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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 | |
|---|---|---|---|---|---|---|
2101
PUT
iShares Russell 2000 Value ETF
IWN
$14.7B
| $470K | ﹤0.01% |
4,600
+2,100
| +84% | +$206K |
|
2102
PUT
Universal Health Services
UHS
$10B
| $470K | ﹤0.01% |
4,200
+3,600
| +600% | +$378K |
|
|
GPOR
2103
CALL
DELISTED
Gulfport Energy Corp.
GPOR
| $469K | ﹤0.01% |
11,300
-35,300
| -76% | -$1.65M |
|
2104
First Majestic Silver
AG
$9.49B
| $467K | ﹤0.01% |
+93,095
| New | +$519K |
|
|
NSM
2105
CALL
DELISTED
Nationstar Mortgage Holdings
NSM
| $466K | ﹤0.01% |
16,500
+1,400
| +9% | +$43.3K |
|
2106
PUT
Franklin Resources
BEN
$17.2B
| $465K | ﹤0.01% |
8,400
+7,200
| +600% | +$398K |
|
2107
CALL
Copa Holdings
CPA
$6.14B
| $465K | ﹤0.01% |
4,500
+3,600
| +400% | +$383K |
|
2108
CALL
Radware
RDWR
$1.23B
| $465K | ﹤0.01% |
+21,100
| New | +$412K |
|
2109
Constellium
CSTM
$4.01B
| $464K | ﹤0.01% |
28,222
+27,413
| +3,389% | +$511K |
|
2110
Elevance Health
ELV
$86.8B
| $464K | ﹤0.01% |
3,696
-13,530
| -79% | -$1.67M |
|
2111
Jack in the Box
JACK
$325M
| $464K | ﹤0.01% |
5,804
+5,026
| +646% | +$366K |
|
2112
PUT
EQT Corp
EQT
$34B
| $463K | ﹤0.01% |
11,206
+1,286
| +13% | +$60.8K |
|
2113
CALL
Interactive Brokers
IBKR
$41.7B
| $463K | ﹤0.01% |
63,600
-12,400
| -16% | -$82.9K |
|
2114
CALL
Ameriprise Financial
AMP
$50.3B
| $462K | ﹤0.01% |
+3,500
| New | +$443K |
|
2115
PUT
O-I Glass
OI
$1.04B
| $462K | ﹤0.01% |
17,100
+16,700
| +4,175% | +$429K |
|
2116
PUT
Ovintiv
OVV
$17.4B
| $462K | ﹤0.01% |
6,660
+5,260
| +376% | +$448K |
|
|
ARG
2117
DELISTED
Airgas Inc
ARG
| $462K | ﹤0.01% |
4,015
+3,680
| +1,099% | +$414K |
|
|
PCP
2118
DELISTED
PRECISION CASTPARTS CORP
PCP
| $462K | ﹤0.01% |
1,920
+1,887
| +5,718% | +$436K |
|
2119
PUT
Eversource Energy
ES
$27.2B
| $461K | ﹤0.01% |
+8,600
| New | +$429K |
|
2120
CALL
Intuit
INTU
$94.6B
| $461K | ﹤0.01% |
5,000
-25,800
| -84% | -$2.29M |
|
|
WLB
2121
PUT
DELISTED
Westmoreland Coal Company
WLB
| $461K | ﹤0.01% |
+13,900
| New | +$486K |
|
2122
Estee Lauder
EL
$31.2B
| $460K | ﹤0.01% |
6,039
+5,038
| +503% | +$372K |
|
2123
PUT
Teucrium Corn Fund
CORN
$171M
| $459K | ﹤0.01% |
17,200
+1,400
| +9% | +$36.2K |
|
2124
CALL
Thomson Reuters
TRI
$44.9B
| $459K | ﹤0.01% |
+9,823
| New | +$435K |
|
|
DNB
2125
CALL
DELISTED
Dun & Bradstreet
DNB
| $459K | ﹤0.01% |
+3,800
| New | +$459K |
|
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.