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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 | |
|---|---|---|---|---|---|---|
|
TIVO
476
CALL
DELISTED
TIVO INC
TIVO
| $9.68M | 0.03% |
817,900
-13,100
| -2% | -$164K |
|
477
CALL
Ryder
R
$9.92B
| $9.67M | 0.03% |
104,100
+99,500
| +2,163% | +$8.88M |
|
478
CALL
Wolfspeed
WOLF
$1.57B
| $9.62M | 0.03% |
298,600
+193,400
| +184% | +$6.35M |
|
479
Merck
MRK
$322B
| $9.6M | 0.03% |
177,106
+64,961
| +58% | +$3.62M |
|
480
PUT
Kroger
KR
$34.5B
| $9.59M | 0.03% |
298,600
+233,200
| +357% | +$6.75M |
|
481
CALL
Cummins
CMI
$87.1B
| $9.54M | 0.03% |
66,200
+9,800
| +17% | +$1.39M |
|
482
PUT
Best Buy
BBY
$17.6B
| $9.5M | 0.03% |
243,700
-231,100
| -49% | -$8.13M |
|
|
SPLK
483
PUT
DELISTED
Splunk Inc
SPLK
| $9.46M | 0.03% |
160,400
-14,400
| -8% | -$884K |
|
484
PUT
PPG Industries
PPG
$25.8B
| $9.45M | 0.03% |
81,800
+5,400
| +7% | +$560K |
|
485
CALL
Union Pacific
UNP
$174B
| $9.43M | 0.03% |
79,100
-5,800
| -7% | -$666K |
|
486
PUT
Dollar General
DG
$26.5B
| $9.31M | 0.03% |
131,700
| – | – |
|
487
CALL
Wheaton Precious Metals
WPM
$61B
| $9.29M | 0.03% |
456,800
+406,300
| +805% | +$8.08M |
|
|
GG
488
CALL
DELISTED
Goldcorp Inc
GG
| $9.26M | 0.03% |
500,200
+237,500
| +90% | +$4.87M |
|
489
CALL
Western Digital
WDC
$151B
| $9.24M | 0.03% |
110,471
-126,346
| -53% | -$9.54M |
|
490
CALL
3M
MMM
$94.4B
| $9.22M | 0.03% |
67,096
+56,810
| +552% | +$7.29M |
|
491
PUT
Netflix
NFLX
$311B
| $9.19M | 0.03% |
1,883,000
-13,475,000
| -88% | -$72.3M |
|
492
Comcast
CMCSA
$91B
| $9.12M | 0.03% |
314,250
+114,062
| +57% | +$3.12M |
|
493
CALL
Texas Instruments
TXN
$257B
| $9.1M | 0.03% |
170,200
-291,800
| -63% | -$14.8M |
|
494
CALL
FedEx
FDX
$76.3B
| $9.1M | 0.03% |
52,400
-51,800
| -50% | -$8.76M |
|
|
495
CALL
Deere & Co
DE
$167B
| $9.07M | 0.03% |
102,500
+38,700
| +61% | +$3.34M |
|
496
PUT
iShares Silver Trust
SLV
$31.5B
| $9.05M | 0.03% |
600,700
+478,100
| +390% | +$7.56M |
|
497
CALL
iShares US Real Estate ETF
IYR
$4.48B
| $8.95M | 0.03% |
116,500
-120,900
| -51% | -$9.04M |
|
498
ExxonMobil
XOM
$657B
| $8.95M | 0.03% |
96,823
-70,039
| -42% | -$6.53M |
|
499
JPMorgan Chase
JPM
$962B
| $8.87M | 0.03% |
141,685
-169,406
| -54% | -$10.2M |
|
500
CALL
Southern Company
SO
$106B
| $8.86M | 0.03% |
180,500
+58,800
| +48% | +$2.78M |
|
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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.