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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 | |
|---|---|---|---|---|---|---|
2401
Xcel Energy
XEL
$49.5B
| $325K | ﹤0.01% |
+9,056
| New | +$304K |
|
|
ZVO
2402
PUT
DELISTED
Zovio Inc. Common Stock
ZVO
| $325K | ﹤0.01% |
28,700
-9,300
| -24% | -$106K |
|
|
CTXS
2403
PUT
DELISTED
Citrix Systems Inc
CTXS
| $325K | ﹤0.01% |
6,405
-651,885
| -99% | -$33.7M |
|
|
NTI
2404
CALL
DELISTED
NORTHERN TIER ENERGY LP CLASS A
NTI
| $325K | ﹤0.01% |
14,700
-50,400
| -77% | -$1.2M |
|
2405
Eastman Chemical
EMN
$8.47B
| $324K | ﹤0.01% |
4,277
-17,859
| -81% | -$1.41M |
|
|
BSFT
2406
PUT
DELISTED
BroadSoft, Inc.
BSFT
| $324K | ﹤0.01% |
11,200
+8,100
| +261% | +$205K |
|
|
OUBS
2407
DELISTED
USB AG (NEW)
OUBS
| $324K | ﹤0.01% |
+19,575
| New | +$341K |
|
2408
CALL
iShares US Telecommunications ETF
IYZ
$1.23B
| $322K | ﹤0.01% |
11,000
+9,000
| +450% | +$266K |
|
2409
Sony
SONY
$142B
| $322K | ﹤0.01% |
78,610
-107,835
| -58% | -$425K |
|
|
SVC
2410
Service Properties Trust
SVC
$1.05B
| $322K | ﹤0.01% |
2,093
+2,054
| +5,267% | +$303K |
|
2411
PUT
Winnebago Industries
WGO
$892M
| $322K | ﹤0.01% |
14,800
-7,100
| -32% | -$163K |
|
2412
PUT
Lithia Motors
LAD
$8.3B
| $321K | ﹤0.01% |
3,700
+3,300
| +825% | +$256K |
|
2413
Patterson-UTI
PTEN
$4.34B
| $320K | ﹤0.01% |
19,265
+16,822
| +689% | +$355K |
|
|
MDP
2414
PUT
DELISTED
Meredith Corporation
MDP
| $320K | ﹤0.01% |
5,900
+4,400
| +293% | +$220K |
|
2415
Ashland
ASH
$3.38B
| $319K | ﹤0.01% |
5,439
-28,226
| -84% | -$1.52M |
|
2416
CALL
NetApp
NTAP
$40.6B
| $319K | ﹤0.01% |
7,700
-78,200
| -91% | -$3.25M |
|
|
XEC
2417
DELISTED
CIMAREX ENERGY CO
XEC
| $319K | ﹤0.01% |
3,008
+632
| +27% | +$70.1K |
|
|
NILE
2418
DELISTED
Blue Nile, Inc.
NILE
| $319K | ﹤0.01% |
8,862
+3,318
| +60% | +$110K |
|
|
TGP
2419
CALL
DELISTED
Teekay LNG Partners L.P.
TGP
| $318K | ﹤0.01% |
7,400
-1,100
| -13% | -$43.2K |
|
|
WBMD
2420
CALL
DELISTED
WebMD Health Corp.
WBMD
| $318K | ﹤0.01% |
8,000
-3,400
| -30% | -$131K |
|
2421
Landstar System
LSTR
$6.45B
| $317K | ﹤0.01% |
4,373
+2,031
| +87% | +$151K |
|
2422
CALL
NetEase
NTES
$80.1B
| $317K | ﹤0.01% |
16,000
-108,000
| -87% | -$2.07M |
|
|
FRAN
2423
CALL
DELISTED
Francesca's Holdings Corporation
FRAN
| $317K | ﹤0.01% |
1,583
-3,192
| -67% | -$511K |
|
|
LGF
2424
CALL
DELISTED
Lions Gate Entertainment
LGF
| $317K | ﹤0.01% |
9,900
-64,000
| -87% | -$2.09M |
|
|
LTM
2425
PUT
DELISTED
LIFE TIME FITNESS INC
LTM
| $317K | ﹤0.01% |
5,600
-400
| -7% | -$21.4K |
|
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.