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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 | |
|---|---|---|---|---|---|---|
1701
CALL
Toronto Dominion Bank
TD
$205B
| $774K | ﹤0.01% |
16,200
+13,200
| +440% | +$637K |
|
1702
PUT
Kinder Morgan
KMI
$72.3B
| $773K | ﹤0.01% |
18,277
-71,923
| -80% | -$2.83M |
|
1703
CALL
Raymond James Financial
RJF
$34.9B
| $773K | ﹤0.01% |
20,250
+18,900
| +1,400% | +$693K |
|
1704
CALL
Jacobs Solutions
J
$16.8B
| $772K | ﹤0.01% |
20,915
+11,727
| +128% | +$447K |
|
1705
CALL
Bank of Hawaii
BOH
$3.17B
| $771K | ﹤0.01% |
+13,000
| New | +$749K |
|
1706
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $770K | ﹤0.01% |
15,900
-12,400
| -44% | -$587K |
|
|
CZR
1707
DELISTED
Caesars Entertainment Corporation
CZR
| $769K | ﹤0.01% |
48,990
-130,810
| -73% | -$1.75M |
|
|
NILE
1708
CALL
DELISTED
Blue Nile, Inc.
NILE
| $767K | ﹤0.01% |
21,300
-7,100
| -25% | -$235K |
|
|
ATCO
1709
CALL
DELISTED
Atlas Corp.
ATCO
| $766K | ﹤0.01% |
42,500
+9,500
| +29% | +$186K |
|
1710
CALL
Marriott International
MAR
$92.9B
| $765K | ﹤0.01% |
9,800
-302,300
| -97% | -$22.3M |
|
1711
AvalonBay Communities
AVB
$26.3B
| $764K | ﹤0.01% |
+4,677
| New | +$733K |
|
1712
Unisys
UIS
$206M
| $764K | ﹤0.01% |
25,921
+25,666
| +10,065% | +$646K |
|
|
KCG
1713
PUT
DELISTED
KCG Holdings, Inc.
KCG
| $764K | ﹤0.01% |
65,600
+56,600
| +629% | +$622K |
|
1714
PUT
Vulcan Materials
VMC
$36B
| $763K | ﹤0.01% |
11,600
+11,300
| +3,767% | +$713K |
|
1715
CALL
BorgWarner
BWA
$14B
| $762K | ﹤0.01% |
15,790
+12,950
| +456% | +$631K |
|
|
PNK
1716
CALL
DELISTED
Pinnacle Entertainment Inc.
PNK
| $760K | ﹤0.01% |
34,200
+30,300
| +777% | +$705K |
|
1717
PUT
AGNC Investment
AGNC
$13.1B
| $758K | ﹤0.01% |
34,800
+17,300
| +99% | +$390K |
|
1718
PUT
Hain Celestial
HAIN
$52.2M
| $757K | ﹤0.01% |
13,000
-62,600
| -83% | -$3.39M |
|
1719
Welltower
WELL
$168B
| $757K | ﹤0.01% |
10,001
-41,035
| -80% | -$2.93M |
|
|
KNDI
1720
CALL
Kandi Technologies Group
KNDI
$63.3M
| $755K | ﹤0.01% |
54,000
-32,100
| -37% | -$442K |
|
1721
PUT
Constellium
CSTM
$4.02B
| $754K | ﹤0.01% |
45,900
+45,200
| +6,457% | +$842K |
|
1722
PUT
L3Harris
LHX
$54.3B
| $754K | ﹤0.01% |
10,500
+2,900
| +38% | +$201K |
|
|
UN
1723
CALL
DELISTED
Unilever NV New York Registry Shares
UN
| $754K | ﹤0.01% |
19,300
+8,900
| +86% | +$348K |
|
1724
CALL
DTE Energy
DTE
$29.2B
| $752K | ﹤0.01% |
+10,223
| New | +$710K |
|
1725
PUT
Helmerich & Payne
HP
$4.43B
| $752K | ﹤0.01% |
11,200
-1,300
| -10% | -$101K |
|
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.