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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 | |
|---|---|---|---|---|---|---|
|
TFM
2726
CALL
DELISTED
THE FRESH MARKET, INC COM STK
TFM
| $231K | ﹤0.01% |
5,600
-57,500
| -91% | -$2.18M |
|
|
DWRE
2727
CALL
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
| $231K | ﹤0.01% |
+4,000
| New | +$225K |
|
|
AAN.A
2728
PUT
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $231K | ﹤0.01% |
7,600
+6,000
| +375% | +$182K |
|
2729
PUT
iShares MSCI Pacific ex Japan ETF
EPP
$2.24B
| $229K | ﹤0.01% |
5,200
+3,000
| +136% | +$139K |
|
2730
iShares China Large-Cap ETF
FXI
$4.16B
| $229K | ﹤0.01% |
+5,511
| New | +$218K |
|
2731
PUT
W.W. Grainger
GWW
$62.3B
| $229K | ﹤0.01% |
900
-2,000
| -69% | -$493K |
|
2732
CALL
Nordic American Tanker
NAT
$1.42B
| $229K | ﹤0.01% |
22,882
+11,088
| +94% | +$95.1K |
|
2733
CALL
NatWest
NWG
$75.9B
| $229K | ﹤0.01% |
+17,643
| New | +$226K |
|
|
N
2734
PUT
DELISTED
Netsuite Inc
N
| $229K | ﹤0.01% |
2,100
+1,600
| +320% | +$163K |
|
2735
CALL
Manhattan Associates
MANH
$11.5B
| $228K | ﹤0.01% |
5,600
+5,400
| +2,700% | +$207K |
|
2736
PUT
Pool Corp
POOL
$7.08B
| $228K | ﹤0.01% |
3,600
-500
| -12% | -$29.6K |
|
2737
CALL
State Street
STT
$52.7B
| $228K | ﹤0.01% |
2,900
-95,700
| -97% | -$7.18M |
|
2738
Trane Technologies
TT
$106B
| $228K | ﹤0.01% |
3,600
-14,152
| -80% | -$864K |
|
2739
State Street SPDR S&P Retail ETF
XRT
$640M
| $228K | ﹤0.01% |
+4,746
| New | +$213K |
|
|
TQNT
2740
CALL
DELISTED
TRIQUINT SEMICONDUCTOR INC
TQNT
| $228K | ﹤0.01% |
8,300
-7,200
| -46% | -$160K |
|
|
CAVM
2741
DELISTED
Cavium, Inc.
CAVM
| $228K | ﹤0.01% |
+3,682
| New | +$195K |
|
2742
PUT
Domino's
DPZ
$11.5B
| $227K | ﹤0.01% |
2,400
-3,200
| -57% | -$287K |
|
2743
Eversource Energy
ES
$27.2B
| $227K | ﹤0.01% |
+4,248
| New | +$212K |
|
|
HOT
2744
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $227K | ﹤0.01% |
2,798
-4,461
| -61% | -$348K |
|
2745
CALL
Brunswick
BC
$5.36B
| $226K | ﹤0.01% |
4,400
-5,400
| -55% | -$253K |
|
2746
PUT
Bank of Hawaii
BOH
$3.17B
| $226K | ﹤0.01% |
+3,800
| New | +$219K |
|
2747
PUT
Progressive
PGR
$122B
| $226K | ﹤0.01% |
8,400
-163,600
| -95% | -$4.32M |
|
2748
CALL
Westlake Corp
WLK
$10.2B
| $226K | ﹤0.01% |
3,700
-100
| -3% | -$6.81K |
|
2749
CALL
Group 1 Automotive
GPI
$3.15B
| $225K | ﹤0.01% |
2,500
+2,100
| +525% | +$176K |
|
2750
JB Hunt Transport Services
JBHT
$26.3B
| $225K | ﹤0.01% |
2,673
-17,339
| -87% | -$1.38M |
|
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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.