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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 | |
|---|---|---|---|---|---|---|
1201
CALL
Baxter International
BAX
$14B
| $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
$1.04B
| $1.57M | ﹤0.01% |
64,800
-128,900
| -67% | -$3.51M |
|
1207
iShares US Real Estate ETF
IYR
$4.58B
| $1.57M | ﹤0.01% |
+20,410
| New | +$1.53M |
|
1208
PUT
Sinclair Inc
SBGI
$1.03B
| $1.57M | ﹤0.01% |
57,300
-63,300
| -52% | -$1.72M |
|
1209
Aflac
AFL
$60.7B
| $1.57M | ﹤0.01% |
51,308
+18,470
| +56% | +$545K |
|
1210
CALL
Brookdale Senior Living
BKD
$3B
| $1.57M | ﹤0.01% |
42,700
+41,700
| +4,170% | +$1.41M |
|
1211
PUT
Jack in the Box
JACK
$358M
| $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
$102B
| $1.56M | ﹤0.01% |
17,060
+998
| +6% | +$86.5K |
|
|
1214
Canadian Solar
CSIQ
$1.04B
| $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
$2.19B
| $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
$7.41B
| $1.54M | ﹤0.01% |
17,906
+13,805
| +337% | +$1.11M |
|
1220
CALL
Pricesmart
PSMT
$5.55B
| $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
$6.6B
| $1.53M | ﹤0.01% |
+38,570
| New | +$1.54M |
|
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.