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
+0.52%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 1.85%
2 Consumer Discretionary 1.26%
3 Financials 0.92%
4 Industrials 0.76%
5 Energy 0.6%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GS icon
26
CALL
Goldman Sachs
GS
$301B
$175M 0.51%
902,100
+400
+0% +$75.2K
AMZN icon
27
PUT
Amazon
AMZN
$2.96T
$172M 0.5%
11,070,000
-8,478,000
-43% -$132M
EFA icon
28
PUT
iShares MSCI EAFE ETF
EFA
$80.2B
$168M 0.49%
2,760,000
-133,700
-5% -$8.35M
EFA icon
29
CALL
iShares MSCI EAFE ETF
EFA
$80.2B
$161M 0.47%
2,648,700
+2,000,500
+309% +$125M
USB icon
30
PUT
US Bancorp
USB
$99.7B
$161M 0.47%
3,580,400
+1,325,200
+59% +$57M
FXI icon
31
PUT
iShares China Large-Cap ETF
FXI
$4.27B
$156M 0.46%
3,754,900
+802,600
+27% +$31.7M
MCD icon
32
PUT
McDonald's
MCD
$192B
$155M 0.45%
1,655,300
+718,400
+77% +$67.2M
CSCO icon
33
PUT
Cisco
CSCO
$480B
$155M 0.45%
5,554,800
+531,700
+11% +$13.7M
XLE icon
34
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.7B
$152M 0.44%
3,837,400
+2,147,200
+127% +$89.3M
YHOO
35
CALL
DELISTED
Yahoo Inc
YHOO
$150M 0.44%
2,978,900
+241,700
+9% +$11.4M
EBAY icon
36
PUT
eBay
EBAY
$47.3B
$144M 0.42%
6,086,837
-2,566,555
-30% -$58.2M
DAL icon
37
PUT
Delta Air Lines
DAL
$59.1B
$139M 0.41%
2,833,100
+1,232,500
+77% +$51.9M
WFC icon
38
CALL
Wells Fargo
WFC
$265B
$139M 0.41%
2,532,700
+430,800
+20% +$22.8M
GLD icon
39
CALL
SPDR Gold Trust
GLD
$143B
$138M 0.4%
1,211,100
+1,102,800
+1,018% +$127M
QQQ icon
40
CALL
Invesco QQQ Trust
QQQ
$480B
$136M 0.4%
1,318,600
+300,500
+30% +$30.4M
JPM icon
41
CALL
JPMorgan Chase
JPM
$958B
$136M 0.4%
2,168,500
+791,000
+57% +$47.6M
YUM icon
42
PUT
Yum! Brands
YUM
$39.2B
$135M 0.39%
2,583,226
+1,012,231
+64% +$52.7M
HYG icon
43
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
$135M 0.39%
1,505,800
+1,415,800
+1,573% +$129M
XOM icon
44
PUT
ExxonMobil
XOM
$662B
$134M 0.39%
1,447,500
+440,100
+44% +$41M
QQQ icon
45
PUT
Invesco QQQ Trust
QQQ
$480B
$132M 0.39%
1,282,600
+357,200
+39% +$36.1M
F icon
46
PUT
Ford
F
$56.3B
$129M 0.38%
8,328,300
+2,641,300
+46% +$38.9M
XRT icon
47
PUT
State Street SPDR S&P Retail ETF
XRT
$652M
$127M 0.37%
2,636,600
-361,800
-12% -$16.2M
AIG icon
48
PUT
American International
AIG
$40.3B
$126M 0.37%
2,249,200
+1,199,100
+114% +$64.3M
PG icon
49
PUT
Procter & Gamble
PG
$336B
$126M 0.37%
1,377,900
-559,100
-29% -$49.2M
INTC icon
50
PUT
Intel
INTC
$492B
$125M 0.36%
3,446,100
+311,200
+10% +$10.8M
1
2
3 4 5

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
HF
HRT Financial New York $40.1B AUM 58.22% 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 1.8% 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.