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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+0.52%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | 1.85% |
| 2 | Consumer Discretionary | 1.26% |
| 3 | Financials | 0.92% |
| 4 | Industrials | 0.76% |
| 5 | Energy | 0.6% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
426
CALL
Costco
COST
$419B
| $11.5M | 0.03% |
81,100
-84,800
| -51% | -$11.5M |
|
427
PUT
HF Sinclair
DINO
$15.2B
| $11.5M | 0.03% |
306,400
+208,100
| +212% | +$8.67M |
|
428
CALL
Herc Holdings
HRI
$5.72B
| $11.5M | 0.03% |
153,400
+66,567
| +77% | +$4.5M |
|
|
CTRA
429
PUT
DELISTED
Coterra Energy
CTRA
| $11.5M | 0.03% |
387,500
-65,000
| -14% | -$2.04M |
|
430
FedEx
FDX
$76.3B
| $11.5M | 0.03% |
65,982
+48,755
| +283% | +$8.25M |
|
431
PUT
United Rentals
URI
$71.2B
| $11.4M | 0.03% |
111,600
+22,300
| +25% | +$2.39M |
|
432
PUT
BlackBerry
BB
$5.26B
| $11.3M | 0.03% |
1,033,700
-470,000
| -31% | -$4.81M |
|
433
PUT
CVS Health
CVS
$120B
| $11.3M | 0.03% |
117,600
+81,800
| +228% | +$7.21M |
|
|
SUNE
434
CALL
DELISTED
SUNEDISON, INC COM
SUNE
| $11.3M | 0.03% |
579,800
+277,900
| +92% | +$5.28M |
|
|
MWV
435
CALL
DELISTED
MEADWESTVACO CORP
MWV
| $11.3M | 0.03% |
254,600
+4,600
| +2% | +$199K |
|
436
CALL
Adobe
ADBE
$105B
| $11.2M | 0.03% |
153,900
-142,800
| -48% | -$10M |
|
|
TFCFA
437
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $11.2M | 0.03% |
291,300
-497,400
| -63% | -$17.6M |
|
438
CALL
Yelp
YELP
$1.28B
| $11M | 0.03% |
201,000
+121,000
| +151% | +$7.15M |
|
439
PUT
AbbVie
ABBV
$442B
| $10.9M | 0.03% |
+167,300
| New | +$10.5M |
|
|
440
Wells Fargo
WFC
$264B
| $10.8M | 0.03% |
197,342
-472,538
| -71% | -$25M |
|
441
Salesforce
CRM
$162B
| $10.8M | 0.03% |
182,040
+17,546
| +11% | +$1.03M |
|
|
HES
442
PUT
DELISTED
Hess
HES
| $10.8M | 0.03% |
145,800
-48,500
| -25% | -$3.84M |
|
443
CALL
Home Depot
HD
$353B
| $10.8M | 0.03% |
102,600
+49,200
| +92% | +$4.78M |
|
444
PUT
Williams Companies
WMB
$88.4B
| $10.7M | 0.03% |
238,600
-263,300
| -52% | -$13.5M |
|
445
Texas Instruments
TXN
$257B
| $10.7M | 0.03% |
199,968
+103,100
| +106% | +$5.22M |
|
446
PUT
Kimberly-Clark
KMB
$36.1B
| $10.7M | 0.03% |
92,300
+45,886
| +99% | +$5.09M |
|
447
ConocoPhillips
COP
$151B
| $10.7M | 0.03% |
+154,338
| New | +$10.8M |
|
|
GRMN
448
PUT
Garmin
GRMN
$59.7B
| $10.7M | 0.03% |
201,700
+189,000
| +1,488% | +$10.3M |
|
449
General Mills
GIS
$20.2B
| $10.5M | 0.03% |
197,632
+124,701
| +171% | +$6.45M |
|
|
GOLD
450
PUT
DELISTED
Randgold Resources Ltd
GOLD
| $10.5M | 0.03% |
157,904
+13,497
| +9% | +$881K |
|
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HF
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 1.8% 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.