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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 | |
|---|---|---|---|---|---|---|
526
CALL
Trip.com Group
TCOM
$29.1B
| $8.18M | 0.02% |
359,600
+119,800
| +50% | +$3.14M |
|
527
Agnico Eagle Mines
AEM
$92B
| $8.16M | 0.02% |
327,723
+97,128
| +42% | +$2.53M |
|
528
CALL
Accenture
ACN
$110B
| $8.14M | 0.02% |
91,100
-207,000
| -69% | -$17.2M |
|
529
TripAdvisor
TRIP
$1.28B
| $8.12M | 0.02% |
108,746
+93,567
| +616% | +$7.3M |
|
|
530
CALL
Halliburton
HAL
$28.2B
| $8.12M | 0.02% |
206,200
-45,600
| -18% | -$2.22M |
|
|
FSL
531
CALL
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
| $8.09M | 0.02% |
320,700
+295,200
| +1,158% | +$6.14M |
|
532
PUT
T-Mobile US
TMUS
$192B
| $8.08M | 0.02% |
300,000
-337,500
| -53% | -$9.33M |
|
533
PUT
Home Depot
HD
$353B
| $8.07M | 0.02% |
76,900
-32,400
| -30% | -$3.15M |
|
534
PUT
Southern Company
SO
$106B
| $8.05M | 0.02% |
164,000
+112,800
| +220% | +$5.33M |
|
535
PUT
PNC Financial Services
PNC
$101B
| $8.02M | 0.02% |
87,900
-90,700
| -51% | -$7.86M |
|
536
CALL
Deutsche Bank
DB
$71.8B
| $8M | 0.02% |
298,480
+244,272
| +451% | +$6.86M |
|
537
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.2B
| $7.99M | 0.02% |
44,931
+22,432
| +100% | +$3.89M |
|
538
PUT
Franco-Nevada
FNV
$46.4B
| $7.97M | 0.02% |
162,000
+73,100
| +82% | +$3.71M |
|
539
Petrobras
PBR
$116B
| $7.94M | 0.02% |
1,087,348
+767,381
| +240% | +$8.27M |
|
540
PUT
Harley-Davidson
HOG
$2.78B
| $7.87M | 0.02% |
119,400
-81,600
| -41% | -$5.27M |
|
541
LyondellBasell Industries
LYB
$20.7B
| $7.86M | 0.02% |
98,992
+88,070
| +806% | +$7.64M |
|
542
PUT
Nucor
NUE
$61.9B
| $7.85M | 0.02% |
160,000
+69,800
| +77% | +$3.63M |
|
|
APC
543
DELISTED
Anadarko Petroleum
APC
| $7.78M | 0.02% |
94,349
-32,516
| -26% | -$2.83M |
|
|
ALTR
544
PUT
DELISTED
Altera Corp
ALTR
| $7.77M | 0.02% |
210,400
+177,400
| +538% | +$6.28M |
|
545
iShares Silver Trust
SLV
$31.5B
| $7.77M | 0.02% |
515,810
-464,199
| -47% | -$7.34M |
|
546
PUT
Yelp
YELP
$1.28B
| $7.77M | 0.02% |
142,000
-171,000
| -55% | -$10.1M |
|
547
Advanced Micro Devices
AMD
$774B
| $7.72M | 0.02% |
2,892,951
+820,115
| +40% | +$2.25M |
|
|
KRFT
548
PUT
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $7.68M | 0.02% |
122,600
+4,800
| +4% | +$281K |
|
|
TFCFA
549
PUT
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $7.68M | 0.02% |
200,000
| – | – |
|
550
PUT
Viavi Solutions
VIAV
$9.47B
| $7.65M | 0.02% |
980,612
-52,037
| -5% | -$388K |
|
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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.