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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 | 1.89% |
| 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 | |
|---|---|---|---|---|---|---|
1651
Icahn Enterprises
IEP
$5.34B
| $829K | ﹤0.01% |
8,963
+8,505
| +1,857% | +$860K |
|
1652
Public Storage
PSA
$61.2B
| $828K | ﹤0.01% |
4,481
+3,300
| +279% | +$597K |
|
1653
Radian Group
RDN
$4.94B
| $827K | ﹤0.01% |
+49,487
| New | +$798K |
|
|
NS
1654
PUT
DELISTED
NuStar Energy L.P.
NS
| $826K | ﹤0.01% |
14,300
-60,100
| -81% | -$3.57M |
|
1655
Johnson Controls International
JCI
$91.7B
| $824K | ﹤0.01% |
16,280
+10,944
| +205% | +$535K |
|
|
1656
PUT
Icahn Enterprises
IEP
$5.34B
| $823K | ﹤0.01% |
8,900
-2,500
| -22% | -$253K |
|
1657
CALL
XPO
XPO
$24.7B
| $817K | ﹤0.01% |
57,828
+23,710
| +69% | +$313K |
|
1658
CALL
C.H. Robinson
CHRW
$17.4B
| $816K | ﹤0.01% |
10,900
-45,700
| -81% | -$3.26M |
|
1659
PUT
Red Robin
RRGB
$171M
| $815K | ﹤0.01% |
10,600
-3,600
| -25% | -$229K |
|
1660
Centene
CNC
$33B
| $814K | ﹤0.01% |
31,364
+11,688
| +59% | +$273K |
|
|
GGP
1661
DELISTED
GGP Inc.
GGP
| $814K | ﹤0.01% |
+28,946
| New | +$752K |
|
|
TE
1662
PUT
DELISTED
TECO ENERGY INC
TE
| $813K | ﹤0.01% |
39,700
+29,500
| +289% | +$570K |
|
1663
CALL
Merck
MRK
$332B
| $812K | ﹤0.01% |
14,986
-142,214
| -90% | -$7.92M |
|
|
EMC
1664
DELISTED
EMC CORPORATION
EMC
| $812K | ﹤0.01% |
+27,288
| New | +$794K |
|
1665
PUT
GameStop
GME
$8.3B
| $808K | ﹤0.01% |
95,200
-223,200
| -70% | -$2.16M |
|
1666
CALL
Veeco
VECO
$3.28B
| $808K | ﹤0.01% |
23,200
+15,600
| +205% | +$545K |
|
1667
Colgate-Palmolive
CL
$73.9B
| $806K | ﹤0.01% |
11,644
+1,598
| +16% | +$108K |
|
|
CAVM
1668
CALL
DELISTED
Cavium, Inc.
CAVM
| $805K | ﹤0.01% |
+13,000
| New | +$688K |
|
|
PETM
1669
DELISTED
PETSMART INC
PETM
| $804K | ﹤0.01% |
9,895
-27,313
| -73% | -$2.02M |
|
|
RFMD
1670
PUT
DELISTED
RF MICRO DEVICES INC
RFMD
| $801K | ﹤0.01% |
48,300
+44,300
| +1,108% | +$591K |
|
1671
PUT
Sanmina
SANM
$11.1B
| $799K | ﹤0.01% |
33,900
+20,700
| +157% | +$473K |
|
1672
CALL
Broadcom
AVGO
$1.94T
| $795K | ﹤0.01% |
+79,000
| New | +$706K |
|
1673
Duke Energy
DUK
$96.3B
| $794K | ﹤0.01% |
9,504
+8,086
| +570% | +$652K |
|
1674
CALL
Expeditors International
EXPD
$24.2B
| $794K | ﹤0.01% |
17,800
-52,700
| -75% | -$2.26M |
|
|
1675
PUT
Public Storage
PSA
$61.2B
| $794K | ﹤0.01% |
4,300
-1,000
| -19% | -$181K |
|
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 1.9% 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.