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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 | |
|---|---|---|---|---|---|---|
|
SPWR
776
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $4.03M | 0.01% |
238,212
-473,217
| -67% | -$8.78M |
|
777
iShares MSCI Australia ETF
EWA
$1.46B
| $4.02M | 0.01% |
181,391
+164,884
| +999% | +$3.92M |
|
778
PUT
ManpowerGroup
MAN
$2.56B
| $4.01M | 0.01% |
58,800
+44,700
| +317% | +$2.97M |
|
779
CALL
Fluor
FLR
$7.01B
| $3.99M | 0.01% |
65,900
-90,100
| -58% | -$5.7M |
|
|
RHT
780
CALL
DELISTED
Red Hat Inc
RHT
| $3.99M | 0.01% |
57,700
+9,200
| +19% | +$556K |
|
781
Capital One
COF
$135B
| $3.98M | 0.01% |
48,216
-34,297
| -42% | -$2.79M |
|
|
CA
782
PUT
DELISTED
CA, Inc.
CA
| $3.98M | 0.01% |
130,700
+128,800
| +6,779% | +$3.76M |
|
783
CALL
Zillow
ZG
$7.42B
| $3.97M | 0.01% |
112,200
-171,600
| -60% | -$6.3M |
|
784
Johnson & Johnson
JNJ
$627B
| $3.96M | 0.01% |
37,920
-18,105
| -32% | -$1.91M |
|
|
CMA
785
CALL
DELISTED
Comerica
CMA
| $3.96M | 0.01% |
84,500
+33,800
| +67% | +$1.59M |
|
786
PUT
United States Natural Gas Fund
UNG
$501M
| $3.96M | 0.01% |
16,744
+6,556
| +64% | +$2.1M |
|
787
PUT
Skyworks Solutions
SWKS
$10.2B
| $3.94M | 0.01% |
54,100
-223,200
| -80% | -$13.8M |
|
788
PUT
Stratasys
SSYS
$768M
| $3.94M | 0.01% |
47,400
-35,700
| -43% | -$3.65M |
|
789
CALL
Manitowoc
MTW
$706M
| $3.92M | 0.01% |
195,953
+41,951
| +27% | +$761K |
|
790
CALL
Hartford Financial Services
HIG
$37.9B
| $3.92M | 0.01% |
94,100
-548,100
| -85% | -$21.7M |
|
791
CALL
Kohl's
KSS
$2.13B
| $3.92M | 0.01% |
64,200
-29,200
| -31% | -$1.69M |
|
792
Whirlpool
WHR
$2.78B
| $3.92M | 0.01% |
20,223
+12,590
| +165% | +$2.16M |
|
793
Range Resources
RRC
$9.4B
| $3.92M | 0.01% |
73,259
-8,202
| -10% | -$530K |
|
794
PUT
Simon Property Group
SPG
$71.3B
| $3.92M | 0.01% |
21,500
-35,500
| -62% | -$6.3M |
|
|
DFS
795
PUT
DELISTED
Discover Financial Services
DFS
| $3.91M | 0.01% |
59,700
-107,400
| -64% | -$6.89M |
|
|
GRA
796
CALL
DELISTED
W.R. Grace & Co.
GRA
| $3.89M | 0.01% |
40,800
+26,300
| +181% | +$2.45M |
|
797
PUT
Itaú Unibanco
ITUB
$82.3B
| $3.89M | 0.01% |
745,828
+351,712
| +89% | +$1.98M |
|
798
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.4B
| $3.89M | 0.01% |
+107,800
| New | +$3.7M |
|
799
PUT
Urban Outfitters
URBN
$6.66B
| $3.88M | 0.01% |
110,500
-13,600
| -11% | -$441K |
|
800
CALL
ResMed
RMD
$32.4B
| $3.86M | 0.01% |
68,800
| – | – |
|
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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.