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 | |
|---|---|---|---|---|---|---|
|
ARMH
1601
CALL
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $890K | ﹤0.01% |
19,200
+12,000
| +167% | +$513K |
|
1602
PUT
Brookdale Senior Living
BKD
$2.9B
| $888K | ﹤0.01% |
24,200
+15,200
| +169% | +$515K |
|
1603
CALL
Ubiquiti
UI
$31.5B
| $887K | ﹤0.01% |
29,900
+10,300
| +53% | +$328K |
|
1604
CALL
Owens Corning
OC
$10.2B
| $884K | ﹤0.01% |
24,700
-30,200
| -55% | -$1M |
|
1605
Franklin Templeton
BEN
$17.3B
| $882K | ﹤0.01% |
15,924
+15,849
| +21,132% | +$875K |
|
|
EXPR
1606
CALL
DELISTED
Express, Inc.
EXPR
| $881K | ﹤0.01% |
3,000
-1,290
| -30% | -$372K |
|
|
JOY
1607
DELISTED
Joy Global Inc
JOY
| $881K | ﹤0.01% |
18,939
+15,729
| +490% | +$804K |
|
1608
PUT
Cincinnati Financial
CINF
$26B
| $880K | ﹤0.01% |
+17,000
| New | +$850K |
|
|
TAL
1609
PUT
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
| $880K | ﹤0.01% |
20,200
+16,000
| +381% | +$673K |
|
|
CSC
1610
DELISTED
Computer Sciences
CSC
| $879K | ﹤0.01% |
+33,099
| New | +$852K |
|
1611
PUT
Broadcom
AVGO
$1.73T
| $874K | ﹤0.01% |
87,000
+53,000
| +156% | +$474K |
|
|
PWRD
1612
CALL
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
| $874K | ﹤0.01% |
55,500
+12,100
| +28% | +$226K |
|
1613
PUT
Allstate
ALL
$64.1B
| $871K | ﹤0.01% |
12,400
+600
| +5% | +$39.5K |
|
1614
Beazer Homes USA
BZH
$887M
| $871K | ﹤0.01% |
45,008
-53,464
| -54% | -$978K |
|
1615
CALL
Sonoco
SON
$4.78B
| $870K | ﹤0.01% |
19,900
+100
| +0.5% | +$4.13K |
|
|
GNC
1616
CALL
DELISTED
GNC Holdings, Inc.
GNC
| $868K | ﹤0.01% |
18,500
-407,600
| -96% | -$17.1M |
|
|
MLNX
1617
PUT
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $867K | ﹤0.01% |
20,300
-74,700
| -79% | -$3.24M |
|
|
DMND
1618
CALL
DELISTED
DIAMOND FOODS, INC.
DMND
| $865K | ﹤0.01% |
30,600
-17,600
| -37% | -$511K |
|
1619
PUT
Trinity Industries
TRN
$2.24B
| $863K | ﹤0.01% |
42,781
-7,223
| -14% | -$174K |
|
|
KRFT
1620
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $863K | ﹤0.01% |
13,775
-14,523
| -51% | -$850K |
|
|
COL
1621
PUT
DELISTED
Rockwell Collins
COL
| $861K | ﹤0.01% |
10,200
+5,300
| +108% | +$435K |
|
1622
PUT
Copa Holdings
CPA
$5.3B
| $859K | ﹤0.01% |
8,300
+6,100
| +277% | +$649K |
|
1623
PUT
Unilever
UL
$135B
| $859K | ﹤0.01% |
18,844
+6,133
| +48% | +$281K |
|
|
JAH
1624
CALL
DELISTED
JARDEN CORPORATION
JAH
| $857K | ﹤0.01% |
17,900
+15,050
| +528% | +$654K |
|
1625
PUT
Landstar System
LSTR
$5.89B
| $856K | ﹤0.01% |
11,800
+10,800
| +1,080% | +$802K |
|
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.