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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+0.52%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$34.3B
AUM Growth
+$2.76B
(+8.7%)
Cap. Flow
+$756M
Cap. Flow
% of AUM
2.21%
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 | Miscellaneous | 92.48% |
| 2 | Technology | 1.89% |
| 3 | Consumer Discretionary | 1.28% |
| 4 | Financials | 0.92% |
| 5 | Industrials | 0.77% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
501
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$31.7B
| $8.86M | 0.03% |
156,600
+152,700
| +3,915% | +$8.39M |
|
|
BBBY
502
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $8.86M | 0.03% |
116,300
-288,900
| -71% | -$20.2M |
|
503
CALL
Truist Financial
TFC
$61.4B
| $8.85M | 0.03% |
227,400
-83,100
| -27% | -$3.13M |
|
504
PUT
State Street
STT
$53B
| $8.79M | 0.03% |
112,000
-48,700
| -30% | -$3.65M |
|
|
PARA
505
PUT
DELISTED
Paramount Global Class B
PARA
| $8.74M | 0.03% |
157,900
+135,100
| +593% | +$7.2M |
|
506
PUT
Infosys
INFY
$44B
| $8.72M | 0.03% |
1,108,800
+137,600
| +14% | +$1.11M |
|
507
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.1B
| $8.68M | 0.03% |
32,900
+30,400
| +1,216% | +$7.78M |
|
508
PUT
Restaurant Brands International
QSR
$27B
| $8.64M | 0.03% |
+221,215
| New | +$8.5M |
|
509
Rio Tinto
RIO
$168B
| $8.61M | 0.03% |
+187,019
| New | +$8.82M |
|
|
AET
510
PUT
DELISTED
Aetna Inc
AET
| $8.6M | 0.03% |
96,800
-23,200
| -19% | -$1.95M |
|
511
PUT
UnitedHealth
UNH
$353B
| $8.58M | 0.03% |
84,900
-426,100
| -83% | -$40.4M |
|
|
HES
512
DELISTED
Hess
HES
| $8.54M | 0.02% |
115,755
+107,925
| +1,378% | +$8.55M |
|
513
CALL
Vodafone
VOD
$39.7B
| $8.54M | 0.02% |
250,000
+219,400
| +717% | +$7.4M |
|
|
YELL
514
CALL
DELISTED
Yellow Corporation Common Stock
YELL
| $8.51M | 0.02% |
378,200
+337,000
| +818% | +$7.22M |
|
515
CALL
Herbalife
HLF
$1.31B
| $8.51M | 0.02% |
451,200
| – | – |
|
|
RAX
516
CALL
DELISTED
Rackspace Hosting Inc
RAX
| $8.5M | 0.02% |
181,500
+143,200
| +374% | +$5.9M |
|
517
CALL
KeyCorp
KEY
$23.2B
| $8.42M | 0.02% |
606,000
+191,000
| +46% | +$2.54M |
|
518
PUT
Melco Resorts & Entertainment
MLCO
$1.92B
| $8.4M | 0.02% |
330,500
-758,900
| -70% | -$19M |
|
|
BHI
519
CALL
DELISTED
Baker Hughes
BHI
| $8.37M | 0.02% |
149,300
+3,100
| +2% | +$175K |
|
520
PUT
Sysco
SYY
$39.1B
| $8.36M | 0.02% |
210,600
-146,600
| -41% | -$5.68M |
|
521
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$370M
| $8.34M | 0.02% |
70,000
-41,700
| -37% | -$5.13M |
|
522
CALL
Expedia Group
EXPE
$32.7B
| $8.21M | 0.02% |
96,200
-97,100
| -50% | -$8.23M |
|
523
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.83B
| $8.21M | 0.02% |
+70,894
| New | +$8.41M |
|
524
Norfolk Southern
NSC
$72.8B
| $8.21M | 0.02% |
74,882
-17,549
| -19% | -$1.92M |
|
|
SDRL
525
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
| $8.19M | 0.02% |
2,560
+2,485
| +3,313% | +$12.5M |
|
Similar funds
TI
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's Q4 2014 filing shows 2,582 new, 1,916 increased, 1,653 reduced and 442 closed positions. Its largest new stake was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M. The largest sale was Walgreens Boots Alliance, an estimated $50.6M.
By sector, the portfolio is most concentrated in Miscellaneous at 92% of assets, down from 93% a quarter earlier, followed by Technology and Consumer Discretionary.
- 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.