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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 | |
|---|---|---|---|---|---|---|
2701
CALL
Macy's
M
$5.66B
| $236K | ﹤0.01% |
3,600
-9,000
| -71% | -$544K |
|
|
EGN
2702
CALL
DELISTED
Energen
EGN
| $236K | ﹤0.01% |
3,700
-100
| -3% | -$6.33K |
|
|
EVEP
2703
CALL
DELISTED
EV Energy Partners, L.P.
EVEP
| $236K | ﹤0.01% |
12,200
+3,900
| +47% | +$112K |
|
|
AFOP
2704
PUT
DELISTED
Alliance Fiber Optic Prod Inc
AFOP
| $236K | ﹤0.01% |
+16,300
| New | +$212K |
|
2705
Aecom
ACM
$8.24B
| $235K | ﹤0.01% |
7,736
-10,705
| -58% | -$334K |
|
2706
Altisource Portfolio Solutions
ASPS
$64.6M
| $235K | ﹤0.01% |
871
+806
| +1,240% | +$416K |
|
2707
PUT
Teradata
TDC
$2.59B
| $235K | ﹤0.01% |
5,400
-2,000
| -27% | -$85.7K |
|
|
LMOS
2708
CALL
DELISTED
Lumos Networks Corp
LMOS
| $235K | ﹤0.01% |
+14,000
| New | +$229K |
|
2709
CALL
EPAM Systems
EPAM
$5.92B
| $234K | ﹤0.01% |
4,900
+4,000
| +444% | +$189K |
|
2710
Globe Life
GL
$13.1B
| $234K | ﹤0.01% |
4,320
+2,274
| +111% | +$121K |
|
2711
PUT
Silicon Laboratories
SLAB
$7.33B
| $234K | ﹤0.01% |
4,900
-6,800
| -58% | -$300K |
|
2712
PUT
TD Synnex
SNX
$20.6B
| $234K | ﹤0.01% |
6,000
-20,400
| -77% | -$706K |
|
|
XEC
2713
CALL
DELISTED
CIMAREX ENERGY CO
XEC
| $234K | ﹤0.01% |
2,200
-8,100
| -79% | -$899K |
|
|
AFAM
2714
CALL
DELISTED
Almost Family Inc
AFAM
| $234K | ﹤0.01% |
8,100
+3,800
| +88% | +$107K |
|
2715
DTE Energy
DTE
$28.3B
| $233K | ﹤0.01% |
3,176
-12,891
| -80% | -$895K |
|
2716
PUT
Universal Corp
UVV
$1.13B
| $233K | ﹤0.01% |
+5,300
| New | +$223K |
|
|
PBY
2717
CALL
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
| $233K | ﹤0.01% |
23,700
-10,300
| -30% | -$95.3K |
|
2718
PUT
Ares Capital
ARCC
$14.1B
| $232K | ﹤0.01% |
14,800
+14,600
| +7,300% | +$233K |
|
2719
Novavax
NVAX
$1.62B
| $232K | ﹤0.01% |
1,959
-1,187
| -38% | -$124K |
|
2720
CALL
Vishay Intertechnology
VSH
$4.86B
| $232K | ﹤0.01% |
16,400
+14,400
| +720% | +$198K |
|
2721
ASML
ASML
$664B
| $231K | ﹤0.01% |
2,142
-13,719
| -86% | -$1.39M |
|
2722
CALL
Medtronic
MDT
$118B
| $231K | ﹤0.01% |
3,200
-60,200
| -95% | -$4.18M |
|
|
SODA
2723
CALL
DELISTED
SodaStream International Ltd
SODA
| $231K | ﹤0.01% |
11,500
-128,300
| -92% | -$2.81M |
|
|
PERY
2724
PUT
DELISTED
Perry Ellis International Inc
PERY
| $231K | ﹤0.01% |
8,900
-100
| -1% | -$2.29K |
|
|
ILG
2725
CALL
DELISTED
ILG, Inc Common Stock
ILG
| $231K | ﹤0.01% |
11,000
+8,000
| +267% | +$169K |
|
Similar funds
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.