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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 | |
|---|---|---|---|---|---|---|
|
AHD
976
PUT
DELISTED
ATLAS ENERGY L P COM UNITS REPSTG LTD PARTNER INT (DE)
AHD
| $2.49M | 0.01% |
79,900
+76,900
| +2,563% | +$2.39M |
|
977
PUT
Dominion Energy
D
$60.3B
| $2.48M | 0.01% |
32,200
-19,500
| -38% | -$1.41M |
|
978
PUT
Suncor Energy
SU
$76.5B
| $2.45M | 0.01% |
77,100
+47,300
| +159% | +$1.56M |
|
979
CALL
Illinois Tool Works
ITW
$82.9B
| $2.44M | 0.01% |
25,800
+20,400
| +378% | +$1.86M |
|
980
CALL
Harley-Davidson
HOG
$2.9B
| $2.43M | 0.01% |
36,900
-10,600
| -22% | -$684K |
|
|
SWFT
981
DELISTED
Swift Transportation Company
SWFT
| $2.42M | 0.01% |
+84,454
| New | +$2.15M |
|
|
TLM
982
CALL
DELISTED
TALISMAN ENERGY INC
TLM
| $2.42M | 0.01% |
308,600
+262,600
| +571% | +$1.65M |
|
|
GRA
983
PUT
DELISTED
W.R. Grace & Co.
GRA
| $2.42M | 0.01% |
25,300
+22,100
| +691% | +$2.06M |
|
984
Nucor
NUE
$61.8B
| $2.41M | 0.01% |
49,136
+47,933
| +3,984% | +$2.49M |
|
985
Intuit
INTU
$98B
| $2.41M | 0.01% |
26,099
+5,936
| +29% | +$528K |
|
986
PUT
Vanguard Real Estate ETF
VNQ
$39.1B
| $2.4M | 0.01% |
29,600
+10,900
| +58% | +$855K |
|
|
JOYY
987
PUT
JOYY Inc
JOYY
$3.64B
| $2.39M | 0.01% |
38,500
-101,300
| -72% | -$7.39M |
|
988
NCR Voyix
VYX
$1.17B
| $2.38M | 0.01% |
133,238
+130,219
| +4,313% | +$2.29M |
|
|
NAV
989
CALL
DELISTED
Navistar International
NAV
| $2.38M | 0.01% |
71,300
+25,800
| +57% | +$889K |
|
990
CALL
Enterprise Products Partners
EPD
$82.1B
| $2.38M | 0.01% |
65,800
+18,400
| +39% | +$680K |
|
991
CALL
Sinclair Inc
SBGI
$1.03B
| $2.38M | 0.01% |
86,900
-20,200
| -19% | -$550K |
|
992
CALL
Dick's Sporting Goods
DKS
$18.1B
| $2.38M | 0.01% |
47,800
-14,600
| -23% | -$683K |
|
|
CVC
993
CALL
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $2.38M | 0.01% |
+115,100
| New | +$2.19M |
|
994
CALL
Altria Group
MO
$109B
| $2.38M | 0.01% |
48,200
-830,300
| -95% | -$40.4M |
|
995
PUT
Sprouts Farmers Market
SFM
$7.71B
| $2.37M | 0.01% |
69,700
+45,000
| +182% | +$1.37M |
|
|
SPWR
996
DELISTED
SunPower Corporation Common Stock
SPWR
| $2.37M | 0.01% |
139,943
-186,658
| -57% | -$3.46M |
|
997
PUT
Radian Group
RDN
$4.92B
| $2.36M | 0.01% |
141,200
-18,700
| -12% | -$302K |
|
|
FITB
998
Fifth Third Bancorp
FITB
$52.5B
| $2.36M | 0.01% |
115,684
-12,471
| -10% | -$248K |
|
999
PUT
T. Rowe Price
TROW
$23.7B
| $2.34M | 0.01% |
+27,200
| New | +$2.22M |
|
1000
CALL
Urban Outfitters
URBN
$6.53B
| $2.33M | 0.01% |
66,400
+3,600
| +6% | +$117K |
|
Similar funds
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.