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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 | |
|---|---|---|---|---|---|---|
326
PUT
Expedia Group
EXPE
$38.5B
| $17.1M | 0.05% |
200,400
-46,400
| -19% | -$3.93M |
|
327
Goldman Sachs
GS
$301B
| $16.9M | 0.05% |
87,340
+32,877
| +60% | +$6.18M |
|
328
PUT
Workday
WDAY
$44.8B
| $16.9M | 0.05% |
207,100
+57,100
| +38% | +$4.93M |
|
329
Newmont
NEM
$124B
| $16.8M | 0.05% |
889,761
+309,836
| +53% | +$6.24M |
|
|
YOKU
330
PUT
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $16.8M | 0.05% |
943,100
+903,000
| +2,252% | +$16.7M |
|
331
Freeport-McMoran
FCX
$96.4B
| $16.8M | 0.05% |
717,934
+517,869
| +259% | +$14.3M |
|
|
CERN
332
PUT
DELISTED
Cerner Corp
CERN
| $16.8M | 0.05% |
+259,100
| New | +$16.1M |
|
333
PUT
Abercrombie & Fitch
ANF
$5.24B
| $16.7M | 0.05% |
583,500
+387,200
| +197% | +$11.9M |
|
334
American International
AIG
$40.4B
| $16.7M | 0.05% |
297,797
+49,727
| +20% | +$2.67M |
|
335
CALL
Williams Companies
WMB
$88.4B
| $16.7M | 0.05% |
371,300
+115,000
| +45% | +$5.88M |
|
336
PUT
Truist Financial
TFC
$63.9B
| $16.6M | 0.05% |
428,100
-21,400
| -5% | -$805K |
|
|
GOLD
337
CALL
DELISTED
Randgold Resources Ltd
GOLD
| $16.6M | 0.05% |
250,353
+211,587
| +546% | +$13.8M |
|
338
Chipotle Mexican Grill
CMG
$40.5B
| $16.6M | 0.05% |
1,208,950
-123,100
| -9% | -$1.61M |
|
339
PUT
Macy's
M
$6.45B
| $16.4M | 0.05% |
249,400
+145,000
| +139% | +$8.77M |
|
340
CALL
Duke Energy
DUK
$96.1B
| $16.4M | 0.05% |
196,000
+172,900
| +748% | +$13.9M |
|
341
PUT
Philip Morris
PM
$290B
| $16.4M | 0.05% |
201,000
-98,800
| -33% | -$8.49M |
|
342
PUT
Trip.com Group
TCOM
$29.1B
| $16.3M | 0.05% |
716,800
+636,200
| +789% | +$16.7M |
|
343
CALL
Alcoa
AA
$14.3B
| $16.2M | 0.05% |
428,090
+59,634
| +16% | +$2.31M |
|
344
CALL
Amgen
AMGN
$224B
| $16.2M | 0.05% |
101,900
+70,800
| +228% | +$11M |
|
345
Berkshire Hathaway Class B
BRK.B
$1.11T
| $16.2M | 0.05% |
107,769
+24,736
| +30% | +$3.57M |
|
346
PUT
Valero Energy
VLO
$93.3B
| $16.2M | 0.05% |
326,600
-222,100
| -40% | -$10.8M |
|
347
Adobe
ADBE
$105B
| $16.1M | 0.05% |
222,110
+211,118
| +1,921% | +$14.8M |
|
|
FITB
348
PUT
Fifth Third Bancorp
FITB
$52.2B
| $16.1M | 0.05% |
787,800
+108,600
| +16% | +$2.16M |
|
|
APC
349
PUT
DELISTED
Anadarko Petroleum
APC
| $15.8M | 0.05% |
192,100
-181,800
| -49% | -$15.8M |
|
|
ESRX
350
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $15.8M | 0.05% |
187,200
-105,300
| -36% | -$8.23M |
|
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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.