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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
CB
2001
DELISTED
CHUBB CORPORATION
CB
$199K ﹤0.01%
2,155
+2,143
+17,858% +$197K
AGNC icon
2002
AGNC Investment
AGNC
$12.4B
$198K ﹤0.01%
8,454
-64,253
-88% -$1.48M
HOS
2003
PUT
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$198K ﹤0.01%
+4,200
New +$178K
OKS
2004
DELISTED
Oneok Partners LP
OKS
$198K ﹤0.01%
+3,383
New +$189K
VAL
2005
PUT
DELISTED
Valspar
VAL
$198K ﹤0.01%
2,600
-1,100
-30% -$81.4K
HRL icon
2006
PUT
Hormel Foods
HRL
$13.8B
$197K ﹤0.01%
8,000
+6,000
+300% +$145K
MAA icon
2007
CALL
Mid-America Apartment Communities
MAA
$15.4B
$197K ﹤0.01%
+2,700
New +$191K
ININ
2008
PUT
DELISTED
Interactive Intelligence Group, inc.
ININ
$197K ﹤0.01%
3,500
+2,700
+338% +$155K
TNL icon
2009
CALL
Travel + Leisure Co
TNL
$4.66B
$196K ﹤0.01%
+5,759
New +$189K
ERF
2010
CALL
DELISTED
Enerplus Corporation
ERF
$196K ﹤0.01%
7,858
+5,843
+290% +$129K
CHD icon
2011
Church & Dwight Co
CHD
$23.4B
$195K ﹤0.01%
5,580
+5,476
+5,265% +$188K
IWV icon
2012
iShares Russell 3000 ETF
IWV
$19.6B
$195K ﹤0.01%
+1,657
New +$188K
LNC icon
2013
CALL
Lincoln National
LNC
$8.73B
$195K ﹤0.01%
3,800
-13,400
-78% -$662K
SPXC icon
2014
PUT
SPX Corp
SPXC
$11B
$195K ﹤0.01%
7,148
+3,574
+100% +$92.9K
XONE
2015
PUT
DELISTED
The ExOne Company
XONE
$195K ﹤0.01%
+4,900
New +$152K
APU
2016
CALL
DELISTED
AmeriGas Partners, L.P.
APU
$195K ﹤0.01%
4,300
+3,800
+760% +$173K
MEG
2017
CALL
DELISTED
Media General, Inc
MEG
$195K ﹤0.01%
+9,500
New +$163K
PPO
2018
PUT
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
$195K ﹤0.01%
+4,100
New +$168K
PLCE icon
2019
CALL
Children's Place
PLCE
$54.3M
$194K ﹤0.01%
3,900
-64,200
-94% -$3.11M
SYT
2020
DELISTED
Syngenta Ag
SYT
$194K ﹤0.01%
+2,597
New +$200K
DRYS
2021
PUT
DELISTED
DryShips Inc. Common Stock
DRYS
– –
0
– –
PL
2022
PUT
DELISTED
PROTECTIVE LIFE CORP
PL
$194K ﹤0.01%
2,800
-700
-20% -$39.8K
EL icon
2023
PUT
Estee Lauder
EL
$30.4B
$193K ﹤0.01%
2,600
-150,900
-98% -$11.1M
IYM icon
2024
PUT
iShares US Basic Materials ETF
IYM
$1.12B
$193K ﹤0.01%
+2,200
New +$187K
AMJ
2025
PUT
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$193K ﹤0.01%
+3,700
New +$182K
79 80
81
82 83

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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.