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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
RAI
1926
PUT
DELISTED
Reynolds American Inc
RAI
$218K ﹤0.01%
7,200
-3,600
-33% -$103K
GRA
1927
DELISTED
W.R. Grace & Co.
GRA
$218K ﹤0.01%
2,303
-369
-14% -$34.8K
TTE icon
1928
PUT
TotalEnergies
TTE
$195B
$217K ﹤0.01%
3,000
-7,200
-71% -$504K
DBO icon
1929
PUT
Invesco DB Oil Fund
DBO
$403M
$216K ﹤0.01%
+7,000
New +$206K
EL icon
1930
CALL
Estee Lauder
EL
$30.4B
$216K ﹤0.01%
2,900
-5,200
-64% -$382K
SVC
1931
PUT
Service Properties Trust
SVC
$1.04B
$216K ﹤0.01%
+1,430
New +$209K
CNQR
1932
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
$216K ﹤0.01%
+2,311
New +$202K
STMP
1933
PUT
DELISTED
Stamps.com, Inc.
STMP
$216K ﹤0.01%
6,400
+4,200
+191% +$137K
NLY icon
1934
PUT
Annaly Capital Management
NLY
$17.1B
$215K ﹤0.01%
4,725
-41,125
-90% -$1.9M
GDP
1935
PUT
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
$215K ﹤0.01%
7,800
+4,100
+111% +$102K
WNR
1936
PUT
DELISTED
Western Refining Inc
WNR
$215K ﹤0.01%
5,700
-11,400
-67% -$460K
SWN
1937
PUT
DELISTED
Southwestern Energy Company
SWN
$214K ﹤0.01%
4,700
-10,900
-70% -$505K
EEP
1938
PUT
DELISTED
Enbridge Energy Partners
EEP
$214K ﹤0.01%
5,800
+4,300
+287% +$132K
AVT icon
1939
PUT
Avnet
AVT
$7.29B
$213K ﹤0.01%
4,800
+400
+9% +$17.6K
JOE icon
1940
St. Joe Company
JOE
$3.54B
$213K ﹤0.01%
8,370
+7,618
+1,013% +$164K
CYOU
1941
CALL
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$213K ﹤0.01%
+8,200
New +$221K
TXI
1942
PUT
DELISTED
TEXAS INDUSTRIES INC
TXI
$213K ﹤0.01%
2,300
+100
+5% +$8.77K
DVA icon
1943
DaVita
DVA
$15.4B
$212K ﹤0.01%
2,928
-8,112
-73% -$564K
FUL icon
1944
PUT
H.B. Fuller
FUL
$2.97B
$212K ﹤0.01%
4,400
+3,200
+267% +$153K
DST
1945
PUT
DELISTED
DST Systems Inc.
DST
$212K ﹤0.01%
+4,600
New +$212K
ATCO
1946
PUT
DELISTED
Atlas Corp.
ATCO
$211K ﹤0.01%
9,000
– –
CBI
1947
CALL
DELISTED
Chicago Bridge & Iron Nv
CBI
$211K ﹤0.01%
3,100
-1,200
-28% -$95.4K
SBY
1948
CALL
DELISTED
Silver Bay Realty Trust Corp.
SBY
$211K ﹤0.01%
12,900
+9,000
+231% +$140K
TE
1949
DELISTED
TECO ENERGY INC
TE
$211K ﹤0.01%
+11,433
New +$201K
CODE
1950
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
$211K ﹤0.01%
+10,003
New +$190K
76 77
78
79 80

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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.