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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 | |
|---|---|---|---|---|---|---|
2051
CALL
Designer Brands
DBI
$265M
| $501K | ﹤0.01% |
13,400
+5,600
| +72% | +$183K |
|
2052
CALL
Lockheed Martin
LMT
$121B
| $501K | ﹤0.01% |
2,600
-12,600
| -83% | -$2.34M |
|
2053
Steel Dynamics
STLD
$34.5B
| $501K | ﹤0.01% |
25,404
+18,187
| +252% | +$392K |
|
2054
PUT
Avnet
AVT
$7.53B
| $500K | ﹤0.01% |
11,600
-700
| -6% | -$29.6K |
|
2055
Darden Restaurants
DRI
$23.8B
| $499K | ﹤0.01% |
9,528
-33,208
| -78% | -$1.61M |
|
2056
PUT
NRG Energy
NRG
$24.3B
| $499K | ﹤0.01% |
18,500
+15,400
| +497% | +$456K |
|
2057
CALL
Strategic Education
STRA
$1.81B
| $498K | ﹤0.01% |
6,700
-16,400
| -71% | -$1.16M |
|
2058
PUT
Digital Realty Trust
DLR
$70.1B
| $497K | ﹤0.01% |
7,500
+5,000
| +200% | +$334K |
|
2059
Voya Financial
VOYA
$9.25B
| $497K | ﹤0.01% |
11,737
+4,692
| +67% | +$188K |
|
|
VMW
2060
DELISTED
VMware, Inc
VMW
| $497K | ﹤0.01% |
6,026
-39,769
| -87% | -$3.39M |
|
2061
PUT
Cemex
CX
$15.7B
| $496K | ﹤0.01% |
54,668
-186,053
| -77% | -$1.93M |
|
|
SCG
2062
CALL
DELISTED
Scana
SCG
| $495K | ﹤0.01% |
8,200
+4,600
| +128% | +$255K |
|
|
ALXN
2063
DELISTED
Alexion Pharmaceuticals
ALXN
| $493K | ﹤0.01% |
+2,664
| New | +$494K |
|
|
FRP
2064
CALL
DELISTED
Fairpoint Communications, Inc.
FRP
| $493K | ﹤0.01% |
34,700
+29,300
| +543% | +$431K |
|
2065
CALL
Ball Corp
BALL
$16B
| $491K | ﹤0.01% |
+14,400
| New | +$474K |
|
2066
Northern Trust
NTRS
$33.8B
| $491K | ﹤0.01% |
7,280
-11,249
| -61% | -$748K |
|
|
2067
PUT
Strategic Education
STRA
$1.81B
| $490K | ﹤0.01% |
6,600
-29,900
| -82% | -$2.12M |
|
2068
CALL
Columbia Sportswear
COLM
$2.87B
| $489K | ﹤0.01% |
11,000
+5,600
| +104% | +$228K |
|
2069
Toyota
TM
$226B
| $489K | ﹤0.01% |
3,898
+2,808
| +258% | +$337K |
|
|
MIC
2070
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $489K | ﹤0.01% |
6,900
-1,100
| -14% | -$74.9K |
|
2071
Conagra Brands
CAG
$7.25B
| $488K | ﹤0.01% |
17,268
+1,755
| +11% | +$48K |
|
|
RDC
2072
PUT
DELISTED
Rowan Companies Plc
RDC
| $488K | ﹤0.01% |
20,900
-159,700
| -88% | -$3.69M |
|
2073
CALL
Gold Fields
GFI
$41.9B
| $487K | ﹤0.01% |
107,500
+2,000
| +2% | +$8K |
|
2074
Bank of Montreal
BMO
$120B
| $486K | ﹤0.01% |
+6,867
| New | +$491K |
|
2075
PUT
Children's Place
PLCE
$56.5M
| $486K | ﹤0.01% |
8,500
+1,500
| +21% | +$77.5K |
|
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.