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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 | |
|---|---|---|---|---|---|---|
876
CALL
Cigna
CI
$73.4B
| $3.23M | 0.01% |
31,400
+30,500
| +3,389% | +$3.01M |
|
|
877
PUT
Cigna
CI
$73.4B
| $3.23M | 0.01% |
31,400
+29,400
| +1,470% | +$2.9M |
|
878
PUT
Northrop Grumman
NOC
$81.6B
| $3.23M | 0.01% |
21,900
-11,000
| -33% | -$1.51M |
|
879
Visa
V
$680B
| $3.23M | 0.01% |
49,236
-13,692
| -22% | -$824K |
|
|
NUAN
880
PUT
DELISTED
Nuance Communications, Inc.
NUAN
| $3.21M | 0.01% |
260,106
-5,775
| -2% | -$74.1K |
|
|
CA
881
CALL
DELISTED
CA, Inc.
CA
| $3.21M | 0.01% |
105,300
+88,900
| +542% | +$2.6M |
|
882
Altria Group
MO
$109B
| $3.18M | 0.01% |
+64,598
| New | +$3.15M |
|
883
CALL
Kroger
KR
$35.1B
| $3.18M | 0.01% |
99,000
+40,600
| +70% | +$1.18M |
|
884
PUT
Hartford Financial Services
HIG
$37.8B
| $3.17M | 0.01% |
75,900
-155,400
| -67% | -$6.15M |
|
|
JCP
885
DELISTED
J.C. Penney Company, Inc.
JCP
| $3.17M | 0.01% |
488,569
+485,956
| +18,598% | +$3.57M |
|
886
3M
MMM
$94.3B
| $3.16M | 0.01% |
22,991
-79,129
| -77% | -$10.2M |
|
887
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.46B
| $3.16M | 0.01% |
102,400
+23,500
| +30% | +$786K |
|
888
PUT
Xerox
XRX
$412M
| $3.14M | 0.01% |
86,033
-188,156
| -69% | -$6.64M |
|
889
PUT
Waste Management
WM
$89.8B
| $3.11M | 0.01% |
60,500
+49,400
| +445% | +$2.41M |
|
890
CALL
iShares MSCI South Korea ETF
EWY
$27.6B
| $3.1M | 0.01% |
56,100
-23,100
| -29% | -$1.31M |
|
891
PUT
Synaptics
SYNA
$4.19B
| $3.1M | 0.01% |
45,000
+40,500
| +900% | +$2.71M |
|
892
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.3B
| $3.08M | 0.01% |
17,300
-3,000
| -15% | -$520K |
|
893
PUT
Welltower
WELL
$169B
| $3.07M | 0.01% |
40,600
-100,000
| -71% | -$7.14M |
|
|
MRSH
894
CALL
Marsh
MRSH
$90B
| $3.06M | 0.01% |
53,500
-9,900
| -16% | -$543K |
|
|
SPLK
895
DELISTED
Splunk Inc
SPLK
| $3.04M | 0.01% |
51,590
+12,210
| +31% | +$749K |
|
|
WFT
896
DELISTED
Weatherford International plc
WFT
| $3.03M | 0.01% |
264,289
+247,793
| +1,502% | +$3.71M |
|
897
AT&T
T
$169B
| $3.02M | 0.01% |
119,183
-27,605
| -19% | -$716K |
|
898
PUT
NextEra Energy
NEE
$179B
| $3.02M | 0.01% |
113,600
+16,800
| +17% | +$424K |
|
899
PUT
ResMed
RMD
$32.9B
| $3.02M | 0.01% |
53,800
-57,500
| -52% | -$3M |
|
900
Western Union
WU
$2.32B
| $3.01M | 0.01% |
167,847
+26,963
| +19% | +$468K |
|
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.