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 | |
|---|---|---|---|---|---|---|
1226
CALL
Ciena
CIEN
$62.7B
| $1.53M | ﹤0.01% |
78,800
+45,900
| +140% | +$766K |
|
1227
PUT
Emerson Electric
EMR
$91.6B
| $1.53M | ﹤0.01% |
24,700
+19,800
| +404% | +$1.24M |
|
1228
PUT
Genworth Financial
GNW
$3.77B
| $1.51M | ﹤0.01% |
177,600
-45,100
| -20% | -$474K |
|
|
OSG
1229
Octave Specialty Group
OSG
$212M
| $1.51M | ﹤0.01% |
61,679
+45,401
| +279% | +$1.06M |
|
|
SODA
1230
DELISTED
SodaStream International Ltd
SODA
| $1.51M | ﹤0.01% |
75,000
| – | – |
|
|
HBI
1231
CALL
DELISTED
Hanesbrands
HBI
| $1.51M | ﹤0.01% |
54,000
+46,000
| +575% | +$1.26M |
|
1232
PUT
Estee Lauder
EL
$31.6B
| $1.5M | ﹤0.01% |
19,700
+12,500
| +174% | +$923K |
|
1233
PUT
Healthpeak Properties
DOC
$14.3B
| $1.5M | ﹤0.01% |
37,332
+36,344
| +3,679% | +$1.44M |
|
1234
PUT
Flowserve
FLS
$10.3B
| $1.5M | ﹤0.01% |
25,000
+22,700
| +987% | +$1.44M |
|
|
BIG
1235
PUT
DELISTED
Big Lots, Inc.
BIG
| $1.5M | ﹤0.01% |
37,400
+13,000
| +53% | +$578K |
|
1236
PUT
Public Service Enterprise Group
PEG
$37.8B
| $1.5M | ﹤0.01% |
36,100
+35,800
| +11,933% | +$1.44M |
|
|
VIAB
1237
PUT
DELISTED
Viacom Inc. Class B
VIAB
| $1.49M | ﹤0.01% |
19,800
+6,200
| +46% | +$453K |
|
1238
CALL
Motorola Solutions
MSI
$77B
| $1.49M | ﹤0.01% |
22,200
+6,000
| +37% | +$383K |
|
|
GMCR
1239
DELISTED
KEURIG GREEN MTN INC
GMCR
| $1.49M | ﹤0.01% |
11,255
-39,679
| -78% | -$5.63M |
|
1240
PUT
Aon
AON
$75.7B
| $1.49M | ﹤0.01% |
15,700
+12,300
| +362% | +$1.1M |
|
1241
PUT
Dine Brands
DIN
$440M
| $1.48M | ﹤0.01% |
14,300
+700
| +5% | +$64.7K |
|
|
SEE
1242
PUT
DELISTED
Sealed Air
SEE
| $1.48M | ﹤0.01% |
34,900
+30,100
| +627% | +$1.13M |
|
1243
PUT
Textron
TXT
$15.1B
| $1.48M | ﹤0.01% |
35,100
+16,100
| +85% | +$646K |
|
|
DBD
1244
PUT
DELISTED
Diebold Nixdorf Incorporated
DBD
| $1.48M | ﹤0.01% |
42,700
+31,100
| +268% | +$1.1M |
|
1245
PUT
Thermo Fisher Scientific
TMO
$220B
| $1.48M | ﹤0.01% |
11,800
+9,400
| +392% | +$1.14M |
|
1246
Cimpress
CMPR
$2.37B
| $1.48M | ﹤0.01% |
19,726
-72,387
| -79% | -$4.7M |
|
1247
PUT
DTE Energy
DTE
$29B
| $1.48M | ﹤0.01% |
20,093
+13,630
| +211% | +$946K |
|
1248
PUT
iShares US Home Construction ETF
ITB
$2.37B
| $1.48M | ﹤0.01% |
56,900
+39,300
| +223% | +$959K |
|
1249
Parker-Hannifin
PH
$134B
| $1.48M | ﹤0.01% |
11,444
-41,552
| -78% | -$5.1M |
|
|
POT
1250
DELISTED
Potash Corp Of Saskatchewan
POT
| $1.47M | ﹤0.01% |
41,660
-119,597
| -74% | -$4.07M |
|
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.