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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 | |
|---|---|---|---|---|---|---|
3251
VeriSign
VRSN
$25.7B
| $127K | ﹤0.01% |
+2,227
| New | +$129K |
|
3252
Waters Corp
WAT
$40.5B
| $127K | ﹤0.01% |
1,128
+1,126
| +56,300% | +$123K |
|
|
SAFM
3253
CALL
DELISTED
Sanderson Farms Inc
SAFM
| $127K | ﹤0.01% |
1,500
-1,900
| -56% | -$164K |
|
|
SIMG
3254
CALL
DELISTED
SILICON IMAGE INC
SIMG
| $127K | ﹤0.01% |
+23,000
| New | +$124K |
|
|
BBBY
3255
PUT
Bed Bath & Beyond
BBBY
$415M
| $126K | ﹤0.01% |
6,921
-126,978
| -95% | -$2.15M |
|
3256
Carpenter Technology
CRS
$27B
| $126K | ﹤0.01% |
+2,564
| New | +$124K |
|
3257
CALL
JB Hunt Transport Services
JBHT
$26.3B
| $126K | ﹤0.01% |
1,500
-11,300
| -88% | -$899K |
|
3258
PUT
Suburban Propane Partners
SPH
$1.18B
| $126K | ﹤0.01% |
2,900
+1,800
| +164% | +$80K |
|
|
FDO
3259
DELISTED
FAMILY DOLLAR STORES
FDO
| $126K | ﹤0.01% |
1,592
-629
| -28% | -$49.4K |
|
3260
Brinker International
EAT
$10.2B
| $125K | ﹤0.01% |
2,124
-14,725
| -87% | -$803K |
|
3261
PUT
Pan American Silver
PAAS
$19.7B
| $125K | ﹤0.01% |
13,600
+4,300
| +46% | +$42.9K |
|
3262
CALL
Sonida Senior Living
SNDA
$1.88B
| $125K | ﹤0.01% |
+333
| New | +$117K |
|
3263
PUT
Gentherm
THRM
$1.35B
| $125K | ﹤0.01% |
3,400
+700
| +26% | +$27.4K |
|
|
AVP
3264
DELISTED
Avon Products, Inc.
AVP
| $125K | ﹤0.01% |
13,308
-132,182
| -91% | -$1.37M |
|
|
VSI
3265
PUT
DELISTED
Vitamin Shoppe Inc.
VSI
| $125K | ﹤0.01% |
2,600
-2,100
| -45% | -$96.3K |
|
3266
PUT
A.O. Smith
AOS
$8.45B
| $124K | ﹤0.01% |
+4,400
| New | +$115K |
|
3267
PUT
Alexandria Real Estate Equities
ARE
$8.28B
| $124K | ﹤0.01% |
+1,400
| New | +$117K |
|
3268
CALL
Essex Property Trust
ESS
$18.5B
| $124K | ﹤0.01% |
600
+100
| +20% | +$19.8K |
|
3269
Invesco Mortgage Capital
IVR
$805M
| $124K | ﹤0.01% |
800
+539
| +207% | +$87K |
|
3270
iShares Russell Mid-Cap ETF
IWR
$58.4B
| $124K | ﹤0.01% |
+2,980
| New | +$121K |
|
3271
CALL
LKQ Corp
LKQ
$6.43B
| $124K | ﹤0.01% |
4,400
+400
| +10% | +$11.2K |
|
3272
PUT
Matsons
MATX
$6.5B
| $124K | ﹤0.01% |
+3,600
| New | +$110K |
|
3273
Middleby
MIDD
$5.33B
| $124K | ﹤0.01% |
1,250
-3,017
| -71% | -$276K |
|
3274
CALL
Omnicom Group
OMC
$24B
| $124K | ﹤0.01% |
1,600
-55,100
| -97% | -$4.02M |
|
|
3275
Suburban Propane Partners
SPH
$1.18B
| $124K | ﹤0.01% |
+2,877
| New | +$128K |
|
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.