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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 | 1.89% |
| 2 | Consumer Discretionary | 1.28% |
| 3 | Financials | 0.92% |
| 4 | Industrials | 0.77% |
| 5 | Energy | 0.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1551
CALL
Ralph Lauren
RL
$23.6B
| $947K | ﹤0.01% |
5,100
-12,900
| -72% | -$2.23M |
|
1552
iShares MSCI EAFE ETF
EFA
$80.3B
| $946K | ﹤0.01% |
15,551
-218,164
| -93% | -$13.6M |
|
1553
Kroger
KR
$35.1B
| $944K | ﹤0.01% |
29,414
+9,630
| +49% | +$279K |
|
|
ARUN
1554
CALL
DELISTED
ARUBA NETWORKS, INC.
ARUN
| $944K | ﹤0.01% |
51,900
+39,400
| +315% | +$786K |
|
|
DNKN
1555
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $942K | ﹤0.01% |
22,100
+10,700
| +94% | +$490K |
|
1556
Sinclair Inc
SBGI
$1B
| $941K | ﹤0.01% |
34,376
+8,145
| +31% | +$222K |
|
|
NE
1557
PUT
DELISTED
Noble Corporation
NE
| $940K | ﹤0.01% |
56,500
-172,400
| -75% | -$3.28M |
|
1558
Vornado Realty Trust
VNO
$7.33B
| $939K | ﹤0.01% |
+10,905
| New | +$874K |
|
|
PXD
1559
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $939K | ﹤0.01% |
6,300
-64,000
| -91% | -$10.6M |
|
|
NSR
1560
DELISTED
Neustar Inc
NSR
| $937K | ﹤0.01% |
+33,700
| New | +$885K |
|
1561
Williams Companies
WMB
$90.1B
| $936K | ﹤0.01% |
20,838
-64,898
| -76% | -$3.32M |
|
1562
PUT
CoreCivic
CXW
$3.32B
| $931K | ﹤0.01% |
25,634
+5,900
| +30% | +$212K |
|
1563
Canadian Natural Resources
CNQ
$98.1B
| $926K | ﹤0.01% |
62,050
-28,288
| -31% | -$462K |
|
1564
CALL
JD.com
JD
$39.6B
| $926K | ﹤0.01% |
40,000
+28,500
| +248% | +$702K |
|
1565
CALL
Commault Systems
CVLT
$6.26B
| $925K | ﹤0.01% |
17,900
+11,900
| +198% | +$572K |
|
1566
CALL
Bread Financial
BFH
$4.46B
| $923K | ﹤0.01% |
4,040
+2,035
| +101% | +$445K |
|
|
PLL
1567
CALL
DELISTED
PALL CORP
PLL
| $921K | ﹤0.01% |
+9,100
| New | +$839K |
|
|
EMES
1568
PUT
DELISTED
Emerge Energy Services LP
EMES
| $919K | ﹤0.01% |
17,100
+14,200
| +490% | +$1.07M |
|
|
CIE
1569
PUT
DELISTED
Cobalt International Energy, Inc
CIE
| $916K | ﹤0.01% |
6,860
-26,593
| -79% | -$4.05M |
|
|
BKS
1570
CALL
DELISTED
Barnes & Noble
BKS
| $915K | ﹤0.01% |
60,124
-107,278
| -64% | -$1.52M |
|
|
CXO
1571
DELISTED
CONCHO RESOURCES INC.
CXO
| $914K | ﹤0.01% |
9,160
+5,519
| +152% | +$579K |
|
1572
CALL
Equinix
EQIX
$106B
| $913K | ﹤0.01% |
4,024
+3,200
| +388% | +$692K |
|
1573
CALL
ICICI Bank
IBN
$107B
| $913K | ﹤0.01% |
86,900
+58,300
| +204% | +$595K |
|
1574
Lowe's Companies
LOW
$122B
| $913K | ﹤0.01% |
+13,272
| New | +$795K |
|
|
SFUN
1575
PUT
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $913K | ﹤0.01% |
2,474
-3,096
| -56% | -$1.36M |
|
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 1.9% 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.