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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
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$34.3B
AUM Growth
+$2.76B
(+8.7%)
Cap. Flow
+$756M
Cap. Flow
% of AUM
2.21%
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 | Miscellaneous | 92.48% |
| 2 | Technology | 1.89% |
| 3 | Consumer Discretionary | 1.28% |
| 4 | Financials | 0.92% |
| 5 | Industrials | 0.77% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
SUNE
401
PUT
DELISTED
SUNEDISON, INC COM
SUNE
| $12.7M | 0.04% |
652,100
-277,600
| -30% | -$5.27M |
|
402
Chevron
CVX
$412B
| $12.5M | 0.04% |
111,703
+106,265
| +1,954% | +$12.1M |
|
403
CALL
Goodyear
GT
$1.68B
| $12.5M | 0.04% |
436,800
-93,500
| -18% | -$2.31M |
|
|
SPR
404
CALL
DELISTED
Spirit AeroSystems
SPR
| $12.5M | 0.04% |
289,800
+288,100
| +16,947% | +$11.7M |
|
405
Monster Beverage
MNST
$84.5B
| $12.4M | 0.04% |
1,374,888
+667,584
| +94% | +$5.76M |
|
406
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
| $12.3M | 0.04% |
254,100
+233,600
| +1,140% | +$11.1M |
|
407
Intercontinental Exchange
ICE
$88.6B
| $12.3M | 0.04% |
280,755
+154,225
| +122% | +$6.61M |
|
408
PUT
Norfolk Southern
NSC
$73.7B
| $12.2M | 0.04% |
111,700
+21,500
| +24% | +$2.36M |
|
409
PUT
TripAdvisor
TRIP
$1.07B
| $12.2M | 0.04% |
163,800
+49,500
| +43% | +$3.86M |
|
|
MRSH
410
Marsh
MRSH
$86.1B
| $12.2M | 0.04% |
213,294
+55,021
| +35% | +$3.02M |
|
|
AUY
411
DELISTED
Yamana Gold, Inc.
AUY
| $12.2M | 0.04% |
3,028,705
+2,790,905
| +1,174% | +$12.6M |
|
412
SLB Ltd
SLB
$84.7B
| $12.1M | 0.04% |
141,106
+122,955
| +677% | +$11.3M |
|
413
PUT
Transocean
RIG
$6.43B
| $12M | 0.04% |
654,400
+519,000
| +383% | +$13M |
|
414
PUT
International Paper
IP
$19.3B
| $12M | 0.04% |
236,333
+25,027
| +12% | +$1.23M |
|
415
PUT
Mastercard
MA
$500B
| $12M | 0.03% |
138,800
+1,400
| +1% | +$114K |
|
416
Agilent Technologies
A
$41.4B
| $11.9M | 0.03% |
291,302
+280,613
| +2,625% | +$11.3M |
|
417
PUT
Wolfspeed
WOLF
$1.5B
| $11.9M | 0.03% |
369,000
-293,500
| -44% | -$9.64M |
|
|
418
CALL
International Paper
IP
$19.3B
| $11.9M | 0.03% |
234,115
+43,296
| +23% | +$2.12M |
|
419
PUT
CSX Corp
CSX
$90.8B
| $11.8M | 0.03% |
978,000
-212,700
| -18% | -$2.49M |
|
420
CALL
Darden Restaurants
DRI
$24.2B
| $11.8M | 0.03% |
225,305
+178,208
| +378% | +$8.64M |
|
|
DD
421
CALL
DELISTED
Du Pont De Nemours E I
DD
| $11.8M | 0.03% |
167,427
-108,986
| -39% | -$7.28M |
|
422
PUT
Cognizant
CTSH
$27B
| $11.7M | 0.03% |
222,800
-111,000
| -33% | -$5.55M |
|
423
Trip.com Group
TCOM
$25.5B
| $11.6M | 0.03% |
+510,176
| New | +$13.4M |
|
|
CBST
424
PUT
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
| $11.6M | 0.03% |
+115,000
| New | +$8.94M |
|
|
RAD
425
PUT
DELISTED
Rite Aid Corporation
RAD
| $11.5M | 0.03% |
76,785
+54,380
| +243% | +$6.04M |
|
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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's Q4 2014 filing shows 2,582 new, 1,916 increased, 1,653 reduced and 442 closed positions. Its largest new stake was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M. The largest sale was Walgreens Boots Alliance, an estimated $50.6M.
By sector, the portfolio is most concentrated in Miscellaneous at 92% of assets, down from 93% a quarter earlier, followed by Technology and Consumer Discretionary.
- 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.