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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 | 1.89% |
| 2 | Consumer Discretionary | 1.28% |
| 3 | Financials | 0.92% |
| 4 | Industrials | 0.77% |
| 5 | Energy | 0.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1626
PUT
Universal Display
OLED
$4.18B
| $854K | ﹤0.01% |
30,800
+10,000
| +48% | +$285K |
|
|
HAR
1627
PUT
DELISTED
Harman International Industries
HAR
| $853K | ﹤0.01% |
8,000
+2,000
| +33% | +$206K |
|
|
N
1628
CALL
DELISTED
Netsuite Inc
N
| $852K | ﹤0.01% |
7,800
+5,500
| +239% | +$562K |
|
|
AGN
1629
DELISTED
Allergan Inc
AGN
| $852K | ﹤0.01% |
+4,008
| New | +$797K |
|
1630
PUT
Owens Corning
OC
$12.3B
| $851K | ﹤0.01% |
23,800
-47,500
| -67% | -$1.58M |
|
1631
PUT
Regions Financial
RF
$27B
| $851K | ﹤0.01% |
80,600
-241,100
| -75% | -$2.41M |
|
1632
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.57B
| $851K | ﹤0.01% |
35,000
+18,400
| +111% | +$445K |
|
|
SVU
1633
PUT
DELISTED
SUPERVALU Inc.
SVU
| $849K | ﹤0.01% |
12,514
-34,743
| -74% | -$2.17M |
|
|
SE
1634
CALL
DELISTED
Spectra Energy Corp Wi
SE
| $846K | ﹤0.01% |
23,300
+20,300
| +677% | +$764K |
|
1635
Clean Harbors
CLH
$16.9B
| $844K | ﹤0.01% |
+17,562
| New | +$856K |
|
1636
Vanguard S&P 500 ETF
VOO
$1.04T
| $844K | ﹤0.01% |
+4,481
| New | +$826K |
|
|
IRBT
1637
PUT
DELISTED
iRobot
IRBT
| $843K | ﹤0.01% |
24,300
-75,500
| -76% | -$2.59M |
|
|
TCS
1638
PUT
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
| $843K | ﹤0.01% |
2,940
-793
| -21% | -$230K |
|
1639
PUT
Lamar Advertising Co
LAMR
$15.8B
| $842K | ﹤0.01% |
15,700
+9,400
| +149% | +$485K |
|
1640
PUT
Toronto Dominion Bank
TD
$204B
| $841K | ﹤0.01% |
17,600
+16,000
| +1,000% | +$772K |
|
1641
PUT
Weibo
WB
$1.88B
| $839K | ﹤0.01% |
59,100
+48,500
| +458% | +$844K |
|
|
BID
1642
CALL
DELISTED
Sotheby's
BID
| $838K | ﹤0.01% |
19,400
-988,700
| -98% | -$39M |
|
|
BBG
1643
PUT
DELISTED
Bill Barrett Corp
BBG
| $838K | ﹤0.01% |
73,600
+68,800
| +1,433% | +$908K |
|
|
SPLS
1644
DELISTED
Staples Inc
SPLS
| $837K | ﹤0.01% |
46,186
-54,257
| -54% | -$757K |
|
|
SCTY
1645
DELISTED
SolarCity Corporation
SCTY
| $836K | ﹤0.01% |
15,626
-247,014
| -94% | -$13.3M |
|
|
RDEN
1646
PUT
DELISTED
ELIZABETH ARDEN INC
RDEN
| $835K | ﹤0.01% |
39,000
-2,800
| -7% | -$49.7K |
|
1647
PUT
B&G Foods
BGS
$299M
| $834K | ﹤0.01% |
27,900
+13,100
| +89% | +$380K |
|
1648
PUT
Dover
DOV
$28B
| $833K | ﹤0.01% |
14,361
-30,331
| -68% | -$1.88M |
|
1649
Transocean
RIG
$6.39B
| $831K | ﹤0.01% |
+45,343
| New | +$1.13M |
|
1650
Delta Air Lines
DAL
$60B
| $830K | ﹤0.01% |
16,881
-489,374
| -97% | -$20.6M |
|
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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 1.9% 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.