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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
+168.57%
5 Year Est. Return
+211.2%
10 Year Est. Return
+834.13%
AUM
$34.3B
AUM Growth
+$2.76B
(+8.7%)
Cap. Flow
+$2.18B
Cap. Flow
% of AUM
6.37%
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 | Technology | 1.89% |
| 2 | Consumer Discretionary | 1.28% |
| 3 | Financials | 0.92% |
| 4 | Industrials | 0.77% |
| 5 | Energy | 0.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
GTLS
2651
DELISTED
Chart Industries
GTLS
| $250K | ﹤0.01% |
7,303
-1,106
| -13% | -$46.2K |
|
2652
PUT
LKQ Corp
LKQ
$6.43B
| $250K | ﹤0.01% |
8,900
-1,400
| -14% | -$39.1K |
|
2653
PUT
Texas Roadhouse
TXRH
$13.6B
| $250K | ﹤0.01% |
7,400
+4,400
| +147% | +$135K |
|
|
BID
2654
DELISTED
Sotheby's
BID
| $250K | ﹤0.01% |
+5,793
| New | +$229K |
|
2655
Brunswick
BC
$5.36B
| $249K | ﹤0.01% |
4,851
+3,374
| +228% | +$158K |
|
2656
CALL
Canadian Imperial Bank of Commerce
CM
$113B
| $249K | ﹤0.01% |
5,863
+4,650
| +383% | +$206K |
|
2657
CALL
United States Gasoline Fund
UGA
$138M
| $249K | ﹤0.01% |
7,300
-200
| -3% | -$9.03K |
|
|
OWW
2658
CALL
DELISTED
ORBITZ WORLDWIDE, INC
OWW
| $249K | ﹤0.01% |
30,400
+24,600
| +424% | +$197K |
|
2659
Clorox
CLX
$12.8B
| $248K | ﹤0.01% |
2,376
+996
| +72% | +$99.6K |
|
2660
CALL
General Dynamics
GD
$107B
| $248K | ﹤0.01% |
1,800
-7,400
| -80% | -$1.01M |
|
|
CRR
2661
CALL
DELISTED
Carbo Ceramics Inc.
CRR
| $248K | ﹤0.01% |
6,200
-3,500
| -36% | -$163K |
|
2662
Ares Capital
ARCC
$14.3B
| $247K | ﹤0.01% |
15,850
+13,826
| +683% | +$221K |
|
2663
PUT
Autohome
ATHM
$2.61B
| $247K | ﹤0.01% |
+6,800
| New | +$289K |
|
2664
CALL
FMC
FMC
$1.27B
| $246K | ﹤0.01% |
4,958
+3,228
| +187% | +$157K |
|
|
IMOS
2665
CALL
ChipMOS TECHNOLOGIES
IMOS
$2.03B
| $246K | ﹤0.01% |
9,529
+181
| +2% | +$4.33K |
|
2666
CALL
Bunge Global
BG
$21.8B
| $245K | ﹤0.01% |
2,700
-64,200
| -96% | -$5.65M |
|
2667
Green Dot
GDOT
$771M
| $245K | ﹤0.01% |
11,952
+10,970
| +1,117% | +$239K |
|
2668
G-III Apparel Group
GIII
$1.43B
| $245K | ﹤0.01% |
+4,852
| New | +$208K |
|
|
AAN.A
2669
CALL
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $245K | ﹤0.01% |
+8,000
| New | +$245K |
|
2670
Pilgrim's Pride
PPC
$6.64B
| $244K | ﹤0.01% |
+7,443
| New | +$235K |
|
|
ERF
2671
PUT
DELISTED
Enerplus Corporation
ERF
| $244K | ﹤0.01% |
25,500
+18,400
| +259% | +$249K |
|
|
WFM
2672
DELISTED
Whole Foods Market Inc
WFM
| $244K | ﹤0.01% |
+4,848
| New | +$214K |
|
2673
PUT
ScottsMiracle-Gro
SMG
$3.55B
| $243K | ﹤0.01% |
3,900
-5,900
| -60% | -$351K |
|
|
CHS
2674
PUT
DELISTED
Chicos FAS, Inc.
CHS
| $243K | ﹤0.01% |
14,900
+14,800
| +14,800% | +$227K |
|
|
DNY
2675
CALL
DELISTED
DONNELLEY R R & SONS CO
DNY
| $243K | ﹤0.01% |
14,400
-56,400
| -80% | -$952K |
|
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 deployed $2.18B of net new capital in Q4 2014, opening 2,582 new positions and adding to 1,916 existing holdings. Its largest new stake was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M.
By sector, the portfolio is most concentrated in Technology at 1.9% of assets, up from 1.3% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was Walgreens Boots Alliance, an estimated $50.6M trimmed.
- 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.