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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 | 1.89% |
| 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 | |
|---|---|---|---|---|---|---|
1976
CALL
Oneok
OKE
$59.6B
| $549K | ﹤0.01% |
11,000
+9,400
| +588% | +$519K |
|
1977
CALL
Olin
OLN
$2.16B
| $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
$13B
| $546K | ﹤0.01% |
25,000
| – | – |
|
1980
CALL
iShares S&P 100 ETF
OEF
$20.5B
| $545K | ﹤0.01% |
6,000
-4,400
| -42% | -$394K |
|
1981
Regions Financial
RF
$27.1B
| $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
$83.6B
| $542K | ﹤0.01% |
23,000
-30,600
| -57% | -$706K |
|
1987
CBRE Group
CBRE
$44.1B
| $540K | ﹤0.01% |
15,764
+10,060
| +176% | +$322K |
|
1988
PUT
Vodafone
VOD
$37.9B
| $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
$94.7B
| $539K | ﹤0.01% |
38,616
+31,086
| +413% | +$427K |
|
|
VISN
1992
CALL
Vistance Networks Inc
VISN
$2.65B
| $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
$5.59B
| $537K | ﹤0.01% |
10,700
+3,000
| +39% | +$142K |
|
1996
CALL
Chord Energy
CHRD
$7.52B
| $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
$13.8B
| $535K | ﹤0.01% |
+13,432
| New | +$523K |
|
1999
Carter's
CRI
$1.42B
| $535K | ﹤0.01% |
6,126
-6,059
| -50% | -$489K |
|
2000
Dover
DOV
$28B
| $535K | ﹤0.01% |
9,239
-5,980
| -39% | -$371K |
|
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GAM
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.