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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 | |
|---|---|---|---|---|---|---|
551
CALL
Emerson Electric
EMR
$91.7B
| $7.61M | 0.02% |
123,300
+121,300
| +6,065% | +$7.6M |
|
552
CALL
Aflac
AFL
$60.7B
| $7.61M | 0.02% |
249,000
+204,400
| +458% | +$6.04M |
|
553
CALL
PNC Financial Services
PNC
$101B
| $7.58M | 0.02% |
83,100
-46,100
| -36% | -$4M |
|
|
SCTY
554
CALL
DELISTED
SolarCity Corporation
SCTY
| $7.56M | 0.02% |
141,400
-64,900
| -31% | -$3.49M |
|
555
CALL
Royal Gold
RGLD
$19.8B
| $7.54M | 0.02% |
120,300
+73,700
| +158% | +$4.83M |
|
556
PUT
Coca-Cola Europacific Partners
CCEP
$47.1B
| $7.5M | 0.02% |
169,600
+85,400
| +101% | +$3.68M |
|
557
Walmart Inc
WMT
$901B
| $7.5M | 0.02% |
261,993
-9,726
| -4% | -$263K |
|
558
Air Products & Chemicals
APD
$68.9B
| $7.49M | 0.02% |
56,170
+55,455
| +7,756% | +$7.01M |
|
559
PUT
Boston Scientific
BSX
$74.2B
| $7.48M | 0.02% |
+564,600
| New | +$7.22M |
|
560
CALL
United States Natural Gas Fund
UNG
$494M
| $7.39M | 0.02% |
31,269
+12,163
| +64% | +$3.9M |
|
561
Philip Morris
PM
$290B
| $7.37M | 0.02% |
90,439
+26,856
| +42% | +$2.31M |
|
|
LNKD
562
CALL
DELISTED
LinkedIn Corporation
LNKD
| $7.35M | 0.02% |
32,000
-37,000
| -54% | -$8.02M |
|
563
PUT
Fortinet
FTNT
$119B
| $7.3M | 0.02% |
1,191,000
+62,000
| +5% | +$334K |
|
564
CALL
Franco-Nevada
FNV
$46.4B
| $7.29M | 0.02% |
148,300
+70,600
| +91% | +$3.59M |
|
|
OCR
565
CALL
DELISTED
OMNICARE INC
OCR
| $7.29M | 0.02% |
100,000
| – | – |
|
|
OCR
566
PUT
DELISTED
OMNICARE INC
OCR
| $7.29M | 0.02% |
100,000
| – | – |
|
567
CALL
CSX Corp
CSX
$92.5B
| $7.28M | 0.02% |
602,400
-36,900
| -6% | -$432K |
|
|
BTU
568
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $7.26M | 0.02% |
62,571
+10,200
| +19% | +$1.52M |
|
569
CALL
CF Industries
CF
$17.8B
| $7.25M | 0.02% |
133,000
-265,500
| -67% | -$14M |
|
570
Travel + Leisure Co
TNL
$4.52B
| $7.23M | 0.02% |
186,778
+178,795
| +2,240% | +$6.47M |
|
|
SWC
571
PUT
DELISTED
Stillwater Mining Co
SWC
| $7.22M | 0.02% |
489,600
+478,400
| +4,271% | +$6.57M |
|
|
TVPT
572
CALL
DELISTED
Travelport Worldwide Limited
TVPT
| $7.2M | 0.02% |
+400,000
| New | +$6.26M |
|
573
PUT
Southwest Airlines
LUV
$22.3B
| $7.19M | 0.02% |
169,800
+164,100
| +2,879% | +$6.13M |
|
574
Costco
COST
$419B
| $7.18M | 0.02% |
50,667
-36,163
| -42% | -$4.92M |
|
575
iShares MSCI South Korea ETF
EWY
$25.9B
| $7.18M | 0.02% |
129,796
+79,742
| +159% | +$4.54M |
|
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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.