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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 | |
|---|---|---|---|---|---|---|
251
PUT
Under Armour
UAA
$2.3B
| $25.3M | 0.07% |
745,800
-188,400
| -20% | -$6.35M |
|
252
CALL
Seagate
STX
$186B
| $25M | 0.07% |
376,600
+233,200
| +163% | +$14.5M |
|
|
SNDK
253
CALL
DELISTED
SANDISK CORP
SNDK
| $24.9M | 0.07% |
254,300
-129,500
| -34% | -$12.4M |
|
254
Amgen
AMGN
$224B
| $24.9M | 0.07% |
156,395
+30,246
| +24% | +$4.71M |
|
255
CALL
UnitedHealth
UNH
$366B
| $24.9M | 0.07% |
246,300
+29,300
| +14% | +$2.78M |
|
|
DD
256
PUT
DELISTED
Du Pont De Nemours E I
DD
| $24.8M | 0.07% |
353,176
+75,079
| +27% | +$5.02M |
|
257
CALL
Autodesk
ADSK
$53.1B
| $24.7M | 0.07% |
410,900
-34,700
| -8% | -$2.01M |
|
258
PUT
Bristol-Myers Squibb
BMY
$130B
| $24.7M | 0.07% |
417,900
+15,000
| +4% | +$846K |
|
259
PUT
Air Products & Chemicals
APD
$68.7B
| $24.5M | 0.07% |
+183,770
| New | +$23.2M |
|
260
VanEck Gold Miners ETF
GDX
$27.4B
| $24.5M | 0.07% |
1,330,967
+388,482
| +41% | +$7.51M |
|
|
GG
261
PUT
DELISTED
Goldcorp Inc
GG
| $24.5M | 0.07% |
1,320,700
+526,100
| +66% | +$10.8M |
|
262
CALL
American Tower
AMT
$79.1B
| $24.2M | 0.07% |
244,800
+229,000
| +1,449% | +$22.5M |
|
263
PUT
Pultegroup
PHM
$25.2B
| $24.1M | 0.07% |
1,121,200
-375,200
| -25% | -$7.49M |
|
264
PUT
Ralph Lauren
RL
$23.7B
| $24M | 0.07% |
129,700
+58,200
| +81% | +$10M |
|
265
PUT
Johnson & Johnson
JNJ
$626B
| $23.7M | 0.07% |
226,900
-578,500
| -72% | -$61M |
|
|
B
266
Barrick Mining
B
$67.6B
| $23.5M | 0.07% |
2,183,268
+1,177,567
| +117% | +$14.5M |
|
267
CALL
Range Resources
RRC
$9.49B
| $23.5M | 0.07% |
439,000
+374,700
| +583% | +$24.2M |
|
268
CALL
Mastercard
MA
$493B
| $23.3M | 0.07% |
270,800
+40,300
| +17% | +$3.29M |
|
269
PUT
CF Industries
CF
$17.8B
| $23.3M | 0.07% |
427,500
-492,000
| -54% | -$25.9M |
|
|
BRCM
270
CALL
DELISTED
BROADCOM CORP CL-A
BRCM
| $23.3M | 0.07% |
536,700
+465,600
| +655% | +$19.1M |
|
271
PUT
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $23.1M | 0.07% |
+1,117,400
| New | +$22.7M |
|
272
CALL
Alaska Air
ALK
$5.44B
| $23M | 0.07% |
384,200
+277,800
| +261% | +$14.6M |
|
|
273
PUT
Range Resources
RRC
$9.49B
| $22.9M | 0.07% |
428,500
+262,000
| +157% | +$16.9M |
|
274
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.67B
| $22.5M | 0.07% |
+117,423
| New | +$26.1M |
|
|
APC
275
CALL
DELISTED
Anadarko Petroleum
APC
| $22.4M | 0.07% |
271,000
+205,700
| +315% | +$17.9M |
|
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.