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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 | |
|---|---|---|---|---|---|---|
726
CALL
Synaptics
SYNA
$4.33B
| $4.46M | 0.01% |
64,800
+49,100
| +313% | +$3.29M |
|
727
PUT
Travelers Companies
TRV
$78.6B
| $4.46M | 0.01% |
42,100
+38,000
| +927% | +$3.84M |
|
728
PUT
First Solar
FSLR
$25.2B
| $4.44M | 0.01% |
99,700
-8,000
| -7% | -$408K |
|
729
CALL
Stanley Black & Decker
SWK
$15.5B
| $4.44M | 0.01% |
46,200
-78,200
| -63% | -$7.21M |
|
730
Valero Energy
VLO
$94.1B
| $4.43M | 0.01% |
89,508
-18,151
| -17% | -$879K |
|
731
CALL
Nokia
NOK
$57.3B
| $4.43M | 0.01% |
563,400
-900,600
| -62% | -$7.28M |
|
732
PUT
Herbalife
HLF
$1.23B
| $4.42M | 0.01% |
234,600
+107,000
| +84% | +$2.29M |
|
733
CALL
Baidu
BIDU
$35.4B
| $4.41M | 0.01% |
19,300
-260,600
| -93% | -$59.7M |
|
734
CALL
Eaton
ETN
$182B
| $4.41M | 0.01% |
64,800
-32,100
| -33% | -$2.12M |
|
735
PUT
General Mills
GIS
$19.9B
| $4.4M | 0.01% |
82,600
+68,900
| +503% | +$3.56M |
|
736
Lam Research
LRCX
$409B
| $4.4M | 0.01% |
554,320
-568,530
| -51% | -$4.41M |
|
737
CALL
NextEra Energy
NEE
$179B
| $4.39M | 0.01% |
165,200
+126,400
| +326% | +$3.19M |
|
738
CALL
Workday
WDAY
$42.9B
| $4.37M | 0.01% |
53,600
+28,900
| +117% | +$2.5M |
|
739
PUT
TJX Companies
TJX
$171B
| $4.36M | 0.01% |
127,000
-239,800
| -65% | -$7.64M |
|
|
ETP
740
CALL
DELISTED
Energy Transfer Partners L.p.
ETP
| $4.34M | 0.01% |
66,700
+56,800
| +574% | +$3.63M |
|
741
PUT
Marriott International
MAR
$92B
| $4.32M | 0.01% |
55,400
-73,300
| -57% | -$5.41M |
|
742
Palo Alto Networks
PANW
$309B
| $4.32M | 0.01% |
211,608
+179,910
| +568% | +$3.32M |
|
743
PUT
TSMC
TSM
$2.24T
| $4.32M | 0.01% |
193,000
+190,000
| +6,333% | +$4.14M |
|
744
CALL
Phillips 66
PSX
$90B
| $4.28M | 0.01% |
59,600
-20,400
| -26% | -$1.51M |
|
745
PUT
Fossil Group
FOSL
$306M
| $4.26M | 0.01% |
38,500
-32,700
| -46% | -$3.42M |
|
|
PETM
746
PUT
DELISTED
PETSMART INC
PETM
| $4.24M | 0.01% |
52,200
+15,200
| +41% | +$1.13M |
|
|
WNR
747
CALL
DELISTED
Western Refining Inc
WNR
| $4.24M | 0.01% |
112,200
+92,300
| +464% | +$3.82M |
|
748
CALL
Paychex
PAYX
$42.4B
| $4.24M | 0.01% |
91,700
-128,300
| -58% | -$5.92M |
|
|
TYC
749
PUT
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $4.23M | 0.01% |
92,157
+30,942
| +51% | +$1.38M |
|
750
Goodyear
GT
$1.74B
| $4.23M | 0.01% |
148,063
-83,574
| -36% | -$2.07M |
|
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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.