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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
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$34.3B
AUM Growth
+$2.76B
(+8.7%)
Cap. Flow
+$756M
Cap. Flow
% of AUM
2.21%
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 | Miscellaneous | 92.48% |
| 2 | Technology | 1.89% |
| 3 | Consumer Discretionary | 1.28% |
| 4 | Financials | 0.92% |
| 5 | Industrials | 0.77% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
CRC
2626
PUT
DELISTED
California Resources Corporation
CRC
| $258K | ﹤0.01% |
+4,664
| New | +$281K |
|
|
UFS
2627
CALL
DELISTED
DOMTAR CORPORATION (New)
UFS
| $258K | ﹤0.01% |
6,400
-3,800
| -37% | -$150K |
|
2628
Cencora
COR
$61.7B
| $257K | ﹤0.01% |
2,856
+2,822
| +8,300% | +$242K |
|
2629
CALL
Intrepid Potash
IPI
$555M
| $257K | ﹤0.01% |
1,840
+580
| +46% | +$80.3K |
|
2630
PUT
Leidos
LDOS
$16.1B
| $257K | ﹤0.01% |
5,900
-200
| -3% | -$7.83K |
|
|
GLF
2631
CALL
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
| $257K | ﹤0.01% |
+10,500
| New | +$292K |
|
2632
PUT
Northern Trust
NTRS
$33.8B
| $256K | ﹤0.01% |
3,800
-31,800
| -89% | -$2.12M |
|
|
AVTA
2633
PUT
DELISTED
Avantax, Inc. Common Stock
AVTA
| $256K | ﹤0.01% |
18,500
-1,700
| -8% | -$25K |
|
|
K
2634
PUT
DELISTED
Kellanova
K
| $255K | ﹤0.01% |
4,154
-43,984
| -91% | -$2.64M |
|
2635
CALL
PENN Entertainment
PENN
$2.3B
| $255K | ﹤0.01% |
18,600
-109,500
| -85% | -$1.42M |
|
2636
RenaissanceRe
RNR
$13.4B
| $255K | ﹤0.01% |
2,627
+2,311
| +731% | +$230K |
|
2637
PUT
Ericsson
ERIC
$32.9B
| $254K | ﹤0.01% |
+21,000
| New | +$253K |
|
2638
CALL
Fastenal
FAST
$56B
| $254K | ﹤0.01% |
21,200
-291,600
| -93% | -$3.26M |
|
2639
PUT
First Horizon
FHN
$11.6B
| $254K | ﹤0.01% |
18,600
+6,800
| +58% | +$86.2K |
|
2640
Intuitive Surgical
ISRG
$125B
| $254K | ﹤0.01% |
4,320
-208,953
| -98% | -$11.6M |
|
|
2641
PUT
Fastenal
FAST
$56B
| $253K | ﹤0.01% |
21,200
-482,800
| -96% | -$5.41M |
|
|
WW
2642
PUT
DELISTED
WW International
WW
| $253K | ﹤0.01% |
10,200
+6,600
| +183% | +$177K |
|
|
GOV
2643
CALL
DELISTED
Government Properties Income Trust
GOV
| $253K | ﹤0.01% |
+11,000
| New | +$251K |
|
2644
Olin
OLN
$1.99B
| $252K | ﹤0.01% |
11,056
+10,745
| +3,455% | +$262K |
|
|
BITA
2645
DELISTED
Bitauto Holdings Limited
BITA
| $252K | ﹤0.01% |
3,585
-837
| -19% | -$64.3K |
|
|
TOO
2646
PUT
DELISTED
Teekay Offshore Partners L.P.
TOO
| $252K | ﹤0.01% |
+9,400
| New | +$259K |
|
2647
CALL
iShares Russell Mid-Cap ETF
IWR
$56B
| $251K | ﹤0.01% |
6,000
-9,600
| -62% | -$390K |
|
2648
PUT
National Fuel Gas
NFG
$7.84B
| $251K | ﹤0.01% |
3,600
+2,800
| +350% | +$193K |
|
2649
PUT
SAP
SAP
$241B
| $251K | ﹤0.01% |
3,600
-1,500
| -29% | -$103K |
|
2650
PUT
Eastman Chemical
EMN
$7.81B
| $250K | ﹤0.01% |
3,300
-36,800
| -92% | -$2.91M |
|
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TI
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's Q4 2014 filing shows 2,582 new, 1,916 increased, 1,653 reduced and 442 closed positions. Its largest new stake was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M. The largest sale was Walgreens Boots Alliance, an estimated $50.6M.
By sector, the portfolio is most concentrated in Miscellaneous at 92% of assets, down from 93% a quarter earlier, followed by Technology and Consumer Discretionary.
- 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.