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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 | |
|---|---|---|---|---|---|---|
|
NSR
2151
CALL
DELISTED
Neustar Inc
NSR
| $445K | ﹤0.01% |
16,000
-2,000
| -11% | -$52.5K |
|
|
WLL
2152
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $445K | ﹤0.01% |
45
-50
| -53% | -$763K |
|
2153
CALL
AngloGold Ashanti
AU
$48.7B
| $444K | ﹤0.01% |
51,100
-176,900
| -78% | -$1.67M |
|
|
SF
2154
CALL
Stifel
SF
$12.9B
| $444K | ﹤0.01% |
19,575
-74,475
| -79% | -$1.58M |
|
2155
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$413M
| $444K | ﹤0.01% |
18,500
+15,500
| +517% | +$360K |
|
|
CSOD
2156
PUT
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $444K | ﹤0.01% |
+12,600
| New | +$416K |
|
|
AAWW
2157
CALL
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $443K | ﹤0.01% |
9,000
+3,800
| +73% | +$155K |
|
2158
PUT
Aecom
ACM
$8.12B
| $441K | ﹤0.01% |
14,500
-2,817
| -16% | -$87.9K |
|
2159
iShares US Transportation ETF
IYT
$2.28B
| $441K | ﹤0.01% |
+10,756
| New | +$423K |
|
|
KKD
2160
PUT
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $441K | ﹤0.01% |
22,300
-73,200
| -77% | -$1.39M |
|
2161
PUT
Canadian National Railway
CNI
$76.7B
| $440K | ﹤0.01% |
6,400
+400
| +7% | +$27.4K |
|
2162
Navient
NAVI
$860M
| $440K | ﹤0.01% |
20,355
+3,505
| +21% | +$70K |
|
2163
Designer Brands
DBI
$299M
| $439K | ﹤0.01% |
11,781
+11,544
| +4,871% | +$377K |
|
|
JWN
2164
DELISTED
Nordstrom
JWN
| $438K | ﹤0.01% |
5,513
-1,943
| -26% | -$143K |
|
|
LGF
2165
DELISTED
Lions Gate Entertainment
LGF
| $438K | ﹤0.01% |
13,680
-25,559
| -65% | -$834K |
|
|
BLOX
2166
DELISTED
Infoblox Inc
BLOX
| $438K | ﹤0.01% |
21,657
-1,367
| -6% | -$22.9K |
|
2167
Monolithic Power Systems
MPWR
$68.9B
| $437K | ﹤0.01% |
+8,791
| New | +$395K |
|
|
AVNS
2168
PUT
DELISTED
Avanos Medical
AVNS
| $433K | ﹤0.01% |
+9,528
| New | +$374K |
|
2169
CALL
O-I Glass
OI
$1.04B
| $433K | ﹤0.01% |
16,000
+13,000
| +433% | +$334K |
|
|
HTS
2170
PUT
DELISTED
HATTERAS FINANCIAL CORP
HTS
| $433K | ﹤0.01% |
23,500
+21,500
| +1,075% | +$406K |
|
2171
CALL
ASML
ASML
$708B
| $432K | ﹤0.01% |
+4,000
| New | +$406K |
|
2172
CALL
GSK
GSK
$99.2B
| $432K | ﹤0.01% |
+8,080
| New | +$452K |
|
2173
PUT
TransDigm Group
TDG
$69.5B
| $432K | ﹤0.01% |
2,200
-2,300
| -51% | -$434K |
|
|
FCS
2174
PUT
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
| $432K | ﹤0.01% |
25,500
+23,500
| +1,175% | +$366K |
|
2175
PUT
America Movil
AMX
$70.3B
| $430K | ﹤0.01% |
19,400
-156,800
| -89% | -$3.65M |
|
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.