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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
+168.57%
5 Year Est. Return
+211.2%
10 Year Est. Return
+834.13%
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 | 1.89% |
| 2 | Consumer Discretionary | 1.28% |
| 3 | Financials | 0.92% |
| 4 | Industrials | 0.77% |
| 5 | Energy | 0.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
3201
CALL
Allegiant Air
ALGT
$2.34B
| $135K | ﹤0.01% |
900
-300
| -25% | -$39.4K |
|
3202
PUT
Arcos Dorados Holdings
ARCO
$1.67B
| $135K | ﹤0.01% |
25,696
+23,640
| +1,150% | +$139K |
|
|
EFOR
3203
PUT
Everforth Inc
EFOR
$1.3B
| $135K | ﹤0.01% |
+4,100
| New | +$123K |
|
3204
PUT
Ecolab
ECL
$77.4B
| $135K | ﹤0.01% |
1,300
-400
| -24% | -$43.8K |
|
3205
PUT
Equinor
EQNR
$96.8B
| $135K | ﹤0.01% |
7,700
+3,700
| +93% | +$78.9K |
|
3206
Morningstar
MORN
$7.78B
| $135K | ﹤0.01% |
+2,083
| New | +$138K |
|
3207
PUT
New York Times
NYT
$10.4B
| $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
$1.68B
| $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
$4.19B
| $133K | ﹤0.01% |
3,449
+2,872
| +498% | +$109K |
|
3215
PUT
Huntsman Corp
HUN
$1.81B
| $133K | ﹤0.01% |
5,800
-33,600
| -85% | -$815K |
|
3216
CALL
Methanex
MEOH
$4.34B
| $133K | ﹤0.01% |
2,900
+1,400
| +93% | +$76.3K |
|
3217
Ally Financial
ALLY
$13.7B
| $132K | ﹤0.01% |
5,599
+4,431
| +379% | +$100K |
|
3218
Invesco DB Oil Fund
DBO
$391M
| $132K | ﹤0.01% |
8,381
+6,432
| +330% | +$140K |
|
3219
Equifax
EFX
$21.2B
| $132K | ﹤0.01% |
1,632
+322
| +25% | +$24.9K |
|
3220
F5
FFIV
$22.8B
| $132K | ﹤0.01% |
1,008
+1
| +0.1% | +$125 |
|
3221
CALL
Kennametal
KMT
$2.38B
| $132K | ﹤0.01% |
+3,700
| New | +$141K |
|
3222
PUT
Sturm, Ruger & Co
RGR
$602M
| $132K | ﹤0.01% |
3,800
-11,500
| -75% | -$470K |
|
|
SAFE
3223
PUT
Safehold
SAFE
$1.08B
| $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 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 1.9% 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.