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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 | |
|---|---|---|---|---|---|---|
|
ADT
626
PUT
DELISTED
ADT Corp
ADT
| $6.01M | 0.02% |
166,100
+156,600
| +1,648% | +$5.39M |
|
|
ETP
627
PUT
DELISTED
Energy Transfer Partners, L.P.
ETP
| $6.01M | 0.02% |
143,800
+136,100
| +1,768% | +$6.27M |
|
628
PUT
Agnico Eagle Mines
AEM
$92B
| $6M | 0.02% |
241,100
-21,100
| -8% | -$550K |
|
629
Bank of America
BAC
$448B
| $5.99M | 0.02% |
+334,694
| New | +$5.73M |
|
|
GAP
630
CALL
The Gap Inc
GAP
$7.55B
| $5.97M | 0.02% |
141,800
+14,800
| +12% | +$580K |
|
631
PUT
Phillips 66
PSX
$89.5B
| $5.96M | 0.02% |
83,000
-30,300
| -27% | -$2.24M |
|
632
BlackBerry
BB
$5.26B
| $5.93M | 0.02% |
540,437
+275,440
| +104% | +$2.82M |
|
633
PUT
Dollar Tree
DLTR
$24.6B
| $5.93M | 0.02% |
84,200
+80,600
| +2,239% | +$5.08M |
|
634
VanEck Semiconductor ETF
SMH
$70.6B
| $5.92M | 0.02% |
+216,682
| New | +$5.64M |
|
635
PUT
Lockheed Martin
LMT
$138B
| $5.89M | 0.02% |
30,600
+13,600
| +80% | +$2.52M |
|
636
PUT
Lumen
LUMN
$6.58B
| $5.87M | 0.02% |
148,300
+25,200
| +20% | +$1.01M |
|
637
CALL
ConocoPhillips
COP
$151B
| $5.86M | 0.02% |
84,800
-16,700
| -16% | -$1.17M |
|
638
Abercrombie & Fitch
ANF
$5.24B
| $5.84M | 0.02% |
204,081
+115,104
| +129% | +$3.53M |
|
|
AGU
639
PUT
DELISTED
Agrium
AGU
| $5.82M | 0.02% |
61,500
-16,300
| -21% | -$1.53M |
|
|
CHK
640
PUT
DELISTED
Chesapeake Energy Corporation
CHK
| $5.82M | 0.02% |
1,485
+243
| +20% | +$1.01M |
|
641
CALL
Avis
CAR
$4.97B
| $5.8M | 0.02% |
87,500
+57,300
| +190% | +$3.28M |
|
642
PUT
Eaton
ETN
$178B
| $5.76M | 0.02% |
84,700
-94,500
| -53% | -$6.23M |
|
643
CALL
AGCO
AGCO
$7.1B
| $5.74M | 0.02% |
126,900
+118,400
| +1,393% | +$5.24M |
|
644
PUT
iShares MSCI Japan ETF
EWJ
$22.7B
| $5.72M | 0.02% |
127,250
+87,500
| +220% | +$4.01M |
|
645
Eli Lilly
LLY
$1.08T
| $5.71M | 0.02% |
+82,731
| New | +$5.58M |
|
646
Alcoa
AA
$14.3B
| $5.7M | 0.02% |
150,299
+79,853
| +113% | +$3.1M |
|
|
B
647
CALL
Barrick Mining
B
$66B
| $5.67M | 0.02% |
527,300
-315,900
| -37% | -$3.9M |
|
|
AVP
648
PUT
DELISTED
Avon Products, Inc.
AVP
| $5.65M | 0.02% |
601,800
-95,100
| -14% | -$983K |
|
649
PUT
Cracker Barrel
CBRL
$1.25B
| $5.64M | 0.02% |
40,100
+37,300
| +1,332% | +$4.49M |
|
650
PUT
Sony
SONY
$138B
| $5.63M | 0.02% |
1,377,000
-175,000
| -11% | -$690K |
|
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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.