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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 | |
|---|---|---|---|---|---|---|
651
PUT
RTX Corp
RTX
$302B
| $5.63M | 0.02% |
77,702
-46,081
| -37% | -$3.14M |
|
652
CALL
Advanced Micro Devices
AMD
$774B
| $5.61M | 0.02% |
2,099,900
+296,700
| +16% | +$815K |
|
653
Yum! Brands
YUM
$39.5B
| $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
$116B
| $5.57M | 0.02% |
77,139
+77,095
| +175,216% | +$5.36M |
|
656
CALL
Elevance Health
ELV
$84.7B
| $5.55M | 0.02% |
44,200
-124,900
| -74% | -$15.4M |
|
657
CALL
Radian Group
RDN
$4.86B
| $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
$75.2B
| $5.49M | 0.02% |
50,100
-500
| -1% | -$54.8K |
|
661
PUT
CME Group
CME
$93.2B
| $5.49M | 0.02% |
61,900
-44,200
| -42% | -$3.75M |
|
662
PUT
Vanguard S&P 500 ETF
VOO
$1.03T
| $5.48M | 0.02% |
+29,100
| New | +$5.36M |
|
663
PUT
Trane Technologies
TT
$106B
| $5.46M | 0.02% |
86,100
-20,600
| -19% | -$1.26M |
|
664
CALL
Lumen
LUMN
$6.58B
| $5.41M | 0.02% |
136,700
+24,800
| +22% | +$992K |
|
665
CALL
General Mills
GIS
$20.2B
| $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
$22.3B
| $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
$25.2B
| $5.32M | 0.02% |
248,019
-473,678
| -66% | -$9.45M |
|
670
D.R. Horton
DHI
$42.2B
| $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
$18.4B
| $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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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.