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
LFUS icon
2251
PUT
Littelfuse
LFUS
$11.3B
$140K ﹤0.01%
1,500
+1,300
+650% +$119K
AXE
2252
PUT
DELISTED
Anixter International Inc
AXE
$140K ﹤0.01%
1,400
+500
+56% +$49.3K
WCG
2253
DELISTED
Wellcare Health Plans, Inc.
WCG
$140K ﹤0.01%
1,877
+1,464
+354% +$104K
SN
2254
PUT
DELISTED
Sanchez Energy Corporation
SN
$140K ﹤0.01%
+3,700
New +$117K
IMPV
2255
DELISTED
Imperva, Inc.
IMPV
$140K ﹤0.01%
+5,347
New +$138K
HAR
2256
DELISTED
Harman International Industries
HAR
$140K ﹤0.01%
1,306
-1,344
-51% -$143K
SIVB
2257
PUT
DELISTED
SVB Financial Group
SIVB
$140K ﹤0.01%
1,200
+800
+200% +$89.2K
ALV icon
2258
PUT
Autoliv
ALV
$9.07B
$139K ﹤0.01%
+1,804
New +$135K
GT icon
2259
CALL
Goodyear
GT
$2.02B
$139K ﹤0.01%
5,000
+200
+4% +$5.22K
NDAQ icon
2260
CALL
Nasdaq
NDAQ
$52.6B
$139K ﹤0.01%
+10,800
New +$132K
XLK icon
2261
PUT
State Street Technology Select Sector SPDR ETF
XLK
$117B
$139K ﹤0.01%
7,200
+4,200
+140% +$77.7K
MTOR
2262
CALL
DELISTED
MERITOR, Inc.
MTOR
$139K ﹤0.01%
10,700
+9,700
+970% +$128K
NRF
2263
PUT
DELISTED
NorthStar Realty Finance Corp.
NRF
$139K ﹤0.01%
4,074
+3,055
+300% +$96.2K
N
2264
PUT
DELISTED
Netsuite Inc
N
$139K ﹤0.01%
1,600
+500
+45% +$40.3K
DRYS
2265
DELISTED
DryShips Inc. Common Stock
DRYS
– –
0
– –
LO
2266
PUT
DELISTED
LORILLARD INC COM STK
LO
$139K ﹤0.01%
2,300
-14,800
-87% -$861K
CAVM
2267
CALL
DELISTED
Cavium, Inc.
CAVM
$139K ﹤0.01%
+2,800
New +$129K
UIS icon
2268
PUT
Unisys
UIS
$218M
$138K ﹤0.01%
5,600
+5,400
+2,700% +$136K
SFUN
2269
PUT
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$138K ﹤0.01%
+280
New +$164K
ESI
2270
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
$138K ﹤0.01%
+8,272
New +$189K
CNQ icon
2271
Canadian Natural Resources
CNQ
$96.7B
$137K ﹤0.01%
6,193
+2,685
+77% +$53.7K
DLB icon
2272
PUT
Dolby
DLB
$5.59B
$137K ﹤0.01%
+3,200
New +$134K
MED icon
2273
CALL
Medifast
MED
$108M
$137K ﹤0.01%
4,500
-8,800
-66% -$274K
PRAA icon
2274
PRA Group
PRAA
$666M
$137K ﹤0.01%
2,296
-621
-21% -$35.5K
CTB
2275
DELISTED
Cooper Tire & Rubber Co.
CTB
$137K ﹤0.01%
4,554
-1,165
-20% -$31.7K
89 90
91
92 93

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.