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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 | |
|---|---|---|---|---|---|---|
2026
PUT
VeriSign
VRSN
$25.8B
| $519K | ﹤0.01% |
9,100
-23,900
| -72% | -$1.38M |
|
|
NBL
2027
DELISTED
Noble Energy, Inc.
NBL
| $519K | ﹤0.01% |
10,943
+849
| +8% | +$46K |
|
|
DNY
2028
PUT
DELISTED
DONNELLEY R R & SONS CO
DNY
| $519K | ﹤0.01% |
30,800
+5,600
| +22% | +$94.4K |
|
|
APU
2029
PUT
DELISTED
AmeriGas Partners, L.P.
APU
| $518K | ﹤0.01% |
10,800
+8,400
| +350% | +$388K |
|
2030
CALL
Hilton Worldwide
HLT
$73.6B
| $517K | ﹤0.01% |
6,600
+4,600
| +230% | +$345K |
|
2031
CALL
Campbell Soup
CPB
$6.92B
| $515K | ﹤0.01% |
11,700
-44,700
| -79% | -$1.95M |
|
2032
CALL
Gildan
GIL
$10.5B
| $515K | ﹤0.01% |
+18,200
| New | +$518K |
|
2033
Unilever
UL
$134B
| $515K | ﹤0.01% |
11,314
+4,651
| +70% | +$213K |
|
|
NTRI
2034
DELISTED
NutriSystem, Inc.
NTRI
| $515K | ﹤0.01% |
26,357
+15,952
| +153% | +$284K |
|
|
DMND
2035
PUT
DELISTED
DIAMOND FOODS, INC.
DMND
| $515K | ﹤0.01% |
18,300
-28,300
| -61% | -$821K |
|
|
SGI
2036
Somnigroup International
SGI
$13.9B
| $514K | ﹤0.01% |
37,408
+33,832
| +946% | +$462K |
|
2037
CALL
Polaris
PII
$3.9B
| $513K | ﹤0.01% |
3,400
-30,300
| -90% | -$4.54M |
|
|
NBL
2038
CALL
DELISTED
Noble Energy, Inc.
NBL
| $512K | ﹤0.01% |
10,800
+5,100
| +89% | +$276K |
|
|
WUBA
2039
DELISTED
58.com Inc
WUBA
| $512K | ﹤0.01% |
12,333
+9,557
| +344% | +$394K |
|
2040
PUT
Chord Energy
CHRD
$7.55B
| $511K | ﹤0.01% |
30,800
+13,000
| +73% | +$322K |
|
2041
PUT
Genuine Parts
GPC
$18.5B
| $511K | ﹤0.01% |
4,800
+3,200
| +200% | +$314K |
|
|
APL
2042
PUT
DELISTED
ATLAS PIPELINE PARTNERS LP UTS
APL
| $511K | ﹤0.01% |
18,800
-13,000
| -41% | -$420K |
|
2043
CALL
Marvell Technology
MRVL
$197B
| $510K | ﹤0.01% |
35,200
-28,600
| -45% | -$388K |
|
|
WUBA
2044
PUT
DELISTED
58.com Inc
WUBA
| $510K | ﹤0.01% |
12,300
-30,000
| -71% | -$1.24M |
|
|
CLGX
2045
CALL
DELISTED
Corelogic, Inc.
CLGX
| $509K | ﹤0.01% |
+16,100
| New | +$491K |
|
|
PHH
2046
PUT
DELISTED
PHH Corporation
PHH
| $508K | ﹤0.01% |
21,200
+14,200
| +203% | +$330K |
|
|
MLNX
2047
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $506K | ﹤0.01% |
11,831
+3,390
| +40% | +$147K |
|
2048
PUT
Core Laboratories
CLB
$578M
| $504K | ﹤0.01% |
4,200
-38,700
| -90% | -$5.08M |
|
2049
CALL
Scotiabank
BNS
$111B
| $503K | ﹤0.01% |
9,298
+3,964
| +74% | +$223K |
|
2050
PUT
Sonoco
SON
$5.74B
| $503K | ﹤0.01% |
11,500
+4,800
| +72% | +$198K |
|
Similar funds
GAM
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.