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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
AHD
1751
PUT
DELISTED
ATLAS ENERGY L P COM UNITS REPSTG LTD PARTNER INT (DE)
AHD
$282K ﹤0.01%
6,300
+3,100
+97% +$139K
UHS icon
1752
Universal Health Services
UHS
$10.2B
$281K ﹤0.01%
2,936
+2,121
+260% +$183K
MOO icon
1753
VanEck Agribusiness ETF
MOO
$972M
$280K ﹤0.01%
+5,097
New +$278K
WKC icon
1754
World Kinect Corp
WKC
$2.04B
$280K ﹤0.01%
+5,681
New +$260K
SDRL
1755
DELISTED
Seadrill Limited Common Stock
SDRL
$279K ﹤0.01%
+26
New +$254K
AXLL
1756
PUT
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$279K ﹤0.01%
5,900
+2,100
+55% +$97.1K
CAKE icon
1757
PUT
Cheesecake Factory
CAKE
$5.04B
$278K ﹤0.01%
6,000
+1,300
+28% +$59.9K
MUR icon
1758
CALL
Murphy Oil
MUR
$5.7B
$278K ﹤0.01%
4,200
+1,000
+31% +$62.7K
RNR icon
1759
PUT
RenaissanceRe
RNR
$13.3B
$278K ﹤0.01%
+2,600
New +$266K
BBY icon
1760
CALL
Best Buy
BBY
$18.2B
$276K ﹤0.01%
+8,900
New +$240K
CE icon
1761
Celanese
CE
$4.9B
$276K ﹤0.01%
4,287
-8,499
-66% -$516K
IJT icon
1762
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.26B
$276K ﹤0.01%
4,564
-1,872
-29% -$109K
CRR
1763
DELISTED
Carbo Ceramics Inc.
CRR
$276K ﹤0.01%
+1,792
New +$247K
IRBT
1764
CALL
DELISTED
iRobot
IRBT
$274K ﹤0.01%
+6,700
New +$242K
MTW icon
1765
CALL
Manitowoc
MTW
$497M
$274K ﹤0.01%
9,163
-23,956
-72% -$637K
MUR icon
1766
Murphy Oil
MUR
$5.7B
$274K ﹤0.01%
4,119
-21,386
-84% -$1.34M
SNBR
1767
CALL
DELISTED
Sleep Number
SNBR
$274K ﹤0.01%
13,200
+3,600
+38% +$67.9K
MTL
1768
CALL
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$274K ﹤0.01%
+62,450
New +$254K
EXP icon
1769
CALL
Eagle Materials
EXP
$6.29B
$273K ﹤0.01%
2,900
+1,600
+123% +$140K
OI icon
1770
PUT
O-I Glass
OI
$1.1B
$273K ﹤0.01%
+7,900
New +$261K
TXN icon
1771
PUT
Texas Instruments
TXN
$252B
$273K ﹤0.01%
5,700
-121,100
-96% -$5.65M
POT
1772
CALL
DELISTED
Potash Corp Of Saskatchewan
POT
$273K ﹤0.01%
7,200
-191,900
-96% -$6.93M
ET icon
1773
PUT
Energy Transfer Partners
ET
$70.1B
$272K ﹤0.01%
9,200
-8,000
-47% -$202K
MTG icon
1774
CALL
MGIC Investment
MTG
$6.16B
$272K ﹤0.01%
29,500
+19,500
+195% +$169K
TROX icon
1775
Tronox
TROX
$932M
$272K ﹤0.01%
+10,101
New +$258K
69 70
71
72 73

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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.