We are live on ! Find out more
Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+0.52%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$34.3B
AUM Growth
+$2.76B
Cap. Flow
+$756M
Cap. Flow %
2.21%
Top 10 Hldgs %
25.05%
Holding
6,782
New
2,582
Increased
1,916
Reduced
1,653
Closed
442

Top Buys

Rank Stock Value
1
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$186M
2
AAPL icon
Apple
AAPL
+$128M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$38.5M
4
MSFT icon
Microsoft
MSFT
+$36.4M
5
HAL icon
Halliburton
HAL
+$35.1M

Top Sells

Rank Stock Value
1
WBA
Walgreens Boots Alliance
WBA
+$50.6M
2
ORCL icon
Oracle
ORCL
+$25.7M
3
META icon
Meta Platforms (Facebook)
META
+$25.2M
4
WFC icon
Wells Fargo
WFC
+$25M
5
DE icon
Deere & Co
DE
+$24.9M

Sector Composition

Rank Sector Weight
1 Miscellaneous 92.48%
2 Technology 1.89%
3 Consumer Discretionary 1.28%
4 Financials 0.92%
5 Industrials 0.77%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FICO icon
2801
PUT
Fair Isaac
FICO
$21.2B
$210K ﹤0.01%
+2,900
New +$190K
JLL icon
2802
PUT
Jones Lang LaSalle
JLL
$15.9B
$210K ﹤0.01%
1,400
+1,200
+600% +$166K
ROP icon
2803
Roper Technologies
ROP
$38.6B
$210K ﹤0.01%
1,344
-18,629
-93% -$2.86M
VJET
2804
CALL
DELISTED
VOXELJET AG American Depositary Shares (each representing one Ordinary Share)
VJET
$210K ﹤0.01%
5,180
-1,260
-20% -$71K
RJET
2805
CALL
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
$210K ﹤0.01%
14,400
-6,600
-31% -$81.3K
MIDD icon
2806
CALL
Middleby
MIDD
$4.79B
$209K ﹤0.01%
2,100
+1,700
+425% +$155K
FSYS
2807
PUT
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
$209K ﹤0.01%
19,000
+17,800
+1,483% +$172K
IVR icon
2808
PUT
Invesco Mortgage Capital
IVR
$763M
$208K ﹤0.01%
1,340
+200
+18% +$32.3K
IYE icon
2809
CALL
iShares US Energy ETF
IYE
$1.9B
$208K ﹤0.01%
4,700
-28,100
-86% -$1.32M
MIDD icon
2810
PUT
Middleby
MIDD
$4.79B
$208K ﹤0.01%
2,100
-800
-28% -$73.1K
OLN icon
2811
PUT
Olin
OLN
$1.99B
$208K ﹤0.01%
9,200
+1,200
+15% +$29.2K
CPAY icon
2812
CALL
Corpay
CPAY
$26.7B
$208K ﹤0.01%
1,400
-3,600
-72% -$519K
CYT
2813
DELISTED
CYTEC INDS INC
CYT
$208K ﹤0.01%
4,514
+4,270
+1,750% +$199K
NDLS icon
2814
Noodles & Co
NDLS
$84.3M
$206K ﹤0.01%
+976
New +$182K
TCBI icon
2815
CALL
Texas Capital Bancshares
TCBI
$4.24B
$206K ﹤0.01%
3,800
-23,700
-86% -$1.34M
WLB
2816
CALL
DELISTED
Westmoreland Coal Company
WLB
$206K ﹤0.01%
+6,200
New +$217K
UTEK
2817
PUT
DELISTED
Ultratech Inc.
UTEK
$206K ﹤0.01%
11,000
-1,100
-9% -$21.4K
SIAL
2818
CALL
DELISTED
SIGMA - ALDRICH CORP
SIAL
$206K ﹤0.01%
1,500
-19,800
-93% -$2.69M
STMP
2819
PUT
DELISTED
Stamps.com, Inc.
STMP
$206K ﹤0.01%
4,300
+2,400
+126% +$100K
LEG
2820
CALL
DELISTED
Leggett & Platt
LEG
$205K ﹤0.01%
4,800
-41,700
-90% -$1.64M
RGC
2821
PUT
DELISTED
Regal Entertainment Group
RGC
$205K ﹤0.01%
+9,600
New +$202K
SSE
2822
CALL
DELISTED
SEVENTY SEVEN ENERGY INC COM
SSE
$205K ﹤0.01%
38,129
-38,465
-50% -$444K
AFAM
2823
PUT
DELISTED
Almost Family Inc
AFAM
$205K ﹤0.01%
7,100
-1,100
-13% -$30.9K
CVSA
2824
PUT
Covista Inc
CVSA
$4.29B
$204K ﹤0.01%
4,300
+2,900
+207% +$136K
DCP
2825
CALL
DELISTED
DCP Midstream, LP
DCP
$204K ﹤0.01%
4,500
+3,400
+309% +$170K
111 112
113
114 115

Similar funds

Betterment LLC
Betterment LLC New York $59.1B AUM 18.41% 1-Year Est. Return
DekaBank Deutsche Girozentrale
DekaBank Deutsche Girozentrale Frankfurt, Germany $59.2B AUM 26.02% 1-Year Est. Return
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans Minneapolis, Minnesota $59.5B AUM 35.96% 1-Year Est. Return
AssetMark Inc
AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
TI
Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return
State Board of Administration of Florida Retirement System
State Board of Administration of Florida Retirement System Tallahassee, Florida $60.3B AUM 42.74% 1-Year Est. Return
First Eagle Investment Management
First Eagle Investment Management New York $60.8B AUM 26.63% 1-Year Est. Return

Parallax Volatility Advisers's Q4 2014 Portfolio in Review

As of Q4 2014, Parallax Volatility Advisers held 6,782 positions worth $34.3B, up 8.7% from $31.5B the previous quarter. Its ten largest holdings account for 25% of the portfolio.

Parallax Volatility Advisers's Q4 2014 filing shows 2,582 new, 1,916 increased, 1,653 reduced and 442 closed positions. Its largest new stake was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M. The largest sale was Walgreens Boots Alliance, an estimated $50.6M.

By sector, the portfolio is most concentrated in Miscellaneous at 92% of assets, down from 93% a quarter earlier, followed by Technology and Consumer Discretionary.

  • Parallax Volatility Advisers's largest Q4 2014 buy was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M.
  • Parallax Volatility Advisers added most to iShares MSCI Brazil ETF in Q4 2014, an estimated $186M increase.
  • Parallax Volatility Advisers's biggest Q4 2014 reduction was Walgreens Boots Alliance, cutting an estimated $50.6M.
  • Parallax Volatility Advisers fully exited Outfront Media in Q4 2014, selling an estimated $10.2M.
  • Parallax Volatility Advisers's ten largest holdings make up 25% of its $34.3B portfolio in Q4 2014.
  • Parallax Volatility Advisers opened 2,582 new positions and closed 442 in Q4 2014.
  • Parallax Volatility Advisers's portfolio value rose 8.7% quarter-over-quarter to $34.3B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2014, filed 17 Feb 2015.