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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 | |
|---|---|---|---|---|---|---|
1676
PUT
CarMax
KMX
$8.53B
| $793K | ﹤0.01% |
11,900
-1,200
| -9% | -$66.5K |
|
1677
PUT
Interactive Brokers
IBKR
$41.3B
| $792K | ﹤0.01% |
108,800
-76,400
| -41% | -$511K |
|
1678
Trinity Industries
TRN
$2.33B
| $790K | ﹤0.01% |
39,178
+14,530
| +59% | +$350K |
|
|
LLTC
1679
PUT
DELISTED
Linear Technology Corp
LLTC
| $789K | ﹤0.01% |
17,300
-194,000
| -92% | -$8.44M |
|
1680
Bread Financial
BFH
$4.52B
| $788K | ﹤0.01% |
+3,452
| New | +$755K |
|
1681
CALL
Rockwell Automation
ROK
$49.5B
| $788K | ﹤0.01% |
7,100
+6,500
| +1,083% | +$713K |
|
1682
Healthpeak Properties
DOC
$14.3B
| $787K | ﹤0.01% |
+19,626
| New | +$779K |
|
1683
CALL
Eversource Energy
ES
$27.1B
| $786K | ﹤0.01% |
14,700
-85,100
| -85% | -$4.24M |
|
1684
Marathon Petroleum
MPC
$100B
| $785K | ﹤0.01% |
17,396
+16,618
| +2,136% | +$731K |
|
|
KING
1685
PUT
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $785K | ﹤0.01% |
51,100
-69,000
| -57% | -$980K |
|
|
ARMH
1686
PUT
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $785K | ﹤0.01% |
16,900
+10,200
| +152% | +$436K |
|
1687
HDFC Bank
HDB
$119B
| $783K | ﹤0.01% |
+61,728
| New | +$779K |
|
1688
PUT
iShares Russell 3000 ETF
IWV
$20.6B
| $782K | ﹤0.01% |
6,400
+900
| +16% | +$107K |
|
1689
CALL
Teucrium Corn Fund
CORN
$169M
| $781K | ﹤0.01% |
29,300
-16,100
| -35% | -$416K |
|
1690
Prologis
PLD
$134B
| $780K | ﹤0.01% |
18,125
+8,415
| +87% | +$345K |
|
1691
Royal Bank of Canada
RY
$300B
| $780K | ﹤0.01% |
+11,295
| New | +$799K |
|
|
BPL
1692
PUT
DELISTED
Buckeye Partners, L.P.
BPL
| $780K | ﹤0.01% |
10,300
+800
| +8% | +$61.6K |
|
1693
PUT
Terex
TEX
$7.63B
| $777K | ﹤0.01% |
27,800
-22,000
| -44% | -$629K |
|
1694
Tronox
TROX
$965M
| $777K | ﹤0.01% |
32,536
+27,703
| +573% | +$642K |
|
|
MON
1695
DELISTED
Monsanto Co
MON
| $777K | ﹤0.01% |
6,504
+1,743
| +37% | +$202K |
|
1696
CALL
PG&E
PCG
$38.6B
| $776K | ﹤0.01% |
14,600
+9,300
| +175% | +$461K |
|
|
CIT
1697
CALL
DELISTED
CIT Group Inc.
CIT
| $776K | ﹤0.01% |
16,200
-29,900
| -65% | -$1.42M |
|
|
CB
1698
CALL
DELISTED
CHUBB CORPORATION
CB
| $776K | ﹤0.01% |
7,500
-3,300
| -31% | -$328K |
|
|
CB
1699
PUT
DELISTED
CHUBB CORPORATION
CB
| $776K | ﹤0.01% |
7,500
+6,100
| +436% | +$607K |
|
1700
iShares Select Dividend ETF
DVY
$24B
| $774K | ﹤0.01% |
9,743
+3,255
| +50% | +$251K |
|
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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.