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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 | |
|---|---|---|---|---|---|---|
2301
TSMC
TSM
$2.21T
| $366K | ﹤0.01% |
16,360
+13,535
| +479% | +$295K |
|
|
ECOM
2302
PUT
DELISTED
CHANNELADVISOR CORPORATION
ECOM
| $366K | ﹤0.01% |
+17,000
| New | +$291K |
|
|
PLCM
2303
CALL
DELISTED
POLYCOM INC
PLCM
| $366K | ﹤0.01% |
27,100
+10,500
| +63% | +$134K |
|
|
LLTC
2304
DELISTED
Linear Technology Corp
LLTC
| $365K | ﹤0.01% |
8,014
-72,163
| -90% | -$3.14M |
|
|
AIRM
2305
CALL
DELISTED
Air Methods Corp
AIRM
| $365K | ﹤0.01% |
8,300
+6,300
| +315% | +$295K |
|
2306
Melco Resorts & Entertainment
MLCO
$2.17B
| $364K | ﹤0.01% |
14,343
-257,627
| -95% | -$6.45M |
|
2307
Assurant
AIZ
$13.9B
| $363K | ﹤0.01% |
+5,311
| New | +$354K |
|
2308
PUT
NatWest
NWG
$76B
| $363K | ﹤0.01% |
27,857
+26,000
| +1,400% | +$333K |
|
|
CBL
2309
CALL
DELISTED
CBL& Associates Properties, Inc.
CBL
| $363K | ﹤0.01% |
18,700
+16,400
| +713% | +$309K |
|
2310
CALL
Five Below
FIVE
$13.5B
| $362K | ﹤0.01% |
8,900
+7,300
| +456% | +$295K |
|
2311
PUT
iShares Core S&P Mid-Cap ETF
IJH
$129B
| $362K | ﹤0.01% |
12,500
+8,500
| +213% | +$239K |
|
2312
PUT
Acadia Healthcare
ACHC
$2.87B
| $361K | ﹤0.01% |
5,900
+2,700
| +84% | +$157K |
|
|
PARA
2313
DELISTED
Paramount Global Class B
PARA
| $361K | ﹤0.01% |
6,528
-17,055
| -72% | -$908K |
|
2314
Affiliated Managers Group
AMG
$9.89B
| $360K | ﹤0.01% |
1,695
+1,504
| +787% | +$299K |
|
2315
PUT
Brunswick
BC
$5.36B
| $360K | ﹤0.01% |
7,000
-9,100
| -57% | -$426K |
|
2316
Dollar Tree
DLTR
$24.9B
| $360K | ﹤0.01% |
5,122
+4,782
| +1,406% | +$301K |
|
2317
PUT
Diamondback Energy
FANG
$56.7B
| $360K | ﹤0.01% |
6,000
-34,000
| -85% | -$2.16M |
|
2318
CALL
Roper Technologies
ROP
$39.5B
| $360K | ﹤0.01% |
2,300
-2,300
| -50% | -$353K |
|
2319
CALL
Veeva Systems
VEEV
$39.6B
| $360K | ﹤0.01% |
13,600
+12,100
| +807% | +$340K |
|
|
INFN
2320
DELISTED
Infinera Corporation Common Stock
INFN
| $360K | ﹤0.01% |
24,465
+21,470
| +717% | +$284K |
|
|
GWR
2321
PUT
DELISTED
Genesee & Wyoming Inc.
GWR
| $360K | ﹤0.01% |
+4,000
| New | +$370K |
|
2322
L3Harris
LHX
$54.3B
| $359K | ﹤0.01% |
5,005
-11,483
| -70% | -$794K |
|
2323
CALL
Packaging Corp of America
PKG
$22.8B
| $359K | ﹤0.01% |
4,600
-54,900
| -92% | -$3.94M |
|
|
ETP
2324
DELISTED
Energy Transfer Partners L.p.
ETP
| $359K | ﹤0.01% |
5,524
-121,731
| -96% | -$7.78M |
|
2325
Canadian Imperial Bank of Commerce
CM
$113B
| $358K | ﹤0.01% |
+8,423
| New | +$373K |
|
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.