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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 | |
|---|---|---|---|---|---|---|
|
TRLA
2601
PUT
DELISTED
TRULIA INC (DEL)
TRLA
| $266K | ﹤0.01% |
5,800
-400
| -6% | -$18.8K |
|
2602
PUT
Conagra Brands
CAG
$7.5B
| $265K | ﹤0.01% |
9,381
-11,822
| -56% | -$324K |
|
|
TYC
2603
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $264K | ﹤0.01% |
5,741
-12,014
| -68% | -$535K |
|
2604
PUT
Carlyle Group
CG
$17.6B
| $263K | ﹤0.01% |
9,500
-2,100
| -18% | -$59.6K |
|
|
SNV
2605
DELISTED
Synovus
SNV
| $263K | ﹤0.01% |
+9,709
| New | +$245K |
|
|
VNET
2606
CALL
VNET Group
VNET
$2.16B
| $263K | ﹤0.01% |
16,900
-11,000
| -39% | -$203K |
|
|
CBL
2607
DELISTED
CBL& Associates Properties, Inc.
CBL
| $263K | ﹤0.01% |
+13,527
| New | +$255K |
|
2608
W.W. Grainger
GWW
$62.3B
| $262K | ﹤0.01% |
1,026
+676
| +193% | +$167K |
|
2609
PUT
National Grid
NGG
$81.5B
| $262K | ﹤0.01% |
3,835
-3,628
| -49% | -$252K |
|
|
DNKN
2610
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $262K | ﹤0.01% |
6,138
-8,583
| -58% | -$393K |
|
|
WCG
2611
CALL
DELISTED
Wellcare Health Plans, Inc.
WCG
| $262K | ﹤0.01% |
3,200
-6,800
| -68% | -$474K |
|
|
CMA
2612
DELISTED
Comerica
CMA
| $261K | ﹤0.01% |
5,563
+5,538
| +22,152% | +$260K |
|
2613
CALL
Republic Services
RSG
$65.7B
| $261K | ﹤0.01% |
6,500
+2,200
| +51% | +$86.2K |
|
2614
PUT
Veeco
VECO
$3.2B
| $261K | ﹤0.01% |
7,500
-10,500
| -58% | -$367K |
|
2615
PUT
Gildan
GIL
$10.5B
| $260K | ﹤0.01% |
+9,200
| New | +$262K |
|
2616
CALL
Kulicke & Soffa
KLIC
$5.19B
| $260K | ﹤0.01% |
18,000
+3,000
| +20% | +$41.5K |
|
2617
PUT
Principal Financial Group
PFG
$24.4B
| $260K | ﹤0.01% |
5,000
-400
| -7% | -$20.7K |
|
2618
Smith & Wesson
SWBI
$643M
| $260K | ﹤0.01% |
+35,724
| New | +$268K |
|
2619
PUT
Texas Capital Bancshares
TCBI
$4.39B
| $260K | ﹤0.01% |
+4,800
| New | +$272K |
|
2620
CALL
ArcBest
ARCB
$3.19B
| $259K | ﹤0.01% |
5,600
-2,900
| -34% | -$118K |
|
2621
PUT
ASML
ASML
$708B
| $259K | ﹤0.01% |
2,400
-900
| -27% | -$91.3K |
|
2622
CALL
State Street SPDR S&P Dividend ETF
SDY
$22.2B
| $259K | ﹤0.01% |
3,300
+1,200
| +57% | +$93.8K |
|
|
VNET
2623
PUT
VNET Group
VNET
$2.16B
| $259K | ﹤0.01% |
16,800
-42,000
| -71% | -$774K |
|
2624
Zimmer Biomet
ZBH
$19.2B
| $259K | ﹤0.01% |
2,348
-6,583
| -74% | -$694K |
|
|
ARRS
2625
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $258K | ﹤0.01% |
+8,541
| New | +$242K |
|
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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 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.