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
+168.58%
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 | |
|---|---|---|---|---|---|---|
1501
PUT
Centene
CNC
$31.6B
| $1.02M | ﹤0.01% |
39,200
-1,600
| -4% | -$37.3K |
|
1502
CALL
Conagra Brands
CAG
$7.25B
| $1.01M | ﹤0.01% |
35,980
+28,270
| +367% | +$774K |
|
1503
CALL
Sempra
SRE
$55.6B
| $1.01M | ﹤0.01% |
18,200
+3,600
| +25% | +$196K |
|
1504
PUT
HCA Healthcare
HCA
$91.3B
| $1.01M | ﹤0.01% |
13,800
-107,600
| -89% | -$7.56M |
|
1505
El Pollo Loco
LOCO
$459M
| $1.01M | ﹤0.01% |
+50,676
| New | +$1.53M |
|
1506
PUT
Rockwell Automation
ROK
$47.3B
| $1.01M | ﹤0.01% |
9,100
-900
| -9% | -$98.7K |
|
1507
Macerich
MAC
$6.53B
| $1.01M | ﹤0.01% |
12,119
+11,264
| +1,317% | +$829K |
|
1508
CALL
Prologis
PLD
$129B
| $1.01M | ﹤0.01% |
23,500
+10,400
| +79% | +$427K |
|
1509
CALL
TSMC
TSM
$2.26T
| $1.01M | ﹤0.01% |
45,100
+41,100
| +1,028% | +$895K |
|
1510
HP
HPQ
$29.2B
| $1.01M | ﹤0.01% |
55,279
-203,236
| -79% | -$3.41M |
|
1511
PUT
Omnicom Group
OMC
$21.5B
| $1.01M | ﹤0.01% |
13,000
-43,800
| -77% | -$3.19M |
|
1512
CALL
Skyworks Solutions
SWKS
$11.5B
| $1M | ﹤0.01% |
13,800
-316,800
| -96% | -$19.7M |
|
1513
CALL
Diageo
DEO
$47.9B
| $1M | ﹤0.01% |
+8,800
| New | +$1.02M |
|
1514
CALL
iShares Latin America 40 ETF
ILF
$4B
| $1M | ﹤0.01% |
31,500
+22,500
| +250% | +$782K |
|
|
CB
1515
DELISTED
CHUBB CORPORATION
CB
| $999K | ﹤0.01% |
9,658
+9,608
| +19,216% | +$956K |
|
1516
Bath & Body Works
BBWI
$3.57B
| $997K | ﹤0.01% |
14,255
+13,818
| +3,162% | +$853K |
|
1517
CALL
Cimpress
CMPR
$2.08B
| $996K | ﹤0.01% |
13,300
-31,800
| -71% | -$2.06M |
|
|
IRBT
1518
CALL
DELISTED
iRobot
IRBT
| $996K | ﹤0.01% |
28,700
+12,900
| +82% | +$443K |
|
|
NILE
1519
PUT
DELISTED
Blue Nile, Inc.
NILE
| $995K | ﹤0.01% |
27,600
-9,100
| -25% | -$301K |
|
1520
Vanguard FTSE Europe ETF
VGK
$30.6B
| $993K | ﹤0.01% |
+18,953
| New | +$1.01M |
|
1521
PACCAR
PCAR
$64.2B
| $992K | ﹤0.01% |
21,879
+16,680
| +321% | +$720K |
|
1522
Macy's
M
$5.66B
| $991K | ﹤0.01% |
+15,065
| New | +$911K |
|
|
CRR
1523
PUT
DELISTED
Carbo Ceramics Inc.
CRR
| $986K | ﹤0.01% |
24,600
+18,900
| +332% | +$882K |
|
|
MDC
1524
PUT
DELISTED
M.D.C. Holdings, Inc.
MDC
| $985K | ﹤0.01% |
51,665
-197,075
| -79% | -$3.61M |
|
1525
SL Green Realty
SLG
$3.71B
| $983K | ﹤0.01% |
+8,529
| New | +$944K |
|
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.