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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 | 1.85% |
| 2 | Consumer Discretionary | 1.26% |
| 3 | Financials | 0.92% |
| 4 | Industrials | 0.76% |
| 5 | Energy | 0.6% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
CELG
1001
DELISTED
Celgene Corp
CELG
| $2.33M | 0.01% |
20,826
-11,810
| -36% | -$1.25M |
|
1002
CALL
BlackBerry
BB
$5.27B
| $2.32M | 0.01% |
211,400
-730,000
| -78% | -$7.47M |
|
|
XLNX
1003
CALL
DELISTED
Xilinx Inc
XLNX
| $2.32M | 0.01% |
53,600
-52,000
| -49% | -$2.25M |
|
1004
PUT
KLA
KLAC
$274B
| $2.31M | 0.01% |
329,000
-1,262,000
| -79% | -$9.32M |
|
|
GREK
1005
CALL
Global X MSCI Greece ETF
GREK
$331M
| $2.31M | 0.01% |
+57,433
| New | +$2.77M |
|
1006
NOV
NOV
$7.36B
| $2.3M | 0.01% |
35,140
+28,690
| +445% | +$2M |
|
1007
Blackrock
BLK
$183B
| $2.3M | 0.01% |
6,420
+1,872
| +41% | +$640K |
|
|
SUNE
1008
DELISTED
SUNEDISON, INC COM
SUNE
| $2.3M | 0.01% |
117,684
-181,650
| -61% | -$3.45M |
|
1009
CALL
Simon Property Group
SPG
$71.7B
| $2.29M | 0.01% |
12,600
-2,300
| -15% | -$408K |
|
1010
CALL
VanEck Agribusiness ETF
MOO
$972M
| $2.29M | 0.01% |
+43,600
| New | +$2.32M |
|
|
RAD
1011
DELISTED
Rite Aid Corporation
RAD
| $2.29M | 0.01% |
15,236
+5,634
| +59% | +$625K |
|
1012
CALL
American Electric Power
AEP
$68.3B
| $2.29M | 0.01% |
37,700
+36,200
| +2,413% | +$2.07M |
|
|
SNV
1013
PUT
DELISTED
Synovus
SNV
| $2.29M | 0.01% |
84,600
+79,900
| +1,700% | +$2.02M |
|
|
SPWR
1014
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $2.28M | 0.01% |
134,987
-145,065
| -52% | -$2.69M |
|
1015
Paychex
PAYX
$44.6B
| $2.28M | 0.01% |
+49,369
| New | +$2.28M |
|
|
MXIM
1016
PUT
DELISTED
Maxim Integrated Products
MXIM
| $2.27M | 0.01% |
71,300
+38,900
| +120% | +$1.14M |
|
1017
CALL
Outfront Media
OUT
$5.24B
| $2.27M | 0.01% |
85,748
-1,046,428
| -92% | -$25.6M |
|
1018
CALL
Cirrus Logic
CRUS
$6.08B
| $2.26M | 0.01% |
96,000
-103,300
| -52% | -$2.08M |
|
1019
PUT
JetBlue
JBLU
$2.19B
| $2.26M | 0.01% |
142,200
+134,200
| +1,678% | +$1.74M |
|
1020
CVS Health
CVS
$121B
| $2.26M | 0.01% |
23,427
+2,898
| +14% | +$255K |
|
1021
DaVita
DVA
$11.4B
| $2.26M | 0.01% |
29,789
+29,708
| +36,677% | +$2.24M |
|
1022
CALL
Aptiv
APTV
$10.2B
| $2.25M | 0.01% |
31,000
+30,800
| +15,400% | +$2.12M |
|
|
BONT
1023
CALL
DELISTED
Bon-Ton Stores Inc/The
BONT
| $2.25M | 0.01% |
304,300
-143,100
| -32% | -$1.18M |
|
1024
CALL
Stratasys
SSYS
$779M
| $2.25M | 0.01% |
27,000
-137,400
| -84% | -$14.1M |
|
1025
PUT
IAMGOLD
IAG
$10.1B
| $2.24M | 0.01% |
829,000
+375,000
| +83% | +$868K |
|
Similar funds
HF
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 1.8% 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.