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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 | |
|---|---|---|---|---|---|---|
1476
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.5B
| $1.05M | ﹤0.01% |
29,000
+8,200
| +39% | +$281K |
|
1477
CALL
Archer Daniels Midland
ADM
$38.6B
| $1.04M | ﹤0.01% |
20,100
+13,100
| +187% | +$653K |
|
1478
PUT
C.H. Robinson
CHRW
$17.1B
| $1.04M | ﹤0.01% |
14,000
-36,700
| -72% | -$2.62M |
|
|
OSG
1479
PUT
Octave Specialty Group
OSG
$210M
| $1.04M | ﹤0.01% |
42,600
-45,600
| -52% | -$1.06M |
|
1480
PUT
PVH
PVH
$3.76B
| $1.04M | ﹤0.01% |
8,100
-6,200
| -43% | -$744K |
|
|
CXO
1481
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
| $1.04M | ﹤0.01% |
10,400
+3,000
| +41% | +$315K |
|
1482
Gerdau
GGB
$9.48B
| $1.04M | ﹤0.01% |
+367,949
| New | +$1.22M |
|
1483
CALL
Adeia
ADEA
$3.16B
| $1.04M | ﹤0.01% |
109,620
+99,792
| +1,015% | +$825K |
|
1484
Phillips 66
PSX
$90B
| $1.04M | ﹤0.01% |
14,452
-23,888
| -62% | -$1.76M |
|
1485
PUT
Sempra
SRE
$56.2B
| $1.04M | ﹤0.01% |
18,600
+7,200
| +63% | +$392K |
|
1486
CALL
Ulta Beauty
ULTA
$22.9B
| $1.04M | ﹤0.01% |
8,100
-28,700
| -78% | -$3.52M |
|
1487
CALL
Public Storage
PSA
$60.4B
| $1.03M | ﹤0.01% |
5,600
+1,900
| +51% | +$344K |
|
1488
PUT
BJ's Restaurants
BJRI
$1.48B
| $1.03M | ﹤0.01% |
20,600
-22,300
| -52% | -$978K |
|
1489
PUT
Designer Brands
DBI
$311M
| $1.03M | ﹤0.01% |
27,700
+6,900
| +33% | +$225K |
|
|
TWTR
1490
DELISTED
Twitter, Inc.
TWTR
| $1.03M | ﹤0.01% |
28,759
+1,182
| +4% | +$50.3K |
|
1491
CALL
Waste Management
WM
$90.5B
| $1.03M | ﹤0.01% |
20,100
+18,300
| +1,017% | +$891K |
|
1492
CALL
FTI Consulting
FCN
$4.24B
| $1.03M | ﹤0.01% |
26,600
+14,700
| +124% | +$559K |
|
1493
CALL
Lands' End
LE
$391M
| $1.03M | ﹤0.01% |
19,030
+7,900
| +71% | +$372K |
|
1494
PUT
VF Corp
VFC
$5.73B
| $1.03M | ﹤0.01% |
14,549
-3,717
| -20% | -$246K |
|
|
1495
C.H. Robinson
CHRW
$17.1B
| $1.02M | ﹤0.01% |
13,672
+7,124
| +109% | +$508K |
|
1496
CALL
Hasbro
HAS
$13.4B
| $1.02M | ﹤0.01% |
18,600
-16,000
| -46% | -$901K |
|
1497
Zions Bancorporation
ZION
$10.5B
| $1.02M | ﹤0.01% |
35,862
+35,399
| +7,646% | +$999K |
|
1498
CALL
American Eagle Outfitters
AEO
$2.72B
| $1.02M | ﹤0.01% |
73,400
+63,700
| +657% | +$861K |
|
|
K
1499
DELISTED
Kellanova
K
| $1.02M | ﹤0.01% |
+16,598
| New | +$997K |
|
|
MWE
1500
PUT
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
| $1.02M | ﹤0.01% |
15,200
-30,100
| -66% | -$2.1M |
|
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.