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
PHO icon
3101
Invesco Water Resources ETF
PHO
$2.08B
$39K ﹤0.01%
+1,460
New +$38.4K
RWT
3102
PUT
Redwood Trust
RWT
$589M
$39K ﹤0.01%
2,000
-2,000
-50% -$40K
WKC icon
3103
CALL
World Kinect Corp
WKC
$2B
$39K ﹤0.01%
800
-600
-43% -$27.4K
CBRE icon
3104
PUT
CBRE Group
CBRE
$43.7B
$38K ﹤0.01%
1,200
-800
-40% -$23.1K
DVY icon
3105
CALL
iShares Select Dividend ETF
DVY
$23.8B
$38K ﹤0.01%
500
-1,700
-77% -$127K
EHTH icon
3106
eHealth
EHTH
$45.1M
$38K ﹤0.01%
1,009
+839
+494% +$33.2K
EWBC icon
3107
PUT
East-West Bancorp
EWBC
$18.3B
$38K ﹤0.01%
1,100
– –
FXA icon
3108
PUT
Invesco CurrencyShares Australian Dollar Trust
FXA
$97.6M
$38K ﹤0.01%
+400
New +$37.4K
HIW icon
3109
PUT
Highwoods Properties
HIW
$3.64B
$38K ﹤0.01%
+900
New +$36.2K
HOUS
3110
PUT
DELISTED
Anywhere Real Estate
HOUS
$38K ﹤0.01%
+1,000
New +$38.8K
KMT icon
3111
Kennametal
KMT
$2.75B
$38K ﹤0.01%
830
-879
-51% -$40.7K
LFUS icon
3112
Littelfuse
LFUS
$11.8B
$38K ﹤0.01%
+414
New +$37.9K
LSTR icon
3113
CALL
Landstar System
LSTR
$6.16B
$38K ﹤0.01%
600
– –
MFC icon
3114
PUT
Manulife Financial
MFC
$74.4B
$38K ﹤0.01%
1,900
-100
-5% -$1.89K
MPWR icon
3115
PUT
Monolithic Power Systems
MPWR
$65.6B
$38K ﹤0.01%
+900
New +$34.9K
NAT icon
3116
PUT
Nordic American Tanker
NAT
$1.33B
$38K ﹤0.01%
3,884
+2,044
+111% +$17.5K
ODFL icon
3117
PUT
Old Dominion Freight Line
ODFL
$45.6B
$38K ﹤0.01%
1,800
-600
-25% -$12.1K
POOL icon
3118
Pool Corp
POOL
$7.39B
$38K ﹤0.01%
+677
New +$39.5K
XLK icon
3119
State Street Technology Select Sector SPDR ETF
XLK
$123B
$38K ﹤0.01%
+1,990
New +$36.8K
SIX
3120
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
$38K ﹤0.01%
900
-1,600
-64% -$65.1K
FOE
3121
PUT
DELISTED
Ferro Corporation
FOE
$38K ﹤0.01%
3,000
– –
EV
3122
PUT
DELISTED
Eaton Vance Corp.
EV
$38K ﹤0.01%
+1,000
New +$36.9K
PIR
3123
PUT
DELISTED
Pier 1 Imports, Inc.
PIR
$38K ﹤0.01%
125
-360
-74% -$127K
TUMI
3124
CALL
DELISTED
TUMI HLDGS INC COM
TUMI
$38K ﹤0.01%
+1,900
New +$38.3K
TUMI
3125
PUT
DELISTED
TUMI HLDGS INC COM
TUMI
$38K ﹤0.01%
+1,900
New +$38.3K
123 124
125
126 127

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.