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
TLT icon
801
iShares 20+ Year Treasury Bond ETF
TLT
$42B
$1.89M 0.01%
+16,604
New +$1.85M
ANR
802
PUT
DELISTED
Alpha Natural Resources Inc
ANR
$1.88M 0.01%
+506,000
New +$2.04M
VLO icon
803
CALL
Valero Energy
VLO
$92.9B
$1.87M 0.01%
37,400
-69,400
-65% -$3.83M
MMP
804
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
$1.86M 0.01%
22,200
+10,400
+88% +$815K
HGG
805
PUT
DELISTED
hhgregg Inc.
HGG
$1.86M 0.01%
183,500
+180,500
+6,017% +$1.66M
CPRI icon
806
CALL
Capri Holdings
CPRI
$1.83B
$1.86M 0.01%
21,000
+13,600
+184% +$1.25M
BKS
807
CALL
DELISTED
Barnes & Noble
BKS
$1.86M 0.01%
124,522
+14,803
+13% +$178K
XLU icon
808
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
$1.85M 0.01%
83,800
+62,400
+292% +$1.33M
ESV
809
DELISTED
Ensco Rowan plc
ESV
$1.85M 0.01%
8,346
+7,664
+1,124% +$1.59M
GPC icon
810
PUT
Genuine Parts
GPC
$17.2B
$1.85M 0.01%
21,100
+20,000
+1,818% +$1.72M
MMM icon
811
PUT
3M
MMM
$91B
$1.85M 0.01%
15,428
-70,086
-82% -$8.23M
JD icon
812
JD.com
JD
$44.6B
$1.85M 0.01%
+64,773
New +$1.69M
DNOW icon
813
CALL
DNOW Inc
DNOW
$2.58B
$1.84M 0.01%
+50,775
New +$1.75M
HIG icon
814
PUT
Hartford Financial Services
HIG
$38.9B
$1.84M 0.01%
51,300
+18,500
+56% +$651K
CCI icon
815
Crown Castle
CCI
$33.4B
$1.84M 0.01%
24,726
-11,582
-32% -$868K
DRI icon
816
PUT
Darden Restaurants
DRI
$23.3B
$1.83M 0.01%
44,188
+33,001
+295% +$1.46M
AXP icon
817
American Express
AXP
$227B
$1.82M 0.01%
19,193
-242,084
-93% -$21.8M
BXP icon
818
CALL
Boston Properties
BXP
$11.2B
$1.81M 0.01%
15,300
+5,900
+63% +$697K
LGF
819
CALL
DELISTED
Lions Gate Entertainment
LGF
$1.81M 0.01%
63,200
+62,100
+5,645% +$1.67M
GPC icon
820
Genuine Parts
GPC
$17.2B
$1.8M 0.01%
20,499
+19,611
+2,208% +$1.69M
ETR icon
821
Entergy
ETR
$50.4B
$1.79M 0.01%
43,664
+38,492
+744% +$1.44M
IVV icon
822
CALL
iShares Core S&P 500 ETF
IVV
$879B
$1.79M 0.01%
+9,100
New +$1.74M
ETN icon
823
PUT
Eaton
ETN
$161B
$1.79M 0.01%
23,200
-32,100
-58% -$2.38M
PANW icon
824
Palo Alto Networks
PANW
$271B
$1.79M 0.01%
128,094
+112,656
+730% +$1.32M
DRI icon
825
CALL
Darden Restaurants
DRI
$23.3B
$1.79M 0.01%
43,182
+36,805
+577% +$1.63M
31 32
33
34 35

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.