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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 | |
|---|---|---|---|---|---|---|
1976
CALL
Oneok
OKE
$60.4B
| $549K | ﹤0.01% |
11,000
+9,400
| +588% | +$519K |
|
1977
CALL
Olin
OLN
$1.99B
| $548K | ﹤0.01% |
24,000
+15,300
| +176% | +$372K |
|
|
BOBE
1978
PUT
DELISTED
Bob Evans Farms, Inc.
BOBE
| $548K | ﹤0.01% |
10,700
+7,500
| +234% | +$377K |
|
1979
CALL
AGNC Investment
AGNC
$12.5B
| $546K | ﹤0.01% |
25,000
| – | – |
|
1980
CALL
iShares S&P 100 ETF
OEF
$20.3B
| $545K | ﹤0.01% |
6,000
-4,400
| -42% | -$394K |
|
1981
Regions Financial
RF
$25.5B
| $544K | ﹤0.01% |
51,480
-40,311
| -44% | -$403K |
|
|
SIX
1982
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $544K | ﹤0.01% |
12,600
+9,800
| +350% | +$386K |
|
|
TTM
1983
CALL
DELISTED
Tata Motors Limited
TTM
| $544K | ﹤0.01% |
12,900
-21,100
| -62% | -$941K |
|
|
HAR
1984
DELISTED
Harman International Industries
HAR
| $544K | ﹤0.01% |
5,094
+1,908
| +60% | +$197K |
|
1985
PUT
Nabors Industries
NBR
$1.38B
| $543K | ﹤0.01% |
838
+50
| +6% | +$39.6K |
|
1986
PUT
Apollo Global Management
APO
$77.3B
| $542K | ﹤0.01% |
23,000
-30,600
| -57% | -$706K |
|
1987
CBRE Group
CBRE
$40.4B
| $540K | ﹤0.01% |
15,764
+10,060
| +176% | +$322K |
|
1988
PUT
Vodafone
VOD
$39.6B
| $540K | ﹤0.01% |
15,810
-35,000
| -69% | -$1.18M |
|
|
NSM
1989
DELISTED
Nationstar Mortgage Holdings
NSM
| $540K | ﹤0.01% |
19,172
+13,498
| +238% | +$418K |
|
|
TAL
1990
CALL
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
| $540K | ﹤0.01% |
12,400
-32,200
| -72% | -$1.35M |
|
1991
CALL
Barclays
BCS
$88.6B
| $539K | ﹤0.01% |
38,616
+31,086
| +413% | +$427K |
|
|
VISN
1992
CALL
Vistance Networks Inc
VISN
$1.48B
| $539K | ﹤0.01% |
+23,600
| New | +$527K |
|
|
CMCSK
1993
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
| $539K | ﹤0.01% |
+9,365
| New | +$539K |
|
|
WWE
1994
PUT
DELISTED
World Wrestling Entertainment
WWE
| $538K | ﹤0.01% |
43,600
+26,200
| +151% | +$329K |
|
1995
CALL
Cheesecake Factory
CAKE
$5.16B
| $537K | ﹤0.01% |
10,700
+3,000
| +39% | +$142K |
|
1996
CALL
Chord Energy
CHRD
$8.18B
| $537K | ﹤0.01% |
32,400
+15,500
| +92% | +$384K |
|
|
KSU
1997
PUT
DELISTED
Kansas City Southern
KSU
| $536K | ﹤0.01% |
4,400
-70,500
| -94% | -$8.43M |
|
1998
Baxter International
BAX
$12.6B
| $535K | ﹤0.01% |
+13,432
| New | +$523K |
|
1999
Carter's
CRI
$1.18B
| $535K | ﹤0.01% |
6,126
-6,059
| -50% | -$489K |
|
2000
Dover
DOV
$25.8B
| $535K | ﹤0.01% |
9,239
-5,980
| -39% | -$371K |
|
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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.