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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 | |
|---|---|---|---|---|---|---|
|
EA
226
PUT
DELISTED
Electronic Arts
EA
| $29.1M | 0.08% |
618,300
+412,900
| +201% | +$17M |
|
|
227
Halliburton
HAL
$28.2B
| $29M | 0.08% |
738,546
+721,086
| +4,130% | +$35.1M |
|
228
CALL
Freeport-McMoran
FCX
$96.2B
| $28.9M | 0.08% |
1,238,600
-505,600
| -29% | -$14M |
|
229
PUT
Seagate
STX
$186B
| $28.4M | 0.08% |
426,900
+235,600
| +123% | +$14.6M |
|
230
General Motors
GM
$78.3B
| $28.2M | 0.08% |
807,307
-52,120
| -6% | -$1.66M |
|
|
SCTY
231
PUT
DELISTED
SolarCity Corporation
SCTY
| $27.9M | 0.08% |
520,900
-944,200
| -64% | -$50.7M |
|
232
CALL
Coca-Cola
KO
$372B
| $27.6M | 0.08% |
654,800
+25,100
| +4% | +$1.07M |
|
233
PUT
Palo Alto Networks
PANW
$311B
| $27.6M | 0.08% |
1,353,000
+303,600
| +29% | +$5.6M |
|
234
CALL
Danaher
DHR
$146B
| $27.5M | 0.08% |
478,040
+892
| +0.2% | +$48.4K |
|
|
235
PUT
Freeport-McMoran
FCX
$96.2B
| $27.5M | 0.08% |
1,176,100
-110,400
| -9% | -$3.05M |
|
|
RSX
236
PUT
DELISTED
VanEck Russia ETF
RSX
| $27.4M | 0.08% |
1,870,000
+1,869,000
| +186,900% | +$36.7M |
|
237
CALL
Philip Morris
PM
$291B
| $27.3M | 0.08% |
335,300
+114,700
| +52% | +$9.85M |
|
238
PUT
Whirlpool
WHR
$2.85B
| $27.1M | 0.08% |
140,100
+106,100
| +312% | +$18.2M |
|
239
CALL
Boeing
BA
$184B
| $27.1M | 0.08% |
208,400
-80,300
| -28% | -$10.2M |
|
240
PUT
HSBC
HSBC
$355B
| $27M | 0.08% |
662,334
+557,303
| +531% | +$23.8M |
|
241
PUT
Prudential Financial
PRU
$42.3B
| $26.9M | 0.08% |
296,900
+254,200
| +595% | +$21.8M |
|
242
CALL
Intel
INTC
$490B
| $26.9M | 0.08% |
740,100
-296,000
| -29% | -$10.3M |
|
243
PUT
Darden Restaurants
DRI
$25B
| $26.8M | 0.08% |
512,026
+377,895
| +282% | +$18.3M |
|
244
CALL
United States Oil Fund
USO
$1.8B
| $26.8M | 0.08% |
164,513
+57,275
| +53% | +$12.7M |
|
245
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.43B
| $26.8M | 0.08% |
543,900
-490,300
| -47% | -$25.6M |
|
246
PUT
Cummins
CMI
$87.1B
| $26.6M | 0.08% |
184,200
-63,300
| -26% | -$8.95M |
|
|
247
Intel
INTC
$490B
| $25.6M | 0.07% |
706,152
+528,337
| +297% | +$18.4M |
|
|
GAP
248
PUT
The Gap Inc
GAP
$7.57B
| $25.6M | 0.07% |
607,500
+337,500
| +125% | +$13.2M |
|
249
PUT
KeyCorp
KEY
$24.4B
| $25.5M | 0.07% |
1,835,200
+475,100
| +35% | +$6.32M |
|
250
CALL
Ashland
ASH
$3.45B
| $25.4M | 0.07% |
432,919
+432,101
| +52,824% | +$23.3M |
|
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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.