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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 | |
|---|---|---|---|---|---|---|
3001
Benchmark Electronics
BHE
$2.94B
| $171K | ﹤0.01% |
6,739
+6,305
| +1,453% | +$148K |
|
3002
PUT
Annaly Capital Management
NLY
$17.6B
| $171K | ﹤0.01% |
+3,950
| New | +$179K |
|
|
PBPB
3003
PUT
DELISTED
Potbelly
PBPB
| $171K | ﹤0.01% |
13,200
+5,200
| +65% | +$65.8K |
|
3004
PUT
Watts Water Technologies
WTS
$12.8B
| $171K | ﹤0.01% |
+2,700
| New | +$164K |
|
|
STR
3005
DELISTED
QUESTAR CORP
STR
| $171K | ﹤0.01% |
6,773
-11,278
| -62% | -$269K |
|
|
ASEI
3006
CALL
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
| $171K | ﹤0.01% |
3,300
+1,900
| +136% | +$94.9K |
|
|
TRW
3007
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $171K | ﹤0.01% |
1,663
-7,083
| -81% | -$723K |
|
|
AAWW
3008
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $171K | ﹤0.01% |
3,465
+584
| +20% | +$23.8K |
|
3009
PUT
Cheniere Energy
CQP
$33.4B
| $170K | ﹤0.01% |
5,300
-29,700
| -85% | -$908K |
|
|
PPLI
3010
PUT
People Inc
PPLI
$3.01B
| $170K | ﹤0.01% |
15,667
+8,393
| +115% | +$95K |
|
|
TPH
3011
DELISTED
Tri Pointe Homes
TPH
| $170K | ﹤0.01% |
11,155
+1,968
| +21% | +$28K |
|
|
WPZ
3012
CALL
DELISTED
WILLIAMS PARTNERS L.P. COM UTS REPTG L.P. INT
WPZ
| $170K | ﹤0.01% |
4,034
+3,928
| +3,706% | +$185K |
|
3013
CALL
Alexandria Real Estate Equities
ARE
$8.28B
| $169K | ﹤0.01% |
+1,900
| New | +$159K |
|
3014
BorgWarner
BWA
$14B
| $169K | ﹤0.01% |
+3,490
| New | +$170K |
|
3015
Dana Inc
DAN
$3.26B
| $169K | ﹤0.01% |
+7,770
| New | +$157K |
|
3016
Microchip Technology
MCHP
$43B
| $169K | ﹤0.01% |
7,482
-15,744
| -68% | -$342K |
|
3017
Toro Company
TTC
$9.37B
| $169K | ﹤0.01% |
+5,292
| New | +$163K |
|
|
PAY
3018
DELISTED
Verifone Systems Inc
PAY
| $169K | ﹤0.01% |
4,536
-11,105
| -71% | -$391K |
|
3019
Kohl's
KSS
$2.18B
| $168K | ﹤0.01% |
2,760
+582
| +27% | +$33.6K |
|
3020
NXP Semiconductors
NXPI
$59.2B
| $168K | ﹤0.01% |
+2,198
| New | +$156K |
|
3021
CALL
SAP
SAP
$240B
| $168K | ﹤0.01% |
2,400
-3,700
| -61% | -$254K |
|
3022
Wendy's
WEN
$1.65B
| $168K | ﹤0.01% |
+18,608
| New | +$157K |
|
|
BCR
3023
DELISTED
CR Bard Inc.
BCR
| $168K | ﹤0.01% |
1,008
+1,004
| +25,100% | +$162K |
|
|
AIV
3024
Aimco
AIV
$383M
| $167K | ﹤0.01% |
+33,818
| New | +$161K |
|
3025
CALL
DHI Group
DHX
$171M
| $167K | ﹤0.01% |
+16,700
| New | +$164K |
|
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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.