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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 | |
|---|---|---|---|---|---|---|
1401
CALL
Tractor Supply
TSCO
$18.8B
| $1.17M | ﹤0.01% |
74,000
+32,000
| +76% | +$459K |
|
|
MRO
1402
CALL
DELISTED
Marathon Oil Corporation
MRO
| $1.17M | ﹤0.01% |
41,300
+8,600
| +26% | +$274K |
|
1403
PUT
State Street SPDR S&P Bank ETF
KBE
$1.75B
| $1.16M | ﹤0.01% |
+34,700
| New | +$1.13M |
|
1404
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.67B
| $1.16M | ﹤0.01% |
28,500
+4,500
| +19% | +$177K |
|
|
SNV
1405
CALL
DELISTED
Synovus
SNV
| $1.16M | ﹤0.01% |
42,800
+25,300
| +145% | +$639K |
|
|
SPLS
1406
CALL
DELISTED
Staples Inc
SPLS
| $1.16M | ﹤0.01% |
64,000
-1,314,200
| -95% | -$18.3M |
|
1407
PUT
Scotiabank
BNS
$110B
| $1.16M | ﹤0.01% |
21,449
+19,102
| +814% | +$1.07M |
|
|
LM
1408
DELISTED
Legg Mason, Inc.
LM
| $1.16M | ﹤0.01% |
21,704
+21,679
| +86,716% | +$1.14M |
|
1409
CALL
Hain Celestial
HAIN
$52.9M
| $1.15M | ﹤0.01% |
19,800
-31,800
| -62% | -$1.72M |
|
|
HNT
1410
CALL
DELISTED
HEALTH NET INC
HNT
| $1.15M | ﹤0.01% |
21,500
+11,700
| +119% | +$576K |
|
|
PVA
1411
PUT
DELISTED
PENN VIRGINIA CORP
PVA
| $1.15M | ﹤0.01% |
171,500
+158,600
| +1,229% | +$1.2M |
|
1412
CALL
T. Rowe Price
TROW
$23.8B
| $1.14M | ﹤0.01% |
13,300
+9,900
| +291% | +$807K |
|
1413
Mastercard
MA
$490B
| $1.14M | ﹤0.01% |
13,248
-10,951
| -45% | -$894K |
|
|
SCHW
1414
Charles Schwab
SCHW
$190B
| $1.14M | ﹤0.01% |
37,702
+35,896
| +1,988% | +$1.02M |
|
1415
AZZ Inc
AZZ
$4.55B
| $1.14M | ﹤0.01% |
24,239
+20,625
| +571% | +$930K |
|
1416
PUT
Ameriprise Financial
AMP
$49.9B
| $1.14M | ﹤0.01% |
8,600
+4,600
| +115% | +$582K |
|
|
IPHI
1417
CALL
DELISTED
INPHI CORPORATION
IPHI
| $1.13M | ﹤0.01% |
+61,300
| New | +$897K |
|
1418
State Street
STT
$52.2B
| $1.13M | ﹤0.01% |
14,415
+14,340
| +19,120% | +$1.08M |
|
1419
CALL
Cintas
CTAS
$81.4B
| $1.13M | ﹤0.01% |
57,600
+24,000
| +71% | +$434K |
|
|
IQNT
1420
PUT
DELISTED
Inteliquent, Inc.
IQNT
| $1.13M | ﹤0.01% |
57,500
+5,500
| +11% | +$89.8K |
|
|
JNPR
1421
CALL
DELISTED
Juniper Networks
JNPR
| $1.13M | ﹤0.01% |
50,600
+16,900
| +50% | +$359K |
|
1422
PUT
Assured Guaranty
AGO
$3.29B
| $1.13M | ﹤0.01% |
43,300
+11,100
| +34% | +$267K |
|
1423
CALL
Plains All American Pipeline
PAA
$16.4B
| $1.12M | ﹤0.01% |
21,900
+11,000
| +101% | +$584K |
|
|
SNBR
1424
PUT
DELISTED
Sleep Number
SNBR
| $1.12M | ﹤0.01% |
41,600
-11,000
| -21% | -$274K |
|
1425
CALL
Vulcan Materials
VMC
$36.3B
| $1.12M | ﹤0.01% |
17,100
-7,600
| -31% | -$480K |
|
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.