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 | |
|---|---|---|---|---|---|---|
|
PRE
2251
PUT
DELISTED
PARTNERRE LTD
PRE
| $389K | ﹤0.01% |
3,400
+1,600
| +89% | +$182K |
|
2252
Allegiant Air
ALGT
$2.09B
| $388K | ﹤0.01% |
+2,583
| New | +$339K |
|
|
GLF
2253
PUT
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
| $388K | ﹤0.01% |
+15,900
| New | +$443K |
|
|
RHT
2254
PUT
DELISTED
Red Hat Inc
RHT
| $388K | ﹤0.01% |
5,600
-12,000
| -68% | -$726K |
|
2255
CALL
AES
AES
$10.6B
| $386K | ﹤0.01% |
28,000
+23,000
| +460% | +$314K |
|
2256
PUT
Dorman Products
DORM
$3.76B
| $386K | ﹤0.01% |
8,000
+7,000
| +700% | +$324K |
|
2257
iShares Core S&P Mid-Cap ETF
IJH
$124B
| $386K | ﹤0.01% |
13,325
+12,535
| +1,587% | +$352K |
|
|
LO
2258
DELISTED
LORILLARD INC COM STK
LO
| $386K | ﹤0.01% |
6,137
+1,676
| +38% | +$104K |
|
|
LPNT
2259
DELISTED
LifePoint Health, Inc.
LPNT
| $386K | ﹤0.01% |
+5,365
| New | +$372K |
|
2260
Expedia Group
EXPE
$32.7B
| $385K | ﹤0.01% |
4,516
+4,360
| +2,795% | +$370K |
|
2261
CALL
PVH
PVH
$3.16B
| $385K | ﹤0.01% |
3,000
-2,400
| -44% | -$288K |
|
2262
CALL
Celanese
CE
$4.88B
| $384K | ﹤0.01% |
6,400
-63,200
| -91% | -$3.69M |
|
|
VISN
2263
PUT
Vistance Networks Inc
VISN
$1.48B
| $384K | ﹤0.01% |
+16,800
| New | +$375K |
|
2264
PUT
PENN Entertainment
PENN
$2.3B
| $384K | ﹤0.01% |
28,000
-42,500
| -60% | -$550K |
|
2265
Cameco
CCJ
$43.7B
| $383K | ﹤0.01% |
23,313
+15,228
| +188% | +$261K |
|
|
UFS
2266
PUT
DELISTED
DOMTAR CORPORATION (New)
UFS
| $382K | ﹤0.01% |
9,500
+6,100
| +179% | +$240K |
|
2267
PUT
Dana Inc
DAN
$3.28B
| $380K | ﹤0.01% |
17,500
+14,300
| +447% | +$289K |
|
2268
PUT
Oshkosh
OSK
$9.39B
| $380K | ﹤0.01% |
7,800
+2,000
| +34% | +$90.9K |
|
2269
Stryker
SYK
$106B
| $380K | ﹤0.01% |
+4,032
| New | +$358K |
|
|
RKUS
2270
PUT
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
| $380K | ﹤0.01% |
31,700
-2,100
| -6% | -$25.4K |
|
2271
Donaldson
DCI
$10.4B
| $379K | ﹤0.01% |
9,806
+5,977
| +156% | +$237K |
|
2272
Ecolab
ECL
$76.3B
| $379K | ﹤0.01% |
3,624
+2,506
| +224% | +$274K |
|
2273
PG&E
PCG
$31.3B
| $379K | ﹤0.01% |
7,128
+2,864
| +67% | +$142K |
|
2274
Vertex Pharmaceuticals
VRTX
$132B
| $379K | ﹤0.01% |
+3,192
| New | +$360K |
|
|
SWIR
2275
CALL
DELISTED
Sierra Wireless
SWIR
| $379K | ﹤0.01% |
8,000
-12,300
| -61% | -$423K |
|
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.