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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 | |
|---|---|---|---|---|---|---|
651
PUT
RTX Corp
RTX
$266B
| $5.63M | 0.02% |
77,702
-46,081
| -37% | -$3.14M |
|
652
CALL
Advanced Micro Devices
AMD
$851B
| $5.61M | 0.02% |
2,099,900
+296,700
| +16% | +$815K |
|
653
Yum! Brands
YUM
$39.6B
| $5.61M | 0.02% |
107,042
-64,858
| -38% | -$3.38M |
|
|
RTN
654
CALL
DELISTED
Raytheon Company
RTN
| $5.59M | 0.02% |
51,700
+46,700
| +934% | +$4.82M |
|
655
Medtronic
MDT
$118B
| $5.57M | 0.02% |
77,139
+77,095
| +175,216% | +$5.36M |
|
656
CALL
Elevance Health
ELV
$86.1B
| $5.55M | 0.02% |
44,200
-124,900
| -74% | -$15.4M |
|
657
CALL
Radian Group
RDN
$4.81B
| $5.52M | 0.02% |
330,500
-199,700
| -38% | -$3.22M |
|
|
S
658
PUT
DELISTED
Sprint Corporation
S
| $5.52M | 0.02% |
1,330,500
+1,316,900
| +9,683% | +$6.79M |
|
|
GNC
659
PUT
DELISTED
GNC Holdings, Inc.
GNC
| $5.51M | 0.02% |
117,300
-10,400
| -8% | -$436K |
|
660
CALL
Norfolk Southern
NSC
$72.6B
| $5.49M | 0.02% |
50,100
-500
| -1% | -$54.8K |
|
661
PUT
CME Group
CME
$98.8B
| $5.49M | 0.02% |
61,900
-44,200
| -42% | -$3.75M |
|
662
PUT
Vanguard S&P 500 ETF
VOO
$1.04T
| $5.48M | 0.02% |
+29,100
| New | +$5.36M |
|
663
PUT
Trane Technologies
TT
$97.7B
| $5.46M | 0.02% |
86,100
-20,600
| -19% | -$1.26M |
|
664
CALL
Lumen
LUMN
$7.03B
| $5.41M | 0.02% |
136,700
+24,800
| +22% | +$992K |
|
665
CALL
General Mills
GIS
$19.8B
| $5.4M | 0.02% |
101,300
-4,200
| -4% | -$217K |
|
|
ESRX
666
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $5.4M | 0.02% |
63,800
-83,200
| -57% | -$6.5M |
|
667
Southwest Airlines
LUV
$18.9B
| $5.34M | 0.02% |
126,229
+122,022
| +2,900% | +$4.56M |
|
|
ADT
668
CALL
DELISTED
ADT Corp
ADT
| $5.33M | 0.02% |
147,200
+73,500
| +100% | +$2.53M |
|
669
Pultegroup
PHM
$22.7B
| $5.32M | 0.02% |
248,019
-473,678
| -66% | -$9.45M |
|
670
D.R. Horton
DHI
$38.9B
| $5.31M | 0.02% |
210,043
-484,908
| -70% | -$11.3M |
|
|
APOL
671
CALL
DELISTED
Apollo Education Group Inc Class A
APOL
| $5.3M | 0.02% |
155,500
-28,600
| -16% | -$843K |
|
672
PUT
Tractor Supply
TSCO
$17.7B
| $5.29M | 0.02% |
335,500
+304,000
| +965% | +$4.36M |
|
|
SDRL
673
CALL
DELISTED
Seadrill Limited Common Stock
SDRL
| $5.28M | 0.02% |
1,651
+1,402
| +563% | +$7.04M |
|
|
KRFT
674
CALL
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $5.27M | 0.02% |
84,100
-15,100
| -15% | -$884K |
|
|
VMW
675
PUT
DELISTED
VMware, Inc
VMW
| $5.26M | 0.02% |
63,700
-62,900
| -50% | -$5.37M |
|
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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'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.