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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 | |
|---|---|---|---|---|---|---|
2576
PUT
Calumet Specialty Products
CLMT
$4.19B
| $273K | ﹤0.01% |
+12,200
| New | +$317K |
|
|
XONE
2577
CALL
DELISTED
The ExOne Company
XONE
| $273K | ﹤0.01% |
16,200
-19,300
| -54% | -$388K |
|
|
ASNA
2578
CALL
DELISTED
Ascena Retail Group, Inc.
ASNA
| $273K | ﹤0.01% |
1,090
+300
| +38% | +$74.4K |
|
2579
First Horizon
FHN
$12.4B
| $271K | ﹤0.01% |
+19,950
| New | +$253K |
|
2580
PUT
Hyatt Hotels
H
$17.1B
| $271K | ﹤0.01% |
4,500
+4,100
| +1,025% | +$241K |
|
2581
Pixelworks
PXLW
$44.4M
| $271K | ﹤0.01% |
+4,960
| New | +$295K |
|
|
SLCA
2582
PUT
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $271K | ﹤0.01% |
10,500
+2,100
| +25% | +$83K |
|
|
ANDX
2583
CALL
DELISTED
Andeavor Logistics LP
ANDX
| $271K | ﹤0.01% |
4,600
+2,400
| +109% | +$140K |
|
2584
PUT
Groupon
GRPN
$875M
| $270K | ﹤0.01% |
1,650
-43,475
| -96% | -$6.17M |
|
2585
CALL
Lam Research
LRCX
$416B
| $270K | ﹤0.01% |
34,000
-26,000
| -43% | -$202K |
|
2586
PUT
Navient
NAVI
$860M
| $270K | ﹤0.01% |
12,500
+9,000
| +257% | +$180K |
|
2587
PUT
iShares Semiconductor ETF
SOXX
$46.5B
| $270K | ﹤0.01% |
8,700
+5,400
| +164% | +$158K |
|
2588
Copa Holdings
CPA
$6.14B
| $269K | ﹤0.01% |
2,597
+1,908
| +277% | +$203K |
|
|
NGD
2589
DELISTED
New Gold Inc
NGD
| $269K | ﹤0.01% |
+62,462
| New | +$267K |
|
2590
Oneok
OKE
$59.9B
| $269K | ﹤0.01% |
5,393
-8,018
| -60% | -$443K |
|
2591
CALL
Icahn Enterprises
IEP
$5.27B
| $268K | ﹤0.01% |
2,900
-17,700
| -86% | -$1.79M |
|
2592
O'Reilly Automotive
ORLY
$73.7B
| $268K | ﹤0.01% |
20,880
-113,160
| -84% | -$1.33M |
|
2593
CALL
Universal Health Services
UHS
$10B
| $268K | ﹤0.01% |
2,400
+1,800
| +300% | +$189K |
|
|
APU
2594
CALL
DELISTED
AmeriGas Partners, L.P.
APU
| $268K | ﹤0.01% |
5,600
+4,800
| +600% | +$222K |
|
|
VAL
2595
CALL
DELISTED
Valspar
VAL
| $268K | ﹤0.01% |
3,100
+900
| +41% | +$73.9K |
|
|
EEB
2596
CALL
DELISTED
Invesco BRIC ETF
EEB
| $267K | ﹤0.01% |
+9,300
| New | +$302K |
|
|
RAI
2597
DELISTED
Reynolds American Inc
RAI
| $267K | ﹤0.01% |
8,308
+8,296
| +69,133% | +$263K |
|
2598
CALL
Constellium
CSTM
$4.01B
| $266K | ﹤0.01% |
16,200
+13,200
| +440% | +$246K |
|
|
DNB
2599
DELISTED
Dun & Bradstreet
DNB
| $266K | ﹤0.01% |
2,203
+368
| +20% | +$44.5K |
|
|
SGI
2600
CALL
DELISTED
Silicon Graphics Intl.
SGI
| $266K | ﹤0.01% |
23,500
+15,200
| +183% | +$145K |
|
Similar funds
TI
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.