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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 | |
|---|---|---|---|---|---|---|
3026
CALL
Edgewell Personal Care
EPC
$1.31B
| $167K | ﹤0.01% |
1,754
-19,695
| -92% | -$1.81M |
|
3027
CALL
Hormel Foods
HRL
$13.5B
| $167K | ﹤0.01% |
+6,400
| New | +$169K |
|
|
SSE
3028
DELISTED
SEVENTY SEVEN ENERGY INC COM
SSE
| $167K | ﹤0.01% |
30,902
+11,840
| +62% | +$137K |
|
3029
Ball Corp
BALL
$16.4B
| $166K | ﹤0.01% |
4,868
-17,996
| -79% | -$593K |
|
3030
iShares MSCI Pacific ex Japan ETF
EPP
$2.24B
| $166K | ﹤0.01% |
3,768
+2,550
| +209% | +$118K |
|
3031
PUT
State Street SPDR S&P Insurance ETF
KIE
$684M
| $166K | ﹤0.01% |
+7,500
| New | +$162K |
|
3032
PUT
Kimco Realty
KIM
$16.4B
| $166K | ﹤0.01% |
+6,600
| New | +$162K |
|
3033
CALL
Principal Financial Group
PFG
$24.4B
| $166K | ﹤0.01% |
3,200
-23,800
| -88% | -$1.23M |
|
3034
PUT
Steven Madden
SHOO
$3.45B
| $166K | ﹤0.01% |
7,800
+1,050
| +16% | +$22.4K |
|
|
UNTD
3035
PUT
DELISTED
UNITED ONLINE INC COM NEW
UNTD
| $166K | ﹤0.01% |
11,400
+9,400
| +470% | +$118K |
|
|
FNSR
3036
CALL
DELISTED
Finisar Corp
FNSR
| $166K | ﹤0.01% |
8,500
-21,500
| -72% | -$369K |
|
|
CZR
3037
PUT
DELISTED
Caesars Entertainment Corporation
CZR
| $166K | ﹤0.01% |
10,600
+9,000
| +563% | +$120K |
|
3038
Ambarella
AMBA
$3.6B
| $165K | ﹤0.01% |
3,244
-28,489
| -90% | -$1.33M |
|
3039
CALL
Brookfield
BN
$107B
| $165K | ﹤0.01% |
+14,096
| New | +$158K |
|
3040
CALL
Compass Minerals
CMP
$1.11B
| $165K | ﹤0.01% |
1,900
-9,100
| -83% | -$780K |
|
3041
PUT
Vishay Intertechnology
VSH
$5.38B
| $165K | ﹤0.01% |
+11,700
| New | +$160K |
|
|
ENLK
3042
PUT
DELISTED
EnLink Midstream Partners, LP
ENLK
| $165K | ﹤0.01% |
5,700
-1,300
| -19% | -$37.5K |
|
|
ITC
3043
PUT
DELISTED
ITC HOLDINGS CORP
ITC
| $165K | ﹤0.01% |
4,100
+1,200
| +41% | +$46K |
|
|
SIAL
3044
PUT
DELISTED
SIGMA - ALDRICH CORP
SIAL
| $165K | ﹤0.01% |
1,200
-28,500
| -96% | -$3.87M |
|
3045
CALL
Littelfuse
LFUS
$11.6B
| $164K | ﹤0.01% |
1,700
+1,000
| +143% | +$92.9K |
|
|
BPL
3046
DELISTED
Buckeye Partners, L.P.
BPL
| $164K | ﹤0.01% |
2,171
-24,375
| -92% | -$1.88M |
|
|
ISSI
3047
CALL
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
| $164K | ﹤0.01% |
+9,900
| New | +$142K |
|
3048
CALL
Labcorp
LH
$25.8B
| $163K | ﹤0.01% |
1,746
-6,868
| -80% | -$607K |
|
|
BCOV
3049
CALL
DELISTED
Brightcove, Inc.
BCOV
| $163K | ﹤0.01% |
+21,000
| New | +$133K |
|
3050
Stride
LRN
$3.46B
| $162K | ﹤0.01% |
13,626
+8,755
| +180% | +$115K |
|
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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.