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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 | |
|---|---|---|---|---|---|---|
576
CALL
3D Systems Corp
DDD
$633M
| $7.15M | 0.02% |
217,400
+27,400
| +14% | +$989K |
|
577
AB InBev
BUD
$159B
| $7.14M | 0.02% |
63,562
+63,401
| +39,380% | +$7.02M |
|
578
CALL
NRG Energy
NRG
$25.2B
| $7.14M | 0.02% |
264,900
+262,700
| +11,941% | +$7.78M |
|
579
CALL
Agilent Technologies
A
$42.2B
| $7.12M | 0.02% |
+173,800
| New | +$7.01M |
|
|
ATVI
580
PUT
DELISTED
Activision Blizzard
ATVI
| $7.1M | 0.02% |
352,600
+214,800
| +156% | +$4.33M |
|
581
PUT
KKR & Co
KKR
$99.6B
| $7.08M | 0.02% |
305,300
+206,700
| +210% | +$4.53M |
|
|
DO
582
PUT
DELISTED
Diamond Offshore Drilling
DO
| $7.08M | 0.02% |
192,900
+144,800
| +301% | +$5.19M |
|
|
CHL
583
PUT
DELISTED
China Mobile Limited
CHL
| $7.06M | 0.02% |
120,100
+59,000
| +97% | +$3.53M |
|
|
WFT
584
PUT
DELISTED
Weatherford International plc
WFT
| $7.04M | 0.02% |
615,500
+416,700
| +210% | +$6.24M |
|
|
585
PUT
3D Systems Corp
DDD
$633M
| $7M | 0.02% |
213,100
-153,400
| -42% | -$5.54M |
|
586
Golar LNG
GLNG
$5.17B
| $7M | 0.02% |
191,971
+103,796
| +118% | +$4.93M |
|
587
Coca-Cola Europacific Partners
CCEP
$47.1B
| $6.97M | 0.02% |
157,646
+5,474
| +4% | +$236K |
|
|
588
PUT
Golar LNG
GLNG
$5.17B
| $6.95M | 0.02% |
190,700
+52,700
| +38% | +$2.5M |
|
589
CALL
CNX Resources
CNX
$5.35B
| $6.94M | 0.02% |
246,360
-5,040
| -2% | -$153K |
|
|
ANDV
590
PUT
DELISTED
Andeavor
ANDV
| $6.93M | 0.02% |
93,300
-112,300
| -55% | -$7.92M |
|
|
NAV
591
PUT
DELISTED
Navistar International
NAV
| $6.92M | 0.02% |
206,800
+170,500
| +470% | +$5.88M |
|
592
CALL
Eli Lilly
LLY
$1.08T
| $6.9M | 0.02% |
100,000
+44,300
| +80% | +$2.99M |
|
593
Lennar Class A
LEN
$21.1B
| $6.86M | 0.02% |
160,903
+93,283
| +138% | +$3.86M |
|
594
CALL
Crown Castle
CCI
$31.3B
| $6.85M | 0.02% |
87,000
+69,500
| +397% | +$5.57M |
|
595
CALL
KB Home
KBH
$3.54B
| $6.85M | 0.02% |
413,600
+254,200
| +159% | +$4.09M |
|
|
BRCM
596
DELISTED
BROADCOM CORP CL-A
BRCM
| $6.83M | 0.02% |
157,512
+27,719
| +21% | +$1.14M |
|
597
CALL
Teva Pharmaceuticals
TEVA
$42.5B
| $6.74M | 0.02% |
117,200
-131,600
| -53% | -$7.33M |
|
|
JKS
598
PUT
JinkoSolar
JKS
$873M
| $6.72M | 0.02% |
341,200
-14,300
| -4% | -$319K |
|
599
PUT
Banco Bradesco
BBD
$35B
| $6.63M | 0.02% |
1,265,320
+1,252,565
| +9,820% | +$7.02M |
|
600
CALL
F5
FFIV
$23.4B
| $6.61M | 0.02% |
50,700
+5,900
| +13% | +$735K |
|
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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.