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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 | |
|---|---|---|---|---|---|---|
|
BSFT
1901
CALL
DELISTED
BroadSoft, Inc.
BSFT
| $601K | ﹤0.01% |
20,700
+17,700
| +590% | +$447K |
|
1902
Yelp
YELP
$1.32B
| $600K | ﹤0.01% |
10,966
-110,781
| -91% | -$6.55M |
|
|
AXLL
1903
DELISTED
AXIALL CORP COM STK (DE)
AXLL
| $600K | ﹤0.01% |
14,134
+12,247
| +649% | +$498K |
|
1904
PUT
Radware
RDWR
$1.23B
| $599K | ﹤0.01% |
27,200
+24,200
| +807% | +$473K |
|
|
PNK
1905
PUT
DELISTED
Pinnacle Entertainment Inc.
PNK
| $599K | ﹤0.01% |
26,900
+24,900
| +1,245% | +$579K |
|
|
HW
1906
PUT
DELISTED
Headwaters Inc
HW
| $599K | ﹤0.01% |
40,000
+2,900
| +8% | +$37.9K |
|
1907
PUT
KB Home
KBH
$3.44B
| $596K | ﹤0.01% |
35,900
-150,200
| -81% | -$2.41M |
|
1908
PUT
O'Reilly Automotive
ORLY
$73.9B
| $596K | ﹤0.01% |
46,500
-141,000
| -75% | -$1.65M |
|
1909
CALL
Everest Group
EG
$14.2B
| $595K | ﹤0.01% |
3,500
+3,400
| +3,400% | +$574K |
|
1910
CALL
J.M. Smucker
SJM
$12.9B
| $594K | ﹤0.01% |
+5,900
| New | +$598K |
|
1911
CALL
Affiliated Managers Group
AMG
$9.81B
| $593K | ﹤0.01% |
+2,800
| New | +$556K |
|
1912
Southern Company
SO
$107B
| $592K | ﹤0.01% |
+12,048
| New | +$569K |
|
1913
PUT
Mercado Libre
MELI
$93.6B
| $590K | ﹤0.01% |
4,600
-100
| -2% | -$12.6K |
|
|
PBCT
1914
CALL
DELISTED
People's United Financial Inc
PBCT
| $589K | ﹤0.01% |
38,800
+34,800
| +870% | +$509K |
|
|
TRW
1915
CALL
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $586K | ﹤0.01% |
5,700
| – | – |
|
1916
CALL
Ecolab
ECL
$77.4B
| $585K | ﹤0.01% |
5,600
+1,100
| +24% | +$120K |
|
1917
CALL
Mattel
MAT
$4.29B
| $585K | ﹤0.01% |
18,900
-78,900
| -81% | -$2.43M |
|
|
RDUS
1918
CALL
DELISTED
Radius Recycling
RDUS
| $585K | ﹤0.01% |
25,900
-20,300
| -44% | -$467K |
|
1919
Principal Financial Group
PFG
$24.5B
| $584K | ﹤0.01% |
+11,250
| New | +$583K |
|
|
FINL
1920
PUT
DELISTED
Finish Line
FINL
| $584K | ﹤0.01% |
24,000
+7,900
| +49% | +$207K |
|
1921
PUT
Monolithic Power Systems
MPWR
$67.9B
| $583K | ﹤0.01% |
11,700
+9,900
| +550% | +$445K |
|
|
TGNA
1922
PUT
DELISTED
TEGNA Inc
TGNA
| $583K | ﹤0.01% |
34,981
+22,747
| +186% | +$366K |
|
1923
PUT
Wabtec
WAB
$50.7B
| $582K | ﹤0.01% |
6,700
-1,800
| -21% | -$152K |
|
|
OA
1924
PUT
DELISTED
Orbital ATK, Inc.
OA
| $582K | ﹤0.01% |
+5,000
| New | +$582K |
|
1925
PUT
The Greenbrier Companies
GBX
$1.41B
| $581K | ﹤0.01% |
10,800
+7,300
| +209% | +$413K |
|
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.