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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 | |
|---|---|---|---|---|---|---|
|
SPWR
776
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $4.03M | 0.01% |
238,212
-473,217
| -67% | -$8.78M |
|
777
iShares MSCI Australia ETF
EWA
$1.32B
| $4.02M | 0.01% |
181,391
+164,884
| +999% | +$3.92M |
|
778
PUT
ManpowerGroup
MAN
$2.64B
| $4.01M | 0.01% |
58,800
+44,700
| +317% | +$2.97M |
|
779
CALL
Fluor
FLR
$7.33B
| $3.99M | 0.01% |
65,900
-90,100
| -58% | -$5.7M |
|
|
RHT
780
CALL
DELISTED
Red Hat Inc
RHT
| $3.99M | 0.01% |
57,700
+9,200
| +19% | +$556K |
|
781
Capital One
COF
$129B
| $3.98M | 0.01% |
48,216
-34,297
| -42% | -$2.79M |
|
|
CA
782
PUT
DELISTED
CA, Inc.
CA
| $3.98M | 0.01% |
130,700
+128,800
| +6,779% | +$3.76M |
|
783
CALL
Zillow
ZG
$7.38B
| $3.97M | 0.01% |
112,200
-171,600
| -60% | -$6.3M |
|
784
Johnson & Johnson
JNJ
$644B
| $3.96M | 0.01% |
37,920
-18,105
| -32% | -$1.91M |
|
|
CMA
785
CALL
DELISTED
Comerica
CMA
| $3.96M | 0.01% |
84,500
+33,800
| +67% | +$1.59M |
|
786
PUT
United States Natural Gas Fund
UNG
$546M
| $3.96M | 0.01% |
16,744
+6,556
| +64% | +$2.1M |
|
787
PUT
Skyworks Solutions
SWKS
$11.5B
| $3.94M | 0.01% |
54,100
-223,200
| -80% | -$13.8M |
|
788
PUT
Stratasys
SSYS
$672M
| $3.94M | 0.01% |
47,400
-35,700
| -43% | -$3.65M |
|
789
CALL
Manitowoc
MTW
$757M
| $3.92M | 0.01% |
195,953
+41,951
| +27% | +$761K |
|
790
CALL
Hartford Financial Services
HIG
$37B
| $3.92M | 0.01% |
94,100
-548,100
| -85% | -$21.7M |
|
791
CALL
Kohl's
KSS
$1.99B
| $3.92M | 0.01% |
64,200
-29,200
| -31% | -$1.69M |
|
792
Whirlpool
WHR
$2.4B
| $3.92M | 0.01% |
20,223
+12,590
| +165% | +$2.16M |
|
793
Range Resources
RRC
$9.75B
| $3.92M | 0.01% |
73,259
-8,202
| -10% | -$530K |
|
794
PUT
Simon Property Group
SPG
$66.2B
| $3.92M | 0.01% |
21,500
-35,500
| -62% | -$6.3M |
|
|
DFS
795
PUT
DELISTED
Discover Financial Services
DFS
| $3.91M | 0.01% |
59,700
-107,400
| -64% | -$6.89M |
|
|
GRA
796
CALL
DELISTED
W.R. Grace & Co.
GRA
| $3.89M | 0.01% |
40,800
+26,300
| +181% | +$2.45M |
|
797
PUT
Itaú Unibanco
ITUB
$89.1B
| $3.89M | 0.01% |
745,828
+351,712
| +89% | +$1.98M |
|
798
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
| $3.89M | 0.01% |
+107,800
| New | +$3.7M |
|
799
PUT
Urban Outfitters
URBN
$6.64B
| $3.88M | 0.01% |
110,500
-13,600
| -11% | -$441K |
|
800
CALL
ResMed
RMD
$31.7B
| $3.86M | 0.01% |
68,800
| – | – |
|
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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.