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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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$777B
$2.4B 9.95%
12,281,600
+7,291,300
+146% +$1.39B
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$777B
$2.04B 8.42%
10,398,900
+8,315,200
+399% +$1.58B
AAPL icon
3
PUT
Apple
AAPL
$5.02T
$948M 3.93%
40,819,200
+3,965,600
+11% +$84.4M
IWM icon
4
PUT
iShares Russell 2000 ETF
IWM
$79.6B
$796M 3.29%
6,699,000
+2,499,700
+60% +$284M
EEM icon
5
PUT
iShares MSCI Emerging Markets ETF
EEM
$27.7B
$591M 2.45%
13,672,900
+10,754,100
+368% +$456M
EWZ icon
6
PUT
iShares MSCI Brazil ETF
EWZ
$9.05B
$557M 2.31%
11,656,900
+2,018,000
+21% +$96.6M
AAPL icon
7
CALL
Apple
AAPL
$5.02T
$356M 1.47%
15,304,800
+7,019,600
+85% +$149M
IWM icon
8
CALL
iShares Russell 2000 ETF
IWM
$79.6B
$344M 1.42%
2,897,300
+1,470,800
+103% +$167M
EEM icon
9
CALL
iShares MSCI Emerging Markets ETF
EEM
$27.7B
$324M 1.34%
7,491,400
+4,854,800
+184% +$206M
QCOM icon
10
PUT
Qualcomm
QCOM
$169B
$316M 1.31%
3,996,200
+278,200
+7% +$22.1M
EWZ icon
11
CALL
iShares MSCI Brazil ETF
EWZ
$9.05B
$252M 1.04%
5,280,200
-42,300
-0.8% -$2.03M
WFC icon
12
PUT
Wells Fargo
WFC
$257B
$202M 0.84%
3,848,400
-145,800
-4% -$7.33M
C icon
13
PUT
Citigroup
C
$216B
$201M 0.83%
4,269,200
-888,400
-17% -$42.3M
FXI icon
14
PUT
iShares China Large-Cap ETF
FXI
$4.31B
$196M 0.81%
5,284,600
+717,300
+16% +$26M
BIDU icon
15
PUT
Baidu
BIDU
$35.5B
$196M 0.81%
1,046,600
+772,100
+281% +$126M
AMZN icon
16
PUT
Amazon
AMZN
$2.45T
$184M 0.76%
11,314,000
+2,644,000
+30% +$41.8M
QQQ icon
17
Invesco QQQ Trust
QQQ
$441B
$182M 0.75%
1,934,740
+542,577
+39% +$48.4M
WMT icon
18
PUT
Walmart Inc
WMT
$903B
$171M 0.71%
6,849,900
+6,030,000
+735% +$155M
META icon
19
PUT
Meta Platforms (Facebook)
META
$1.49T
$168M 0.69%
2,490,300
+2,328,300
+1,437% +$143M
T icon
20
PUT
AT&T
T
$167B
$157M 0.65%
5,889,152
+156,629
+3% +$4.2M
INTC icon
21
CALL
Intel
INTC
$428B
$156M 0.64%
5,035,000
+1,531,900
+44% +$42M
GS icon
22
PUT
Goldman Sachs
GS
$293B
$152M 0.63%
908,200
+316,700
+54% +$51.1M
TSLA icon
23
PUT
Tesla
TSLA
$1.2T
$152M 0.63%
9,483,000
+4,615,500
+95% +$64.4M
GS icon
24
CALL
Goldman Sachs
GS
$293B
$147M 0.61%
876,400
+390,500
+80% +$63M
MU icon
25
CALL
Micron Technology
MU
$904B
$145M 0.6%
4,409,500
+1,622,600
+58% +$44.2M
1
2 3 4 5

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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.