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
RAMP icon
4251
LiveRamp
RAMP
$2.3B
– –
-728
Closed -$25K
RAMP icon
4252
PUT
LiveRamp
RAMP
$2.3B
– –
-800
Closed -$28K
RBBN icon
4253
Ribbon Communications
RBBN
$377M
– –
-37
Closed -$1K
RBC icon
4254
RBC Bearings
RBC
$17.4B
– –
-112
Closed -$7K
RBC icon
4255
PUT
RBC Bearings
RBC
$17.4B
– –
-500
Closed -$32K
RDN icon
4256
Radian Group
RDN
$5.18B
– –
-45,300
Closed -$660K
RDWR icon
4257
CALL
Radware
RDWR
$1.1B
– –
-2,000
Closed -$35K
REGN icon
4258
PUT
Regeneron Pharmaceuticals
REGN
$78.5B
– –
-43,500
Closed -$13.1M
RF icon
4259
Regions Financial
RF
$26.4B
– –
-2,796
Closed -$29.2K
RHI icon
4260
CALL
Robert Half
RHI
$3.87B
– –
-300
Closed -$13K
RHI icon
4261
PUT
Robert Half
RHI
$3.87B
– –
-4,300
Closed -$180K
RIG icon
4262
Transocean
RIG
$5.89B
– –
-20,718
Closed -$881K
RMBS icon
4263
Rambus
RMBS
$9.87B
– –
-452
Closed -$5.59K
ROP icon
4264
PUT
Roper Technologies
ROP
$38.8B
– –
-3,500
Closed -$467K
RRGB icon
4265
CALL
Red Robin
RRGB
$145M
– –
-500
Closed -$36K
RRX icon
4266
CALL
Regal Rexnord
RRX
$13.7B
– –
-400
Closed -$29K
RWT
4267
CALL
Redwood Trust
RWT
$574M
– –
-500
Closed -$10K
SAFE
4268
Safehold
SAFE
$1.16B
– –
-24
Closed -$1.7K
SAIA icon
4269
CALL
Saia
SAIA
$9.27B
– –
-4,100
Closed -$157K
SAIA icon
4270
PUT
Saia
SAIA
$9.27B
– –
-5,800
Closed -$222K
SAP icon
4271
SAP
SAP
$212B
– –
-4,172
Closed -$324K
SDY icon
4272
PUT
State Street SPDR S&P Dividend ETF
SDY
$21.7B
– –
-900
Closed -$66K
SEE
4273
CALL
DELISTED
Sealed Air
SEE
– –
-300
Closed -$10K
SF
4274
CALL
Stifel
SF
$12.6B
– –
-2,475
Closed -$55K
SF
4275
PUT
Stifel
SF
$12.6B
– –
-3,825
Closed -$85K
169 170
171
172 173

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.