We are live on ! Find out more
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
SALE
2876
DELISTED
RetailMeNot, Inc. Series 1
SALE
$56K ﹤0.01%
+2,086
New +$60.7K
WWAV
2877
DELISTED
The WhiteWave Foods Company
WWAV
$56K ﹤0.01%
+1,727
New +$51.6K
FNSR
2878
CALL
DELISTED
Finisar Corp
FNSR
$56K ﹤0.01%
2,800
+100
+4% +$2.4K
AXON
2879
Axon Enterprise
AXON
$48.9B
$55K ﹤0.01%
4,114
+2,847
+225% +$42.3K
CBRE icon
2880
CBRE Group
CBRE
$43.7B
$55K ﹤0.01%
1,721
+764
+80% +$22.1K
CPB icon
2881
PUT
Campbell Soup
CPB
$6.79B
$55K ﹤0.01%
+1,200
New +$54.2K
IBN icon
2882
PUT
ICICI Bank
IBN
$109B
$55K ﹤0.01%
6,050
-20,350
-77% -$175K
PWR icon
2883
CALL
Quanta Services
PWR
$104B
$55K ﹤0.01%
1,600
-5,000
-76% -$173K
SANM icon
2884
CALL
Sanmina
SANM
$11.1B
$55K ﹤0.01%
+2,400
New +$48.6K
UVV icon
2885
CALL
Universal Corp
UVV
$1.32B
$55K ﹤0.01%
+1,000
New +$54.5K
TTM
2886
CALL
DELISTED
Tata Motors Limited
TTM
$55K ﹤0.01%
1,400
+100
+8% +$3.84K
DNB
2887
PUT
DELISTED
Dun & Bradstreet
DNB
$55K ﹤0.01%
500
-100
-17% -$10.5K
JASO
2888
PUT
DELISTED
JA Solar Holdings, Co., Ltd
JASO
$55K ﹤0.01%
5,000
-11,900
-70% -$120K
KATE
2889
DELISTED
Kate Spade & Company
KATE
$55K ﹤0.01%
+1,433
New +$51.3K
URS
2890
CALL
DELISTED
URS CORP
URS
$55K ﹤0.01%
+1,200
New +$55.4K
CM icon
2891
PUT
Canadian Imperial Bank of Commerce
CM
$108B
$54K ﹤0.01%
+1,225
New +$53.2K
GATX icon
2892
PUT
GATX Corp
GATX
$6.42B
$54K ﹤0.01%
800
+200
+33% +$13.1K
HLF icon
2893
Herbalife
HLF
$1.33B
$54K ﹤0.01%
1,676
+32
+2% +$981
LEA icon
2894
CALL
Lear
LEA
$6.21B
$54K ﹤0.01%
+600
New +$51.6K
MTRX icon
2895
Matrix Service
MTRX
$343M
$54K ﹤0.01%
1,662
+624
+60% +$20.6K
PAG icon
2896
CALL
Penske Automotive Group
PAG
$14.4B
$54K ﹤0.01%
+1,100
New +$50.2K
SITC icon
2897
SITE Centers
SITC
$166M
$54K ﹤0.01%
+2,366
New +$52.3K
SJT
2898
PUT
San Juan Basin Royalty Trust
SJT
$117M
$54K ﹤0.01%
+2,800
New +$52.6K
SPR
2899
PUT
DELISTED
Spirit AeroSystems
SPR
$54K ﹤0.01%
1,600
-500
-24% -$15.8K
TKR icon
2900
PUT
Timken Company
TKR
$9.18B
$54K ﹤0.01%
+1,118
New +$50.7K
114 115
116
117 118

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
KBC Group
KBC Group Brussels, Belgium $39.9B AUM 29.7% 1-Year Est. Return

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.