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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 | |
|---|---|---|---|---|---|---|
151
CALL
Delta Air Lines
DAL
$59.6B
| $46.2M | 0.13% |
938,200
+836,300
| +821% | +$35.2M |
|
|
AMTD
152
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $46.1M | 0.13% |
1,287,100
+228,900
| +22% | +$7.76M |
|
153
CALL
Tesla
TSLA
$1.31T
| $46M | 0.13% |
3,105,000
+804,000
| +35% | +$12.6M |
|
|
154
CALL
Microsoft
MSFT
$3.73T
| $44.8M | 0.13% |
964,200
-1,270,900
| -57% | -$59.7M |
|
155
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$40.6B
| $44.6M | 0.13% |
354,200
+154,100
| +77% | +$18.7M |
|
156
PUT
Eli Lilly
LLY
$1.09T
| $44.5M | 0.13% |
645,100
+489,300
| +314% | +$33M |
|
|
157
PUT
Tesla
TSLA
$1.31T
| $44.5M | 0.13% |
3,000,000
-2,403,000
| -44% | -$37.6M |
|
|
158
CALL
Oracle
ORCL
$417B
| $44.3M | 0.13% |
984,400
+161,500
| +20% | +$6.57M |
|
|
VXX
159
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $43.5M | 0.13% |
86,320
+29,768
| +53% | +$14.6M |
|
160
PUT
Rio Tinto
RIO
$164B
| $43.1M | 0.13% |
936,100
+906,600
| +3,073% | +$42.7M |
|
161
PUT
LyondellBasell Industries
LYB
$20.7B
| $43M | 0.13% |
542,000
+502,200
| +1,262% | +$43.5M |
|
162
PUT
Las Vegas Sands
LVS
$29.6B
| $42.8M | 0.12% |
736,300
+161,800
| +28% | +$9.75M |
|
163
IBM
IBM
$225B
| $42.5M | 0.12% |
277,149
+176,882
| +176% | +$28.1M |
|
164
PUT
Ulta Beauty
ULTA
$23.3B
| $41.4M | 0.12% |
324,000
+209,800
| +184% | +$25.7M |
|
165
PUT
Amgen
AMGN
$224B
| $40.3M | 0.12% |
252,900
-398,300
| -61% | -$62.1M |
|
166
PUT
FedEx
FDX
$76.2B
| $40.1M | 0.12% |
230,900
-81,100
| -26% | -$13.7M |
|
167
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$308M
| $39.5M | 0.12% |
850,400
+825,000
| +3,248% | +$42.1M |
|
168
PUT
Vale
VALE
$61.4B
| $39.4M | 0.12% |
4,820,600
+3,380,300
| +235% | +$31.6M |
|
169
PUT
Danaher
DHR
$146B
| $39.2M | 0.11% |
681,129
+155,924
| +30% | +$8.46M |
|
170
Corning
GLW
$137B
| $38.9M | 0.11% |
1,694,463
+1,323,264
| +356% | +$26.9M |
|
171
CALL
Kinder Morgan
KMI
$70.4B
| $38.8M | 0.11% |
917,400
-504,100
| -35% | -$19.9M |
|
|
172
PUT
Halliburton
HAL
$28.1B
| $38.8M | 0.11% |
985,300
-274,400
| -22% | -$13.4M |
|
|
WFM
173
CALL
DELISTED
Whole Foods Market Inc
WFM
| $38.7M | 0.11% |
766,800
-334,000
| -30% | -$14.7M |
|
174
American Airlines Group
AAL
$10.2B
| $38.6M | 0.11% |
719,667
+311,406
| +76% | +$13.4M |
|
175
PUT
Tapestry
TPR
$32.8B
| $38.5M | 0.11% |
1,026,000
+532,700
| +108% | +$18.8M |
|
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.