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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 | |
|---|---|---|---|---|---|---|
126
State Street Financial Select Sector SPDR ETF
XLF
$59.2B
| $54.9M | 0.16% |
2,528,059
+1,311,537
| +108% | +$27.5M |
|
|
BRCM
127
PUT
DELISTED
BROADCOM CORP CL-A
BRCM
| $54.5M | 0.16% |
1,258,500
+1,122,000
| +822% | +$46M |
|
128
CALL
Comcast
CMCSA
$90.4B
| $54.3M | 0.16% |
1,873,600
-608,000
| -25% | -$16.7M |
|
129
PUT
Abbott
ABT
$189B
| $54.3M | 0.16% |
1,205,100
+358,000
| +42% | +$15.6M |
|
130
PUT
Visa
V
$680B
| $53.8M | 0.16% |
821,200
+25,600
| +3% | +$1.54M |
|
131
PUT
DuPont de Nemours
DD
$19.5B
| $53.5M | 0.16% |
462,801
+263,820
| +133% | +$32.1M |
|
132
PUT
Monster Beverage
MNST
$90B
| $53.5M | 0.16% |
5,919,600
+3,444,000
| +139% | +$29.7M |
|
133
PUT
American Express
AXP
$231B
| $52.6M | 0.15% |
565,100
+124,300
| +28% | +$11.1M |
|
134
PUT
United States Oil Fund
USO
$1.79B
| $51.7M | 0.15% |
317,713
+235,975
| +289% | +$52.3M |
|
135
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.67B
| $51.3M | 0.15% |
268,025
+260,675
| +3,547% | +$58M |
|
136
PUT
Boeing
BA
$185B
| $51.2M | 0.15% |
394,200
-254,000
| -39% | -$32.2M |
|
137
CALL
American International
AIG
$40.6B
| $51.2M | 0.15% |
914,400
+312,100
| +52% | +$16.7M |
|
138
Sprott Physical Gold and Silver Trust
CEF
$8.26B
| $50.8M | 0.15% |
4,385,701
+177,192
| +4% | +$2.1M |
|
139
CALL
MetLife
MET
$61.7B
| $50.6M | 0.15% |
1,049,968
+656,370
| +167% | +$31.2M |
|
140
PUT
Baidu
BIDU
$36.1B
| $50.2M | 0.15% |
220,300
-159,000
| -42% | -$36.4M |
|
|
EMC
141
CALL
DELISTED
EMC CORPORATION
EMC
| $49.7M | 0.14% |
1,670,500
+149,700
| +10% | +$4.36M |
|
|
GMCR
142
PUT
DELISTED
KEURIG GREEN MTN INC
GMCR
| $48.6M | 0.14% |
366,900
-362,700
| -50% | -$51.5M |
|
143
CALL
iShares MSCI Japan ETF
EWJ
$22.7B
| $48.3M | 0.14% |
1,075,025
+632,300
| +143% | +$29M |
|
144
CALL
American Airlines Group
AAL
$10.2B
| $48.3M | 0.14% |
900,400
+552,600
| +159% | +$23.8M |
|
145
PUT
SPDR Gold Trust
GLD
$143B
| $47.8M | 0.14% |
421,200
+196,000
| +87% | +$22.6M |
|
146
Ford
F
$56.3B
| $47.6M | 0.14% |
3,071,154
+48,741
| +2% | +$718K |
|
147
CALL
Pfizer
PFE
$151B
| $47.6M | 0.14% |
1,609,774
+1,285,564
| +397% | +$36.9M |
|
|
PAY
148
CALL
DELISTED
Verifone Systems Inc
PAY
| $47.2M | 0.14% |
1,268,200
+1,238,800
| +4,214% | +$43.6M |
|
149
PUT
D.R. Horton
DHI
$41.9B
| $47.1M | 0.14% |
1,862,900
-233,300
| -11% | -$5.46M |
|
|
X
150
PUT
DELISTED
US Steel
X
| $46.4M | 0.14% |
1,735,800
+1,035,100
| +148% | +$34.5M |
|
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.