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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 | |
|---|---|---|---|---|---|---|
|
NSR
2151
CALL
DELISTED
Neustar Inc
NSR
| $445K | ﹤0.01% |
16,000
-2,000
| -11% | -$52.5K |
|
|
WLL
2152
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $445K | ﹤0.01% |
45
-50
| -53% | -$763K |
|
2153
CALL
AngloGold Ashanti
AU
$54.9B
| $444K | ﹤0.01% |
51,100
-176,900
| -78% | -$1.67M |
|
|
SF
2154
CALL
Stifel
SF
$12.2B
| $444K | ﹤0.01% |
19,575
-74,475
| -79% | -$1.58M |
|
2155
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$299M
| $444K | ﹤0.01% |
18,500
+15,500
| +517% | +$360K |
|
|
CSOD
2156
PUT
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $444K | ﹤0.01% |
+12,600
| New | +$416K |
|
|
AAWW
2157
CALL
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $443K | ﹤0.01% |
9,000
+3,800
| +73% | +$155K |
|
2158
PUT
Aecom
ACM
$8.24B
| $441K | ﹤0.01% |
14,500
-2,817
| -16% | -$87.9K |
|
2159
iShares US Transportation ETF
IYT
$2.1B
| $441K | ﹤0.01% |
+10,756
| New | +$423K |
|
|
KKD
2160
PUT
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $441K | ﹤0.01% |
22,300
-73,200
| -77% | -$1.39M |
|
2161
PUT
Canadian National Railway
CNI
$73.7B
| $440K | ﹤0.01% |
6,400
+400
| +7% | +$27.4K |
|
2162
Navient
NAVI
$870M
| $440K | ﹤0.01% |
20,355
+3,505
| +21% | +$70K |
|
2163
Designer Brands
DBI
$265M
| $439K | ﹤0.01% |
11,781
+11,544
| +4,871% | +$377K |
|
|
JWN
2164
DELISTED
Nordstrom
JWN
| $438K | ﹤0.01% |
5,513
-1,943
| -26% | -$143K |
|
|
LGF
2165
DELISTED
Lions Gate Entertainment
LGF
| $438K | ﹤0.01% |
13,680
-25,559
| -65% | -$834K |
|
|
BLOX
2166
DELISTED
Infoblox Inc
BLOX
| $438K | ﹤0.01% |
21,657
-1,367
| -6% | -$22.9K |
|
2167
Monolithic Power Systems
MPWR
$59.2B
| $437K | ﹤0.01% |
+8,791
| New | +$395K |
|
|
AVNS
2168
PUT
DELISTED
Avanos Medical
AVNS
| $433K | ﹤0.01% |
+9,528
| New | +$374K |
|
2169
CALL
O-I Glass
OI
$1.02B
| $433K | ﹤0.01% |
16,000
+13,000
| +433% | +$334K |
|
|
HTS
2170
PUT
DELISTED
HATTERAS FINANCIAL CORP
HTS
| $433K | ﹤0.01% |
23,500
+21,500
| +1,075% | +$406K |
|
2171
CALL
ASML
ASML
$664B
| $432K | ﹤0.01% |
+4,000
| New | +$406K |
|
2172
CALL
GSK
GSK
$97.4B
| $432K | ﹤0.01% |
+8,080
| New | +$452K |
|
2173
PUT
TransDigm Group
TDG
$62.2B
| $432K | ﹤0.01% |
2,200
-2,300
| -51% | -$434K |
|
|
FCS
2174
PUT
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
| $432K | ﹤0.01% |
25,500
+23,500
| +1,175% | +$366K |
|
2175
PUT
America Movil
AMX
$69.2B
| $430K | ﹤0.01% |
19,400
-156,800
| -89% | -$3.65M |
|
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.