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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 | |
|---|---|---|---|---|---|---|
|
NAV
2126
DELISTED
Navistar International
NAV
| $458K | ﹤0.01% |
13,683
+2,050
| +18% | +$70.7K |
|
2127
American Electric Power
AEP
$68.4B
| $457K | ﹤0.01% |
7,519
-20,873
| -74% | -$1.19M |
|
2128
Scotiabank
BNS
$112B
| $457K | ﹤0.01% |
+8,452
| New | +$476K |
|
|
SNBR
2129
DELISTED
Sleep Number
SNBR
| $457K | ﹤0.01% |
16,915
-426
| -2% | -$10.6K |
|
2130
PUT
iShares Core S&P Small-Cap ETF
IJR
$114B
| $456K | ﹤0.01% |
8,000
+5,400
| +208% | +$295K |
|
2131
PUT
IPG Photonics
IPGP
$3.65B
| $456K | ﹤0.01% |
+6,100
| New | +$434K |
|
2132
Kimco Realty
KIM
$16.4B
| $456K | ﹤0.01% |
+18,132
| New | +$444K |
|
2133
PUT
JB Hunt Transport Services
JBHT
$26.3B
| $455K | ﹤0.01% |
5,400
-48,200
| -90% | -$3.84M |
|
2134
CALL
Leidos
LDOS
$18B
| $453K | ﹤0.01% |
10,400
+2,000
| +24% | +$78.3K |
|
2135
PUT
Roper Technologies
ROP
$39.5B
| $453K | ﹤0.01% |
2,900
-3,200
| -52% | -$491K |
|
2136
Sysco
SYY
$39.7B
| $453K | ﹤0.01% |
11,416
-6,649
| -37% | -$258K |
|
2137
CALL
Avery Dennison
AVY
$13.6B
| $452K | ﹤0.01% |
8,700
+4,300
| +98% | +$204K |
|
|
INFN
2138
CALL
DELISTED
Infinera Corporation Common Stock
INFN
| $452K | ﹤0.01% |
30,900
+27,900
| +930% | +$369K |
|
2139
CALL
Fidelity National Financial
FNF
$13.3B
| $450K | ﹤0.01% |
18,869
-33,273
| -64% | -$706K |
|
2140
PUT
Meritage Homes
MTH
$4.76B
| $450K | ﹤0.01% |
25,000
-600
| -2% | -$11K |
|
|
HIBB
2141
PUT
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $450K | ﹤0.01% |
9,300
-4,200
| -31% | -$195K |
|
2142
PUT
MasTec
MTZ
$23.9B
| $449K | ﹤0.01% |
19,800
+13,200
| +200% | +$326K |
|
2143
Canadian National Railway
CNI
$76.7B
| $448K | ﹤0.01% |
6,508
+823
| +14% | +$56.3K |
|
|
2144
CALL
Canadian National Railway
CNI
$76.7B
| $447K | ﹤0.01% |
6,500
+3,500
| +117% | +$239K |
|
2145
CALL
Terex
TEX
$7.76B
| $447K | ﹤0.01% |
16,000
-11,900
| -43% | -$340K |
|
2146
PUT
Nasdaq
NDAQ
$54.2B
| $446K | ﹤0.01% |
27,900
+14,400
| +107% | +$212K |
|
|
CBL
2147
PUT
DELISTED
CBL& Associates Properties, Inc.
CBL
| $446K | ﹤0.01% |
+23,000
| New | +$433K |
|
|
PNK
2148
DELISTED
Pinnacle Entertainment Inc.
PNK
| $446K | ﹤0.01% |
20,066
+16,416
| +450% | +$382K |
|
2149
CALL
Dover
DOV
$27.9B
| $445K | ﹤0.01% |
7,676
-69,947
| -90% | -$4.34M |
|
2150
CALL
Northern Trust
NTRS
$35B
| $445K | ﹤0.01% |
6,600
-47,900
| -88% | -$3.19M |
|
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RIM
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.