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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 | |
|---|---|---|---|---|---|---|
1501
PUT
Centene
CNC
$32.6B
| $1.02M | ﹤0.01% |
39,200
-1,600
| -4% | -$37.3K |
|
1502
CALL
Conagra Brands
CAG
$7.39B
| $1.01M | ﹤0.01% |
35,980
+28,270
| +367% | +$774K |
|
1503
CALL
Sempra
SRE
$56.5B
| $1.01M | ﹤0.01% |
18,200
+3,600
| +25% | +$196K |
|
1504
PUT
HCA Healthcare
HCA
$89.8B
| $1.01M | ﹤0.01% |
13,800
-107,600
| -89% | -$7.56M |
|
1505
El Pollo Loco
LOCO
$463M
| $1.01M | ﹤0.01% |
+50,676
| New | +$1.53M |
|
1506
PUT
Rockwell Automation
ROK
$50.1B
| $1.01M | ﹤0.01% |
9,100
-900
| -9% | -$98.7K |
|
1507
Macerich
MAC
$6.99B
| $1.01M | ﹤0.01% |
12,119
+11,264
| +1,317% | +$829K |
|
1508
CALL
Prologis
PLD
$134B
| $1.01M | ﹤0.01% |
23,500
+10,400
| +79% | +$427K |
|
1509
CALL
TSMC
TSM
$2.23T
| $1.01M | ﹤0.01% |
45,100
+41,100
| +1,028% | +$895K |
|
1510
HP
HPQ
$28.6B
| $1.01M | ﹤0.01% |
55,279
-203,236
| -79% | -$3.41M |
|
1511
PUT
Omnicom Group
OMC
$23.5B
| $1.01M | ﹤0.01% |
13,000
-43,800
| -77% | -$3.19M |
|
1512
CALL
Skyworks Solutions
SWKS
$10.5B
| $1M | ﹤0.01% |
13,800
-316,800
| -96% | -$19.7M |
|
1513
CALL
Diageo
DEO
$52.8B
| $1M | ﹤0.01% |
+8,800
| New | +$1.02M |
|
1514
CALL
iShares Latin America 40 ETF
ILF
$3.69B
| $1M | ﹤0.01% |
31,500
+22,500
| +250% | +$782K |
|
|
CB
1515
DELISTED
CHUBB CORPORATION
CB
| $999K | ﹤0.01% |
9,658
+9,608
| +19,216% | +$956K |
|
1516
Bath & Body Works
BBWI
$3.76B
| $997K | ﹤0.01% |
14,255
+13,818
| +3,162% | +$853K |
|
1517
CALL
Cimpress
CMPR
$2.4B
| $996K | ﹤0.01% |
13,300
-31,800
| -71% | -$2.06M |
|
|
IRBT
1518
CALL
DELISTED
iRobot
IRBT
| $996K | ﹤0.01% |
28,700
+12,900
| +82% | +$443K |
|
|
NILE
1519
PUT
DELISTED
Blue Nile, Inc.
NILE
| $995K | ﹤0.01% |
27,600
-9,100
| -25% | -$301K |
|
1520
Vanguard FTSE Europe ETF
VGK
$31.1B
| $993K | ﹤0.01% |
+18,953
| New | +$1.01M |
|
1521
PACCAR
PCAR
$69B
| $992K | ﹤0.01% |
21,879
+16,680
| +321% | +$720K |
|
1522
Macy's
M
$6.26B
| $991K | ﹤0.01% |
+15,065
| New | +$911K |
|
|
CRR
1523
PUT
DELISTED
Carbo Ceramics Inc.
CRR
| $986K | ﹤0.01% |
24,600
+18,900
| +332% | +$882K |
|
|
MDC
1524
PUT
DELISTED
M.D.C. Holdings, Inc.
MDC
| $985K | ﹤0.01% |
51,665
-197,075
| -79% | -$3.61M |
|
1525
SL Green Realty
SLG
$4B
| $983K | ﹤0.01% |
+8,529
| New | +$944K |
|
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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.