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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 | |
|---|---|---|---|---|---|---|
|
GLOG
2826
CALL
DELISTED
GASLOG LTD
GLOG
| $204K | ﹤0.01% |
+10,000
| New | +$196K |
|
|
CVSA
2827
CALL
Covista Inc
CVSA
$4.49B
| $203K | ﹤0.01% |
4,300
-300
| -7% | -$14.1K |
|
2828
PUT
Comtech Telecommunications
CMTL
$52.7M
| $203K | ﹤0.01% |
6,400
+5,400
| +540% | +$197K |
|
2829
PUT
Titan Machinery
TITN
$429M
| $203K | ﹤0.01% |
14,500
+8,600
| +146% | +$117K |
|
|
SIX
2830
DELISTED
Six Flags Entertainment Corp.
SIX
| $203K | ﹤0.01% |
+4,712
| New | +$185K |
|
|
ENOC
2831
CALL
DELISTED
EnerNOC, Inc.
ENOC
| $203K | ﹤0.01% |
+13,100
| New | +$195K |
|
|
OKS
2832
PUT
DELISTED
Oneok Partners LP
OKS
| $203K | ﹤0.01% |
5,100
-1,000
| -16% | -$47.4K |
|
2833
CALL
AllianceBernstein
AB
$3.41B
| $202K | ﹤0.01% |
7,800
+1,800
| +30% | +$46.1K |
|
2834
Alaska Air
ALK
$5.13B
| $202K | ﹤0.01% |
3,385
-42,495
| -93% | -$2.24M |
|
2835
CALL
AMC Entertainment Holdings
AMC
$2.23B
| $202K | ﹤0.01% |
+770
| New | +$190K |
|
2836
PUT
G-III Apparel Group
GIII
$1.43B
| $202K | ﹤0.01% |
4,000
+2,000
| +100% | +$85.9K |
|
|
KATE
2837
CALL
DELISTED
Kate Spade & Company
KATE
| $202K | ﹤0.01% |
6,300
-30,000
| -83% | -$856K |
|
|
CYN
2838
PUT
DELISTED
CITY NATIONAL CORPORATION
CYN
| $202K | ﹤0.01% |
2,500
-3,600
| -59% | -$278K |
|
2839
CALL
Advanced Energy
AEIS
$13.2B
| $201K | ﹤0.01% |
+8,500
| New | +$173K |
|
|
GES
2840
DELISTED
Guess Inc
GES
| $201K | ﹤0.01% |
+9,527
| New | +$203K |
|
|
NGD
2841
PUT
DELISTED
New Gold Inc
NGD
| $201K | ﹤0.01% |
+47,000
| New | +$201K |
|
|
ZU
2842
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
| $201K | ﹤0.01% |
8,578
-19,976
| -70% | -$613K |
|
2843
Diana Shipping
DSX
$309M
| $200K | ﹤0.01% |
42,615
+40,781
| +2,224% | +$220K |
|
2844
PUT
Genesco
GCO
$391M
| $200K | ﹤0.01% |
+2,600
| New | +$197K |
|
|
GTY
2845
PUT
Getty Realty Corp
GTY
$2.05B
| $200K | ﹤0.01% |
+11,140
| New | +$198K |
|
2846
Plains All American Pipeline
PAA
$16.9B
| $200K | ﹤0.01% |
+3,898
| New | +$207K |
|
2847
CALL
Pentair
PNR
$10.6B
| $200K | ﹤0.01% |
4,467
-23,675
| -84% | -$1.04M |
|
2848
CALL
Wabtec
WAB
$50.5B
| $200K | ﹤0.01% |
+2,300
| New | +$194K |
|
2849
PUT
Amkor Technology
AMKR
$14.7B
| $199K | ﹤0.01% |
28,000
+26,000
| +1,300% | +$180K |
|
2850
CALL
Banco Bilbao Vizcaya Argentaria
BBVA
$158B
| $199K | ﹤0.01% |
22,302
+20,514
| +1,147% | +$209K |
|
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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 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.