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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 | |
|---|---|---|---|---|---|---|
|
EEP
1951
PUT
DELISTED
Enbridge Energy Partners
EEP
| $560K | ﹤0.01% |
14,000
+4,000
| +40% | +$150K |
|
|
LEG
1952
PUT
DELISTED
Leggett & Platt
LEG
| $559K | ﹤0.01% |
13,100
+11,000
| +524% | +$433K |
|
1953
Manulife Financial
MFC
$71.1B
| $559K | ﹤0.01% |
29,301
+27,787
| +1,835% | +$526K |
|
1954
Invesco S&P 500 Equal Weight ETF
RSP
$98.3B
| $559K | ﹤0.01% |
+6,981
| New | +$543K |
|
|
HIMX
1955
PUT
Himax Technologies
HIMX
$2.43B
| $558K | ﹤0.01% |
69,300
+34,400
| +99% | +$272K |
|
1956
CALL
Flowserve
FLS
$9.56B
| $557K | ﹤0.01% |
9,300
-18,400
| -66% | -$1.17M |
|
|
RDUS
1957
PUT
DELISTED
Radius Recycling
RDUS
| $557K | ﹤0.01% |
24,700
-27,100
| -52% | -$623K |
|
|
NSM
1958
PUT
DELISTED
Nationstar Mortgage Holdings
NSM
| $557K | ﹤0.01% |
19,800
+13,000
| +191% | +$402K |
|
1959
Dick's Sporting Goods
DKS
$11.9B
| $556K | ﹤0.01% |
+11,194
| New | +$524K |
|
|
LGF
1960
PUT
DELISTED
Lions Gate Entertainment
LGF
| $556K | ﹤0.01% |
17,400
-34,500
| -66% | -$1.13M |
|
|
RFMD
1961
CALL
DELISTED
RF MICRO DEVICES INC
RFMD
| $556K | ﹤0.01% |
33,500
+25,600
| +324% | +$342K |
|
1962
PUT
AGCO
AGCO
$8.89B
| $555K | ﹤0.01% |
12,300
-18,700
| -60% | -$828K |
|
1963
TE Connectivity
TEL
$59.3B
| $555K | ﹤0.01% |
8,769
+7,653
| +686% | +$460K |
|
1964
Cincinnati Financial
CINF
$26B
| $554K | ﹤0.01% |
+10,693
| New | +$535K |
|
1965
Rockwell Automation
ROK
$47.3B
| $554K | ﹤0.01% |
4,986
+3,783
| +314% | +$415K |
|
1966
PUT
iShares S&P Small-Cap 600 Value ETF
IJS
$8.15B
| $553K | ﹤0.01% |
+9,400
| New | +$530K |
|
|
CLR
1967
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $553K | ﹤0.01% |
14,400
-29,300
| -67% | -$1.44M |
|
1968
PUT
Knowles
KN
$3.06B
| $552K | ﹤0.01% |
+23,500
| New | +$486K |
|
1969
CALL
Landstar System
LSTR
$5.89B
| $552K | ﹤0.01% |
+7,600
| New | +$565K |
|
|
SWIR
1970
DELISTED
Sierra Wireless
SWIR
| $552K | ﹤0.01% |
11,643
+5,246
| +82% | +$180K |
|
|
KKD
1971
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $552K | ﹤0.01% |
27,955
+5,418
| +24% | +$103K |
|
|
IM
1972
PUT
DELISTED
Ingram Micro
IM
| $551K | ﹤0.01% |
+19,900
| New | +$524K |
|
1973
iShares MSCI Taiwan ETF
EWT
$12.1B
| $550K | ﹤0.01% |
18,211
+11,482
| +171% | +$353K |
|
1974
Invesco
IVZ
$14.2B
| $550K | ﹤0.01% |
13,910
+11,122
| +399% | +$438K |
|
1975
Buckle
BKE
$2.1B
| $549K | ﹤0.01% |
10,449
+10,407
| +24,779% | +$511K |
|
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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'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.