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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 | |
|---|---|---|---|---|---|---|
901
PUT
Baxter International
BAX
$14B
| $3M | 0.01% |
+75,481
| New | +$2.94M |
|
902
CALL
Consolidated Edison
ED
$40.1B
| $3M | 0.01% |
45,500
+33,300
| +273% | +$2.09M |
|
903
Nike
NKE
$61.2B
| $2.98M | 0.01% |
62,062
-140,484
| -69% | -$6.59M |
|
904
CALL
BHP
BHP
$222B
| $2.97M | 0.01% |
74,271
+74,153
| +62,842% | +$3.42M |
|
|
GAP
905
The Gap Inc
GAP
$7.34B
| $2.97M | 0.01% |
70,562
-43,700
| -38% | -$1.71M |
|
|
YOKU
906
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $2.97M | 0.01% |
166,699
+153,291
| +1,143% | +$2.84M |
|
907
PUT
NetEase
NTES
$78.5B
| $2.96M | 0.01% |
149,500
-61,000
| -29% | -$1.17M |
|
908
PUT
Martin Marietta Materials
MLM
$32.7B
| $2.96M | 0.01% |
26,800
-23,580
| -47% | -$2.79M |
|
909
Molson Coors Class B
TAP
$7.85B
| $2.95M | 0.01% |
39,632
+33,098
| +507% | +$2.45M |
|
|
910
Oracle
ORCL
$450B
| $2.94M | 0.01% |
65,424
-631,752
| -91% | -$25.7M |
|
|
AUY
911
CALL
DELISTED
Yamana Gold, Inc.
AUY
| $2.94M | 0.01% |
731,200
+501,600
| +218% | +$2.27M |
|
912
CALL
Royal Caribbean
RCL
$82.9B
| $2.93M | 0.01% |
35,500
+27,000
| +318% | +$1.89M |
|
|
CRZO
913
CALL
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $2.9M | 0.01% |
69,600
+51,100
| +276% | +$2.3M |
|
|
JOYY
914
CALL
JOYY Inc
JOYY
$3.64B
| $2.89M | 0.01% |
46,500
-49,700
| -52% | -$3.62M |
|
915
Infosys
INFY
$50.3B
| $2.87M | 0.01% |
365,384
-70,800
| -16% | -$573K |
|
|
JNPR
916
DELISTED
Juniper Networks
JNPR
| $2.87M | 0.01% |
128,595
-48,321
| -27% | -$1.03M |
|
917
Fluor
FLR
$7B
| $2.85M | 0.01% |
47,070
+44,645
| +1,841% | +$2.82M |
|
|
918
Meta Platforms (Facebook)
META
$1.52T
| $2.85M | 0.01% |
36,541
-329,760
| -90% | -$25.2M |
|
|
AFSI
919
PUT
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $2.85M | 0.01% |
101,200
+100,200
| +10,020% | +$2.52M |
|
920
PUT
AvalonBay Communities
AVB
$26.3B
| $2.84M | 0.01% |
17,400
+17,000
| +4,250% | +$2.66M |
|
921
CALL
Weyerhaeuser
WY
$17.9B
| $2.83M | 0.01% |
78,900
-180,200
| -70% | -$6.19M |
|
|
PCL
922
CALL
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $2.83M | 0.01% |
66,000
+57,900
| +715% | +$2.38M |
|
|
SHLD
923
CALL
DELISTED
Sears Holding Corporation
SHLD
| $2.81M | 0.01% |
85,300
-693,978
| -89% | -$22.8M |
|
924
PUT
Agilent Technologies
A
$42.2B
| $2.81M | 0.01% |
68,600
+28,617
| +72% | +$1.15M |
|
925
Simon Property Group
SPG
$71.7B
| $2.81M | 0.01% |
+15,403
| New | +$2.73M |
|
Similar funds
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.