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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 | |
|---|---|---|---|---|---|---|
|
CSOD
2076
CALL
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $486K | ﹤0.01% |
13,800
-7,300
| -35% | -$241K |
|
|
NS
2077
DELISTED
NuStar Energy L.P.
NS
| $485K | ﹤0.01% |
8,396
-102,859
| -92% | -$6.11M |
|
|
CSC
2078
PUT
DELISTED
Computer Sciences
CSC
| $485K | ﹤0.01% |
18,272
+1,424
| +8% | +$36.7K |
|
|
KATE
2079
PUT
DELISTED
Kate Spade & Company
KATE
| $484K | ﹤0.01% |
15,100
-5,200
| -26% | -$148K |
|
2080
Entergy
ETR
$50.3B
| $483K | ﹤0.01% |
11,034
-648
| -6% | -$26.9K |
|
2081
PUT
Keysight
KEYS
$61.1B
| $483K | ﹤0.01% |
+14,300
| New | +$467K |
|
2082
KLA
KLAC
$266B
| $483K | ﹤0.01% |
68,700
+25,990
| +61% | +$192K |
|
|
POLY
2083
PUT
DELISTED
Plantronics, Inc.
POLY
| $483K | ﹤0.01% |
9,100
+4,200
| +86% | +$211K |
|
2084
Kinross Gold
KGC
$32.4B
| $481K | ﹤0.01% |
170,585
+167,441
| +5,326% | +$470K |
|
2085
PUT
TE Connectivity
TEL
$62.6B
| $480K | ﹤0.01% |
7,600
+2,200
| +41% | +$132K |
|
|
TSL
2086
CALL
DELISTED
Trina Solar Limited
TSL
| $478K | ﹤0.01% |
51,600
+5,200
| +11% | +$51.2K |
|
2087
iShares MSCI United Kingdom ETF
EWU
$4.13B
| $477K | ﹤0.01% |
13,241
-37,600
| -74% | -$1.41M |
|
|
FL
2088
PUT
DELISTED
Foot Locker
FL
| $477K | ﹤0.01% |
8,500
-6,600
| -44% | -$366K |
|
|
HOUS
2089
PUT
DELISTED
Anywhere Real Estate
HOUS
| $476K | ﹤0.01% |
+10,700
| New | +$444K |
|
|
IDTI
2090
PUT
DELISTED
Integrated Device Technology I
IDTI
| $476K | ﹤0.01% |
24,300
-182,900
| -88% | -$3.15M |
|
2091
CALL
Carlyle Group
CG
$17.6B
| $475K | ﹤0.01% |
17,200
-24,900
| -59% | -$707K |
|
|
CIVI
2092
PUT
DELISTED
Civitas Resources
CIVI
| $475K | ﹤0.01% |
177
+61
| +53% | +$236K |
|
2093
JetBlue
JBLU
$2.13B
| $475K | ﹤0.01% |
29,925
+1,943
| +7% | +$25.2K |
|
2094
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.4B
| $475K | ﹤0.01% |
1,800
-1,800
| -50% | -$461K |
|
2095
Jefferies Financial Group
JEF
$12.7B
| $473K | ﹤0.01% |
23,567
-13,724
| -37% | -$283K |
|
2096
T-Mobile US
TMUS
$196B
| $473K | ﹤0.01% |
17,561
-185,839
| -91% | -$5.14M |
|
|
DWA
2097
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
| $473K | ﹤0.01% |
21,200
+19,732
| +1,344% | +$446K |
|
|
DATA
2098
DELISTED
Tableau Software, Inc.
DATA
| $472K | ﹤0.01% |
5,568
+1,358
| +32% | +$108K |
|
|
CST
2099
CALL
DELISTED
CST Brands, Inc.
CST
| $472K | ﹤0.01% |
10,800
-1,800
| -14% | -$72.3K |
|
|
RYL
2100
DELISTED
RYLAND GROUP INC
RYL
| $472K | ﹤0.01% |
12,246
+5,832
| +91% | +$212K |
|
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RIM
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.