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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 | |
|---|---|---|---|---|---|---|
|
PRE
2251
PUT
DELISTED
PARTNERRE LTD
PRE
| $389K | ﹤0.01% |
3,400
+1,600
| +89% | +$182K |
|
2252
Allegiant Air
ALGT
$2.34B
| $388K | ﹤0.01% |
+2,583
| New | +$339K |
|
|
GLF
2253
PUT
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
| $388K | ﹤0.01% |
+15,900
| New | +$443K |
|
|
RHT
2254
PUT
DELISTED
Red Hat Inc
RHT
| $388K | ﹤0.01% |
5,600
-12,000
| -68% | -$726K |
|
2255
CALL
AES
AES
$10.5B
| $386K | ﹤0.01% |
28,000
+23,000
| +460% | +$314K |
|
2256
PUT
Dorman Products
DORM
$4.05B
| $386K | ﹤0.01% |
8,000
+7,000
| +700% | +$324K |
|
2257
iShares Core S&P Mid-Cap ETF
IJH
$129B
| $386K | ﹤0.01% |
13,325
+12,535
| +1,587% | +$352K |
|
|
LO
2258
DELISTED
LORILLARD INC COM STK
LO
| $386K | ﹤0.01% |
6,137
+1,676
| +38% | +$104K |
|
|
LPNT
2259
DELISTED
LifePoint Health, Inc.
LPNT
| $386K | ﹤0.01% |
+5,365
| New | +$372K |
|
2260
Expedia Group
EXPE
$39.9B
| $385K | ﹤0.01% |
4,516
+4,360
| +2,795% | +$370K |
|
2261
CALL
PVH
PVH
$3.8B
| $385K | ﹤0.01% |
3,000
-2,400
| -44% | -$288K |
|
2262
CALL
Celanese
CE
$5.01B
| $384K | ﹤0.01% |
6,400
-63,200
| -91% | -$3.69M |
|
|
VISN
2263
PUT
Vistance Networks Inc
VISN
$2.66B
| $384K | ﹤0.01% |
+16,800
| New | +$375K |
|
2264
PUT
PENN Entertainment
PENN
$2.52B
| $384K | ﹤0.01% |
28,000
-42,500
| -60% | -$550K |
|
2265
Cameco
CCJ
$42.6B
| $383K | ﹤0.01% |
23,313
+15,228
| +188% | +$261K |
|
|
UFS
2266
PUT
DELISTED
DOMTAR CORPORATION (New)
UFS
| $382K | ﹤0.01% |
9,500
+6,100
| +179% | +$240K |
|
2267
PUT
Dana Inc
DAN
$3.26B
| $380K | ﹤0.01% |
17,500
+14,300
| +447% | +$289K |
|
2268
PUT
Oshkosh
OSK
$9.44B
| $380K | ﹤0.01% |
7,800
+2,000
| +34% | +$90.9K |
|
2269
Stryker
SYK
$130B
| $380K | ﹤0.01% |
+4,032
| New | +$358K |
|
|
RKUS
2270
PUT
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
| $380K | ﹤0.01% |
31,700
-2,100
| -6% | -$25.4K |
|
2271
Donaldson
DCI
$11.1B
| $379K | ﹤0.01% |
9,806
+5,977
| +156% | +$237K |
|
2272
Ecolab
ECL
$77.4B
| $379K | ﹤0.01% |
3,624
+2,506
| +224% | +$274K |
|
2273
PG&E
PCG
$39.3B
| $379K | ﹤0.01% |
7,128
+2,864
| +67% | +$142K |
|
2274
Vertex Pharmaceuticals
VRTX
$128B
| $379K | ﹤0.01% |
+3,192
| New | +$360K |
|
|
SWIR
2275
CALL
DELISTED
Sierra Wireless
SWIR
| $379K | ﹤0.01% |
8,000
-12,300
| -61% | -$423K |
|
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.