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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
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$34.3B
AUM Growth
+$2.76B
(+8.7%)
Cap. Flow
+$756M
Cap. Flow
% of AUM
2.21%
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 | Miscellaneous | 92.48% |
| 2 | Technology | 1.89% |
| 3 | Consumer Discretionary | 1.28% |
| 4 | Financials | 0.92% |
| 5 | Industrials | 0.77% |
| 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
$1.11B
| $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
$1.18B
| $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
$3.05B
| $596K | ﹤0.01% |
35,900
-150,200
| -81% | -$2.41M |
|
1908
PUT
O'Reilly Automotive
ORLY
$69.6B
| $596K | ﹤0.01% |
46,500
-141,000
| -75% | -$1.65M |
|
1909
CALL
Everest Group
EG
$14.1B
| $595K | ﹤0.01% |
3,500
+3,400
| +3,400% | +$574K |
|
1910
CALL
J.M. Smucker
SJM
$13.2B
| $594K | ﹤0.01% |
+5,900
| New | +$598K |
|
1911
CALL
Affiliated Managers Group
AMG
$9.2B
| $593K | ﹤0.01% |
+2,800
| New | +$556K |
|
1912
Southern Company
SO
$102B
| $592K | ﹤0.01% |
+12,048
| New | +$569K |
|
1913
PUT
Mercado Libre
MELI
$95.1B
| $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
$76.3B
| $585K | ﹤0.01% |
5,600
+1,100
| +24% | +$120K |
|
1917
CALL
Mattel
MAT
$3.93B
| $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
$24.4B
| $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
$59.2B
| $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
$47.4B
| $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
$1.32B
| $581K | ﹤0.01% |
10,800
+7,300
| +209% | +$413K |
|
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TI
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's Q4 2014 filing shows 2,582 new, 1,916 increased, 1,653 reduced and 442 closed positions. Its largest new stake was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M. The largest sale was Walgreens Boots Alliance, an estimated $50.6M.
By sector, the portfolio is most concentrated in Miscellaneous at 92% of assets, down from 93% a quarter earlier, followed by Technology and Consumer Discretionary.
- 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.