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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 | |
|---|---|---|---|---|---|---|
|
CRC
2626
PUT
DELISTED
California Resources Corporation
CRC
| $258K | ﹤0.01% |
+4,664
| New | +$281K |
|
|
UFS
2627
CALL
DELISTED
DOMTAR CORPORATION (New)
UFS
| $258K | ﹤0.01% |
6,400
-3,800
| -37% | -$150K |
|
2628
Cencora
COR
$59.9B
| $257K | ﹤0.01% |
2,856
+2,822
| +8,300% | +$242K |
|
2629
CALL
Intrepid Potash
IPI
$493M
| $257K | ﹤0.01% |
1,840
+580
| +46% | +$80.3K |
|
2630
PUT
Leidos
LDOS
$18B
| $257K | ﹤0.01% |
5,900
-200
| -3% | -$7.83K |
|
|
GLF
2631
CALL
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
| $257K | ﹤0.01% |
+10,500
| New | +$292K |
|
2632
PUT
Northern Trust
NTRS
$35B
| $256K | ﹤0.01% |
3,800
-31,800
| -89% | -$2.12M |
|
|
AVTA
2633
PUT
DELISTED
Avantax, Inc. Common Stock
AVTA
| $256K | ﹤0.01% |
18,500
-1,700
| -8% | -$25K |
|
|
K
2634
PUT
DELISTED
Kellanova
K
| $255K | ﹤0.01% |
4,154
-43,984
| -91% | -$2.64M |
|
2635
CALL
PENN Entertainment
PENN
$2.52B
| $255K | ﹤0.01% |
18,600
-109,500
| -85% | -$1.42M |
|
2636
RenaissanceRe
RNR
$13.4B
| $255K | ﹤0.01% |
2,627
+2,311
| +731% | +$230K |
|
2637
PUT
Ericsson
ERIC
$33.6B
| $254K | ﹤0.01% |
+21,000
| New | +$253K |
|
2638
CALL
Fastenal
FAST
$58.5B
| $254K | ﹤0.01% |
21,200
-291,600
| -93% | -$3.26M |
|
2639
PUT
First Horizon
FHN
$12.4B
| $254K | ﹤0.01% |
18,600
+6,800
| +58% | +$86.2K |
|
2640
Intuitive Surgical
ISRG
$139B
| $254K | ﹤0.01% |
4,320
-208,953
| -98% | -$11.6M |
|
|
2641
PUT
Fastenal
FAST
$58.5B
| $253K | ﹤0.01% |
21,200
-482,800
| -96% | -$5.41M |
|
|
WW
2642
PUT
DELISTED
WW International
WW
| $253K | ﹤0.01% |
10,200
+6,600
| +183% | +$177K |
|
|
GOV
2643
CALL
DELISTED
Government Properties Income Trust
GOV
| $253K | ﹤0.01% |
+11,000
| New | +$251K |
|
2644
Olin
OLN
$2.18B
| $252K | ﹤0.01% |
11,056
+10,745
| +3,455% | +$262K |
|
|
BITA
2645
DELISTED
Bitauto Holdings Limited
BITA
| $252K | ﹤0.01% |
3,585
-837
| -19% | -$64.3K |
|
|
TOO
2646
PUT
DELISTED
Teekay Offshore Partners L.P.
TOO
| $252K | ﹤0.01% |
+9,400
| New | +$259K |
|
2647
CALL
iShares Russell Mid-Cap ETF
IWR
$58.4B
| $251K | ﹤0.01% |
6,000
-9,600
| -62% | -$390K |
|
2648
PUT
National Fuel Gas
NFG
$7.79B
| $251K | ﹤0.01% |
3,600
+2,800
| +350% | +$193K |
|
2649
PUT
SAP
SAP
$240B
| $251K | ﹤0.01% |
3,600
-1,500
| -29% | -$103K |
|
2650
PUT
Eastman Chemical
EMN
$8.47B
| $250K | ﹤0.01% |
3,300
-36,800
| -92% | -$2.91M |
|
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.