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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 | |
|---|---|---|---|---|---|---|
3426
CALL
iShares MSCI Australia ETF
EWA
$1.45B
| $104K | ﹤0.01% |
+4,700
| New | +$112K |
|
3427
iShares MSCI Germany ETF
EWG
$1.68B
| $104K | ﹤0.01% |
3,789
+879
| +30% | +$24K |
|
3428
Packaging Corp of America
PKG
$22.8B
| $104K | ﹤0.01% |
1,328
-14,823
| -92% | -$1.06M |
|
3429
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$100B
| $104K | ﹤0.01% |
1,300
-11,300
| -90% | -$878K |
|
3430
PUT
World Acceptance Corp
WRLD
$908M
| $104K | ﹤0.01% |
1,300
+800
| +160% | +$59K |
|
|
PACW
3431
PUT
DELISTED
PacWest Bancorp
PACW
| $104K | ﹤0.01% |
2,300
-5,500
| -71% | -$241K |
|
|
ISIL
3432
DELISTED
Intersil Corp
ISIL
| $104K | ﹤0.01% |
7,168
+5,844
| +441% | +$77.5K |
|
3433
FMC
FMC
$1.27B
| $103K | ﹤0.01% |
+2,075
| New | +$101K |
|
3434
iShares S&P GSCI Commodity-Indexed Trust
GSG
$940M
| $103K | ﹤0.01% |
+4,766
| New | +$124K |
|
|
PPLI
3435
CALL
People Inc
PPLI
$3.01B
| $103K | ﹤0.01% |
9,512
+3,917
| +70% | +$44.3K |
|
3436
CALL
Teledyne Technologies
TDY
$31.5B
| $103K | ﹤0.01% |
+1,000
| New | +$101K |
|
3437
Expro Ltd
XPRO
$2.1B
| $103K | ﹤0.01% |
1,037
+470
| +83% | +$49.9K |
|
|
EEB
3438
DELISTED
Invesco BRIC ETF
EEB
| $103K | ﹤0.01% |
+3,588
| New | +$116K |
|
|
SYT
3439
PUT
DELISTED
Syngenta Ag
SYT
| $103K | ﹤0.01% |
+1,600
| New | +$101K |
|
|
FIG
3440
DELISTED
Fortress Investment Group Llc
FIG
| $103K | ﹤0.01% |
12,819
+12,606
| +5,918% | +$92.6K |
|
|
ARIA
3441
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $103K | ﹤0.01% |
14,971
-5,930
| -28% | -$37.1K |
|
3442
CALL
AXIS Capital
AXS
$7.38B
| $102K | ﹤0.01% |
+2,000
| New | +$97.8K |
|
3443
PUT
Biogen
BIIB
$31B
| $102K | ﹤0.01% |
300
| – | – |
|
3444
Pinnacle West Capital
PNW
$12.3B
| $102K | ﹤0.01% |
+1,488
| New | +$92.5K |
|
3445
CALL
UDR
UDR
$12.2B
| $102K | ﹤0.01% |
3,300
+1,700
| +106% | +$51K |
|
|
SN
3446
PUT
DELISTED
Sanchez Energy Corporation
SN
| $102K | ﹤0.01% |
10,900
-2,600
| -19% | -$38.9K |
|
|
EGN
3447
PUT
DELISTED
Energen
EGN
| $102K | ﹤0.01% |
+1,600
| New | +$101K |
|
|
RNDY
3448
CALL
DELISTED
ROUNDYS INC COM STK
RNDY
| $102K | ﹤0.01% |
+21,200
| New | +$78.3K |
|
|
XL
3449
PUT
DELISTED
XL Group Ltd.
XL
| $102K | ﹤0.01% |
+3,000
| New | +$102K |
|
3450
PUT
AeroVironment
AVAV
$9.76B
| $101K | ﹤0.01% |
3,700
-11,900
| -76% | -$340K |
|
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.