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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
ITB icon
2101
PUT
iShares US Home Construction ETF
ITB
$2.24B
$175K ﹤0.01%
+7,000
New +$167K
LAMR icon
2102
PUT
Lamar Advertising Co
LAMR
$15.9B
$175K ﹤0.01%
+3,300
New +$167K
TIP icon
2103
iShares TIPS Bond ETF
TIP
$14.5B
$175K ﹤0.01%
+1,517
New +$173K
XPO icon
2104
CALL
XPO
XPO
$23.1B
$175K ﹤0.01%
+17,638
New +$161K
BNS icon
2105
PUT
Scotiabank
BNS
$107B
$174K ﹤0.01%
2,774
+1,160
+72% +$67.1K
TK icon
2106
CALL
Teekay
TK
$1.02B
$174K ﹤0.01%
+2,800
New +$162K
AHD
2107
DELISTED
ATLAS ENERGY L P COM UNITS REPSTG LTD PARTNER INT (DE)
AHD
$174K ﹤0.01%
+3,888
New +$174K
EPR icon
2108
PUT
EPR Properties
EPR
$4.7B
$173K ﹤0.01%
+3,100
New +$168K
OXM icon
2109
PUT
Oxford Industries
OXM
$568M
$173K ﹤0.01%
2,600
+1,700
+189% +$115K
CMP icon
2110
PUT
Compass Minerals
CMP
$1.2B
$172K ﹤0.01%
1,800
+1,300
+260% +$117K
VMC icon
2111
CALL
Vulcan Materials
VMC
$36.4B
$172K ﹤0.01%
2,700
+300
+13% +$19K
WPRT
2112
Westport Fuel Systems
WPRT
$34.4M
$172K ﹤0.01%
+955
New +$143K
BYI
2113
CALL
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
$171K ﹤0.01%
+2,600
New +$162K
KKD
2114
PUT
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$171K ﹤0.01%
10,700
+5,100
+91% +$88.6K
ANDE icon
2115
PUT
Andersons Inc
ANDE
$2.4B
$170K ﹤0.01%
3,300
+350
+12% +$19.2K
AVB icon
2116
PUT
AvalonBay Communities
AVB
$26.9B
$170K ﹤0.01%
1,200
– –
JLL icon
2117
Jones Lang LaSalle
JLL
$16.8B
$170K ﹤0.01%
1,348
-92
-6% -$11.1K
AHD
2118
CALL
DELISTED
ATLAS ENERGY L P COM UNITS REPSTG LTD PARTNER INT (DE)
AHD
$170K ﹤0.01%
3,800
+1,100
+41% +$49.2K
FIS icon
2119
Fidelity National Information Services
FIS
$23.4B
$169K ﹤0.01%
3,080
+3,011
+4,364% +$162K
KEX icon
2120
Kirby Corp
KEX
$6.96B
$169K ﹤0.01%
1,446
+1,389
+2,437% +$149K
SMH icon
2121
CALL
VanEck Semiconductor ETF
SMH
$68.5B
$169K ﹤0.01%
6,800
+2,000
+42% +$46.2K
LLTC
2122
CALL
DELISTED
Linear Technology Corp
LLTC
$169K ﹤0.01%
+3,600
New +$167K
TRW
2123
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
$169K ﹤0.01%
1,891
+1,375
+266% +$115K
AEP icon
2124
PUT
American Electric Power
AEP
$69.5B
$168K ﹤0.01%
3,000
-16,000
-84% -$844K
NRG icon
2125
NRG Energy
NRG
$29.4B
$168K ﹤0.01%
4,520
-16,252
-78% -$559K
83 84
85
86 87

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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.