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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 | |
|---|---|---|---|---|---|---|
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$810B
| $2.35B | 6.86% |
11,445,600
+4,443,900
| +63% | +$893M |
|
|
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$810B
| $1.9B | 5.54% |
9,244,300
+2,916,500
| +46% | +$586M |
|
|
3
PUT
Apple
AAPL
$4.5T
| $1.03B | 3.01% |
37,388,400
-23,037,200
| -38% | -$627M |
|
4
PUT
iShares Russell 2000 ETF
IWM
$81.5B
| $685M | 2% |
5,728,500
+435,800
| +8% | +$49.8M |
|
5
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.8B
| $653M | 1.9% |
16,615,200
+3,486,800
| +27% | +$142M |
|
|
6
PUT
iShares MSCI Brazil ETF
EWZ
$8.91B
| $496M | 1.45% |
13,551,600
-1,744,700
| -11% | -$70.9M |
|
7
PUT
Goldman Sachs
GS
$301B
| $474M | 1.38% |
2,446,000
+800,000
| +49% | +$150M |
|
8
PUT
Citigroup
C
$227B
| $393M | 1.15% |
7,268,600
+1,636,700
| +29% | +$86.9M |
|
9
PUT
Chipotle Mexican Grill
CMG
$40.7B
| $307M | 0.89% |
22,395,000
+8,850,000
| +65% | +$116M |
|
|
10
CALL
iShares MSCI Brazil ETF
EWZ
$8.91B
| $293M | 0.85% |
8,005,200
+1,149,800
| +17% | +$46.7M |
|
11
PUT
Walt Disney
DIS
$178B
| $282M | 0.82% |
2,992,100
+1,582,700
| +112% | +$143M |
|
12
PUT
JPMorgan Chase
JPM
$956B
| $269M | 0.78% |
4,293,200
+526,300
| +14% | +$31.7M |
|
|
13
PUT
Wells Fargo
WFC
$265B
| $266M | 0.78% |
4,856,600
-1,565,200
| -24% | -$82.9M |
|
|
14
Apple
AAPL
$4.5T
| $264M | 0.77% |
9,562,468
+4,694,160
| +96% | +$128M |
|
|
15
CALL
iShares Russell 2000 ETF
IWM
$81.5B
| $249M | 0.73% |
2,080,700
-5,306,400
| -72% | -$607M |
|
16
CALL
Amazon
AMZN
$3T
| $247M | 0.72% |
15,930,000
-2,940,000
| -16% | -$45.8M |
|
|
17
PUT
Microsoft
MSFT
$3.76T
| $240M | 0.7% |
5,174,000
-1,791,900
| -26% | -$84.1M |
|
18
PUT
Morgan Stanley
MS
$338B
| $231M | 0.67% |
5,952,000
+1,030,700
| +21% | +$36.7M |
|
19
PUT
Qualcomm
QCOM
$170B
| $215M | 0.63% |
2,886,500
+341,500
| +13% | +$25M |
|
20
PUT
Alphabet (Google) Class C
GOOG
$4.35T
| $211M | 0.61% |
8,007,926
+1,586,344
| +25% | +$42.6M |
|
|
21
iShares MSCI Brazil ETF
EWZ
$8.91B
| $210M | 0.61% |
5,749,349
+4,572,189
| +388% | +$186M |
|
|
22
CALL
Chipotle Mexican Grill
CMG
$40.7B
| $209M | 0.61% |
15,270,000
+11,635,000
| +320% | +$152M |
|
|
23
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.8B
| $209M | 0.61% |
5,309,500
-130,300
| -2% | -$5.3M |
|
24
PUT
IBM
IBM
$223B
| $199M | 0.58% |
1,296,203
+266,311
| +26% | +$42.4M |
|
|
25
CALL
Apple
AAPL
$4.5T
| $192M | 0.56% |
6,956,000
-13,072,400
| -65% | -$356M |
|
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.