We are live on
!
Find out more
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
(+8.7%)
Cap. Flow
+$2.18B
Cap. Flow
% of AUM
6.37%
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 | 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 | |
|---|---|---|---|---|---|---|
|
SUNE
401
PUT
DELISTED
SUNEDISON, INC COM
SUNE
| $12.7M | 0.04% |
652,100
-277,600
| -30% | -$5.27M |
|
402
Chevron
CVX
$386B
| $12.5M | 0.04% |
111,703
+106,265
| +1,954% | +$12.1M |
|
403
CALL
Goodyear
GT
$1.75B
| $12.5M | 0.04% |
436,800
-93,500
| -18% | -$2.31M |
|
|
SPR
404
CALL
DELISTED
Spirit AeroSystems
SPR
| $12.5M | 0.04% |
289,800
+288,100
| +16,947% | +$11.7M |
|
405
Monster Beverage
MNST
$89.2B
| $12.4M | 0.04% |
1,374,888
+667,584
| +94% | +$5.76M |
|
406
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
| $12.3M | 0.04% |
254,100
+233,600
| +1,140% | +$11.1M |
|
407
Intercontinental Exchange
ICE
$84.9B
| $12.3M | 0.04% |
280,755
+154,225
| +122% | +$6.61M |
|
408
PUT
Norfolk Southern
NSC
$75.2B
| $12.2M | 0.04% |
111,700
+21,500
| +24% | +$2.36M |
|
409
PUT
TripAdvisor
TRIP
$1.28B
| $12.2M | 0.04% |
163,800
+49,500
| +43% | +$3.86M |
|
|
MRSH
410
Marsh
MRSH
$91.3B
| $12.2M | 0.04% |
213,294
+55,021
| +35% | +$3.02M |
|
|
AUY
411
DELISTED
Yamana Gold, Inc.
AUY
| $12.2M | 0.04% |
3,028,705
+2,790,905
| +1,174% | +$12.6M |
|
412
SLB Ltd
SLB
$79.7B
| $12.1M | 0.04% |
141,106
+122,955
| +677% | +$11.3M |
|
413
PUT
Transocean
RIG
$6.49B
| $12M | 0.04% |
654,400
+519,000
| +383% | +$13M |
|
414
PUT
International Paper
IP
$22.1B
| $12M | 0.04% |
236,333
+25,027
| +12% | +$1.23M |
|
415
PUT
Mastercard
MA
$492B
| $12M | 0.03% |
138,800
+1,400
| +1% | +$114K |
|
416
Agilent Technologies
A
$42.2B
| $11.9M | 0.03% |
291,302
+280,613
| +2,625% | +$11.3M |
|
417
PUT
Wolfspeed
WOLF
$1.57B
| $11.9M | 0.03% |
369,000
-293,500
| -44% | -$9.64M |
|
|
418
CALL
International Paper
IP
$22.1B
| $11.9M | 0.03% |
234,115
+43,296
| +23% | +$2.12M |
|
419
PUT
CSX Corp
CSX
$92.5B
| $11.8M | 0.03% |
978,000
-212,700
| -18% | -$2.49M |
|
420
CALL
Darden Restaurants
DRI
$25B
| $11.8M | 0.03% |
225,305
+178,208
| +378% | +$8.64M |
|
|
DD
421
CALL
DELISTED
Du Pont De Nemours E I
DD
| $11.8M | 0.03% |
167,427
-108,986
| -39% | -$7.28M |
|
422
PUT
Cognizant
CTSH
$26.4B
| $11.7M | 0.03% |
222,800
-111,000
| -33% | -$5.55M |
|
423
Trip.com Group
TCOM
$29.1B
| $11.6M | 0.03% |
+510,176
| New | +$13.4M |
|
|
CBST
424
PUT
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
| $11.6M | 0.03% |
+115,000
| New | +$8.94M |
|
|
RAD
425
PUT
DELISTED
Rite Aid Corporation
RAD
| $11.5M | 0.03% |
76,785
+54,380
| +243% | +$6.04M |
|
Similar funds
HF
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.