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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 | |
|---|---|---|---|---|---|---|
1326
PUT
Canadian Natural Resources
CNQ
$106B
| $1.31M | ﹤0.01% |
87,913
+82,742
| +1,600% | +$1.35M |
|
|
DF
1327
CALL
DELISTED
Dean Foods Company
DF
| $1.31M | ﹤0.01% |
67,600
+64,600
| +2,153% | +$1.03M |
|
1328
PUT
Bath & Body Works
BBWI
$3.57B
| $1.31M | ﹤0.01% |
18,679
+11,999
| +180% | +$740K |
|
1329
CALL
Aon
AON
$64.6B
| $1.31M | ﹤0.01% |
13,800
+11,800
| +590% | +$1.06M |
|
1330
CALL
RH
RH
$2.64B
| $1.31M | ﹤0.01% |
13,600
-10,300
| -43% | -$863K |
|
1331
Fortinet
FTNT
$115B
| $1.3M | ﹤0.01% |
212,885
+51,115
| +32% | +$275K |
|
|
TRUE
1332
PUT
DELISTED
TrueCar
TRUE
| $1.3M | ﹤0.01% |
+57,000
| New | +$1.12M |
|
|
EMES
1333
CALL
DELISTED
Emerge Energy Services LP
EMES
| $1.3M | ﹤0.01% |
+24,200
| New | +$1.82M |
|
|
AOL
1334
PUT
DELISTED
AOL INC COMMON STOCK
AOL
| $1.3M | ﹤0.01% |
28,200
-47,400
| -63% | -$2.09M |
|
1335
PUT
Constellation Brands
STZ
$20.8B
| $1.3M | ﹤0.01% |
13,200
-3,200
| -20% | -$293K |
|
|
DNKN
1336
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $1.3M | ﹤0.01% |
30,400
-167,800
| -85% | -$7.68M |
|
1337
CALL
Sprouts Farmers Market
SFM
$6.82B
| $1.29M | ﹤0.01% |
38,000
+28,000
| +280% | +$854K |
|
|
CTRX
1338
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
| $1.29M | ﹤0.01% |
24,859
+11,138
| +81% | +$524K |
|
1339
Archer Daniels Midland
ADM
$41.7B
| $1.28M | ﹤0.01% |
24,648
+19,085
| +343% | +$952K |
|
|
MNDT
1340
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $1.28M | ﹤0.01% |
40,400
-202,300
| -83% | -$6.21M |
|
1341
CALL
Akamai
AKAM
$15.9B
| $1.27M | ﹤0.01% |
20,200
-7,900
| -28% | -$476K |
|
|
FFG
1342
CALL
DELISTED
FBL Financial Group
FFG
| $1.27M | ﹤0.01% |
+21,900
| New | +$1.12M |
|
1343
PUT
Adeia
ADEA
$2.95B
| $1.27M | ﹤0.01% |
+134,190
| New | +$1.11M |
|
1344
CALL
iShares US Home Construction ETF
ITB
$2.19B
| $1.27M | ﹤0.01% |
49,000
-3,200
| -6% | -$78.1K |
|
1345
PUT
Signet Jewelers
SIG
$3.98B
| $1.26M | ﹤0.01% |
9,600
+5,900
| +159% | +$715K |
|
1346
State Street SPDR S&P 500 ETF Trust
SPY
$806B
| $1.26M | ﹤0.01% |
6,141
+5,786
| +1,630% | +$1.16M |
|
1347
PUT
Commault Systems
CVLT
$5.46B
| $1.26M | ﹤0.01% |
24,400
+14,400
| +144% | +$692K |
|
1348
Moody's
MCO
$82.2B
| $1.26M | ﹤0.01% |
13,164
+12,788
| +3,401% | +$1.24M |
|
|
FTR
1349
PUT
DELISTED
Frontier Communications Corp.
FTR
| $1.26M | ﹤0.01% |
12,600
+12,333
| +4,619% | +$1.21M |
|
1350
CALL
NOV
NOV
$7.67B
| $1.26M | ﹤0.01% |
19,200
-139,000
| -88% | -$9.68M |
|
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.