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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 | |
|---|---|---|---|---|---|---|
3401
CALL
Fortune Brands Innovations
FBIN
$5.71B
| $108K | ﹤0.01% |
+2,808
| New | +$103K |
|
3402
Leggett & Platt
LEG
$1.32B
| $108K | ﹤0.01% |
+2,538
| New | +$100K |
|
|
SAFE
3403
CALL
Safehold
SAFE
$1.08B
| $108K | ﹤0.01% |
+1,623
| New | +$108K |
|
3404
Snap-on
SNA
$20.9B
| $108K | ﹤0.01% |
792
+351
| +80% | +$46K |
|
3405
PUT
Zumiez
ZUMZ
$314M
| $108K | ﹤0.01% |
2,800
+400
| +17% | +$13.7K |
|
|
RFP
3406
CALL
DELISTED
Resolute Forest Products Inc.
RFP
| $108K | ﹤0.01% |
+6,100
| New | +$106K |
|
|
IM
3407
CALL
DELISTED
Ingram Micro
IM
| $108K | ﹤0.01% |
+3,900
| New | +$103K |
|
3408
Caleres
CAL
$449M
| $107K | ﹤0.01% |
3,331
+1,076
| +48% | +$31.2K |
|
|
TGP
3409
DELISTED
Teekay LNG Partners L.P.
TGP
| $107K | ﹤0.01% |
2,493
+966
| +63% | +$37.9K |
|
|
HNT
3410
DELISTED
HEALTH NET INC
HNT
| $107K | ﹤0.01% |
2,008
-1,737
| -46% | -$85.5K |
|
|
EBIX
3411
DELISTED
Ebix Inc
EBIX
| $107K | ﹤0.01% |
6,311
-6,924
| -52% | -$106K |
|
3412
CALL
Autohome
ATHM
$2.61B
| $106K | ﹤0.01% |
+2,900
| New | +$123K |
|
3413
Campbell Soup
CPB
$6.91B
| $106K | ﹤0.01% |
+2,400
| New | +$105K |
|
3414
CALL
iShares S&P Small-Cap 600 Value ETF
IJS
$8.45B
| $106K | ﹤0.01% |
+1,800
| New | +$102K |
|
3415
PUT
Kadant
KAI
$3.95B
| $106K | ﹤0.01% |
+2,500
| New | +$101K |
|
3416
Ovintiv
OVV
$17.4B
| $106K | ﹤0.01% |
+1,529
| New | +$130K |
|
3417
CALL
Tenaris
TS
$27B
| $106K | ﹤0.01% |
3,500
-1,100
| -24% | -$39.3K |
|
3418
CALL
VEON
VEON
$3.93B
| $106K | ﹤0.01% |
1,020
+940
| +1,175% | +$128K |
|
|
TCP
3419
PUT
DELISTED
TC Pipelines LP
TCP
| $106K | ﹤0.01% |
1,500
-4,500
| -75% | -$309K |
|
3420
CALL
CEVA Inc
CEVA
$937M
| $105K | ﹤0.01% |
+5,800
| New | +$92K |
|
3421
iShares Gold Trust
IAU
$64.9B
| $105K | ﹤0.01% |
+4,608
| New | +$107K |
|
3422
Pricesmart
PSMT
$5.56B
| $105K | ﹤0.01% |
1,149
-4,428
| -79% | -$400K |
|
3423
Toronto Dominion Bank
TD
$205B
| $105K | ﹤0.01% |
+2,195
| New | +$106K |
|
|
WWAV
3424
PUT
DELISTED
The WhiteWave Foods Company
WWAV
| $105K | ﹤0.01% |
3,000
-33,000
| -92% | -$1.17M |
|
3425
Alerian MLP ETF
AMLP
$13.2B
| $104K | ﹤0.01% |
1,189
-1,385
| -54% | -$126K |
|
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.