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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 | |
|---|---|---|---|---|---|---|
926
PUT
SL Green Realty
SLG
$4.08B
| $2.8M | 0.01% |
24,276
+20,041
| +473% | +$2.22M |
|
927
Marvell Technology
MRVL
$199B
| $2.79M | 0.01% |
192,752
+120,706
| +168% | +$1.64M |
|
|
DD
928
DELISTED
Du Pont De Nemours E I
DD
| $2.79M | 0.01% |
39,744
+22,789
| +134% | +$1.52M |
|
|
MNDT
929
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $2.79M | 0.01% |
88,357
+3,379
| +4% | +$104K |
|
|
CAM
930
PUT
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $2.77M | 0.01% |
55,500
+3,900
| +8% | +$216K |
|
931
PUT
Tyson Foods
TSN
$19.8B
| $2.76M | 0.01% |
69,000
+54,900
| +389% | +$2.23M |
|
|
CHK
932
DELISTED
Chesapeake Energy Corporation
CHK
| $2.76M | 0.01% |
704
+101
| +17% | +$419K |
|
933
PUT
AB InBev
BUD
$158B
| $2.75M | 0.01% |
24,500
+1,700
| +7% | +$188K |
|
|
BHI
934
DELISTED
Baker Hughes
BHI
| $2.75M | 0.01% |
48,980
+38,149
| +352% | +$2.15M |
|
935
Aptiv
APTV
$10.2B
| $2.74M | 0.01% |
37,665
+36,761
| +4,066% | +$2.53M |
|
|
WCG
936
DELISTED
Wellcare Health Plans, Inc.
WCG
| $2.73M | 0.01% |
33,288
+32,596
| +4,710% | +$2.27M |
|
937
CALL
Western Union
WU
$2.34B
| $2.73M | 0.01% |
152,300
+75,300
| +98% | +$1.31M |
|
938
PUT
Consolidated Edison
ED
$40.1B
| $2.71M | 0.01% |
41,100
+32,500
| +378% | +$2.04M |
|
939
PUT
Duke Energy
DUK
$97.1B
| $2.71M | 0.01% |
32,400
+3,400
| +12% | +$274K |
|
|
KATE
940
DELISTED
Kate Spade & Company
KATE
| $2.7M | 0.01% |
+84,425
| New | +$2.41M |
|
941
CALL
Archrock
AROC
$5.85B
| $2.7M | 0.01% |
82,900
+46,700
| +129% | +$1.67M |
|
942
CALL
Plug Power
PLUG
$3.21B
| $2.67M | 0.01% |
891,800
-36,100
| -4% | -$144K |
|
943
United Rentals
URI
$69.7B
| $2.67M | 0.01% |
26,193
+11,190
| +75% | +$1.2M |
|
944
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.5B
| $2.67M | 0.01% |
+66,000
| New | +$2.36M |
|
945
CALL
NCR Voyix
VYX
$1.17B
| $2.67M | 0.01% |
149,308
+70,905
| +90% | +$1.25M |
|
|
USG
946
CALL
DELISTED
Usg
USG
| $2.67M | 0.01% |
95,300
-102,700
| -52% | -$2.82M |
|
947
PUT
Entergy
ETR
$49.9B
| $2.67M | 0.01% |
61,000
+20,800
| +52% | +$863K |
|
948
CALL
Valero Energy
VLO
$98.7B
| $2.67M | 0.01% |
53,800
-217,900
| -80% | -$10.6M |
|
949
Franco-Nevada
FNV
$44.7B
| $2.66M | 0.01% |
54,067
+27,316
| +102% | +$1.39M |
|
950
Las Vegas Sands
LVS
$29.6B
| $2.66M | 0.01% |
+45,703
| New | +$2.76M |
|
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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.