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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 | |
|---|---|---|---|---|---|---|
501
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$34.7B
| $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
$63.9B
| $8.85M | 0.03% |
227,400
-83,100
| -27% | -$3.13M |
|
504
PUT
State Street
STT
$51.4B
| $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
$51B
| $8.72M | 0.03% |
1,108,800
+137,600
| +14% | +$1.11M |
|
507
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.1B
| $8.68M | 0.03% |
32,900
+30,400
| +1,216% | +$7.78M |
|
508
PUT
Restaurant Brands International
QSR
$25.6B
| $8.64M | 0.03% |
+221,215
| New | +$8.5M |
|
509
Rio Tinto
RIO
$164B
| $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
$365B
| $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
$36.7B
| $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
$1.23B
| $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
$24.3B
| $8.42M | 0.02% |
606,000
+191,000
| +46% | +$2.54M |
|
518
PUT
Melco Resorts & Entertainment
MLCO
$2.16B
| $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
$40.3B
| $8.36M | 0.02% |
210,600
-146,600
| -41% | -$5.68M |
|
521
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $8.34M | 0.02% |
70,000
-41,700
| -37% | -$5.13M |
|
522
CALL
Expedia Group
EXPE
$38.5B
| $8.21M | 0.02% |
96,200
-97,100
| -50% | -$8.23M |
|
523
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.3B
| $8.21M | 0.02% |
+70,894
| New | +$8.41M |
|
524
Norfolk Southern
NSC
$75.2B
| $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 |
|
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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 1.8% 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.