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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 | |
|---|---|---|---|---|---|---|
451
PUT
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
| $10.4M | 0.03% |
479,467
+115,624
| +32% | +$2.42M |
|
452
CALL
Welltower
WELL
$171B
| $10.4M | 0.03% |
137,500
-144,800
| -51% | -$10.3M |
|
453
PUT
Advanced Micro Devices
AMD
$826B
| $10.3M | 0.03% |
3,875,000
-1,282,600
| -25% | -$3.52M |
|
454
PUT
3M
MMM
$86.4B
| $10.3M | 0.03% |
74,989
+30,139
| +67% | +$3.87M |
|
|
XLNX
455
DELISTED
Xilinx Inc
XLNX
| $10.2M | 0.03% |
235,945
+78,486
| +50% | +$3.4M |
|
456
PUT
iShares MSCI Australia ETF
EWA
$1.33B
| $10.2M | 0.03% |
458,600
+328,600
| +253% | +$7.82M |
|
457
PUT
BHP
BHP
$234B
| $10.2M | 0.03% |
253,798
+244,692
| +2,687% | +$11.3M |
|
458
PUT
Akamai
AKAM
$15.2B
| $10.1M | 0.03% |
160,900
+68,900
| +75% | +$4.15M |
|
|
KING
459
CALL
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $10.1M | 0.03% |
658,500
+581,100
| +751% | +$8.25M |
|
460
CALL
Cognizant
CTSH
$27B
| $10.1M | 0.03% |
192,000
+18,400
| +11% | +$919K |
|
461
CALL
Salesforce
CRM
$205B
| $10.1M | 0.03% |
170,200
+15,500
| +10% | +$914K |
|
462
MGM Resorts International
MGM
$10.2B
| $10M | 0.03% |
468,247
-319,628
| -41% | -$6.94M |
|
|
MNDT
463
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $10M | 0.03% |
316,800
-197,700
| -38% | -$6.07M |
|
464
PUT
Polaris
PII
$3.49B
| $9.98M | 0.03% |
66,000
-31,200
| -32% | -$4.68M |
|
465
PUT
Mondelez International
MDLZ
$78.7B
| $9.97M | 0.03% |
274,600
+268,400
| +4,329% | +$9.77M |
|
|
LNKD
466
DELISTED
LinkedIn Corporation
LNKD
| $9.95M | 0.03% |
43,331
-6,241
| -13% | -$1.35M |
|
467
United States Oil Fund
USO
$1.65B
| $9.94M | 0.03% |
61,011
+14,359
| +31% | +$3.18M |
|
468
CALL
Sony
SONY
$137B
| $9.91M | 0.03% |
2,422,000
+1,995,500
| +468% | +$7.87M |
|
469
AbbVie
ABBV
$440B
| $9.9M | 0.03% |
151,266
+84,116
| +125% | +$5.3M |
|
470
CALL
Healthpeak Properties
DOC
$14.1B
| $9.9M | 0.03% |
+246,830
| New | +$9.79M |
|
471
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.6B
| $9.85M | 0.03% |
417,400
-249,000
| -37% | -$5.64M |
|
472
PUT
Moody's
MCO
$83.3B
| $9.81M | 0.03% |
102,400
+101,000
| +7,214% | +$9.79M |
|
473
PUT
Crown Castle
CCI
$32.3B
| $9.8M | 0.03% |
124,500
+15,900
| +15% | +$1.27M |
|
|
DO
474
CALL
DELISTED
Diamond Offshore Drilling
DO
| $9.77M | 0.03% |
266,000
-88,900
| -25% | -$3.18M |
|
475
CALL
CVS Health
CVS
$123B
| $9.76M | 0.03% |
101,300
+81,400
| +409% | +$7.17M |
|
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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.