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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 | |
|---|---|---|---|---|---|---|
2201
Essex Property Trust
ESS
$18.5B
| $416K | ﹤0.01% |
+2,013
| New | +$399K |
|
2202
CALL
VeriSign
VRSN
$25.7B
| $416K | ﹤0.01% |
7,300
-53,300
| -88% | -$3.08M |
|
|
CERN
2203
DELISTED
Cerner Corp
CERN
| $416K | ﹤0.01% |
+6,439
| New | +$401K |
|
2204
PUT
Invesco
IVZ
$14.4B
| $415K | ﹤0.01% |
10,500
-15,900
| -60% | -$627K |
|
2205
CALL
iShares Core S&P 500 ETF
IVV
$908B
| $414K | ﹤0.01% |
+2,000
| New | +$405K |
|
2206
CALL
Masco
MAS
$14.7B
| $414K | ﹤0.01% |
18,663
-12,177
| -39% | -$251K |
|
|
HBI
2207
PUT
DELISTED
Hanesbrands
HBI
| $413K | ﹤0.01% |
14,800
+400
| +3% | +$11K |
|
|
INFN
2208
PUT
DELISTED
Infinera Corporation Common Stock
INFN
| $413K | ﹤0.01% |
28,100
+18,700
| +199% | +$248K |
|
2209
Dine Brands
DIN
$447M
| $412K | ﹤0.01% |
3,979
+3,303
| +489% | +$305K |
|
2210
PUT
Kulicke & Soffa
KLIC
$5.19B
| $412K | ﹤0.01% |
+28,500
| New | +$394K |
|
2211
Stanley Black & Decker
SWK
$15.4B
| $412K | ﹤0.01% |
4,285
-12,708
| -75% | -$1.17M |
|
|
SGI
2212
CALL
Somnigroup International
SGI
$13.9B
| $412K | ﹤0.01% |
30,000
-44,800
| -60% | -$611K |
|
2213
CALL
DaVita
DVA
$11.5B
| $409K | ﹤0.01% |
5,400
-108,000
| -95% | -$8.13M |
|
2214
Restaurant Brands International
QSR
$27.1B
| $409K | ﹤0.01% |
+10,474
| New | +$402K |
|
2215
PUT
Nordic American Tanker
NAT
$1.42B
| $408K | ﹤0.01% |
41,026
+36,994
| +918% | +$317K |
|
2216
News Corp Class A
NWSA
$15.8B
| $407K | ﹤0.01% |
25,925
+25,318
| +4,171% | +$389K |
|
2217
Brookdale Senior Living
BKD
$3.02B
| $406K | ﹤0.01% |
11,074
+2,668
| +32% | +$90.5K |
|
2218
CALL
Pilgrim's Pride
PPC
$6.64B
| $406K | ﹤0.01% |
12,400
+11,200
| +933% | +$354K |
|
2219
CALL
Invesco DB Agriculture Fund
DBA
$1.24B
| $405K | ﹤0.01% |
16,300
+15,900
| +3,975% | +$408K |
|
2220
PUT
Packaging Corp of America
PKG
$22.8B
| $405K | ﹤0.01% |
5,200
-82,700
| -94% | -$5.93M |
|
2221
Columbia Sportswear
COLM
$2.94B
| $404K | ﹤0.01% |
9,076
+7,964
| +716% | +$324K |
|
2222
Regeneron Pharmaceuticals
REGN
$82.7B
| $404K | ﹤0.01% |
984
+968
| +6,050% | +$381K |
|
|
CTXS
2223
CALL
DELISTED
Citrix Systems Inc
CTXS
| $403K | ﹤0.01% |
7,912
-18,334
| -70% | -$948K |
|
|
TAL
2224
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
| $403K | ﹤0.01% |
+9,246
| New | +$389K |
|
|
XL
2225
DELISTED
XL Group Ltd.
XL
| $403K | ﹤0.01% |
11,722
+11,672
| +23,344% | +$398K |
|
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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.