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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 | |
|---|---|---|---|---|---|---|
|
CTB
1051
PUT
DELISTED
Cooper Tire & Rubber Co.
CTB
| $2.14M | 0.01% |
61,800
-288,200
| -82% | -$9.06M |
|
|
ANN
1052
PUT
DELISTED
ANN INC
ANN
| $2.13M | 0.01% |
58,500
+56,300
| +2,559% | +$2.12M |
|
1053
CALL
Unum
UNM
$14.7B
| $2.12M | 0.01% |
60,900
+59,600
| +4,585% | +$2.01M |
|
1054
PUT
Realty Income
O
$59.6B
| $2.1M | 0.01% |
+45,511
| New | +$2.02M |
|
1055
CALL
Constellation Brands
STZ
$23.3B
| $2.1M | 0.01% |
21,400
+18,600
| +664% | +$1.7M |
|
1056
Vanguard Morningstar Total Stock Market ETF
VTI
$696B
| $2.1M | 0.01% |
19,810
+19,201
| +3,153% | +$1.99M |
|
|
INVN
1057
CALL
DELISTED
Invensense Inc
INVN
| $2.1M | 0.01% |
128,900
-83,700
| -39% | -$1.41M |
|
1058
PUT
Hovnanian Enterprises
HOV
$799M
| $2.1M | 0.01% |
20,300
+140
| +0.7% | +$13.7K |
|
1059
PUT
Stanley Black & Decker
SWK
$15.4B
| $2.09M | 0.01% |
21,800
-109,900
| -83% | -$10.1M |
|
|
RSX
1060
DELISTED
VanEck Russia ETF
RSX
| $2.09M | 0.01% |
143,021
+140,606
| +5,822% | +$2.76M |
|
1061
MetLife
MET
$61.9B
| $2.09M | 0.01% |
43,383
-35,115
| -45% | -$1.67M |
|
|
QIHU
1062
CALL
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $2.08M | 0.01% |
36,500
-168,400
| -82% | -$11.1M |
|
|
ETFC
1063
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $2.07M | 0.01% |
85,300
+31,700
| +59% | +$710K |
|
1064
CALL
CME Group
CME
$96.1B
| $2.06M | 0.01% |
23,300
-37,300
| -62% | -$3.16M |
|
|
SPLS
1065
PUT
DELISTED
Staples Inc
SPLS
| $2.06M | 0.01% |
113,900
-6,500
| -5% | -$90.7K |
|
1066
CALL
Vanguard S&P 500 ETF
VOO
$1.04T
| $2.05M | 0.01% |
+10,900
| New | +$2.01M |
|
1067
CALL
KKR & Co
KKR
$103B
| $2.05M | 0.01% |
88,300
-96,400
| -52% | -$2.11M |
|
|
BKS
1068
PUT
DELISTED
Barnes & Noble
BKS
| $2.05M | 0.01% |
134,593
-88,966
| -40% | -$1.26M |
|
|
AWAY
1069
DELISTED
HOMEAWAY INC COM
AWAY
| $2.05M | 0.01% |
68,757
+42,583
| +163% | +$1.34M |
|
1070
PUT
Vornado Realty Trust
VNO
$7.41B
| $2.05M | 0.01% |
23,783
+21,186
| +816% | +$1.7M |
|
|
SHLD
1071
PUT
DELISTED
Sears Holding Corporation
SHLD
| $2.04M | 0.01% |
61,700
+44,199
| +253% | +$1.45M |
|
|
ETP
1072
PUT
DELISTED
Energy Transfer Partners L.p.
ETP
| $2.04M | 0.01% |
31,300
+16,100
| +106% | +$1.03M |
|
1073
Polaris
PII
$3.91B
| $2.03M | 0.01% |
13,414
+929
| +7% | +$139K |
|
1074
Tesla
TSLA
$1.34T
| $2.03M | 0.01% |
136,650
-505,005
| -79% | -$7.89M |
|
|
TGP
1075
PUT
DELISTED
Teekay LNG Partners L.P.
TGP
| $2.03M | 0.01% |
47,100
+24,700
| +110% | +$970K |
|
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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.