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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 | |
|---|---|---|---|---|---|---|
|
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
$61.3B
| $22.1M | 0.06% |
460,200
-32,400
| -7% | -$1.52M |
|
280
CALL
General Motors
GM
$78.4B
| $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
$386B
| $21.7M | 0.06% |
193,400
+40,200
| +26% | +$4.57M |
|
283
PUT
iShares US Real Estate ETF
IYR
$4.48B
| $21.7M | 0.06% |
282,200
-2,390,100
| -89% | -$179M |
|
284
CALL
VanEck Oil Services ETF
OIH
$1.97B
| $21.6M | 0.06% |
30,030
+28,285
| +1,621% | +$23.5M |
|
285
PUT
Gen Digital
GEN
$17.3B
| $21.4M | 0.06% |
835,400
-108,200
| -11% | -$2.69M |
|
286
DuPont de Nemours
DD
$19.5B
| $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
$309M
| $21.1M | 0.06% |
454,700
+184,000
| +68% | +$9.38M |
|
289
CALL
Caterpillar
CAT
$388B
| $21M | 0.06% |
229,700
+23,300
| +11% | +$2.27M |
|
290
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.9B
| $20.8M | 0.06% |
304,100
-113,000
| -27% | -$7.56M |
|
|
291
CALL
DuPont de Nemours
DD
$19.5B
| $20.8M | 0.06% |
179,947
+130,508
| +264% | +$15.9M |
|
292
CALL
Berkshire Hathaway Class B
BRK.B
$1.11T
| $20.6M | 0.06% |
+137,300
| New | +$19.8M |
|
293
PUT
APA Corp
APA
$14.2B
| $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
$1.77B
| $20.2M | 0.06% |
268,329
+216,265
| +415% | +$16.1M |
|
297
CALL
Newmont
NEM
$124B
| $20.1M | 0.06% |
1,064,400
+217,000
| +26% | +$4.37M |
|
298
PUT
Petrobras
PBR
$116B
| $20M | 0.06% |
2,737,900
+2,335,000
| +580% | +$25.2M |
|
299
CALL
SLB Ltd
SLB
$79.7B
| $19.9M | 0.06% |
233,400
-85,900
| -27% | -$7.9M |
|
300
PUT
The Mosaic Company
MOS
$7.34B
| $19.9M | 0.06% |
434,900
+143,900
| +49% | +$6.38M |
|
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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.