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
+168.57%
5 Year Est. Return
+211.2%
10 Year Est. Return
+834.13%
AUM
$34.3B
AUM Growth
+$2.76B
Cap. Flow
+$2.18B
Cap. Flow %
6.37%
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 Technology 1.89%
2 Consumer Discretionary 1.28%
3 Financials 0.92%
4 Industrials 0.77%
5 Energy 0.65%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FICO icon
2801
PUT
Fair Isaac
FICO
$23.5B
$210K ﹤0.01%
+2,900
New +$190K
JLL icon
2802
PUT
Jones Lang LaSalle
JLL
$17.3B
$210K ﹤0.01%
1,400
+1,200
+600% +$166K
ROP icon
2803
Roper Technologies
ROP
$39.5B
$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
$5.33B
$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
$805M
$208K ﹤0.01%
1,340
+200
+18% +$32.3K
IYE icon
2809
CALL
iShares US Energy ETF
IYE
$1.82B
$208K ﹤0.01%
4,700
-28,100
-86% -$1.32M
MIDD icon
2810
PUT
Middleby
MIDD
$5.33B
$208K ﹤0.01%
2,100
-800
-28% -$73.1K
OLN icon
2811
PUT
Olin
OLN
$2.18B
$208K ﹤0.01%
9,200
+1,200
+15% +$29.2K
CPAY icon
2812
CALL
Corpay
CPAY
$27.4B
$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
$107M
$206K ﹤0.01%
+976
New +$182K
TCBI icon
2815
CALL
Texas Capital Bancshares
TCBI
$4.39B
$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 icon
2820
CALL
Leggett & Platt
LEG
$1.32B
$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
$4.49B
$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
First Eagle Investment Management
First Eagle Investment Management New York $59.9B AUM 27.01% 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

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 deployed $2.18B of net new capital in Q4 2014, opening 2,582 new positions and adding to 1,916 existing holdings. Its largest new stake was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M.

By sector, the portfolio is most concentrated in Technology at 1.9% of assets, up from 1.3% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was Walgreens Boots Alliance, an estimated $50.6M trimmed.

  • 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.