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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
QRE
1951
PUT
DELISTED
QR ENERGY LP UNIT LTD PARTNERSHIP INT (DE)
QRE
$211K ﹤0.01%
+11,100
New +$200K
HIBB
1952
CALL
DELISTED
Hibbett, Inc. Common Stock
HIBB
$211K ﹤0.01%
3,900
+3,000
+333% +$162K
TRGP icon
1953
PUT
Targa Resources
TRGP
$58B
$210K ﹤0.01%
+1,500
New +$172K
NILE
1954
CALL
DELISTED
Blue Nile, Inc.
NILE
$210K ﹤0.01%
7,500
+4,100
+121% +$129K
TSS
1955
DELISTED
Total System Services, Inc.
TSS
$210K ﹤0.01%
+6,686
New +$205K
CMTL icon
1956
PUT
Comtech Telecommunications
CMTL
$50.3M
$209K ﹤0.01%
5,600
-400
-7% -$13.4K
GWRE icon
1957
Guidewire Software
GWRE
$12.6B
$209K ﹤0.01%
+5,132
New +$203K
CVLT icon
1958
CALL
Commault Systems
CVLT
$4.88B
$208K ﹤0.01%
+4,200
New +$226K
GBX icon
1959
PUT
The Greenbrier Companies
GBX
$1.52B
$208K ﹤0.01%
3,600
-8,100
-69% -$422K
MORN icon
1960
CALL
Morningstar
MORN
$7.22B
$208K ﹤0.01%
2,900
+400
+16% +$29.2K
NRG icon
1961
PUT
NRG Energy
NRG
$28.3B
$208K ﹤0.01%
+5,600
New +$193K
PRE
1962
DELISTED
PARTNERRE LTD
PRE
$208K ﹤0.01%
1,901
+34
+2% +$3.59K
DIN icon
1963
PUT
Dine Brands
DIN
$456M
$207K ﹤0.01%
+2,600
New +$205K
IJS icon
1964
CALL
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
$207K ﹤0.01%
+3,600
New +$201K
TECD
1965
PUT
DELISTED
Tech Data Corp
TECD
$207K ﹤0.01%
3,300
+2,000
+154% +$124K
PRE
1966
CALL
DELISTED
PARTNERRE LTD
PRE
$207K ﹤0.01%
+1,900
New +$201K
PCL
1967
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
$207K ﹤0.01%
4,594
-2,991
-39% -$130K
BOIL icon
1968
PUT
ProShares Ultra Bloomberg Natural Gas
BOIL
$373M
– –
0
– –
AMG icon
1969
PUT
Affiliated Managers Group
AMG
$9.69B
$205K ﹤0.01%
1,000
+200
+25% +$38.7K
DLX icon
1970
PUT
Deluxe
DLX
$1.18B
$205K ﹤0.01%
3,500
+1,000
+40% +$54.7K
RL icon
1971
Ralph Lauren
RL
$22.6B
$205K ﹤0.01%
1,275
-14,878
-92% -$2.29M
DMND
1972
CALL
DELISTED
DIAMOND FOODS, INC.
DMND
$205K ﹤0.01%
7,300
-3,300
-31% -$101K
ARII
1973
PUT
DELISTED
American Railcar Industries, Inc.
ARII
$204K ﹤0.01%
3,000
-300
-9% -$19.3K
HNT
1974
DELISTED
HEALTH NET INC
HNT
$204K ﹤0.01%
4,904
+1,563
+47% +$58.2K
CHRD icon
1975
Chord Energy
CHRD
$7.9B
$203K ﹤0.01%
+3,640
New +$176K
77 78
79
80 81

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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.