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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 | |
|---|---|---|---|---|---|---|
2226
Avis
CAR
$4.87B
| $400K | ﹤0.01% |
6,035
+3,651
| +153% | +$209K |
|
2227
Realty Income
O
$59.4B
| $400K | ﹤0.01% |
+8,654
| New | +$383K |
|
|
GGP
2228
CALL
DELISTED
GGP Inc.
GGP
| $400K | ﹤0.01% |
14,200
-97,100
| -87% | -$2.52M |
|
2229
PUT
Murphy Oil
MUR
$4.96B
| $399K | ﹤0.01% |
7,900
-10,700
| -58% | -$548K |
|
2230
PUT
Oneok
OKE
$59.9B
| $399K | ﹤0.01% |
8,000
-4,700
| -37% | -$259K |
|
2231
Sempra
SRE
$56.5B
| $399K | ﹤0.01% |
+7,164
| New | +$390K |
|
2232
Marriott International
MAR
$93B
| $398K | ﹤0.01% |
5,104
+3,737
| +273% | +$276K |
|
|
ODP
2233
DELISTED
ODP
ODP
| $398K | ﹤0.01% |
4,641
+2,866
| +161% | +$182K |
|
2234
PUT
PetMed Express
PETS
$38.9M
| $398K | ﹤0.01% |
+27,800
| New | +$374K |
|
|
STMP
2235
CALL
DELISTED
Stamps.com, Inc.
STMP
| $398K | ﹤0.01% |
8,300
+7,900
| +1,975% | +$330K |
|
2236
PUT
Invesco DB Agriculture Fund
DBA
$1.24B
| $397K | ﹤0.01% |
+16,000
| New | +$411K |
|
2237
Ericsson
ERIC
$33.6B
| $397K | ﹤0.01% |
32,794
+26,090
| +389% | +$314K |
|
|
PWRD
2238
PUT
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
| $397K | ﹤0.01% |
25,100
-73,900
| -75% | -$1.38M |
|
2239
PBF Energy
PBF
$8.52B
| $396K | ﹤0.01% |
14,853
+3,368
| +29% | +$87.7K |
|
2240
Viavi Solutions
VIAV
$10.7B
| $396K | ﹤0.01% |
50,697
-78,041
| -61% | -$582K |
|
|
LTM
2241
CALL
DELISTED
LIFE TIME FITNESS INC
LTM
| $396K | ﹤0.01% |
7,000
+3,200
| +84% | +$171K |
|
|
AL
2242
DELISTED
Air Lease Corp
AL
| $395K | ﹤0.01% |
+11,513
| New | +$405K |
|
2243
PUT
Eagle Materials
EXP
$6.4B
| $395K | ﹤0.01% |
5,200
+700
| +16% | +$59.2K |
|
2244
Loews
L
$23.1B
| $395K | ﹤0.01% |
+9,393
| New | +$394K |
|
|
BGC
2245
DELISTED
General Cable Corporation
BGC
| $395K | ﹤0.01% |
+26,518
| New | +$371K |
|
|
DGI
2246
PUT
DELISTED
DigitalGlobe Inc.
DGI
| $393K | ﹤0.01% |
12,700
+10,600
| +505% | +$298K |
|
2247
PUT
Smith & Wesson
SWBI
$643M
| $392K | ﹤0.01% |
53,861
+41,371
| +331% | +$310K |
|
2248
CALL
iShares MSCI Turkey ETF
TUR
$222M
| $391K | ﹤0.01% |
7,200
+3,100
| +76% | +$164K |
|
|
ASNA
2249
PUT
DELISTED
Ascena Retail Group, Inc.
ASNA
| $390K | ﹤0.01% |
1,550
-2,585
| -63% | -$641K |
|
2250
Eldorado Gold
EGO
$10.4B
| $389K | ﹤0.01% |
12,780
-13,020
| -50% | -$422K |
|
Similar funds
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.