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
ELLI
3251
CALL
DELISTED
Ellie Mae Inc
ELLI
$31K ﹤0.01%
+1,000
New +$26.8K
ENLK
3252
CALL
DELISTED
EnLink Midstream Partners, LP
ENLK
$31K ﹤0.01%
1,000
-2,100
-68% -$64.3K
BONT
3253
PUT
DELISTED
Bon-Ton Stores Inc/The
BONT
$31K ﹤0.01%
+3,000
New +$31.9K
GGP
3254
PUT
DELISTED
GGP Inc.
GGP
$31K ﹤0.01%
+1,300
New +$30.2K
UNTD
3255
CALL
DELISTED
UNITED ONLINE INC COM NEW
UNTD
$31K ﹤0.01%
3,000
– –
NTT
3256
CALL
DELISTED
Nippon Telegraph & Telephone
NTT
$31K ﹤0.01%
+1,000
New +$28.6K
DORM icon
3257
PUT
Dorman Products
DORM
$4.32B
$30K ﹤0.01%
+600
New +$32.7K
ENOV icon
3258
CALL
Enovis
ENOV
$1.78B
$30K ﹤0.01%
+232
New +$29K
FISV
3259
CALL
Fiserv Inc
FISV
$28.9B
$30K ﹤0.01%
1,000
-400
-29% -$11.9K
IYZ icon
3260
CALL
iShares US Telecommunications ETF
IYZ
$1.23B
$30K ﹤0.01%
+1,000
New +$29.6K
LPX icon
3261
CALL
Louisiana-Pacific
LPX
$5.21B
$30K ﹤0.01%
+2,000
New +$30.5K
MGM icon
3262
MGM Resorts International
MGM
$11.6B
$30K ﹤0.01%
1,119
-3,601
-76% -$89.9K
NGG icon
3263
CALL
National Grid
NGG
$79.7B
$30K ﹤0.01%
+415
New +$28.7K
RDN icon
3264
PUT
Radian Group
RDN
$5.24B
$30K ﹤0.01%
2,000
-195,800
-99% -$2.85M
SAFE
3265
PUT
Safehold
SAFE
$1.15B
$30K ﹤0.01%
411
– –
SYY icon
3266
PUT
Sysco
SYY
$39.3B
$30K ﹤0.01%
800
-3,000
-79% -$110K
NM
3267
CALL
DELISTED
Navios Maritime Holdings Inc.
NM
$30K ﹤0.01%
300
+40
+15% +$3.6K
PBCT
3268
CALL
DELISTED
People's United Financial Inc
PBCT
$30K ﹤0.01%
+2,000
New +$29.2K
CALL
3269
PUT
DELISTED
magicJack VocalTec Ltd
CALL
$30K ﹤0.01%
2,000
-6,000
-75% -$101K
SYT
3270
CALL
DELISTED
Syngenta Ag
SYT
$30K ﹤0.01%
+400
New +$30.8K
POWR
3271
CALL
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
$30K ﹤0.01%
+3,100
New +$42.5K
RLD
3272
DELISTED
REALD INC COM STK
RLD
$30K ﹤0.01%
2,373
+1,510
+175% +$17.5K
CYT
3273
DELISTED
CYTEC INDS INC
CYT
$30K ﹤0.01%
572
-9,088
-94% -$449K
ROC
3274
CALL
DELISTED
ROCKWOOD HLDGS INC
ROC
$30K ﹤0.01%
400
-9,200
-96% -$676K
GOLD
3275
DELISTED
Randgold Resources Ltd
GOLD
$30K ﹤0.01%
357
-82
-19% -$6.29K
129 130
131
132 133

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.