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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 | |
|---|---|---|---|---|---|---|
|
APOL
1101
PUT
DELISTED
Apollo Education Group Inc Class A
APOL
| $1.91M | 0.01% |
56,100
-20,800
| -27% | -$613K |
|
|
JOY
1102
PUT
DELISTED
Joy Global Inc
JOY
| $1.91M | 0.01% |
41,100
-1,000
| -2% | -$51.1K |
|
1103
PUT
Archer Daniels Midland
ADM
$38.6B
| $1.91M | 0.01% |
36,700
+29,700
| +424% | +$1.48M |
|
1104
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
| $1.91M | 0.01% |
80,800
-472,000
| -85% | -$10.7M |
|
1105
PUT
Edison International
EIX
$27.2B
| $1.9M | 0.01% |
29,000
+27,800
| +2,317% | +$1.73M |
|
1106
PUT
El Pollo Loco
LOCO
$471M
| $1.9M | 0.01% |
+95,000
| New | +$2.86M |
|
1107
PUT
Ambarella
AMBA
$3.6B
| $1.89M | 0.01% |
37,400
-182,600
| -83% | -$8.53M |
|
1108
PUT
Cimpress
CMPR
$2.37B
| $1.89M | 0.01% |
25,300
-66,800
| -73% | -$4.33M |
|
1109
Morgan Stanley
MS
$343B
| $1.89M | 0.01% |
48,709
+29,774
| +157% | +$1.06M |
|
|
STI
1110
PUT
DELISTED
SunTrust Banks, Inc.
STI
| $1.89M | 0.01% |
45,000
+43,300
| +2,547% | +$1.7M |
|
|
AKS
1111
DELISTED
AK Steel Holding Corp
AKS
| $1.88M | 0.01% |
316,978
+158,116
| +100% | +$994K |
|
1112
Kinder Morgan
KMI
$71.4B
| $1.88M | 0.01% |
44,339
+43,791
| +7,991% | +$1.72M |
|
1113
PUT
Eldorado Gold
EGO
$10B
| $1.87M | 0.01% |
61,680
+1,600
| +3% | +$51.8K |
|
1114
Chubb
CB
$133B
| $1.86M | 0.01% |
16,198
+16,173
| +64,692% | +$1.79M |
|
1115
CALL
Golar LNG
GLNG
$5.21B
| $1.86M | 0.01% |
51,000
+49,500
| +3,300% | +$2.35M |
|
1116
Kimberly-Clark
KMB
$36.8B
| $1.86M | 0.01% |
16,062
+11,679
| +266% | +$1.3M |
|
|
EA
1117
CALL
DELISTED
Electronic Arts
EA
| $1.85M | 0.01% |
39,400
+37,700
| +2,218% | +$1.55M |
|
1118
PUT
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$19.4B
| $1.85M | 0.01% |
+70,000
| New | +$2.17M |
|
1119
CALL
Lincoln National
LNC
$8.67B
| $1.85M | 0.01% |
32,100
-14,600
| -31% | -$795K |
|
1120
PUT
BCE
BCE
$21.7B
| $1.84M | 0.01% |
40,100
+34,400
| +604% | +$1.54M |
|
1121
CALL
Under Armour
UAA
$2.3B
| $1.84M | 0.01% |
54,200
-454,200
| -89% | -$15.3M |
|
1122
Hartford Financial Services
HIG
$37.8B
| $1.83M | 0.01% |
44,017
+36,621
| +495% | +$1.45M |
|
1123
PUT
Analog Devices
ADI
$186B
| $1.83M | 0.01% |
33,000
+20,700
| +168% | +$1.06M |
|
1124
CALL
lululemon athletica
LULU
$13.6B
| $1.83M | 0.01% |
32,800
-24,100
| -42% | -$1.1M |
|
|
SKX
1125
CALL
DELISTED
Skechers
SKX
| $1.83M | 0.01% |
99,600
-403,500
| -80% | -$7.54M |
|
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.