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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
(+8.7%)
Cap. Flow
+$756M
Cap. Flow
% of AUM
2.21%
Top 10 Holdings %
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 |
iShares MSCI Brazil ETF
EWZ
|
+$186M |
| 2 |
Apple
AAPL
|
+$128M |
| 3 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$38.5M |
| 4 |
Microsoft
MSFT
|
+$36.4M |
| 5 |
Halliburton
HAL
|
+$35.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
WBA
Walgreens Boots Alliance
WBA
|
+$50.6M |
| 2 |
Oracle
ORCL
|
+$25.7M |
| 3 |
Meta Platforms (Facebook)
META
|
+$25.2M |
| 4 |
Wells Fargo
WFC
|
+$25M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1201
CALL
Baxter International
BAX
$12.6B
| $1.58M | ﹤0.01% |
39,582
+36,268
| +1,094% | +$1.41M |
|
1202
iShares MSCI France ETF
EWQ
$332M
| $1.57M | ﹤0.01% |
+63,859
| New | +$1.62M |
|
|
RAD
1203
CALL
DELISTED
Rite Aid Corporation
RAD
| $1.57M | ﹤0.01% |
10,450
+7,280
| +230% | +$808K |
|
|
ESRX
1204
DELISTED
Express Scripts Holding Company
ESRX
| $1.57M | ﹤0.01% |
18,549
+18,477
| +25,663% | +$1.44M |
|
|
VER
1205
CALL
DELISTED
VEREIT, Inc.
VER
| $1.57M | ﹤0.01% |
+34,680
| New | +$1.7M |
|
1206
CALL
Canadian Solar
CSIQ
$914M
| $1.57M | ﹤0.01% |
64,800
-128,900
| -67% | -$3.51M |
|
1207
iShares US Real Estate ETF
IYR
$4.27B
| $1.57M | ﹤0.01% |
+20,410
| New | +$1.53M |
|
1208
PUT
Sinclair Inc
SBGI
$980M
| $1.57M | ﹤0.01% |
57,300
-63,300
| -52% | -$1.72M |
|
1209
Aflac
AFL
$57.5B
| $1.57M | ﹤0.01% |
51,308
+18,470
| +56% | +$545K |
|
1210
CALL
Brookdale Senior Living
BKD
$2.9B
| $1.57M | ﹤0.01% |
42,700
+41,700
| +4,170% | +$1.41M |
|
1211
PUT
Jack in the Box
JACK
$283M
| $1.56M | ﹤0.01% |
19,500
+16,200
| +491% | +$1.18M |
|
|
S
1212
CALL
DELISTED
Sprint Corporation
S
| $1.56M | ﹤0.01% |
375,320
+6,700
| +2% | +$34.5K |
|
1213
PNC Financial Services
PNC
$96B
| $1.56M | ﹤0.01% |
17,060
+998
| +6% | +$86.5K |
|
|
1214
Canadian Solar
CSIQ
$914M
| $1.55M | ﹤0.01% |
64,291
+22,788
| +55% | +$620K |
|
|
SDRL
1215
DELISTED
Seadrill Limited Common Stock
SDRL
| $1.55M | ﹤0.01% |
+486
| New | +$2.44M |
|
1216
CALL
JetBlue
JBLU
$1.65B
| $1.55M | ﹤0.01% |
97,700
+92,700
| +1,854% | +$1.2M |
|
|
CZR
1217
CALL
DELISTED
Caesars Entertainment Corporation
CZR
| $1.55M | ﹤0.01% |
98,800
+72,200
| +271% | +$966K |
|
|
SONC
1218
PUT
DELISTED
Sonic Corp
SONC
| $1.55M | ﹤0.01% |
56,800
+41,600
| +274% | +$1.05M |
|
1219
CALL
Vornado Realty Trust
VNO
$6.48B
| $1.54M | ﹤0.01% |
17,906
+13,805
| +337% | +$1.11M |
|
1220
CALL
Pricesmart
PSMT
$5.27B
| $1.54M | ﹤0.01% |
+16,900
| New | +$1.53M |
|
|
PCL
1221
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $1.54M | ﹤0.01% |
+36,011
| New | +$1.48M |
|
|
CAA
1222
PUT
DELISTED
CalAtlantic Group, Inc.
CAA
| $1.54M | ﹤0.01% |
42,160
| – | – |
|
|
ANN
1223
CALL
DELISTED
ANN INC
ANN
| $1.53M | ﹤0.01% |
42,100
+29,900
| +245% | +$1.13M |
|
|
MMP
1224
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $1.53M | ﹤0.01% |
18,500
+8,300
| +81% | +$678K |
|
1225
Lumen
LUMN
$7.02B
| $1.53M | ﹤0.01% |
+38,570
| New | +$1.54M |
|
Similar funds
TI
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.