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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 | |
|---|---|---|---|---|---|---|
3201
CALL
Allegiant Air
ALGT
$2.09B
| $135K | ﹤0.01% |
900
-300
| -25% | -$39.4K |
|
3202
PUT
Arcos Dorados Holdings
ARCO
$1.7B
| $135K | ﹤0.01% |
25,696
+23,640
| +1,150% | +$139K |
|
|
EFOR
3203
PUT
Everforth Inc
EFOR
$1.25B
| $135K | ﹤0.01% |
+4,100
| New | +$123K |
|
3204
PUT
Ecolab
ECL
$76.3B
| $135K | ﹤0.01% |
1,300
-400
| -24% | -$43.8K |
|
3205
PUT
Equinor
EQNR
$107B
| $135K | ﹤0.01% |
7,700
+3,700
| +93% | +$78.9K |
|
3206
Morningstar
MORN
$7.43B
| $135K | ﹤0.01% |
+2,083
| New | +$138K |
|
3207
PUT
New York Times
NYT
$10.7B
| $135K | ﹤0.01% |
+10,200
| New | +$131K |
|
|
ATCO
3208
DELISTED
Atlas Corp.
ATCO
| $135K | ﹤0.01% |
+7,503
| New | +$147K |
|
|
HMSY
3209
PUT
DELISTED
HMS Holdings Corp.
HMSY
| $135K | ﹤0.01% |
6,400
-12,500
| -66% | -$262K |
|
3210
CALL
Cedar Fair
FUN
$1.46B
| $134K | ﹤0.01% |
2,800
+1,500
| +115% | +$69.9K |
|
|
TEF
3211
CALL
DELISTED
Telefonica
TEF
| $134K | ﹤0.01% |
+12,587
| New | +$141K |
|
|
SAFM
3212
PUT
DELISTED
Sanderson Farms Inc
SAFM
| $134K | ﹤0.01% |
1,600
-5,500
| -77% | -$474K |
|
|
TRW
3213
PUT
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $134K | ﹤0.01% |
1,300
-1,500
| -54% | -$153K |
|
3214
FTI Consulting
FCN
$4.17B
| $133K | ﹤0.01% |
3,449
+2,872
| +498% | +$109K |
|
3215
PUT
Huntsman Corp
HUN
$1.68B
| $133K | ﹤0.01% |
5,800
-33,600
| -85% | -$815K |
|
3216
CALL
Methanex
MEOH
$4.82B
| $133K | ﹤0.01% |
2,900
+1,400
| +93% | +$76.3K |
|
3217
Ally Financial
ALLY
$12.7B
| $132K | ﹤0.01% |
5,599
+4,431
| +379% | +$100K |
|
3218
Invesco DB Oil Fund
DBO
$295M
| $132K | ﹤0.01% |
8,381
+6,432
| +330% | +$140K |
|
3219
Equifax
EFX
$19.7B
| $132K | ﹤0.01% |
1,632
+322
| +25% | +$24.9K |
|
3220
F5
FFIV
$22.9B
| $132K | ﹤0.01% |
1,008
+1
| +0.1% | +$125 |
|
3221
CALL
Kennametal
KMT
$2.26B
| $132K | ﹤0.01% |
+3,700
| New | +$141K |
|
3222
PUT
Sturm, Ruger & Co
RGR
$609M
| $132K | ﹤0.01% |
3,800
-11,500
| -75% | -$470K |
|
|
SAFE
3223
PUT
Safehold
SAFE
$1.04B
| $132K | ﹤0.01% |
+1,993
| New | +$133K |
|
|
HOS
3224
PUT
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $132K | ﹤0.01% |
5,300
+3,900
| +279% | +$107K |
|
|
ENLK
3225
DELISTED
EnLink Midstream Partners, LP
ENLK
| $132K | ﹤0.01% |
4,539
+1,926
| +74% | +$55.6K |
|
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.