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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 | |
|---|---|---|---|---|---|---|
1401
CALL
Tractor Supply
TSCO
$17.7B
| $1.17M | ﹤0.01% |
74,000
+32,000
| +76% | +$459K |
|
|
MRO
1402
CALL
DELISTED
Marathon Oil Corporation
MRO
| $1.17M | ﹤0.01% |
41,300
+8,600
| +26% | +$274K |
|
1403
PUT
State Street SPDR S&P Bank ETF
KBE
$1.58B
| $1.16M | ﹤0.01% |
+34,700
| New | +$1.13M |
|
1404
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.24B
| $1.16M | ﹤0.01% |
28,500
+4,500
| +19% | +$177K |
|
|
SNV
1405
CALL
DELISTED
Synovus
SNV
| $1.16M | ﹤0.01% |
42,800
+25,300
| +145% | +$639K |
|
|
SPLS
1406
CALL
DELISTED
Staples Inc
SPLS
| $1.16M | ﹤0.01% |
64,000
-1,314,200
| -95% | -$18.3M |
|
1407
PUT
Scotiabank
BNS
$112B
| $1.16M | ﹤0.01% |
21,449
+19,102
| +814% | +$1.07M |
|
|
LM
1408
DELISTED
Legg Mason, Inc.
LM
| $1.16M | ﹤0.01% |
21,704
+21,679
| +86,716% | +$1.14M |
|
1409
CALL
Hain Celestial
HAIN
$57.9M
| $1.15M | ﹤0.01% |
19,800
-31,800
| -62% | -$1.72M |
|
|
HNT
1410
CALL
DELISTED
HEALTH NET INC
HNT
| $1.15M | ﹤0.01% |
21,500
+11,700
| +119% | +$576K |
|
|
PVA
1411
PUT
DELISTED
PENN VIRGINIA CORP
PVA
| $1.15M | ﹤0.01% |
171,500
+158,600
| +1,229% | +$1.2M |
|
1412
CALL
T. Rowe Price
TROW
$23B
| $1.14M | ﹤0.01% |
13,300
+9,900
| +291% | +$807K |
|
1413
Mastercard
MA
$497B
| $1.14M | ﹤0.01% |
13,248
-10,951
| -45% | -$894K |
|
|
SCHW
1414
Charles Schwab
SCHW
$184B
| $1.14M | ﹤0.01% |
37,702
+35,896
| +1,988% | +$1.02M |
|
1415
AZZ Inc
AZZ
$4.16B
| $1.14M | ﹤0.01% |
24,239
+20,625
| +571% | +$930K |
|
1416
PUT
Ameriprise Financial
AMP
$48.7B
| $1.14M | ﹤0.01% |
8,600
+4,600
| +115% | +$582K |
|
|
IPHI
1417
CALL
DELISTED
INPHI CORPORATION
IPHI
| $1.13M | ﹤0.01% |
+61,300
| New | +$897K |
|
1418
State Street
STT
$52.7B
| $1.13M | ﹤0.01% |
14,415
+14,340
| +19,120% | +$1.08M |
|
1419
CALL
Cintas
CTAS
$80B
| $1.13M | ﹤0.01% |
57,600
+24,000
| +71% | +$434K |
|
|
IQNT
1420
PUT
DELISTED
Inteliquent, Inc.
IQNT
| $1.13M | ﹤0.01% |
57,500
+5,500
| +11% | +$89.8K |
|
|
JNPR
1421
CALL
DELISTED
Juniper Networks
JNPR
| $1.13M | ﹤0.01% |
50,600
+16,900
| +50% | +$359K |
|
1422
PUT
Assured Guaranty
AGO
$3.18B
| $1.13M | ﹤0.01% |
43,300
+11,100
| +34% | +$267K |
|
1423
CALL
Plains All American Pipeline
PAA
$18.2B
| $1.12M | ﹤0.01% |
21,900
+11,000
| +101% | +$584K |
|
|
SNBR
1424
PUT
DELISTED
Sleep Number
SNBR
| $1.12M | ﹤0.01% |
41,600
-11,000
| -21% | -$274K |
|
1425
CALL
Vulcan Materials
VMC
$32.4B
| $1.12M | ﹤0.01% |
17,100
-7,600
| -31% | -$480K |
|
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.