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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+0.52%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.57%
5 Year Est. Return
+211.2%
10 Year Est. Return
+834.13%
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 | |
|---|---|---|---|---|---|---|
2051
CALL
Designer Brands
DBI
$299M
| $501K | ﹤0.01% |
13,400
+5,600
| +72% | +$183K |
|
2052
CALL
Lockheed Martin
LMT
$140B
| $501K | ﹤0.01% |
2,600
-12,600
| -83% | -$2.34M |
|
2053
Steel Dynamics
STLD
$36.7B
| $501K | ﹤0.01% |
25,404
+18,187
| +252% | +$392K |
|
2054
PUT
Avnet
AVT
$7.85B
| $500K | ﹤0.01% |
11,600
-700
| -6% | -$29.6K |
|
2055
Darden Restaurants
DRI
$25.6B
| $499K | ﹤0.01% |
9,528
-33,208
| -78% | -$1.61M |
|
2056
PUT
NRG Energy
NRG
$26.5B
| $499K | ﹤0.01% |
18,500
+15,400
| +497% | +$456K |
|
2057
CALL
Strategic Education
STRA
$1.86B
| $498K | ﹤0.01% |
6,700
-16,400
| -71% | -$1.16M |
|
2058
PUT
Digital Realty Trust
DLR
$74.1B
| $497K | ﹤0.01% |
7,500
+5,000
| +200% | +$334K |
|
2059
Voya Financial
VOYA
$9.2B
| $497K | ﹤0.01% |
11,737
+4,692
| +67% | +$188K |
|
|
VMW
2060
DELISTED
VMware, Inc
VMW
| $497K | ﹤0.01% |
6,026
-39,769
| -87% | -$3.39M |
|
2061
PUT
Cemex
CX
$16B
| $496K | ﹤0.01% |
54,668
-186,053
| -77% | -$1.93M |
|
|
SCG
2062
CALL
DELISTED
Scana
SCG
| $495K | ﹤0.01% |
8,200
+4,600
| +128% | +$255K |
|
|
ALXN
2063
DELISTED
Alexion Pharmaceuticals
ALXN
| $493K | ﹤0.01% |
+2,664
| New | +$494K |
|
|
FRP
2064
CALL
DELISTED
Fairpoint Communications, Inc.
FRP
| $493K | ﹤0.01% |
34,700
+29,300
| +543% | +$431K |
|
2065
CALL
Ball Corp
BALL
$16.4B
| $491K | ﹤0.01% |
+14,400
| New | +$474K |
|
2066
Northern Trust
NTRS
$35B
| $491K | ﹤0.01% |
7,280
-11,249
| -61% | -$748K |
|
|
2067
PUT
Strategic Education
STRA
$1.86B
| $490K | ﹤0.01% |
6,600
-29,900
| -82% | -$2.12M |
|
2068
CALL
Columbia Sportswear
COLM
$2.94B
| $489K | ﹤0.01% |
11,000
+5,600
| +104% | +$228K |
|
2069
Toyota
TM
$226B
| $489K | ﹤0.01% |
3,898
+2,808
| +258% | +$337K |
|
|
MIC
2070
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $489K | ﹤0.01% |
6,900
-1,100
| -14% | -$74.9K |
|
2071
Conagra Brands
CAG
$7.5B
| $488K | ﹤0.01% |
17,268
+1,755
| +11% | +$48K |
|
|
RDC
2072
PUT
DELISTED
Rowan Companies Plc
RDC
| $488K | ﹤0.01% |
20,900
-159,700
| -88% | -$3.69M |
|
2073
CALL
Gold Fields
GFI
$36B
| $487K | ﹤0.01% |
107,500
+2,000
| +2% | +$8K |
|
2074
Bank of Montreal
BMO
$130B
| $486K | ﹤0.01% |
+6,867
| New | +$491K |
|
2075
PUT
Children's Place
PLCE
$54.3M
| $486K | ﹤0.01% |
8,500
+1,500
| +21% | +$77.5K |
|
Similar funds
RIM
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.