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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 | |
|---|---|---|---|---|---|---|
1426
Host Hotels & Resorts
HST
$15.6B
| $1.12M | ﹤0.01% |
+47,180
| New | +$1.07M |
|
1427
Stratasys
SSYS
$767M
| $1.12M | ﹤0.01% |
13,467
+11,181
| +489% | +$1.14M |
|
1428
PUT
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$278M
| – | – |
0
| – | – |
|
1429
CALL
TJX Companies
TJX
$169B
| $1.12M | ﹤0.01% |
32,600
-22,600
| -41% | -$720K |
|
1430
CALL
Abercrombie & Fitch
ANF
$4.99B
| $1.12M | ﹤0.01% |
39,000
+8,100
| +26% | +$249K |
|
1431
CALL
Travelers Companies
TRV
$77.2B
| $1.11M | ﹤0.01% |
10,500
-22,900
| -69% | -$2.31M |
|
1432
PUT
Louisiana-Pacific
LPX
$5.15B
| $1.11M | ﹤0.01% |
67,000
+34,900
| +109% | +$522K |
|
1433
PUT
FTI Consulting
FCN
$4.24B
| $1.11M | ﹤0.01% |
28,700
+21,400
| +293% | +$814K |
|
|
BRFS
1434
CALL
DELISTED
BRF SA
BRFS
| $1.11M | ﹤0.01% |
47,500
+47,100
| +11,775% | +$1.15M |
|
|
SE
1435
DELISTED
Spectra Energy Corp Wi
SE
| $1.11M | ﹤0.01% |
+30,519
| New | +$1.15M |
|
|
CAVM
1436
PUT
DELISTED
Cavium, Inc.
CAVM
| $1.1M | ﹤0.01% |
17,800
+15,800
| +790% | +$836K |
|
1437
Automatic Data Processing
ADP
$110B
| $1.1M | ﹤0.01% |
13,194
+12,661
| +2,375% | +$1.03M |
|
1438
Devon Energy
DVN
$48.8B
| $1.1M | ﹤0.01% |
+17,971
| New | +$1.09M |
|
1439
CALL
Nasdaq
NDAQ
$53.5B
| $1.1M | ﹤0.01% |
68,700
+62,100
| +941% | +$913K |
|
1440
Honeywell
HON
$74.6B
| $1.1M | ﹤0.01% |
12,224
-19,134
| -61% | -$1.65M |
|
|
1441
PUT
Automatic Data Processing
ADP
$110B
| $1.09M | ﹤0.01% |
13,100
+7,974
| +156% | +$646K |
|
|
CMA
1442
PUT
DELISTED
Comerica
CMA
| $1.09M | ﹤0.01% |
23,300
+18,700
| +407% | +$878K |
|
1443
Ventas
VTR
$45.7B
| $1.09M | ﹤0.01% |
+13,319
| New | +$1.05M |
|
|
SE
1444
PUT
DELISTED
Spectra Energy Corp Wi
SE
| $1.09M | ﹤0.01% |
30,000
+23,500
| +362% | +$885K |
|
1445
PUT
TechnipFMC
FTI
$29.5B
| $1.09M | ﹤0.01% |
31,181
+16,800
| +117% | +$637K |
|
1446
PUT
Teekay
TK
$1.03B
| $1.08M | ﹤0.01% |
21,300
-22,500
| -51% | -$1.22M |
|
1447
CALL
Unisys
UIS
$210M
| $1.08M | ﹤0.01% |
36,700
-109,600
| -75% | -$2.76M |
|
1448
Vanguard Real Estate ETF
VNQ
$39.1B
| $1.08M | ﹤0.01% |
13,381
+10,279
| +331% | +$806K |
|
1449
PUT
Plains All American Pipeline
PAA
$16.4B
| $1.08M | ﹤0.01% |
21,100
+11,500
| +120% | +$611K |
|
|
SONC
1450
DELISTED
Sonic Corp
SONC
| $1.08M | ﹤0.01% |
39,751
+36,445
| +1,102% | +$924K |
|
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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.