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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 | |
|---|---|---|---|---|---|---|
101
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
| $69.8M | 0.2% |
2,046,300
+436,300
| +27% | +$13.8M |
|
|
XLNX
102
PUT
DELISTED
Xilinx Inc
XLNX
| $69.7M | 0.2% |
1,610,700
+833,000
| +107% | +$36.1M |
|
103
CALL
Alibaba
BABA
$309B
| $69.6M | 0.2% |
+669,300
| New | +$68.7M |
|
104
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.45B
| $68.1M | 0.2% |
1,382,600
-32,200
| -2% | -$1.68M |
|
105
CALL
United Parcel Service
UPS
$88.9B
| $68M | 0.2% |
611,800
+502,500
| +460% | +$53M |
|
|
AMTD
106
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
| $67.7M | 0.2% |
1,890,800
+162,400
| +9% | +$5.51M |
|
|
107
PUT
Deere & Co
DE
$166B
| $67M | 0.2% |
757,100
-320,000
| -30% | -$27.6M |
|
108
CALL
Procter & Gamble
PG
$336B
| $66.5M | 0.19% |
729,700
+250,900
| +52% | +$22.1M |
|
|
MON
109
CALL
DELISTED
Monsanto Co
MON
| $64.2M | 0.19% |
537,100
+26,400
| +5% | +$3.07M |
|
110
PUT
American Airlines Group
AAL
$10.2B
| $62.6M | 0.18% |
1,166,900
+333,300
| +40% | +$14.4M |
|
|
111
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.7B
| $62.4M | 0.18% |
1,576,200
-218,800
| -12% | -$9.1M |
|
112
CALL
IBM
IBM
$227B
| $61.6M | 0.18% |
401,559
+294,972
| +277% | +$46.9M |
|
113
CALL
ExxonMobil
XOM
$662B
| $60.7M | 0.18% |
656,400
+449,600
| +217% | +$41.9M |
|
114
CALL
Occidental Petroleum
OXY
$59.2B
| $60.6M | 0.18% |
752,579
+698,616
| +1,295% | +$58M |
|
|
PARA
115
CALL
DELISTED
Paramount Global Class B
PARA
| $59.7M | 0.17% |
1,079,500
+1,028,300
| +2,008% | +$54.8M |
|
116
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.66B
| $59.7M | 0.17% |
311,975
+303,525
| +3,592% | +$67.5M |
|
117
PUT
SLB Ltd
SLB
$79.4B
| $59M | 0.17% |
691,200
+227,500
| +49% | +$20.9M |
|
118
Citigroup
C
$228B
| $58.5M | 0.17% |
1,081,539
+511,943
| +90% | +$27.2M |
|
119
PUT
MGM Resorts International
MGM
$11B
| $57.7M | 0.17% |
2,701,200
-1,230,700
| -31% | -$26.7M |
|
120
PUT
Bank of America
BAC
$447B
| $57.7M | 0.17% |
3,227,100
-6,040,900
| -65% | -$103M |
|
121
PUT
MetLife
MET
$61.5B
| $56.9M | 0.17% |
1,179,446
+13,800
| +1% | +$656K |
|
|
TWTR
122
PUT
DELISTED
Twitter, Inc.
TWTR
| $56.8M | 0.17% |
1,582,400
-82,800
| -5% | -$3.52M |
|
123
CALL
iShares China Large-Cap ETF
FXI
$4.27B
| $56.3M | 0.16% |
1,352,200
+290,400
| +27% | +$11.5M |
|
124
CALL
Starbucks
SBUX
$121B
| $55.6M | 0.16% |
1,354,800
+773,600
| +133% | +$30.2M |
|
125
CALL
iShares MSCI Mexico ETF
EWW
$1.9B
| $55.2M | 0.16% |
929,600
+45,300
| +5% | +$2.91M |
|
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.