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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 | |
|---|---|---|---|---|---|---|
451
PUT
State Street Financial Select Sector SPDR ETF
XLF
$59B
| $10.4M | 0.03% |
479,467
+115,624
| +32% | +$2.42M |
|
452
CALL
Welltower
WELL
$163B
| $10.4M | 0.03% |
137,500
-144,800
| -51% | -$10.3M |
|
453
PUT
Advanced Micro Devices
AMD
$774B
| $10.3M | 0.03% |
3,875,000
-1,282,600
| -25% | -$3.52M |
|
454
PUT
3M
MMM
$94.4B
| $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
$1.46B
| $10.2M | 0.03% |
458,600
+328,600
| +253% | +$7.82M |
|
457
PUT
BHP
BHP
$229B
| $10.2M | 0.03% |
253,798
+244,692
| +2,687% | +$11.3M |
|
458
PUT
Akamai
AKAM
$16.8B
| $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
$26.4B
| $10.1M | 0.03% |
192,000
+18,400
| +11% | +$919K |
|
461
CALL
Salesforce
CRM
$162B
| $10.1M | 0.03% |
170,200
+15,500
| +10% | +$914K |
|
462
MGM Resorts International
MGM
$11.1B
| $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
$3.99B
| $9.98M | 0.03% |
66,000
-31,200
| -32% | -$4.68M |
|
465
PUT
Mondelez International
MDLZ
$78.9B
| $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
$1.8B
| $9.94M | 0.03% |
61,011
+14,359
| +31% | +$3.18M |
|
468
CALL
Sony
SONY
$139B
| $9.91M | 0.03% |
2,422,000
+1,995,500
| +468% | +$7.87M |
|
469
AbbVie
ABBV
$442B
| $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
$22.7B
| $9.85M | 0.03% |
417,400
-249,000
| -37% | -$5.64M |
|
472
PUT
Moody's
MCO
$82.5B
| $9.81M | 0.03% |
102,400
+101,000
| +7,214% | +$9.79M |
|
473
PUT
Crown Castle
CCI
$31.3B
| $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
$120B
| $9.76M | 0.03% |
101,300
+81,400
| +409% | +$7.17M |
|
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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.