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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 | |
|---|---|---|---|---|---|---|
676
CALL
Humana
HUM
$48B
| $5.25M | 0.02% |
36,600
-57,600
| -61% | -$7.87M |
|
|
JCP
677
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
| $5.24M | 0.02% |
808,600
+577,900
| +250% | +$4.24M |
|
|
ALTR
678
DELISTED
Altera Corp
ALTR
| $5.22M | 0.02% |
141,403
-54,991
| -28% | -$1.95M |
|
679
PUT
Herc Holdings
HRI
$4.84B
| $5.19M | 0.02% |
69,400
+45,833
| +194% | +$3.1M |
|
680
PUT
WisdomTree India Earnings Fund ETF
EPI
$2B
| $5.19M | 0.02% |
235,300
-304,900
| -56% | -$6.85M |
|
681
CALL
Transocean
RIG
$6.38B
| $5.18M | 0.02% |
282,700
+225,600
| +395% | +$5.64M |
|
682
PUT
Cleveland-Cliffs
CLF
$6.9B
| $5.18M | 0.02% |
725,600
+686,700
| +1,765% | +$5.97M |
|
683
PUT
lululemon athletica
LULU
$11B
| $5.15M | 0.02% |
92,400
-199,100
| -68% | -$9.08M |
|
684
CALL
Pultegroup
PHM
$22.7B
| $5.12M | 0.01% |
238,700
-207,400
| -46% | -$4.14M |
|
685
PUT
Mattel
MAT
$3.93B
| $5.08M | 0.01% |
164,300
-55,300
| -25% | -$1.7M |
|
686
General Dynamics
GD
$95.4B
| $5.05M | 0.01% |
36,711
+25,574
| +230% | +$3.48M |
|
687
CALL
Carnival Corporation Ltd
CCL
$31.1B
| $5.01M | 0.01% |
110,600
+28,200
| +34% | +$1.15M |
|
688
Baidu
BIDU
$31.4B
| $4.96M | 0.01% |
21,781
+20,472
| +1,564% | +$4.69M |
|
689
PUT
Lincoln National
LNC
$8.34B
| $4.96M | 0.01% |
86,000
+17,000
| +25% | +$925K |
|
690
PUT
Molson Coors Class B
TAP
$7.18B
| $4.93M | 0.01% |
66,200
+65,000
| +5,417% | +$4.82M |
|
691
PUT
iShares MSCI France ETF
EWQ
$332M
| $4.93M | 0.01% |
+200,000
| New | +$5.06M |
|
692
Lockheed Martin
LMT
$121B
| $4.91M | 0.01% |
25,496
+24,870
| +3,973% | +$4.62M |
|
693
Ulta Beauty
ULTA
$23.2B
| $4.88M | 0.01% |
38,153
+19,767
| +108% | +$2.42M |
|
|
PNRA
694
DELISTED
Panera Bread Co
PNRA
| $4.87M | 0.01% |
27,880
-2,121
| -7% | -$354K |
|
695
CALL
Vipshop
VIPS
$5.95B
| $4.84M | 0.01% |
247,600
-8,400
| -3% | -$177K |
|
696
Home Depot
HD
$310B
| $4.82M | 0.01% |
45,943
-24,741
| -35% | -$2.4M |
|
697
PUT
Accenture
ACN
$108B
| $4.82M | 0.01% |
54,000
-184,500
| -77% | -$15.3M |
|
698
CALL
Coca-Cola Europacific Partners
CCEP
$45.8B
| $4.82M | 0.01% |
108,900
-11,200
| -9% | -$483K |
|
|
TIF
699
DELISTED
Tiffany & Co.
TIF
| $4.8M | 0.01% |
44,891
-8,443
| -16% | -$844K |
|
|
VMW
700
CALL
DELISTED
VMware, Inc
VMW
| $4.79M | 0.01% |
58,000
+41,700
| +256% | +$3.56M |
|
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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.