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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 | |
|---|---|---|---|---|---|---|
|
RKUS
2451
CALL
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
| $309K | ﹤0.01% |
25,700
-15,200
| -37% | -$184K |
|
2452
PUT
AutoNation
AN
$6.92B
| $308K | ﹤0.01% |
5,100
+3,300
| +183% | +$185K |
|
2453
PUT
CACI
CACI
$14.8B
| $308K | ﹤0.01% |
3,600
| – | – |
|
2454
CALL
SM Energy
SM
$8.03B
| $308K | ﹤0.01% |
8,000
+7,300
| +1,043% | +$366K |
|
|
CAMP
2455
CALL
DELISTED
CalAmp Corp.
CAMP
| $308K | ﹤0.01% |
730
-6,557
| -90% | -$2.8M |
|
2456
CALL
Honda
HMC
$41B
| $307K | ﹤0.01% |
+10,400
| New | +$323K |
|
2457
PUT
SiriusXM
SIRI
$9.59B
| $307K | ﹤0.01% |
8,780
+7,470
| +570% | +$257K |
|
2458
CALL
W.W. Grainger
GWW
$62.3B
| $306K | ﹤0.01% |
1,200
-1,900
| -61% | -$469K |
|
2459
PUT
Pentair
PNR
$10.6B
| $306K | ﹤0.01% |
6,849
-9,083
| -57% | -$399K |
|
2460
Frontline
FRO
$9.17B
| $305K | ﹤0.01% |
+24,270
| New | +$198K |
|
|
IRBT
2461
DELISTED
iRobot
IRBT
| $305K | ﹤0.01% |
8,778
-1,219
| -12% | -$41.8K |
|
|
RST
2462
CALL
DELISTED
ROSETTA STONE INC
RST
| $305K | ﹤0.01% |
+31,200
| New | +$293K |
|
2463
PUT
Quanta Services
PWR
$103B
| $304K | ﹤0.01% |
10,700
-9,600
| -47% | -$302K |
|
2464
PUT
Tronox
TROX
$952M
| $304K | ﹤0.01% |
12,700
+7,400
| +140% | +$171K |
|
|
PLL
2465
PUT
DELISTED
PALL CORP
PLL
| $304K | ﹤0.01% |
+3,000
| New | +$277K |
|
|
RHT
2466
DELISTED
Red Hat Inc
RHT
| $304K | ﹤0.01% |
+4,395
| New | +$266K |
|
2467
Canadian Pacific Kansas City
CP
$82.2B
| $303K | ﹤0.01% |
+7,860
| New | +$311K |
|
|
CONN
2468
CALL
DELISTED
Conn's Inc.
CONN
| $303K | ﹤0.01% |
16,200
-56,200
| -78% | -$1.59M |
|
|
PLKI
2469
CALL
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
| $303K | ﹤0.01% |
+5,400
| New | +$267K |
|
|
2470
Pentair
PNR
$10.6B
| $302K | ﹤0.01% |
+6,760
| New | +$297K |
|
|
TCS
2471
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
| $302K | ﹤0.01% |
+1,054
| New | +$305K |
|
|
TIVO
2472
DELISTED
TIVO INC
TIVO
| $302K | ﹤0.01% |
25,499
-18,350
| -42% | -$229K |
|
2473
PUT
Cal-Maine
CALM
$3.8B
| $301K | ﹤0.01% |
7,700
-9,100
| -54% | -$387K |
|
2474
CALL
Coeur Mining
CDE
$19.3B
| $301K | ﹤0.01% |
58,900
+56,000
| +1,931% | +$250K |
|
2475
PUT
Vail Resorts
MTN
$5.28B
| $301K | ﹤0.01% |
3,300
-5,600
| -63% | -$486K |
|
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TI
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.