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 1.89%
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
CYT
1776
PUT
DELISTED
CYTEC INDS INC
CYT
$698K ﹤0.01%
+15,100
New +$703K
COTY icon
1777
CALL
Coty
COTY
$2.46B
$696K ﹤0.01%
+33,700
New +$621K
FTD
1778
CALL
DELISTED
FTD Companies, Inc. Common Stock
FTD
$696K ﹤0.01%
20,000
– –
SDY icon
1779
PUT
State Street SPDR S&P Dividend ETF
SDY
$22.2B
$694K ﹤0.01%
8,800
+1,200
+16% +$93.8K
TROW icon
1780
T. Rowe Price
TROW
$23.5B
$694K ﹤0.01%
8,086
+7,895
+4,134% +$644K
MFC icon
1781
CALL
Manulife Financial
MFC
$73.5B
$693K ﹤0.01%
36,300
+27,200
+299% +$515K
TV icon
1782
CALL
Televisa
TV
$1.55B
$693K ﹤0.01%
20,400
+20,100
+6,700% +$698K
SGI
1783
PUT
Somnigroup International
SGI
$14B
$692K ﹤0.01%
50,400
-5,200
-9% -$71K
OII icon
1784
CALL
Oceaneering
OII
$5.23B
$689K ﹤0.01%
11,700
-43,300
-79% -$2.78M
SVC
1785
PUT
Service Properties Trust
SVC
$1.07B
$688K ﹤0.01%
4,471
+2,860
+178% +$422K
BMO icon
1786
CALL
Bank of Montreal
BMO
$129B
$686K ﹤0.01%
9,700
+2,400
+33% +$172K
NFLX icon
1787
Netflix
NFLX
$325B
$686K ﹤0.01%
140,490
-321,860
-70% -$1.73M
RRGB icon
1788
CALL
Red Robin
RRGB
$183M
$686K ﹤0.01%
8,900
+1,900
+27% +$121K
DANG
1789
PUT
DELISTED
E-COMMERCE CHINA DANGDANG INC SPNSRD ADS REP COM CL A (CYM)
DANG
$686K ﹤0.01%
73,800
-8,800
-11% -$97.5K
WSO icon
1790
PUT
Watsco Inc
WSO
$12.8B
$685K ﹤0.01%
6,400
+200
+3% +$19.9K
DANG
1791
CALL
DELISTED
E-COMMERCE CHINA DANGDANG INC SPNSRD ADS REP COM CL A (CYM)
DANG
$685K ﹤0.01%
73,700
+1,900
+3% +$21K
YELL
1792
PUT
DELISTED
Yellow Corporation Common Stock
YELL
$685K ﹤0.01%
30,500
+15,700
+106% +$336K
BXP icon
1793
PUT
Boston Properties
BXP
$10.9B
$683K ﹤0.01%
5,300
+3,900
+279% +$494K
NTI
1794
PUT
DELISTED
NORTHERN TIER ENERGY LP CLASS A
NTI
$683K ﹤0.01%
30,900
-34,900
-53% -$834K
OLED icon
1795
CALL
Universal Display
OLED
$4.12B
$681K ﹤0.01%
24,500
+3,800
+18% +$108K
GOV
1796
PUT
DELISTED
Government Properties Income Trust
GOV
$681K ﹤0.01%
+29,600
New +$676K
AU icon
1797
PUT
AngloGold Ashanti
AU
$48.6B
$680K ﹤0.01%
78,200
-2,000
-2% -$18.9K
DECK icon
1798
CALL
Deckers Outdoor
DECK
$12.8B
$680K ﹤0.01%
45,000
-298,800
-87% -$4.55M
NBIS
1799
CALL
Nebius Group N.V.
NBIS
$73.4B
$678K ﹤0.01%
37,900
-174,400
-82% -$4.2M
IVZ icon
1800
CALL
Invesco
IVZ
$14.3B
$677K ﹤0.01%
17,100
-17,900
-51% -$705K
70 71
72
73 74

Similar funds

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
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
First Manhattan
First Manhattan New York $36.1B AUM 11.5% 1-Year Est. Return
Viking Global Investors
Viking Global Investors Stamford, Connecticut $35.7B AUM 21.3% 1-Year Est. Return
Holocene Advisors
Holocene Advisors New York $41.5B AUM 42.97% 1-Year Est. Return
Alyeska Investment Group
Alyeska Investment Group Chicago, Illinois $35.4B AUM 33.54% 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.