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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 | |
|---|---|---|---|---|---|---|
1926
CALL
Parker-Hannifin
PH
$133B
| $581K | ﹤0.01% |
4,500
-109,100
| -96% | -$13.4M |
|
1927
PUT
Arrow Electronics
ARW
$10.7B
| $580K | ﹤0.01% |
10,000
+8,800
| +733% | +$489K |
|
1928
Emerson Electric
EMR
$91.2B
| $579K | ﹤0.01% |
9,384
+8,691
| +1,254% | +$544K |
|
1929
Best Buy
BBY
$18.1B
| $578K | ﹤0.01% |
14,818
+14,374
| +3,237% | +$505K |
|
|
KLXI
1930
DELISTED
KLX Inc.
KLXI
| $578K | ﹤0.01% |
+16,610
| New | +$584K |
|
1931
CALL
Sanmina
SANM
$11.2B
| $577K | ﹤0.01% |
24,500
+19,100
| +354% | +$437K |
|
|
SAVE
1932
DELISTED
Spirit Airlines, Inc.
SAVE
| $577K | ﹤0.01% |
7,638
-4,419
| -37% | -$316K |
|
1933
PUT
Carter's
CRI
$1.41B
| $576K | ﹤0.01% |
6,600
+4,400
| +200% | +$355K |
|
|
BGC
1934
PUT
DELISTED
General Cable Corporation
BGC
| $575K | ﹤0.01% |
38,400
+29,500
| +331% | +$413K |
|
|
GES
1935
CALL
DELISTED
Guess Inc
GES
| $573K | ﹤0.01% |
27,200
+25,300
| +1,332% | +$540K |
|
|
HNT
1936
PUT
DELISTED
HEALTH NET INC
HNT
| $573K | ﹤0.01% |
10,700
+9,700
| +970% | +$478K |
|
|
VER
1937
PUT
DELISTED
VEREIT, Inc.
VER
| $572K | ﹤0.01% |
+12,660
| New | +$620K |
|
1938
PUT
Diageo
DEO
$53B
| $570K | ﹤0.01% |
5,000
+4,000
| +400% | +$465K |
|
1939
CALL
Brinker International
EAT
$10.1B
| $570K | ﹤0.01% |
9,700
+5,600
| +137% | +$305K |
|
|
TWC
1940
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $570K | ﹤0.01% |
3,747
+3,733
| +26,664% | +$539K |
|
|
HW
1941
CALL
DELISTED
Headwaters Inc
HW
| $567K | ﹤0.01% |
37,800
+19,700
| +109% | +$257K |
|
|
QLGC
1942
DELISTED
QLOGIC CORP
QLGC
| $567K | ﹤0.01% |
+42,551
| New | +$484K |
|
1943
PUT
CBRE Group
CBRE
$43.9B
| $566K | ﹤0.01% |
16,500
+14,000
| +560% | +$448K |
|
1944
PUT
Manulife Financial
MFC
$73.6B
| $566K | ﹤0.01% |
29,600
+27,000
| +1,038% | +$511K |
|
|
DCH
1945
Dauch Corp
DCH
$1.6B
| $563K | ﹤0.01% |
24,910
+19,348
| +348% | +$385K |
|
1946
CALL
Mercado Libre
MELI
$93.6B
| $563K | ﹤0.01% |
4,400
-2,700
| -38% | -$341K |
|
|
TPH
1947
PUT
DELISTED
Tri Pointe Homes
TPH
| $563K | ﹤0.01% |
36,900
+20,000
| +118% | +$285K |
|
1948
CALL
iShares Russell 3000 ETF
IWV
$20.5B
| $562K | ﹤0.01% |
4,600
-16,200
| -78% | -$1.93M |
|
1949
PUT
Columbia Sportswear
COLM
$2.92B
| $561K | ﹤0.01% |
12,600
+2,600
| +26% | +$106K |
|
1950
PUT
Hilton Worldwide
HLT
$73.3B
| $561K | ﹤0.01% |
7,167
+3,634
| +103% | +$272K |
|
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.