-90% -$5.58M
BJRI icon
1303
BJ's Restaurants
BJRI
$1.42B
$596K ﹤0.01%
17,060
+16,001
+1,511% +$509K
EXP icon
1304
PUT
Eagle Materials
EXP
$6.29B
$595K ﹤0.01%
6,300
+4,400
+232% +$385K
BKE icon
1305
PUT
Buckle
BKE
$2.25B
$590K ﹤0.01%
13,300
+7,800
+142% +$356K
EQIX icon
1306
CALL
Equinix
EQIX
$101B
$588K ﹤0.01%
2,800
-5,500
-66% -$1.06M
ZION icon
1307
PUT
Zions Bancorporation
ZION
$10.2B
$587K ﹤0.01%
19,900
-6,500
-25% -$191K
MDC
1308
PUT
DELISTED
M.D.C. Holdings, Inc.
MDC
$586K ﹤0.01%
26,943
+13,194
+96% +$272K
AVB icon
1309
CALL
AvalonBay Communities
AVB
$26.5B
$583K ﹤0.01%
4,100
+3,400
+486% +$470K
HRB icon
1310
H&R Block
HRB
$5.58B
$583K ﹤0.01%
17,393
-57,424
-77% -$1.71M
NBL
1311
DELISTED
Noble Energy, Inc.
NBL
$582K ﹤0.01%
+7,510
New +$547K
DRC
1312
PUT
DELISTED
DRESSER-RAND GROUP INC
DRC
$580K ﹤0.01%
9,100
+4,900
+117% +$299K
NOC icon
1313
Northrop Grumman
NOC
$77.1B
$579K ﹤0.01%
4,836
+1,908
+65% +$231K
CTAS icon
1314
PUT
Cintas
CTAS
$81.9B
$578K ﹤0.01%
+36,400
New +$551K
DIS icon
1315
CALL
Walt Disney
DIS
$167B
$575K ﹤0.01%
6,700
-200
-3% -$16.3K
MBI icon
1316
PUT
MBIA
MBI
$261M
$575K ﹤0.01%
52,100
+37,000
+245% +$456K
GIMO
1317
CALL
DELISTED
Gigamon Inc.
GIMO
$574K ﹤0.01%
30,000
-400
-1% -$7.22K
PAYX icon
1318
CALL
Paychex
PAYX
$41.6B
$573K ﹤0.01%
13,800
+12,800
+1,280% +$526K
RGLD icon
1319
Royal Gold
RGLD
$16.8B
$573K ﹤0.01%
7,521
+4,451
+145% +$294K
GPC icon
1320
CALL
Genuine Parts
GPC
$17.1B
$571K ﹤0.01%
6,500
+5,100
+364% +$438K
JBHT icon
1321
JB Hunt Transport Services
JBHT
$25.5B
$571K ﹤0.01%
7,744
+84
+1% +$6.37K
TUP
1322
PUT
DELISTED
Tupperware Brands Corporation
TUP
$569K ﹤0.01%
6,800
+500
+8% +$42K
STI
1323
CALL
DELISTED
SunTrust Banks, Inc.
STI
$568K ﹤0.01%
14,200
-11,400
-45% -$444K
PTR
1324
PUT
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$565K ﹤0.01%
4,500
+1,700
+61% +$200K
CNI icon
1325
Canadian National Railway
CNI
$76.9B
$563K ﹤0.01%
8,652
-2,874
-25% -$171K
51 52
53
54 55

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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.