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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 | |
|---|---|---|---|---|---|---|
3426
CALL
iShares MSCI Australia ETF
EWA
$1.32B
| $104K | ﹤0.01% |
+4,700
| New | +$112K |
|
3427
iShares MSCI Germany ETF
EWG
$1.72B
| $104K | ﹤0.01% |
3,789
+879
| +30% | +$24K |
|
3428
Packaging Corp of America
PKG
$20.3B
| $104K | ﹤0.01% |
1,328
-14,823
| -92% | -$1.06M |
|
3429
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$98.3B
| $104K | ﹤0.01% |
1,300
-11,300
| -90% | -$878K |
|
3430
PUT
World Acceptance Corp
WRLD
$883M
| $104K | ﹤0.01% |
1,300
+800
| +160% | +$59K |
|
|
PACW
3431
PUT
DELISTED
PacWest Bancorp
PACW
| $104K | ﹤0.01% |
2,300
-5,500
| -71% | -$241K |
|
|
ISIL
3432
DELISTED
Intersil Corp
ISIL
| $104K | ﹤0.01% |
7,168
+5,844
| +441% | +$77.5K |
|
3433
FMC
FMC
$1.54B
| $103K | ﹤0.01% |
+2,075
| New | +$101K |
|
3434
iShares S&P GSCI Commodity-Indexed Trust
GSG
$1.04B
| $103K | ﹤0.01% |
+4,766
| New | +$124K |
|
|
PPLI
3435
CALL
People Inc
PPLI
$2.81B
| $103K | ﹤0.01% |
9,512
+3,917
| +70% | +$44.3K |
|
3436
CALL
Teledyne Technologies
TDY
$27.6B
| $103K | ﹤0.01% |
+1,000
| New | +$101K |
|
3437
Expro Ltd
XPRO
$2.04B
| $103K | ﹤0.01% |
1,037
+470
| +83% | +$49.9K |
|
|
EEB
3438
DELISTED
Invesco BRIC ETF
EEB
| $103K | ﹤0.01% |
+3,588
| New | +$116K |
|
|
SYT
3439
PUT
DELISTED
Syngenta Ag
SYT
| $103K | ﹤0.01% |
+1,600
| New | +$101K |
|
|
FIG
3440
DELISTED
Fortress Investment Group Llc
FIG
| $103K | ﹤0.01% |
12,819
+12,606
| +5,918% | +$92.6K |
|
|
ARIA
3441
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $103K | ﹤0.01% |
14,971
-5,930
| -28% | -$37.1K |
|
3442
CALL
AXIS Capital
AXS
$7.18B
| $102K | ﹤0.01% |
+2,000
| New | +$97.8K |
|
3443
PUT
Biogen
BIIB
$31.1B
| $102K | ﹤0.01% |
300
| – | – |
|
3444
Pinnacle West Capital
PNW
$11.8B
| $102K | ﹤0.01% |
+1,488
| New | +$92.5K |
|
3445
CALL
UDR
UDR
$11.4B
| $102K | ﹤0.01% |
3,300
+1,700
| +106% | +$51K |
|
|
SN
3446
PUT
DELISTED
Sanchez Energy Corporation
SN
| $102K | ﹤0.01% |
10,900
-2,600
| -19% | -$38.9K |
|
|
EGN
3447
PUT
DELISTED
Energen
EGN
| $102K | ﹤0.01% |
+1,600
| New | +$101K |
|
|
RNDY
3448
CALL
DELISTED
ROUNDYS INC COM STK
RNDY
| $102K | ﹤0.01% |
+21,200
| New | +$78.3K |
|
|
XL
3449
PUT
DELISTED
XL Group Ltd.
XL
| $102K | ﹤0.01% |
+3,000
| New | +$102K |
|
3450
PUT
AeroVironment
AVAV
$7.16B
| $101K | ﹤0.01% |
3,700
-11,900
| -76% | -$340K |
|
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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.