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
DNKN
1826
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$252K ﹤0.01%
5,500
+4,400
+400% +$202K
CNVR
1827
PUT
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
$252K ﹤0.01%
9,900
+1,100
+13% +$27.4K
ADT
1828
CALL
DELISTED
ADT Corp
ADT
$251K ﹤0.01%
7,200
-3,700
-34% -$119K
CEO
1829
PUT
DELISTED
CNOOC Limited
CEO
$251K ﹤0.01%
+1,400
New +$237K
BMO icon
1830
PUT
Bank of Montreal
BMO
$126B
$250K ﹤0.01%
+3,400
New +$237K
CONN
1831
DELISTED
Conn's Inc.
CONN
$250K ﹤0.01%
5,071
+5,007
+7,823% +$221K
AOL
1832
DELISTED
AOL INC COMMON STOCK
AOL
$250K ﹤0.01%
+6,294
New +$248K
HLSS
1833
CALL
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
$250K ﹤0.01%
11,000
+7,500
+214% +$166K
AYI icon
1834
CALL
Acuity Brands
AYI
$9.83B
$249K ﹤0.01%
+1,800
New +$229K
MDLZ icon
1835
CALL
Mondelez International
MDLZ
$79.5B
$249K ﹤0.01%
6,600
+2,100
+47% +$76.8K
HMSY
1836
DELISTED
HMS Holdings Corp.
HMSY
$249K ﹤0.01%
12,184
+11,783
+2,938% +$212K
TEL icon
1837
CALL
TE Connectivity
TEL
$59.6B
$248K ﹤0.01%
+4,000
New +$240K
ESI
1838
CALL
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
$248K ﹤0.01%
14,900
+14,600
+4,867% +$333K
CZR
1839
CALL
DELISTED
Caesars Entertainment Corporation
CZR
$248K ﹤0.01%
13,700
+12,700
+1,270% +$235K
AER icon
1840
PUT
AerCap
AER
$23.7B
$247K ﹤0.01%
5,400
-1,200
-18% -$53.1K
NUE icon
1841
PUT
Nucor
NUE
$58.6B
$247K ﹤0.01%
5,000
-180,100
-97% -$9.24M
JASO
1842
CALL
DELISTED
JA Solar Holdings, Co., Ltd
JASO
$246K ﹤0.01%
22,600
+17,000
+304% +$172K
BZH icon
1843
PUT
Beazer Homes USA
BZH
$877M
$245K ﹤0.01%
11,600
+10,100
+673% +$196K
SBGI icon
1844
CALL
Sinclair Inc
SBGI
$992M
$244K ﹤0.01%
+7,000
New +$204K
OVTI
1845
CALL
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
$244K ﹤0.01%
+11,100
New +$226K
AVGO icon
1846
Broadcom
AVGO
$1.85T
$243K ﹤0.01%
+33,740
New +$226K
HOUS
1847
DELISTED
Anywhere Real Estate
HOUS
$243K ﹤0.01%
+6,449
New +$250K
NOW icon
1848
CALL
ServiceNow
NOW
$115B
$242K ﹤0.01%
+19,500
New +$208K
SLM icon
1849
PUT
SLM Corp
SLM
$4.89B
$242K ﹤0.01%
29,100
-62,674
-68% -$552K
SONC
1850
DELISTED
Sonic Corp
SONC
$242K ﹤0.01%
+10,982
New +$232K
72 73
74
75 76

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.