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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 | |
|---|---|---|---|---|---|---|
1926
CALL
Parker-Hannifin
PH
$120B
| $581K | ﹤0.01% |
4,500
-109,100
| -96% | -$13.4M |
|
1927
PUT
Arrow Electronics
ARW
$10.9B
| $580K | ﹤0.01% |
10,000
+8,800
| +733% | +$489K |
|
1928
Emerson Electric
EMR
$83.9B
| $579K | ﹤0.01% |
9,384
+8,691
| +1,254% | +$544K |
|
1929
Best Buy
BBY
$18.5B
| $578K | ﹤0.01% |
14,818
+14,374
| +3,237% | +$505K |
|
|
KLXI
1930
DELISTED
KLX Inc.
KLXI
| $578K | ﹤0.01% |
+16,610
| New | +$584K |
|
1931
CALL
Sanmina
SANM
$11B
| $577K | ﹤0.01% |
24,500
+19,100
| +354% | +$437K |
|
|
SAVE
1932
DELISTED
Spirit Airlines, Inc.
SAVE
| $577K | ﹤0.01% |
7,638
-4,419
| -37% | -$316K |
|
1933
PUT
Carter's
CRI
$1.18B
| $576K | ﹤0.01% |
6,600
+4,400
| +200% | +$355K |
|
|
BGC
1934
PUT
DELISTED
General Cable Corporation
BGC
| $575K | ﹤0.01% |
38,400
+29,500
| +331% | +$413K |
|
|
GES
1935
CALL
DELISTED
Guess Inc
GES
| $573K | ﹤0.01% |
27,200
+25,300
| +1,332% | +$540K |
|
|
HNT
1936
PUT
DELISTED
HEALTH NET INC
HNT
| $573K | ﹤0.01% |
10,700
+9,700
| +970% | +$478K |
|
|
VER
1937
PUT
DELISTED
VEREIT, Inc.
VER
| $572K | ﹤0.01% |
+12,660
| New | +$620K |
|
1938
PUT
Diageo
DEO
$47.9B
| $570K | ﹤0.01% |
5,000
+4,000
| +400% | +$465K |
|
1939
CALL
Brinker International
EAT
$8.99B
| $570K | ﹤0.01% |
9,700
+5,600
| +137% | +$305K |
|
|
TWC
1940
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $570K | ﹤0.01% |
3,747
+3,733
| +26,664% | +$539K |
|
|
HW
1941
CALL
DELISTED
Headwaters Inc
HW
| $567K | ﹤0.01% |
37,800
+19,700
| +109% | +$257K |
|
|
QLGC
1942
DELISTED
QLOGIC CORP
QLGC
| $567K | ﹤0.01% |
+42,551
| New | +$484K |
|
1943
PUT
CBRE Group
CBRE
$40.4B
| $566K | ﹤0.01% |
16,500
+14,000
| +560% | +$448K |
|
1944
PUT
Manulife Financial
MFC
$71.1B
| $566K | ﹤0.01% |
29,600
+27,000
| +1,038% | +$511K |
|
|
DCH
1945
Dauch Corp
DCH
$1.6B
| $563K | ﹤0.01% |
24,910
+19,348
| +348% | +$385K |
|
1946
CALL
Mercado Libre
MELI
$95.1B
| $563K | ﹤0.01% |
4,400
-2,700
| -38% | -$341K |
|
|
TPH
1947
PUT
DELISTED
Tri Pointe Homes
TPH
| $563K | ﹤0.01% |
36,900
+20,000
| +118% | +$285K |
|
1948
CALL
iShares Russell 3000 ETF
IWV
$20.3B
| $562K | ﹤0.01% |
4,600
-16,200
| -78% | -$1.93M |
|
1949
PUT
Columbia Sportswear
COLM
$2.87B
| $561K | ﹤0.01% |
12,600
+2,600
| +26% | +$106K |
|
1950
PUT
Hilton Worldwide
HLT
$69.1B
| $561K | ﹤0.01% |
7,167
+3,634
| +103% | +$272K |
|
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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.