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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 | |
|---|---|---|---|---|---|---|
1826
PUT
Campbell Soup
CPB
$6.93B
| $656K | ﹤0.01% |
14,900
+3,400
| +30% | +$149K |
|
1827
CALL
Edison International
EIX
$27.3B
| $656K | ﹤0.01% |
+10,000
| New | +$621K |
|
1828
CALL
Snap-on
SNA
$20.9B
| $655K | ﹤0.01% |
4,800
+700
| +17% | +$91.8K |
|
|
WCC
1829
CALL
WESCO International
WCC
$17.6B
| $655K | ﹤0.01% |
8,600
+8,200
| +2,050% | +$645K |
|
1830
PUT
American Tower
AMT
$81.9B
| $654K | ﹤0.01% |
6,600
-3,700
| -36% | -$363K |
|
|
BIG
1831
DELISTED
Big Lots, Inc.
BIG
| $654K | ﹤0.01% |
+16,354
| New | +$727K |
|
|
IDTI
1832
CALL
DELISTED
Integrated Device Technology I
IDTI
| $654K | ﹤0.01% |
33,400
-166,600
| -83% | -$2.87M |
|
|
HIBB
1833
CALL
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $654K | ﹤0.01% |
13,500
+8,100
| +150% | +$376K |
|
1834
PUT
Barclays
BCS
$94.7B
| $652K | ﹤0.01% |
46,684
+41,736
| +843% | +$573K |
|
|
AWAY
1835
PUT
DELISTED
HOMEAWAY INC COM
AWAY
| $649K | ﹤0.01% |
21,700
-53,400
| -71% | -$1.68M |
|
1836
McKesson
MCK
$101B
| $648K | ﹤0.01% |
3,120
-682
| -18% | -$139K |
|
1837
CALL
Axos Financial
AX
$5.81B
| $647K | ﹤0.01% |
+33,200
| New | +$623K |
|
|
WNR
1838
DELISTED
Western Refining Inc
WNR
| $647K | ﹤0.01% |
17,135
+7,698
| +82% | +$318K |
|
1839
Illinois Tool Works
ITW
$82.4B
| $646K | ﹤0.01% |
6,820
+6,297
| +1,204% | +$574K |
|
|
MRO
1840
DELISTED
Marathon Oil Corporation
MRO
| $646K | ﹤0.01% |
22,849
-7,993
| -26% | -$254K |
|
1841
XPO
XPO
$24.8B
| $645K | ﹤0.01% |
+45,629
| New | +$602K |
|
1842
CALL
WEC Energy
WEC
$35.8B
| $644K | ﹤0.01% |
+12,200
| New | +$598K |
|
1843
CALL
Associated Banc-Corp
ASB
$6.1B
| $643K | ﹤0.01% |
+34,500
| New | +$629K |
|
1844
Alibaba
BABA
$298B
| $642K | ﹤0.01% |
6,176
-93,824
| -94% | -$9.63M |
|
|
MRO
1845
PUT
DELISTED
Marathon Oil Corporation
MRO
| $641K | ﹤0.01% |
22,700
-70,100
| -76% | -$2.23M |
|
1846
PUT
ICICI Bank
IBN
$106B
| $638K | ﹤0.01% |
60,720
+39,270
| +183% | +$401K |
|
1847
PUT
iShares S&P 500 Value ETF
IVE
$50.3B
| $638K | ﹤0.01% |
6,800
+4,600
| +209% | +$421K |
|
1848
PUT
Amphenol
APH
$205B
| $636K | ﹤0.01% |
47,200
-33,600
| -42% | -$430K |
|
|
DF
1849
PUT
DELISTED
Dean Foods Company
DF
| $636K | ﹤0.01% |
32,800
+30,800
| +1,540% | +$490K |
|
|
TTM
1850
PUT
DELISTED
Tata Motors Limited
TTM
| $634K | ﹤0.01% |
15,000
-5,800
| -28% | -$259K |
|
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.