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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 | |
|---|---|---|---|---|---|---|
1326
PUT
Canadian Natural Resources
CNQ
$98.1B
| $1.31M | ﹤0.01% |
87,913
+82,742
| +1,600% | +$1.35M |
|
|
DF
1327
CALL
DELISTED
Dean Foods Company
DF
| $1.31M | ﹤0.01% |
67,600
+64,600
| +2,153% | +$1.03M |
|
1328
PUT
Bath & Body Works
BBWI
$3.76B
| $1.31M | ﹤0.01% |
18,679
+11,999
| +180% | +$740K |
|
1329
CALL
Aon
AON
$75.7B
| $1.31M | ﹤0.01% |
13,800
+11,800
| +590% | +$1.06M |
|
1330
CALL
RH
RH
$3.4B
| $1.31M | ﹤0.01% |
13,600
-10,300
| -43% | -$863K |
|
1331
Fortinet
FTNT
$121B
| $1.3M | ﹤0.01% |
212,885
+51,115
| +32% | +$275K |
|
|
TRUE
1332
PUT
DELISTED
TrueCar
TRUE
| $1.3M | ﹤0.01% |
+57,000
| New | +$1.12M |
|
|
EMES
1333
CALL
DELISTED
Emerge Energy Services LP
EMES
| $1.3M | ﹤0.01% |
+24,200
| New | +$1.82M |
|
|
AOL
1334
PUT
DELISTED
AOL INC COMMON STOCK
AOL
| $1.3M | ﹤0.01% |
28,200
-47,400
| -63% | -$2.09M |
|
1335
PUT
Constellation Brands
STZ
$23.3B
| $1.3M | ﹤0.01% |
13,200
-3,200
| -20% | -$293K |
|
|
DNKN
1336
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $1.3M | ﹤0.01% |
30,400
-167,800
| -85% | -$7.68M |
|
1337
CALL
Sprouts Farmers Market
SFM
$7.71B
| $1.29M | ﹤0.01% |
38,000
+28,000
| +280% | +$854K |
|
|
CTRX
1338
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
| $1.29M | ﹤0.01% |
24,859
+11,138
| +81% | +$524K |
|
1339
Archer Daniels Midland
ADM
$38.6B
| $1.28M | ﹤0.01% |
24,648
+19,085
| +343% | +$952K |
|
|
MNDT
1340
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $1.28M | ﹤0.01% |
40,400
-202,300
| -83% | -$6.21M |
|
1341
CALL
Akamai
AKAM
$18B
| $1.27M | ﹤0.01% |
20,200
-7,900
| -28% | -$476K |
|
|
FFG
1342
CALL
DELISTED
FBL Financial Group
FFG
| $1.27M | ﹤0.01% |
+21,900
| New | +$1.12M |
|
1343
PUT
Adeia
ADEA
$3.16B
| $1.27M | ﹤0.01% |
+134,190
| New | +$1.11M |
|
1344
CALL
iShares US Home Construction ETF
ITB
$2.37B
| $1.27M | ﹤0.01% |
49,000
-3,200
| -6% | -$78.1K |
|
1345
PUT
Signet Jewelers
SIG
$3.6B
| $1.26M | ﹤0.01% |
9,600
+5,900
| +159% | +$715K |
|
1346
State Street SPDR S&P 500 ETF Trust
SPY
$815B
| $1.26M | ﹤0.01% |
6,141
+5,786
| +1,630% | +$1.16M |
|
1347
PUT
Commault Systems
CVLT
$6.26B
| $1.26M | ﹤0.01% |
24,400
+14,400
| +144% | +$692K |
|
1348
Moody's
MCO
$84.6B
| $1.26M | ﹤0.01% |
13,164
+12,788
| +3,401% | +$1.24M |
|
|
FTR
1349
PUT
DELISTED
Frontier Communications Corp.
FTR
| $1.26M | ﹤0.01% |
12,600
+12,333
| +4,619% | +$1.21M |
|
1350
CALL
NOV
NOV
$7.36B
| $1.26M | ﹤0.01% |
19,200
-139,000
| -88% | -$9.68M |
|
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.