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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+0.52%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$34.3B
AUM Growth
+$2.76B
(+8.7%)
Cap. Flow
+$756M
Cap. Flow
% of AUM
2.21%
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 | Miscellaneous | 92.48% |
| 2 | Technology | 1.89% |
| 3 | Consumer Discretionary | 1.28% |
| 4 | Financials | 0.92% |
| 5 | Industrials | 0.77% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
BBBY
276
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $22.3M | 0.07% |
293,300
-196,400
| -40% | -$13.7M |
|
|
EMC
277
PUT
DELISTED
EMC CORPORATION
EMC
| $22.2M | 0.06% |
745,700
-995,500
| -57% | -$29M |
|
|
BHI
278
PUT
DELISTED
Baker Hughes
BHI
| $22.2M | 0.06% |
395,200
+85,700
| +28% | +$4.83M |
|
279
PUT
Nike
NKE
$56.5B
| $22.1M | 0.06% |
460,200
-32,400
| -7% | -$1.52M |
|
280
CALL
General Motors
GM
$75.3B
| $21.9M | 0.06% |
627,300
+39,400
| +7% | +$1.26M |
|
|
YHOO
281
DELISTED
Yahoo Inc
YHOO
| $21.8M | 0.06% |
+432,098
| New | +$20.3M |
|
282
CALL
Chevron
CVX
$412B
| $21.7M | 0.06% |
193,400
+40,200
| +26% | +$4.57M |
|
283
PUT
iShares US Real Estate ETF
IYR
$4.32B
| $21.7M | 0.06% |
282,200
-2,390,100
| -89% | -$179M |
|
284
CALL
VanEck Oil Services ETF
OIH
$2.1B
| $21.6M | 0.06% |
30,030
+28,285
| +1,621% | +$23.5M |
|
285
PUT
Gen Digital
GEN
$17.8B
| $21.4M | 0.06% |
835,400
-108,200
| -11% | -$2.69M |
|
286
DuPont de Nemours
DD
$17.7B
| $21.3M | 0.06% |
183,978
+180,132
| +4,684% | +$22M |
|
|
SINA
287
PUT
DELISTED
Sina Corp
SINA
| $21.2M | 0.06% |
566,300
+283,600
| +100% | +$11M |
|
288
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$302M
| $21.1M | 0.06% |
454,700
+184,000
| +68% | +$9.38M |
|
289
CALL
Caterpillar
CAT
$378B
| $21M | 0.06% |
229,700
+23,300
| +11% | +$2.27M |
|
290
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.5B
| $20.8M | 0.06% |
304,100
-113,000
| -27% | -$7.56M |
|
|
291
CALL
DuPont de Nemours
DD
$17.7B
| $20.8M | 0.06% |
179,947
+130,508
| +264% | +$15.9M |
|
292
CALL
Berkshire Hathaway Class B
BRK.B
$1.08T
| $20.6M | 0.06% |
+137,300
| New | +$19.8M |
|
293
PUT
APA Corp
APA
$15.3B
| $20.5M | 0.06% |
326,300
+50,600
| +18% | +$3.6M |
|
|
CELG
294
PUT
DELISTED
Celgene Corp
CELG
| $20.2M | 0.06% |
181,000
-50,000
| -22% | -$5.27M |
|
|
QIHU
295
PUT
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $20.2M | 0.06% |
352,800
+17,200
| +5% | +$1.13M |
|
296
Capri Holdings
CPRI
$1.49B
| $20.2M | 0.06% |
268,329
+216,265
| +415% | +$16.1M |
|
297
CALL
Newmont
NEM
$134B
| $20.1M | 0.06% |
1,064,400
+217,000
| +26% | +$4.37M |
|
298
PUT
Petrobras
PBR
$134B
| $20M | 0.06% |
2,737,900
+2,335,000
| +580% | +$25.2M |
|
299
CALL
SLB Ltd
SLB
$84.7B
| $19.9M | 0.06% |
233,400
-85,900
| -27% | -$7.9M |
|
300
PUT
The Mosaic Company
MOS
$8.43B
| $19.9M | 0.06% |
434,900
+143,900
| +49% | +$6.38M |
|
Similar funds
TI
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's Q4 2014 filing shows 2,582 new, 1,916 increased, 1,653 reduced and 442 closed positions. Its largest new stake was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M. The largest sale was Walgreens Boots Alliance, an estimated $50.6M.
By sector, the portfolio is most concentrated in Miscellaneous at 92% of assets, down from 93% a quarter earlier, followed by Technology and Consumer Discretionary.
- 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.