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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 | |
|---|---|---|---|---|---|---|
|
WWE
3126
CALL
DELISTED
World Wrestling Entertainment
WWE
| $147K | ﹤0.01% |
12,000
-10,800
| -47% | -$136K |
|
|
GLUU
3127
CALL
DELISTED
Glu Mobile Inc.
GLUU
| $147K | ﹤0.01% |
37,300
+30,200
| +425% | +$123K |
|
|
LOCK
3128
CALL
DELISTED
LifeLock, Inc.
LOCK
| $147K | ﹤0.01% |
7,900
-38,400
| -83% | -$633K |
|
3129
PUT
Alliance Resource Partners
ARLP
$3.27B
| $146K | ﹤0.01% |
3,400
-4,000
| -54% | -$178K |
|
3130
AeroVironment
AVAV
$9.76B
| $146K | ﹤0.01% |
5,375
-11,508
| -68% | -$329K |
|
3131
PUT
Azenta
AZTA
$1.46B
| $146K | ﹤0.01% |
11,400
+10,400
| +1,040% | +$121K |
|
3132
ArcelorMittal
MT
$55.7B
| $146K | ﹤0.01% |
5,777
+2,082
| +56% | +$57.9K |
|
|
HMSY
3133
CALL
DELISTED
HMS Holdings Corp.
HMSY
| $146K | ﹤0.01% |
6,900
+6,000
| +667% | +$126K |
|
|
ACAS
3134
PUT
DELISTED
American Capital Ltd
ACAS
| $146K | ﹤0.01% |
10,000
-254,900
| -96% | -$3.72M |
|
3135
Cal-Maine
CALM
$3.8B
| $145K | ﹤0.01% |
3,712
-512
| -12% | -$21.8K |
|
3136
CALL
Cincinnati Financial
CINF
$26.6B
| $145K | ﹤0.01% |
+2,800
| New | +$140K |
|
3137
PUT
iShares Core S&P 500 ETF
IVV
$908B
| $145K | ﹤0.01% |
700
+100
| +17% | +$20.2K |
|
3138
CALL
Johnson Controls International
JCI
$93.1B
| $145K | ﹤0.01% |
2,865
+478
| +20% | +$23.4K |
|
3139
KBR
KBR
$4.84B
| $145K | ﹤0.01% |
8,578
+5,771
| +206% | +$103K |
|
3140
Universal Health Services
UHS
$10B
| $145K | ﹤0.01% |
1,305
+865
| +197% | +$90.9K |
|
3141
CALL
Caesarstone
CSTE
$119M
| $144K | ﹤0.01% |
2,400
-15,200
| -86% | -$863K |
|
3142
CALL
Fidelity National Information Services
FIS
$22.1B
| $144K | ﹤0.01% |
+2,300
| New | +$135K |
|
3143
PUT
Huron Consulting
HURN
$2.42B
| $144K | ﹤0.01% |
2,100
-8,400
| -80% | -$562K |
|
|
IMOS
3144
ChipMOS TECHNOLOGIES
IMOS
$2.03B
| $144K | ﹤0.01% |
+5,622
| New | +$134K |
|
|
SEE
3145
DELISTED
Sealed Air
SEE
| $144K | ﹤0.01% |
3,389
+1,971
| +139% | +$74.1K |
|
3146
Sonoco
SON
$5.76B
| $144K | ﹤0.01% |
3,304
+2,277
| +222% | +$94.2K |
|
|
SEMG
3147
CALL
DELISTED
SEMGROUP CORPORATION
SEMG
| $144K | ﹤0.01% |
2,100
+2,000
| +2,000% | +$148K |
|
|
OA
3148
DELISTED
Orbital ATK, Inc.
OA
| $144K | ﹤0.01% |
1,240
+954
| +334% | +$111K |
|
|
LPNT
3149
CALL
DELISTED
LifePoint Health, Inc.
LPNT
| $144K | ﹤0.01% |
+2,000
| New | +$139K |
|
3150
CenterPoint Energy
CNP
$26.9B
| $143K | ﹤0.01% |
6,088
-27,268
| -82% | -$651K |
|
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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.