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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+0.52%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | 1.85% |
| 2 | Consumer Discretionary | 1.26% |
| 3 | Financials | 0.92% |
| 4 | Industrials | 0.76% |
| 5 | Energy | 0.6% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1026
PUT
Travel + Leisure Co
TNL
$4.58B
| $2.24M | 0.01% |
57,812
-41,199
| -42% | -$1.49M |
|
1027
PUT
NiSource
NI
$20.2B
| $2.24M | 0.01% |
134,122
+99,001
| +282% | +$1.61M |
|
|
RYL
1028
PUT
DELISTED
RYLAND GROUP INC
RYL
| $2.23M | 0.01% |
57,800
+6,500
| +13% | +$236K |
|
|
ARUN
1029
DELISTED
ARUBA NETWORKS, INC.
ARUN
| $2.22M | 0.01% |
122,140
+95,551
| +359% | +$1.91M |
|
1030
CALL
Jabil
JBL
$38.8B
| $2.22M | 0.01% |
101,700
+22,600
| +29% | +$460K |
|
1031
CALL
Hershey
HSY
$37.4B
| $2.21M | 0.01% |
21,300
+18,200
| +587% | +$1.77M |
|
1032
Liberty Global Class A
LBTYA
$3.58B
| $2.21M | 0.01% |
53,345
+20,782
| +64% | +$797K |
|
|
STI
1033
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $2.2M | 0.01% |
52,600
+45,900
| +685% | +$1.8M |
|
1034
PUT
General Dynamics
GD
$106B
| $2.2M | 0.01% |
16,000
+400
| +3% | +$54.4K |
|
1035
CALL
Factset
FDS
$10.2B
| $2.19M | 0.01% |
15,600
+5,300
| +51% | +$704K |
|
1036
iShares US Financials ETF
IYF
$4.44B
| $2.19M | 0.01% |
+48,500
| New | +$2.11M |
|
1037
Cisco
CSCO
$447B
| $2.18M | 0.01% |
78,438
-32,415
| -29% | -$837K |
|
|
JKS
1038
JinkoSolar
JKS
$853M
| $2.18M | 0.01% |
110,691
+31,652
| +40% | +$707K |
|
1039
PUT
Marathon Petroleum
MPC
$100B
| $2.17M | 0.01% |
48,200
-158,400
| -77% | -$6.97M |
|
1040
CALL
Martin Marietta Materials
MLM
$32.7B
| $2.17M | 0.01% |
19,700
-280,100
| -93% | -$33.1M |
|
1041
PUT
NetApp
NTAP
$40.2B
| $2.17M | 0.01% |
52,500
+23,500
| +81% | +$976K |
|
|
CAM
1042
CALL
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $2.16M | 0.01% |
43,300
-84,500
| -66% | -$4.68M |
|
1043
PUT
Vanguard Morningstar Total Stock Market ETF
VTI
$696B
| $2.16M | 0.01% |
20,400
+17,500
| +603% | +$1.81M |
|
1044
Cognizant
CTSH
$26.7B
| $2.16M | 0.01% |
41,012
-28,395
| -41% | -$1.42M |
|
1045
PUT
Deutsche Bank
DB
$72.1B
| $2.16M | 0.01% |
80,640
+42,784
| +113% | +$1.2M |
|
1046
Boston Scientific
BSX
$74.9B
| $2.16M | 0.01% |
+162,855
| New | +$2.08M |
|
|
BIG
1047
CALL
DELISTED
Big Lots, Inc.
BIG
| $2.16M | 0.01% |
53,900
+11,500
| +27% | +$511K |
|
1048
PUT
Royal Caribbean
RCL
$82.9B
| $2.15M | 0.01% |
26,100
+8,800
| +51% | +$618K |
|
1049
Fossil Group
FOSL
$330M
| $2.15M | 0.01% |
19,386
+12,554
| +184% | +$1.31M |
|
|
ACHN
1050
PUT
DELISTED
Achillion Pharmaceuticals
ACHN
| $2.14M | 0.01% |
+175,000
| New | +$2.14M |
|
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HF
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 1.8% 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.