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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 | |
|---|---|---|---|---|---|---|
2701
CALL
Macy's
M
$6.16B
| $236K | ﹤0.01% |
3,600
-9,000
| -71% | -$544K |
|
|
EGN
2702
CALL
DELISTED
Energen
EGN
| $236K | ﹤0.01% |
3,700
-100
| -3% | -$6.33K |
|
|
EVEP
2703
CALL
DELISTED
EV Energy Partners, L.P.
EVEP
| $236K | ﹤0.01% |
12,200
+3,900
| +47% | +$112K |
|
|
AFOP
2704
PUT
DELISTED
Alliance Fiber Optic Prod Inc
AFOP
| $236K | ﹤0.01% |
+16,300
| New | +$212K |
|
2705
Aecom
ACM
$8.12B
| $235K | ﹤0.01% |
7,736
-10,705
| -58% | -$334K |
|
2706
Altisource Portfolio Solutions
ASPS
$64.4M
| $235K | ﹤0.01% |
871
+806
| +1,240% | +$416K |
|
2707
PUT
Teradata
TDC
$2.57B
| $235K | ﹤0.01% |
5,400
-2,000
| -27% | -$85.7K |
|
|
LMOS
2708
CALL
DELISTED
Lumos Networks Corp
LMOS
| $235K | ﹤0.01% |
+14,000
| New | +$229K |
|
2709
CALL
EPAM Systems
EPAM
$5.18B
| $234K | ﹤0.01% |
4,900
+4,000
| +444% | +$189K |
|
2710
Globe Life
GL
$14.1B
| $234K | ﹤0.01% |
4,320
+2,274
| +111% | +$121K |
|
2711
PUT
Silicon Laboratories
SLAB
$7.29B
| $234K | ﹤0.01% |
4,900
-6,800
| -58% | -$300K |
|
2712
PUT
TD Synnex
SNX
$20.7B
| $234K | ﹤0.01% |
6,000
-20,400
| -77% | -$706K |
|
|
XEC
2713
CALL
DELISTED
CIMAREX ENERGY CO
XEC
| $234K | ﹤0.01% |
2,200
-8,100
| -79% | -$899K |
|
|
AFAM
2714
CALL
DELISTED
Almost Family Inc
AFAM
| $234K | ﹤0.01% |
8,100
+3,800
| +88% | +$107K |
|
2715
DTE Energy
DTE
$29.3B
| $233K | ﹤0.01% |
3,176
-12,891
| -80% | -$895K |
|
2716
PUT
Universal Corp
UVV
$1.11B
| $233K | ﹤0.01% |
+5,300
| New | +$223K |
|
|
PBY
2717
CALL
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
| $233K | ﹤0.01% |
23,700
-10,300
| -30% | -$95.3K |
|
2718
PUT
Ares Capital
ARCC
$14.3B
| $232K | ﹤0.01% |
14,800
+14,600
| +7,300% | +$233K |
|
2719
Novavax
NVAX
$1.33B
| $232K | ﹤0.01% |
1,959
-1,187
| -38% | -$124K |
|
2720
CALL
Vishay Intertechnology
VSH
$5.38B
| $232K | ﹤0.01% |
16,400
+14,400
| +720% | +$198K |
|
2721
ASML
ASML
$708B
| $231K | ﹤0.01% |
2,142
-13,719
| -86% | -$1.39M |
|
2722
CALL
Medtronic
MDT
$117B
| $231K | ﹤0.01% |
3,200
-60,200
| -95% | -$4.18M |
|
|
SODA
2723
CALL
DELISTED
SodaStream International Ltd
SODA
| $231K | ﹤0.01% |
11,500
-128,300
| -92% | -$2.81M |
|
|
PERY
2724
PUT
DELISTED
Perry Ellis International Inc
PERY
| $231K | ﹤0.01% |
8,900
-100
| -1% | -$2.29K |
|
|
ILG
2725
CALL
DELISTED
ILG, Inc Common Stock
ILG
| $231K | ﹤0.01% |
11,000
+8,000
| +267% | +$169K |
|
Similar funds
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.