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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
EXXI
1351
CALL
DELISTED
ENERGY XXI LTD COM SHS
EXXI
$539K ﹤0.01%
+22,800
New +$514K
COF icon
1352
Capital One
COF
$128B
$534K ﹤0.01%
+6,461
New +$502K
KRFT
1353
PUT
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$534K ﹤0.01%
8,900
-33,400
-79% -$1.93M
TYC
1354
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$534K ﹤0.01%
+11,176
New +$504K
MTH icon
1355
PUT
Meritage Homes
MTH
$4.58B
$532K ﹤0.01%
25,200
+21,600
+600% +$438K
RGR icon
1356
PUT
Sturm, Ruger & Co
RGR
$594M
$531K ﹤0.01%
9,000
+7,000
+350% +$438K
WDAY icon
1357
Workday
WDAY
$39.6B
$530K ﹤0.01%
+5,895
New +$464K
ALL icon
1358
PUT
Allstate
ALL
$68B
$529K ﹤0.01%
9,000
+5,000
+125% +$288K
EIGI
1359
PUT
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$529K ﹤0.01%
+34,600
New +$458K
EWA icon
1360
iShares MSCI Australia ETF
EWA
$1.39B
$528K ﹤0.01%
20,222
+218
+1% +$5.76K
FTR
1361
DELISTED
Frontier Communications Corp.
FTR
$527K ﹤0.01%
+6,016
New +$520K
EPD icon
1362
CALL
Enterprise Products Partners
EPD
$82.3B
$525K ﹤0.01%
13,400
-13,800
-51% -$509K
MUR icon
1363
PUT
Murphy Oil
MUR
$5.7B
$525K ﹤0.01%
7,900
-146,100
-95% -$9.16M
IVZ icon
1364
CALL
Invesco
IVZ
$13.1B
$521K ﹤0.01%
13,800
+2,600
+23% +$94.1K
KMX icon
1365
CALL
CarMax
KMX
$8.13B
$521K ﹤0.01%
10,000
+6,400
+178% +$291K
HSH
1366
DELISTED
HILLSHIRE BRANDS CO
HSH
$521K ﹤0.01%
8,355
-1,777
-18% -$80.3K
TMO icon
1367
Thermo Fisher Scientific
TMO
$213B
$518K ﹤0.01%
4,390
-7,548
-63% -$888K
BUD icon
1368
AB InBev
BUD
$170B
$517K ﹤0.01%
+4,499
New +$495K
SNI
1369
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$517K ﹤0.01%
6,373
+5,800
+1,012% +$444K
NFG icon
1370
PUT
National Fuel Gas
NFG
$7.82B
$516K ﹤0.01%
6,600
-500
-7% -$36.9K
TRLA
1371
PUT
DELISTED
TRULIA INC (DEL)
TRLA
$515K ﹤0.01%
10,900
+10,100
+1,263% +$371K
XOP icon
1372
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$514K ﹤0.01%
+1,562
New +$480K
CVS icon
1373
CALL
CVS Health
CVS
$133B
$513K ﹤0.01%
6,800
-4,500
-40% -$340K
PAA icon
1374
CALL
Plains All American Pipeline
PAA
$17.3B
$510K ﹤0.01%
8,500
+2,200
+35% +$125K
SFM icon
1375
PUT
Sprouts Farmers Market
SFM
$8.13B
$510K ﹤0.01%
+15,600
New +$486K
53 54
55
56 57

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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.