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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 | |
|---|---|---|---|---|---|---|
376
PUT
Sherwin-Williams
SHW
$88.5B
| $13.7M | 0.04% |
156,300
+145,800
| +1,389% | +$11.5M |
|
|
BTU
377
PUT
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $13.7M | 0.04% |
117,580
+23,353
| +25% | +$3.48M |
|
378
PUT
Toll Brothers
TOL
$14.3B
| $13.6M | 0.04% |
395,800
+35,900
| +10% | +$1.17M |
|
379
CALL
Clorox
CLX
$13.1B
| $13.5M | 0.04% |
129,900
+109,900
| +550% | +$11M |
|
380
CALL
Wynn Resorts
WYNN
$10.8B
| $13.5M | 0.04% |
90,900
-38,500
| -30% | -$6.61M |
|
381
Alphabet (Google) Class C
GOOG
$4.19T
| $13.5M | 0.04% |
510,658
+119,527
| +31% | +$3.21M |
|
382
CALL
VanEck Gold Miners ETF
GDX
$27.5B
| $13.4M | 0.04% |
728,500
+455,400
| +167% | +$8.8M |
|
|
LVLT
383
PUT
DELISTED
Level 3 Communications Inc
LVLT
| $13.4M | 0.04% |
270,930
+249,800
| +1,182% | +$11.5M |
|
384
CALL
Nike
NKE
$61.3B
| $13.4M | 0.04% |
278,000
-56,000
| -17% | -$2.63M |
|
|
POT
385
CALL
DELISTED
Potash Corp Of Saskatchewan
POT
| $13.3M | 0.04% |
376,900
+268,300
| +247% | +$9.14M |
|
386
PUT
Lowe's Companies
LOW
$124B
| $13.3M | 0.04% |
193,100
-156,400
| -45% | -$9.36M |
|
|
PNRA
387
CALL
DELISTED
Panera Bread Co
PNRA
| $13.2M | 0.04% |
75,800
-94,400
| -55% | -$15.7M |
|
388
PUT
VanEck Oil Services ETF
OIH
$1.97B
| $13.2M | 0.04% |
18,415
+8,120
| +79% | +$6.75M |
|
389
PUT
Devon Energy
DVN
$49.9B
| $13.2M | 0.04% |
215,900
-474,400
| -69% | -$28.8M |
|
390
CALL
Applied Materials
AMAT
$417B
| $13.2M | 0.04% |
529,200
+53,000
| +11% | +$1.2M |
|
391
United Airlines
UAL
$41B
| $13.1M | 0.04% |
196,151
-337,474
| -63% | -$18.7M |
|
392
Cummins
CMI
$87.1B
| $13.1M | 0.04% |
90,655
+33,206
| +58% | +$4.7M |
|
|
GRMN
393
CALL
Garmin
GRMN
$59.7B
| $13.1M | 0.04% |
247,300
+195,800
| +380% | +$10.6M |
|
394
American Express
AXP
$230B
| $13.1M | 0.04% |
140,389
+81,907
| +140% | +$7.34M |
|
395
PUT
Corning
GLW
$137B
| $13M | 0.04% |
565,100
-310,600
| -35% | -$6.32M |
|
396
Vale
VALE
$60.9B
| $12.8M | 0.04% |
1,565,017
+1,252,786
| +401% | +$11.7M |
|
397
PUT
Lennar Class A
LEN
$21.1B
| $12.8M | 0.04% |
299,305
+115,667
| +63% | +$4.79M |
|
398
PUT
Altria Group
MO
$109B
| $12.8M | 0.04% |
259,100
-355,100
| -58% | -$17.3M |
|
399
CALL
Netflix
NFLX
$311B
| $12.7M | 0.04% |
2,611,000
-25,249,000
| -91% | -$136M |
|
|
400
Wynn Resorts
WYNN
$10.8B
| $12.7M | 0.04% |
85,619
+81,557
| +2,008% | +$14M |
|
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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 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.