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
TUR icon
3301
iShares MSCI Turkey ETF
TUR
$228M
$120K ﹤0.01%
2,208
+540
+32% +$28.6K
VAR
3302
DELISTED
Varian Medical Systems, Inc.
VAR
$120K ﹤0.01%
1,587
+1,585
+79,250% +$118K
OUTR
3303
DELISTED
OUTERWALL INC
OUTR
$120K ﹤0.01%
+1,594
New +$102K
INFA
3304
DELISTED
INFORMATICA CORP
INFA
$120K ﹤0.01%
3,150
-1,833
-37% -$65.8K
SANM icon
3305
Sanmina
SANM
$11B
$119K ﹤0.01%
5,077
+4,069
+404% +$93.1K
SLAB icon
3306
CALL
Silicon Laboratories
SLAB
$7.33B
$119K ﹤0.01%
2,500
-14,800
-86% -$653K
TRUE
3307
DELISTED
TrueCar
TRUE
$119K ﹤0.01%
+5,200
New +$102K
ROYT
3308
DELISTED
PACIFIC COAST OIL TRUST
ROYT
$119K ﹤0.01%
+23,174
New +$189K
ICON
3309
PUT
DELISTED
Iconix Brand Group, Inc.
ICON
$119K ﹤0.01%
350
+210
+150% +$79.4K
CFNL
3310
CALL
DELISTED
Cardinal Financial Corp
CFNL
$119K ﹤0.01%
+6,000
New +$111K
BTI icon
3311
PUT
British American Tobacco
BTI
$117B
$118K ﹤0.01%
2,200
-7,800
-78% -$438K
K
3312
CALL
DELISTED
Kellanova
K
$118K ﹤0.01%
1,917
-60,705
-97% -$3.65M
POST icon
3313
PUT
Post Holdings
POST
$3.67B
$118K ﹤0.01%
4,278
-4,584
-52% -$113K
WNC icon
3314
PUT
Wabash National
WNC
$530M
$118K ﹤0.01%
+9,600
New +$109K
GOV
3315
DELISTED
Government Properties Income Trust
GOV
$118K ﹤0.01%
+5,125
New +$117K
IWR icon
3316
PUT
iShares Russell Mid-Cap ETF
IWR
$56B
$117K ﹤0.01%
2,800
-4,400
-61% -$179K
MATX icon
3317
Matsons
MATX
$6.78B
$117K ﹤0.01%
+3,394
New +$104K
TPC
3318
PUT
Tutor Perini Cor
TPC
$4.63B
$117K ﹤0.01%
4,900
+4,300
+717% +$108K
UMPQ
3319
PUT
DELISTED
Umpqua Holdings Corp
UMPQ
$117K ﹤0.01%
6,900
-100
-1% -$1.69K
GWR
3320
CALL
DELISTED
Genesee & Wyoming Inc.
GWR
$117K ﹤0.01%
+1,300
New +$120K
ASNA
3321
DELISTED
Ascena Retail Group, Inc.
ASNA
$117K ﹤0.01%
468
-1,538
-77% -$381K
MEMP
3322
CALL
DELISTED
Memorial Production Partners LP Common Units
MEMP
$117K ﹤0.01%
8,000
-4,200
-34% -$72.2K
VNR
3323
CALL
DELISTED
Vanguard Natural Resources, LLC
VNR
$117K ﹤0.01%
7,700
-4,500
-37% -$101K
EPR icon
3324
EPR Properties
EPR
$4.57B
$116K ﹤0.01%
2,011
-26
-1% -$1.44K
GPRE icon
3325
PUT
Green Plains
GPRE
$1.1B
$116K ﹤0.01%
4,700
+2,900
+161% +$86.9K
131 132
133
134 135

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.