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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 | |
|---|---|---|---|---|---|---|
1801
RH
RH
$3.44B
| $677K | ﹤0.01% |
+7,054
| New | +$591K |
|
1802
CALL
GameStop
GME
$8.36B
| $676K | ﹤0.01% |
79,600
-103,600
| -57% | -$1M |
|
|
OVTI
1803
CALL
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
| $675K | ﹤0.01% |
26,000
-900
| -3% | -$23.8K |
|
1804
CALL
Dine Brands
DIN
$438M
| $674K | ﹤0.01% |
6,500
-51,400
| -89% | -$4.75M |
|
|
AFSI
1805
CALL
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $674K | ﹤0.01% |
24,000
+18,400
| +329% | +$463K |
|
1806
PUT
Ubiquiti
UI
$34.9B
| $673K | ﹤0.01% |
22,600
-9,000
| -28% | -$287K |
|
|
SHLD
1807
DELISTED
Sears Holding Corporation
SHLD
| $673K | ﹤0.01% |
+20,408
| New | +$669K |
|
1808
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$125B
| $672K | ﹤0.01% |
16,800
-95,900
| -85% | -$3.95M |
|
|
AKS
1809
PUT
DELISTED
AK Steel Holding Corp
AKS
| $672K | ﹤0.01% |
112,900
-10,100
| -8% | -$63.5K |
|
1810
PUT
Dick's Sporting Goods
DKS
$18.1B
| $671K | ﹤0.01% |
13,500
-24,200
| -64% | -$1.13M |
|
1811
CALL
Moody's
MCO
$83.9B
| $671K | ﹤0.01% |
7,000
+5,400
| +338% | +$524K |
|
|
SVU
1812
CALL
DELISTED
SUPERVALU Inc.
SVU
| $669K | ﹤0.01% |
9,857
-17,429
| -64% | -$1.09M |
|
1813
CALL
Vanguard Morningstar Value ETF
VTV
$194B
| $667K | ﹤0.01% |
7,900
+4,700
| +147% | +$388K |
|
1814
CALL
IMAX
IMAX
$2.88B
| $665K | ﹤0.01% |
21,500
+6,600
| +44% | +$193K |
|
1815
CALL
Itaú Unibanco
ITUB
$79.9B
| $665K | ﹤0.01% |
127,464
+90,547
| +245% | +$509K |
|
|
HA
1816
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
| $664K | ﹤0.01% |
25,500
-11,100
| -30% | -$209K |
|
|
TCS
1817
CALL
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
| $662K | ﹤0.01% |
2,307
-13
| -0.6% | -$3.77K |
|
|
SALE
1818
CALL
DELISTED
RetailMeNot, Inc. Series 1
SALE
| $662K | ﹤0.01% |
45,200
+4,300
| +11% | +$67.2K |
|
1819
Carnival Corporation Ltd
CCL
$38.9B
| $661K | ﹤0.01% |
14,588
-40,394
| -73% | -$1.65M |
|
1820
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.59B
| $661K | ﹤0.01% |
27,200
+8,400
| +45% | +$203K |
|
1821
PUT
Energy Transfer Partners
ET
$72.4B
| $659K | ﹤0.01% |
23,000
+16,600
| +259% | +$478K |
|
1822
CALL
Sherwin-Williams
SHW
$86.8B
| $659K | ﹤0.01% |
7,500
+3,300
| +79% | +$260K |
|
1823
CALL
Aecom
ACM
$8.2B
| $658K | ﹤0.01% |
21,700
+20,200
| +1,347% | +$630K |
|
1824
EQT Corp
EQT
$34.3B
| $658K | ﹤0.01% |
15,971
+13,274
| +492% | +$628K |
|
|
IOC
1825
DELISTED
Interoil Corporation
IOC
| $657K | ﹤0.01% |
13,466
-2,848
| -17% | -$152K |
|
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.