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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
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$34.3B
AUM Growth
+$2.76B
(+8.7%)
Cap. Flow
+$756M
Cap. Flow
% of AUM
2.21%
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 | Miscellaneous | 92.48% |
| 2 | Technology | 1.89% |
| 3 | Consumer Discretionary | 1.28% |
| 4 | Financials | 0.92% |
| 5 | Industrials | 0.77% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
DTV
301
DELISTED
DIRECTV COM STK (DE)
DTV
| $19.7M | 0.06% |
227,536
+24,732
| +12% | +$2.13M |
|
302
Caterpillar
CAT
$378B
| $19.7M | 0.06% |
215,009
-85,870
| -29% | -$8.36M |
|
303
PUT
Occidental Petroleum
OXY
$60.6B
| $19.4M | 0.06% |
241,611
-308,562
| -56% | -$25.6M |
|
304
PUT
Aflac
AFL
$57.7B
| $19.3M | 0.06% |
633,400
+391,000
| +161% | +$11.5M |
|
305
CALL
Johnson & Johnson
JNJ
$649B
| $19M | 0.06% |
+182,000
| New | +$19.2M |
|
306
CALL
APA Corp
APA
$15.3B
| $19M | 0.06% |
302,500
-604,100
| -67% | -$43M |
|
307
CALL
Cadence Design Systems
CDNS
$78.2B
| $18.9M | 0.06% |
995,000
+10,000
| +1% | +$179K |
|
308
PUT
Intuit
INTU
$87.2B
| $18.8M | 0.05% |
203,500
-8,600
| -4% | -$765K |
|
309
CALL
Blackstone
BX
$101B
| $18.6M | 0.05% |
561,265
+90,181
| +19% | +$2.82M |
|
310
CALL
Abbott
ABT
$183B
| $18.6M | 0.05% |
412,700
+184,700
| +81% | +$8.05M |
|
|
CHK
311
CALL
DELISTED
Chesapeake Energy Corporation
CHK
| $18.5M | 0.05% |
4,729
-1,896
| -29% | -$7.87M |
|
312
PUT
Nokia
NOK
$59.6B
| $18.4M | 0.05% |
2,339,900
-676,000
| -22% | -$5.46M |
|
|
TIF
313
PUT
DELISTED
Tiffany & Co.
TIF
| $18.4M | 0.05% |
171,800
+43,100
| +33% | +$4.31M |
|
314
PUT
Western Digital
WDC
$172B
| $18.2M | 0.05% |
217,766
+9,129
| +4% | +$689K |
|
315
PUT
Kohl's
KSS
$2.11B
| $18.2M | 0.05% |
298,200
+143,700
| +93% | +$8.31M |
|
316
CALL
United Airlines
UAL
$35.1B
| $18.2M | 0.05% |
271,600
+189,100
| +229% | +$10.5M |
|
317
CALL
The Mosaic Company
MOS
$8.43B
| $18.1M | 0.05% |
396,300
+304,300
| +331% | +$13.5M |
|
|
ATVI
318
CALL
DELISTED
Activision Blizzard
ATVI
| $17.8M | 0.05% |
882,400
+565,500
| +178% | +$11.4M |
|
319
PUT
JD.com
JD
$37.4B
| $17.6M | 0.05% |
760,000
+401,500
| +112% | +$9.89M |
|
320
Dollar General
DG
$28.2B
| $17.5M | 0.05% |
247,629
+247,122
| +48,742% | +$16.1M |
|
321
CALL
Yum! Brands
YUM
$40.8B
| $17.4M | 0.05% |
333,145
+189,872
| +133% | +$9.89M |
|
322
PUT
Capital One
COF
$131B
| $17.4M | 0.05% |
211,300
-61,300
| -22% | -$4.99M |
|
323
Verizon
VZ
$209B
| $17.3M | 0.05% |
+369,889
| New | +$18.1M |
|
324
CALL
LyondellBasell Industries
LYB
$20.9B
| $17.2M | 0.05% |
217,200
+213,100
| +5,198% | +$18.5M |
|
325
CALL
Gilead Sciences
GILD
$182B
| $17.1M | 0.05% |
+181,900
| New | +$18.8M |
|
Similar funds
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's Q4 2014 filing shows 2,582 new, 1,916 increased, 1,653 reduced and 442 closed positions. Its largest new stake was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M. The largest sale was Walgreens Boots Alliance, an estimated $50.6M.
By sector, the portfolio is most concentrated in Miscellaneous at 92% of assets, down from 93% a quarter earlier, followed by Technology and Consumer Discretionary.
- 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.