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 | 1.89% |
| 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 | |
|---|---|---|---|---|---|---|
|
ARMH
1601
CALL
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $890K | ﹤0.01% |
19,200
+12,000
| +167% | +$513K |
|
1602
PUT
Brookdale Senior Living
BKD
$3B
| $888K | ﹤0.01% |
24,200
+15,200
| +169% | +$515K |
|
1603
CALL
Ubiquiti
UI
$35B
| $887K | ﹤0.01% |
29,900
+10,300
| +53% | +$328K |
|
1604
CALL
Owens Corning
OC
$12.3B
| $884K | ﹤0.01% |
24,700
-30,200
| -55% | -$1M |
|
1605
Franklin Resources
BEN
$17.1B
| $882K | ﹤0.01% |
15,924
+15,849
| +21,132% | +$875K |
|
|
EXPR
1606
CALL
DELISTED
Express, Inc.
EXPR
| $881K | ﹤0.01% |
3,000
-1,290
| -30% | -$372K |
|
|
JOY
1607
DELISTED
Joy Global Inc
JOY
| $881K | ﹤0.01% |
18,939
+15,729
| +490% | +$804K |
|
1608
PUT
Cincinnati Financial
CINF
$26.5B
| $880K | ﹤0.01% |
+17,000
| New | +$850K |
|
|
TAL
1609
PUT
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
| $880K | ﹤0.01% |
20,200
+16,000
| +381% | +$673K |
|
|
CSC
1610
DELISTED
Computer Sciences
CSC
| $879K | ﹤0.01% |
+33,099
| New | +$852K |
|
1611
PUT
Broadcom
AVGO
$1.99T
| $874K | ﹤0.01% |
87,000
+53,000
| +156% | +$474K |
|
|
PWRD
1612
CALL
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
| $874K | ﹤0.01% |
55,500
+12,100
| +28% | +$226K |
|
1613
PUT
Allstate
ALL
$64.7B
| $871K | ﹤0.01% |
12,400
+600
| +5% | +$39.5K |
|
1614
Beazer Homes USA
BZH
$874M
| $871K | ﹤0.01% |
45,008
-53,464
| -54% | -$978K |
|
1615
CALL
Sonoco
SON
$5.77B
| $870K | ﹤0.01% |
19,900
+100
| +0.5% | +$4.13K |
|
|
GNC
1616
CALL
DELISTED
GNC Holdings, Inc.
GNC
| $868K | ﹤0.01% |
18,500
-407,600
| -96% | -$17.1M |
|
|
MLNX
1617
PUT
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $867K | ﹤0.01% |
20,300
-74,700
| -79% | -$3.24M |
|
|
DMND
1618
CALL
DELISTED
DIAMOND FOODS, INC.
DMND
| $865K | ﹤0.01% |
30,600
-17,600
| -37% | -$511K |
|
1619
PUT
Trinity Industries
TRN
$2.3B
| $863K | ﹤0.01% |
42,781
-7,223
| -14% | -$174K |
|
|
KRFT
1620
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $863K | ﹤0.01% |
13,775
-14,523
| -51% | -$850K |
|
|
COL
1621
PUT
DELISTED
Rockwell Collins
COL
| $861K | ﹤0.01% |
10,200
+5,300
| +108% | +$435K |
|
1622
PUT
Copa Holdings
CPA
$6.14B
| $859K | ﹤0.01% |
8,300
+6,100
| +277% | +$649K |
|
1623
PUT
Unilever
UL
$135B
| $859K | ﹤0.01% |
18,844
+6,133
| +48% | +$281K |
|
|
JAH
1624
CALL
DELISTED
JARDEN CORPORATION
JAH
| $857K | ﹤0.01% |
17,900
+15,050
| +528% | +$654K |
|
1625
PUT
Landstar System
LSTR
$6.4B
| $856K | ﹤0.01% |
11,800
+10,800
| +1,080% | +$802K |
|
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.