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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 | |
|---|---|---|---|---|---|---|
1751
PUT
Affiliated Managers Group
AMG
$9.78B
| $721K | ﹤0.01% |
3,400
+3,100
| +1,033% | +$616K |
|
|
BGC
1752
CALL
DELISTED
General Cable Corporation
BGC
| $721K | ﹤0.01% |
48,400
+43,600
| +908% | +$610K |
|
|
BOBE
1753
DELISTED
Bob Evans Farms, Inc.
BOBE
| $719K | ﹤0.01% |
14,053
+2,208
| +19% | +$111K |
|
|
SAVE
1754
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $718K | ﹤0.01% |
9,500
-48,400
| -84% | -$3.46M |
|
|
NBIS
1755
Nebius Group N.V.
NBIS
$73.4B
| $712K | ﹤0.01% |
39,646
+27,020
| +214% | +$651K |
|
|
SBY
1756
PUT
DELISTED
Silver Bay Realty Trust Corp.
SBY
| $712K | ﹤0.01% |
43,000
+33,000
| +330% | +$546K |
|
1757
H&R Block
HRB
$6.74B
| $711K | ﹤0.01% |
21,120
-69,221
| -77% | -$2.22M |
|
1758
McCormick & Company Non-Voting
MKC
$14.7B
| $711K | ﹤0.01% |
19,152
+12,272
| +178% | +$439K |
|
1759
CALL
Bath & Body Works
BBWI
$3.92B
| $710K | ﹤0.01% |
10,143
-1,485
| -13% | -$91.6K |
|
1760
CSX Corp
CSX
$93.6B
| $710K | ﹤0.01% |
58,770
-300,621
| -84% | -$3.52M |
|
1761
HSBC
HSBC
$357B
| $710K | ﹤0.01% |
17,439
-11,187
| -39% | -$477K |
|
|
CYOU
1762
CALL
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $709K | ﹤0.01% |
25,900
-16,000
| -38% | -$359K |
|
1763
PUT
iShares MSCI Italy ETF
EWI
$1.08B
| $707K | ﹤0.01% |
+26,000
| New | +$750K |
|
1764
PUT
KBR
KBR
$4.84B
| $706K | ﹤0.01% |
41,600
+27,600
| +197% | +$495K |
|
1765
PUT
J.M. Smucker
SJM
$12.9B
| $706K | ﹤0.01% |
7,000
-3,400
| -33% | -$344K |
|
1766
CALL
Weibo
WB
$1.88B
| $705K | ﹤0.01% |
49,700
+46,300
| +1,362% | +$806K |
|
|
YOKU
1767
CALL
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $705K | ﹤0.01% |
39,600
-8,300
| -17% | -$154K |
|
1768
PUT
Canadian Imperial Bank of Commerce
CM
$112B
| $704K | ﹤0.01% |
16,579
+10,716
| +183% | +$474K |
|
1769
Danaher
DHR
$143B
| $704K | ﹤0.01% |
12,212
-184,741
| -94% | -$10M |
|
1770
PUT
Microchip Technology
MCHP
$42.2B
| $704K | ﹤0.01% |
31,200
+27,800
| +818% | +$605K |
|
1771
PUT
Toyota
TM
$225B
| $703K | ﹤0.01% |
5,600
+1,400
| +33% | +$168K |
|
|
OVTI
1772
PUT
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
| $703K | ﹤0.01% |
27,000
+16,500
| +157% | +$437K |
|
|
CODE
1773
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
| $703K | ﹤0.01% |
20,541
-112,693
| -85% | -$2.68M |
|
1774
CALL
NGL Energy Partners
NGL
$2.17B
| $699K | ﹤0.01% |
25,000
-29,600
| -54% | -$972K |
|
1775
PUT
Crown Holdings
CCK
$12.9B
| $698K | ﹤0.01% |
13,700
-100,300
| -88% | -$4.83M |
|
Similar funds
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.