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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 | |
|---|---|---|---|---|---|---|
1651
Icahn Enterprises
IEP
$4.86B
| $829K | ﹤0.01% |
8,963
+8,505
| +1,857% | +$860K |
|
1652
Public Storage
PSA
$54.2B
| $828K | ﹤0.01% |
4,481
+3,300
| +279% | +$597K |
|
1653
Radian Group
RDN
$4.81B
| $827K | ﹤0.01% |
+49,487
| New | +$798K |
|
|
NS
1654
PUT
DELISTED
NuStar Energy L.P.
NS
| $826K | ﹤0.01% |
14,300
-60,100
| -81% | -$3.57M |
|
1655
Johnson Controls International
JCI
$87.8B
| $824K | ﹤0.01% |
16,280
+10,944
| +205% | +$535K |
|
|
1656
PUT
Icahn Enterprises
IEP
$4.86B
| $823K | ﹤0.01% |
8,900
-2,500
| -22% | -$253K |
|
1657
CALL
XPO
XPO
$21.6B
| $817K | ﹤0.01% |
57,828
+23,710
| +69% | +$313K |
|
1658
CALL
C.H. Robinson
CHRW
$17.6B
| $816K | ﹤0.01% |
10,900
-45,700
| -81% | -$3.26M |
|
1659
PUT
Red Robin
RRGB
$155M
| $815K | ﹤0.01% |
10,600
-3,600
| -25% | -$229K |
|
1660
Centene
CNC
$31.6B
| $814K | ﹤0.01% |
31,364
+11,688
| +59% | +$273K |
|
|
GGP
1661
DELISTED
GGP Inc.
GGP
| $814K | ﹤0.01% |
+28,946
| New | +$752K |
|
|
TE
1662
PUT
DELISTED
TECO ENERGY INC
TE
| $813K | ﹤0.01% |
39,700
+29,500
| +289% | +$570K |
|
1663
CALL
Merck
MRK
$364B
| $812K | ﹤0.01% |
14,986
-142,214
| -90% | -$7.92M |
|
|
EMC
1664
DELISTED
EMC CORPORATION
EMC
| $812K | ﹤0.01% |
+27,288
| New | +$794K |
|
1665
PUT
GameStop
GME
$8.92B
| $808K | ﹤0.01% |
95,200
-223,200
| -70% | -$2.16M |
|
1666
CALL
Veeco
VECO
$2.74B
| $808K | ﹤0.01% |
23,200
+15,600
| +205% | +$545K |
|
1667
Colgate-Palmolive
CL
$70.2B
| $806K | ﹤0.01% |
11,644
+1,598
| +16% | +$108K |
|
|
CAVM
1668
CALL
DELISTED
Cavium, Inc.
CAVM
| $805K | ﹤0.01% |
+13,000
| New | +$688K |
|
|
PETM
1669
DELISTED
PETSMART INC
PETM
| $804K | ﹤0.01% |
9,895
-27,313
| -73% | -$2.02M |
|
|
RFMD
1670
PUT
DELISTED
RF MICRO DEVICES INC
RFMD
| $801K | ﹤0.01% |
48,300
+44,300
| +1,108% | +$591K |
|
1671
PUT
Sanmina
SANM
$11B
| $799K | ﹤0.01% |
33,900
+20,700
| +157% | +$473K |
|
1672
CALL
Broadcom
AVGO
$1.73T
| $795K | ﹤0.01% |
+79,000
| New | +$706K |
|
1673
Duke Energy
DUK
$93.9B
| $794K | ﹤0.01% |
9,504
+8,086
| +570% | +$652K |
|
1674
CALL
Expeditors International
EXPD
$24.5B
| $794K | ﹤0.01% |
17,800
-52,700
| -75% | -$2.26M |
|
|
1675
PUT
Public Storage
PSA
$54.2B
| $794K | ﹤0.01% |
4,300
-1,000
| -19% | -$181K |
|
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.