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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
PM icon
201
CALL
Philip Morris
PM
$310B
$17.7M 0.07%
209,400
-214,300
-51% -$18.5M
NOV icon
202
CALL
NOV
NOV
$6.85B
$17.6M 0.07%
213,600
+182,326
+583% +$13.6M
GLD icon
203
PUT
SPDR Gold Trust
GLD
$133B
$17.6M 0.07%
137,200
+29,300
+27% +$3.64M
BIDU icon
204
CALL
Baidu
BIDU
$36.1B
$17.5M 0.07%
93,700
+74,400
+385% +$12.2M
YHOO
205
CALL
DELISTED
Yahoo Inc
YHOO
$17.5M 0.07%
497,200
+402,800
+427% +$14.1M
VXX
206
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$17.4M 0.07%
37,914
+24,306
+179% +$14.2M
KO icon
207
PUT
Coca-Cola
KO
$383B
$17.3M 0.07%
409,500
-76,600
-16% -$3.11M
DDD icon
208
PUT
3D Systems Corp
DDD
$415M
$17.3M 0.07%
289,400
+276,500
+2,143% +$14.2M
AMGN icon
209
PUT
Amgen
AMGN
$210B
$17.2M 0.07%
145,000
-63,000
-30% -$7.29M
EXPE icon
210
PUT
Expedia Group
EXPE
$37B
$16.6M 0.07%
210,500
-63,500
-23% -$4.63M
DTV
211
DELISTED
DIRECTV COM STK (DE)
DTV
$16.5M 0.07%
194,192
-24,943
-11% -$2.03M
INTU icon
212
PUT
Intuit
INTU
$91.3B
$16.4M 0.07%
204,000
+201,400
+7,746% +$15.5M
JPM icon
213
JPMorgan Chase
JPM
$922B
$16.3M 0.07%
+283,139
New +$15.9M
IBB icon
214
iShares Biotechnology ETF
IBB
$9.53B
$16.3M 0.07%
+189,957
New +$15M
AMGN icon
215
CALL
Amgen
AMGN
$210B
$16.3M 0.07%
137,400
+119,300
+659% +$13.8M
UPS icon
216
CALL
United Parcel Service
UPS
$89.2B
$16.3M 0.07%
158,400
-93,800
-37% -$9.42M
NOK icon
217
PUT
Nokia
NOK
$48B
$16.2M 0.07%
2,148,700
+2,143,000
+37,596% +$16.3M
CVX icon
218
Chevron
CVX
$380B
$16.1M 0.07%
122,951
+108,536
+753% +$13.5M
RRC icon
219
PUT
Range Resources
RRC
$9.29B
$16M 0.07%
184,000
+130,900
+247% +$11.7M
ESV
220
PUT
DELISTED
Ensco Rowan plc
ESV
$15.9M 0.07%
71,700
+58,675
+450% +$12.1M
PG icon
221
CALL
Procter & Gamble
PG
$337B
$15.9M 0.07%
202,700
-467,400
-70% -$37.7M
SHW icon
222
PUT
Sherwin-Williams
SHW
$84.7B
$15.7M 0.07%
227,700
+204,300
+873% +$13.6M
PNC icon
223
PUT
PNC Financial Services
PNC
$99.1B
$15.7M 0.06%
176,200
+62,300
+55% +$5.32M
TLT icon
224
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.6B
$15.7M 0.06%
138,200
-905,300
-87% -$101M
SHLD
225
CALL
DELISTED
Sears Holding Corporation
SHLD
$15.6M 0.06%
420,347
-180,771
-30% -$6.69M
7 8
9
10 11

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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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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.