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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 | |
|---|---|---|---|---|---|---|
826
AutoZone
AZO
$49.6B
| $3.63M | 0.01% |
5,869
-40,332
| -87% | -$22.7M |
|
827
Zoetis
ZTS
$29.9B
| $3.63M | 0.01% |
84,290
+26,074
| +45% | +$1.06M |
|
828
PUT
iShares US Financials ETF
IYF
$4.41B
| $3.63M | 0.01% |
80,400
+76,400
| +1,910% | +$3.32M |
|
829
Harley-Davidson
HOG
$2.7B
| $3.61M | 0.01% |
54,720
+47,664
| +676% | +$3.08M |
|
830
Herc Holdings
HRI
$5.62B
| $3.61M | 0.01% |
48,215
+9,326
| +24% | +$630K |
|
|
IPHI
831
DELISTED
INPHI CORPORATION
IPHI
| $3.6M | 0.01% |
+195,000
| New | +$2.85M |
|
832
PUT
Honeywell
HON
$73.6B
| $3.59M | 0.01% |
39,953
-157,029
| -80% | -$13.5M |
|
|
CHL
833
DELISTED
China Mobile Limited
CHL
| $3.58M | 0.01% |
60,790
+48,657
| +401% | +$2.91M |
|
|
MWE
834
CALL
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
| $3.58M | 0.01% |
53,200
+26,800
| +102% | +$1.87M |
|
835
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $3.57M | 0.01% |
+30,000
| New | +$3.69M |
|
|
AOL
836
CALL
DELISTED
AOL INC COMMON STOCK
AOL
| $3.56M | 0.01% |
77,100
-37,300
| -33% | -$1.64M |
|
837
PUT
HDFC Bank
HDB
$119B
| $3.55M | 0.01% |
+280,000
| New | +$3.53M |
|
838
CALL
Fossil Group
FOSL
$313M
| $3.54M | 0.01% |
32,000
-24,700
| -44% | -$2.58M |
|
|
ACAS
839
CALL
DELISTED
American Capital Ltd
ACAS
| $3.54M | 0.01% |
242,000
-35,100
| -13% | -$513K |
|
|
JWN
840
PUT
DELISTED
Nordstrom
JWN
| $3.53M | 0.01% |
44,500
+37,900
| +574% | +$2.78M |
|
|
DATA
841
PUT
DELISTED
Tableau Software, Inc.
DATA
| $3.52M | 0.01% |
41,600
-52,300
| -56% | -$4.16M |
|
|
JCP
842
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
| $3.52M | 0.01% |
542,700
-602,000
| -53% | -$4.42M |
|
|
MJN
843
DELISTED
Mead Johnson Nutrition Company
MJN
| $3.5M | 0.01% |
34,864
+30,976
| +797% | +$3.09M |
|
844
CALL
Dollar Tree
DLTR
$24.7B
| $3.5M | 0.01% |
49,700
+28,400
| +133% | +$1.79M |
|
|
HOT
845
PUT
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $3.49M | 0.01% |
43,100
-33,900
| -44% | -$2.64M |
|
|
TAHO
846
CALL
DELISTED
Tahoe Resources Inc
TAHO
| $3.49M | 0.01% |
251,500
+165,000
| +191% | +$2.78M |
|
847
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.3B
| $3.49M | 0.01% |
19,600
-1,900
| -9% | -$329K |
|
|
GRMN
848
Garmin
GRMN
$59.9B
| $3.48M | 0.01% |
65,912
+60,468
| +1,111% | +$3.29M |
|
849
PUT
Applied Materials
AMAT
$437B
| $3.48M | 0.01% |
139,700
+133,900
| +2,309% | +$3.02M |
|
850
APA Corp
APA
$14.1B
| $3.44M | 0.01% |
54,925
+53,274
| +3,227% | +$3.79M |
|
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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.