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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 | |
|---|---|---|---|---|---|---|
|
RTN
801
PUT
DELISTED
Raytheon Company
RTN
| $3.84M | 0.01% |
35,500
+25,500
| +255% | +$2.63M |
|
802
Applied Materials
AMAT
$437B
| $3.83M | 0.01% |
153,796
+110,865
| +258% | +$2.5M |
|
803
PUT
Exelon
EXC
$46.3B
| $3.83M | 0.01% |
144,686
+133,610
| +1,206% | +$3.43M |
|
804
PUT
American Electric Power
AEP
$67.4B
| $3.81M | 0.01% |
62,700
+36,100
| +136% | +$2.07M |
|
805
CALL
iShares US Transportation ETF
IYT
$2.26B
| $3.81M | 0.01% |
92,800
+56,400
| +155% | +$2.22M |
|
|
QIHU
806
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $3.81M | 0.01% |
66,457
-64,461
| -49% | -$4.25M |
|
807
US Bancorp
USB
$101B
| $3.79M | 0.01% |
84,287
-84,680
| -50% | -$3.64M |
|
808
Gen Digital
GEN
$17.1B
| $3.79M | 0.01% |
147,533
-99,126
| -40% | -$2.47M |
|
|
FITB
809
CALL
Fifth Third Bancorp
FITB
$52.5B
| $3.75M | 0.01% |
184,200
-69,000
| -27% | -$1.37M |
|
|
QEP
810
PUT
DELISTED
QEP RESOURCES, INC.
QEP
| $3.75M | 0.01% |
185,600
-22,900
| -11% | -$534K |
|
811
PUT
CNX Resources
CNX
$5.29B
| $3.74M | 0.01% |
132,840
-118,440
| -47% | -$3.59M |
|
|
TYC
812
CALL
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $3.74M | 0.01% |
81,557
+78,597
| +2,655% | +$3.5M |
|
|
QLIK
813
PUT
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $3.74M | 0.01% |
121,000
+70,000
| +137% | +$2M |
|
814
CME Group
CME
$94.6B
| $3.73M | 0.01% |
42,062
-16,955
| -29% | -$1.44M |
|
815
Sherwin-Williams
SHW
$87.8B
| $3.71M | 0.01% |
42,270
+33,309
| +372% | +$2.62M |
|
816
PUT
Motorola Solutions
MSI
$77.3B
| $3.7M | 0.01% |
55,200
-200
| -0.4% | -$12.8K |
|
817
PUT
Vipshop
VIPS
$6.88B
| $3.7M | 0.01% |
189,200
-365,800
| -66% | -$7.72M |
|
818
PUT
Paychex
PAYX
$42.7B
| $3.69M | 0.01% |
80,000
-84,700
| -51% | -$3.91M |
|
|
BKS
819
DELISTED
Barnes & Noble
BKS
| $3.68M | 0.01% |
242,062
+121,925
| +101% | +$1.73M |
|
|
ARUN
820
PUT
DELISTED
ARUBA NETWORKS, INC.
ARUN
| $3.68M | 0.01% |
202,400
+178,000
| +730% | +$3.55M |
|
821
PUT
H&R Block
HRB
$6.84B
| $3.67M | 0.01% |
108,800
-118,700
| -52% | -$3.8M |
|
|
SPLK
822
CALL
DELISTED
Splunk Inc
SPLK
| $3.67M | 0.01% |
62,100
-15,100
| -20% | -$927K |
|
823
CALL
First Solar
FSLR
$24.4B
| $3.66M | 0.01% |
82,200
-38,700
| -32% | -$1.97M |
|
824
PUT
Blackrock
BLK
$179B
| $3.65M | 0.01% |
10,200
-3,500
| -26% | -$1.2M |
|
|
WLB
825
DELISTED
Westmoreland Coal Company
WLB
| $3.64M | 0.01% |
109,597
+105,493
| +2,570% | +$3.69M |
|
Similar funds
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.