We are live on
!
Find out more
Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+0.52%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.57%
5 Year Est. Return
+211.2%
10 Year Est. Return
+834.13%
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 | |
|---|---|---|---|---|---|---|
2176
iShares US Energy ETF
IYE
$1.82B
| $430K | ﹤0.01% |
+9,599
| New | +$453K |
|
2177
CALL
Louisiana-Pacific
LPX
$5.17B
| $430K | ﹤0.01% |
25,900
-800
| -3% | -$12K |
|
2178
CALL
McCormick & Company Non-Voting
MKC
$14.7B
| $430K | ﹤0.01% |
11,600
-8,600
| -43% | -$308K |
|
|
AKS
2179
CALL
DELISTED
AK Steel Holding Corp
AKS
| $429K | ﹤0.01% |
72,200
-9,200
| -11% | -$57.8K |
|
|
WLL
2180
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| $429K | ﹤0.01% |
43
-112
| -72% | -$1.71M |
|
2181
Exelon
EXC
$47.2B
| $428K | ﹤0.01% |
16,185
-17,886
| -52% | -$459K |
|
2182
PPG Industries
PPG
$25.4B
| $427K | ﹤0.01% |
3,696
-8,244
| -69% | -$855K |
|
2183
Invesco DB US Dollar Index Bullish Fund
UUP
$413M
| $427K | ﹤0.01% |
17,800
+12,561
| +240% | +$292K |
|
|
KSU
2184
CALL
DELISTED
Kansas City Southern
KSU
| $426K | ﹤0.01% |
3,500
-38,500
| -92% | -$4.6M |
|
2185
CALL
Vanguard FTSE Europe ETF
VGK
$31.1B
| $425K | ﹤0.01% |
8,100
+6,300
| +350% | +$337K |
|
2186
CALL
Cracker Barrel
CBRL
$1.29B
| $423K | ﹤0.01% |
3,000
-3,400
| -53% | -$409K |
|
2187
PUT
Brinker International
EAT
$10.2B
| $423K | ﹤0.01% |
7,200
+4,900
| +213% | +$267K |
|
2188
PUT
Southern Copper
SCCO
$156B
| $423K | ﹤0.01% |
16,375
-1,419
| -8% | -$37.8K |
|
2189
CALL
Apollo Global Management
APO
$83.1B
| $422K | ﹤0.01% |
17,900
-18,800
| -51% | -$433K |
|
2190
SunCoke Energy
SXC
$794M
| $422K | ﹤0.01% |
+21,839
| New | +$458K |
|
|
JAH
2191
DELISTED
JARDEN CORPORATION
JAH
| $422K | ﹤0.01% |
+8,813
| New | +$383K |
|
2192
CALL
Mohawk Industries
MHK
$9.49B
| $421K | ﹤0.01% |
2,700
+1,200
| +80% | +$172K |
|
2193
CALL
Zumiez
ZUMZ
$314M
| $421K | ﹤0.01% |
10,900
+9,700
| +808% | +$332K |
|
|
DRIV
2194
CALL
DELISTED
DIGITAL RIVER INC.
DRIV
| $421K | ﹤0.01% |
17,100
+16,700
| +4,175% | +$365K |
|
2195
PUT
News Corp Class A
NWSA
$15.8B
| $420K | ﹤0.01% |
26,700
+23,700
| +790% | +$364K |
|
|
WFT
2196
CALL
DELISTED
Weatherford International plc
WFT
| $420K | ﹤0.01% |
37,000
-21,300
| -37% | -$319K |
|
2197
Chord Energy
CHRD
$7.51B
| $418K | ﹤0.01% |
+25,243
| New | +$626K |
|
|
MIC
2198
PUT
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $418K | ﹤0.01% |
5,900
+3,900
| +195% | +$265K |
|
2199
BCE
BCE
$21.9B
| $417K | ﹤0.01% |
9,095
-247
| -3% | -$11.1K |
|
|
LNW
2200
PUT
DELISTED
Light & Wonder
LNW
| $417K | ﹤0.01% |
32,800
+12,800
| +64% | +$154K |
|
Similar funds
RIM
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.